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A Performance Model for Allocating the Parallelism in a Multigrid-in-Time Solver

The traditional way to numerically solve time-dependent problems is to sequentially march through time, solving for one time step and then the next. The parallelism in this approach is limited to the spatial dimension, which is quickly exhausted, causing the gain from using more processors to solve a problem to diminish. One approach to overcome this barrier is to use methods that are parallel in time. These methods have the potential to achieve dramatically better performance compared to time-stepping approaches, but achieving this performance requires carefully choosing the amount of parallelism devoted to space versus the amount devoted to time. Here, we present a performance model that, for a multigrid-in-time solver, makes the decision on when to switch to parallel-in-time and on how much parallelism to devote to space vs. time. In our experiments, the model selects the best parallel configuration in most of our test cases and a configuration close to the best one in all other cases.

97 MATHEMATICS AND COMPUTING↗

A non-intrusive parallel-in-time adjoint solver with the XBraid library

In this paper, an adjoint solver for the multigrid-in-time software library XBraid is presented. XBraid provides a non-intrusive approach for simulating unsteady dynamics on multiple processors while parallelizing not only in space but also in the time domain (XBraid: Parallel multigrid in time, http://llnl.gov/casc/xbraid). It applies an iterative multigrid reduction in time algorithm to existing spatially parallel classical time propagators and computes the unsteady solution parallel in time. Techniques from Automatic Differentiation are used to develop a consistent discrete adjoint solver which provides sensitivity information of output quantities with respect to design parameter changes. The adjoint code runs backwards through the primal XBraid actions and accumulates gradient information parallel in time. It is highly non-intrusive as existing adjoint time propagators can easily be integrated through the adjoint interface. The adjoint code is validated on advection-dominated flow with periodic upstream boundary condition. We report it provides similar strong scaling results as the primal XBraid solver and offers great potential for speeding up the overall computational costs for sensitivity analysis using multiple processors.

97 MATHEMATICS AND COMPUTING↗

A PETSc Parallel-in-Time Solver based on MGRIT algorithm

We address the development of a modular implementation of the MGRIT (MultiGrid-In-Time) algorithm to solve linear and nonlinear systems that arise from the discretization of evolutionary models with a parallel-in-time approach in the context of the PETSc (the Portable, Extensible Toolkit for Scientific computing) library. Our aim is to give the opportunity of predicting the performance gain achievable when using the MGRIT approach instead of the Time Stepping integrator (TS). To this end, we analyze the performance parameters of the algorithm that provide a-priori the best number of processing elements and grid levels to use to address the scaling of MGRIT, regarded as a parallel iterative algorithm proceeding along the time dimension.

Mele, Valeria↗

A non-intrusive parallel-in-time approach for simultaneous optimization with unsteady PDEs

This paper presents a non-intrusive framework for integrating existing unsteady partial differential equation (PDE) solvers into a parallel-in-time simultaneous optimization algorithm. The time-parallelization is provided by the non-intrusive software library XBraid [Parallel multigrid in time, software available at http://llnl.gov/casc/xbraid], which applies an iterative multigrid reduction technique to the time domain of existing time-marching schemes for solving unsteady PDEs. Its general user-interface has been extended in [S. Günther, N.R. Gauger, and J.B. Schroder, A non-intrusive parallel-in-time adjoint solver with the XBraid library, Comput. Vis. Sci. 19 (2018), pp. 85–95. Available at arXiv, math.OC/1705.00663] for computing adjoint sensitivities such that gradients of output quantities with respect to design changes can be computed parallel-in-time alongside with the primal PDE solution. In this paper, the primal and adjoint XBraid iterations are embedded into a simultaneous optimization framework, namely the One-shot method. In this method, design updates towards optimality are employed after each state and adjoint update such that optimality and feasibility of the design and the PDE solution are reached simultaneously. Finally, the time-parallel optimization method is validated on an advection-dominated flow control problem which shows significant speedup over a classical time-serial optimization algorithm.

97 MATHEMATICS AND COMPUTING↗

Two-Level Convergence Theory for Multigrid Reduction in Time (MGRIT)

Here we develop a two-grid convergence theory for the parallel-in-time scheme known as multigrid reduction in time (MGRIT), as it is implemented in the open-source package [XBraid: Parallel Multigrid in Time, http://llnl.gov/casc/xbraid]. MGRIT is a scalable and multilevel approach to parallel-in-time simulations that nonintrusively uses existing time-stepping schemes, and in a specific two-level setting it is equivalent to the widely known parareal algorithm. The goal of this paper is twofold. First, we present a two-level MGRIT convergence analysis for linear problems where the spatial discretization matrix can be diagonalized, and then apply this analysis to our two basic model problems, the heat equation and the advection equation. One important assumption is that the coarse and fine time-grid propagators can be diagaonalized by the same set of eigenvectors, which is often the case when the same spatial discretization operator is used on the coarse and fine time grids. In many cases, the MGRIT algorithm is guaranteed to converge, and we demonstrate numerically that the theoretically predicted convergence rates are sharp in practice for our model problems. Second, we explore how the convergence of MGRIT compares to the stability of the chosen time-stepping scheme. In particular, we demonstrate that a stable time-stepping scheme does not necessarily imply convergence of MGRIT, although MGRIT with FCF-relaxation always converges for the diffusion dominated problems considered here.

97 MATHEMATICS AND COMPUTING↗

Multigrid Reduction in Time for Nonlinear Parabolic Problems: A Case Study

The need for parallelism in the time dimension is being driven by changes in computer architectures, where performance increases are now provided through greater concurrency, not faster clock speeds. This creates a bottleneck for sequential time marching schemes because they lack parallelism in the time dimension. Multigrid reduction in time (MGRIT) is an iterative procedure that allows for temporal parallelism by utilizing multigrid reduction techniques and a multilevel hierarchy of coarse time grids. MGRIT has been shown to be effective for linear problems, with speedups of up to 50 times. The goal of this work is the efficient solution of nonlinear problems with MGRIT, where efficiency is defined as achieving similar performance when compared to an equivalent linear problem. The benchmark nonlinear problem is the p-Laplacian, where p=4 corresponds to a well-known nonlinear diffusion equation and p=2 corresponds to the standard linear diffusion operator, our benchmark linear problem. The key difficulty encountered is that the nonlinear time-step solver becomes progressively more expensive on coarser time levels as the time-step size increases. To overcome such difficulties, multigrid research has historically targeted an accumulated body of experience regarding how to choose an appropriate solver for a specific problem type. To that end, this paper develops a library of MGRIT optimizations and modifications, most important an alternate initial guess for the nonlinear time-step solver and delayed spatial coarsening, that will allow many nonlinear parabolic problems to be solved with parallel scaling behavior comparable to the corresponding linear problem.

parareal↗