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At least 19 records

Fast inversion, preconditioned quantum linear system solvers, fast Green's-function computation, and fast evaluation of matrix functions

Preconditioning is the most widely used and effective way for treating ill-conditioned linear systems in the context of classical iterative linear system solvers. We introduce a quantum primitive called fast inversion, which can be used as a preconditioner for solving quantum linear systems. The key idea of fast inversion is to directly block encode a matrix inverse through a quantum circuit implementing the inversion of eigenvalues via classical arithmetics. We demonstrate the application of preconditioned linear system solvers for computing single-particle Green's functions of quantum many-body systems, which are widely used in quantum physics, chemistry, and materials science. We analyze the complexities in three scenarios: the Hubbard model, the quantum many-body Hamiltonian in the plane-wave-dual basis, and the Schwinger model. We also provide a method for performing Green's function calculation in second quantization within a fixed-particle manifold and note that this approach may be valuable for simulation more broadly. Aside from solving linear systems, fast inversion also allows us to develop fast algorithms for computing matrix functions, such as the efficient preparation of Gibbs states. Furthermore, we introduce two efficient approaches for such a task, based on the contour-integral formulation and the inverse transform, respectively.

97 MATHEMATICS AND COMPUTING↗

Preconditioning for the Navier-Stokes equations with finite-rate chemistry

The extension of Van Leer's preconditioning procedure to generalized finite-rate chemistry is discussed. Application to viscous flow is begun with the proper preconditioning matrix for the one-dimensional Navier-Stokes equations. Eigenvalue stiffness is resolved and convergence-rate acceleration is demonstrated over the entire Mach-number range from nearly stagnant flow to hypersonic. Specific benefits are realized at the low and transonic flow speeds typical of complete propulsion-system simulations. The extended preconditioning matrix necessarily accounts for both thermal and chemical nonequilibrium. Numerical analysis reveals the possible theoretical improvements from using a preconditioner for all Mach number regimes. Numerical results confirm the expectations from the numerical analysis. Representative test cases include flows with previously troublesome embedded high-condition-number areas. Van Leer, Lee, and Roe recently developed an optimal, analytic preconditioning technique to reduce eigenvalue stiffness over the full Mach-number range. By multiplying the flux-balance residual with the preconditioning matrix, the acoustic wave speeds are scaled so that all waves propagate at the same rate, an essential property to eliminate inherent eigenvalue stiffness. This session discusses a synthesis of the thermochemical nonequilibrium flux-splitting developed by Grossman and Cinnella and the characteristic wave preconditioning of Van Leer into a powerful tool for implicitly solving two and three-dimensional flows with generalized finite-rate chemistry. For finite-rate chemistry, the state vector of unknowns is variable in length. Therefore, the preconditioning matrix extended to generalized finite-rate chemistry must accommodate a flexible system of moving waves. Fortunately, no new kind of wave appears in the system. The only existing waves are entropy and vorticity waves, which move with the fluid, and acoustic waves, which propagate in Mach number dependent directions. The nonequilibrium vibrational energies and species densities in the unknown state vector act strictly as convective waves. The essential concept for extending the preconditioning to generalized chemistry models is determining the differential variables which symmetrize the flux Jacobians. The extension is then straight-forward. This algorithm research effort will be released in a future version of the production level computational code coined the General Aerodynamic Simulation Program (GASP), developed by Walters, Slack, and McGrory.

Godfrey, Andrew G.↗

Parallel Preconditioning for CFD Problems on the CM-5

Up to today, preconditioning methods on massively parallel systems have faced a major difficulty. The most successful preconditioning methods in terms of accelerating the convergence of the iterative solver such as incomplete LU factorizations are notoriously difficult to implement on parallel machines for two reasons: (1) the actual computation of the preconditioner is not very floating-point intensive, but requires a large amount of unstructured communication, and (2) the application of the preconditioning matrix in the iteration phase (i.e. triangular solves) are difficult to parallelize because of the recursive nature of the computation. Here we present a new approach to preconditioning for very large, sparse, unsymmetric, linear systems, which avoids both difficulties. We explicitly compute an approximate inverse to our original matrix. This new preconditioning matrix can be applied most efficiently for iterative methods on massively parallel machines, since the preconditioning phase involves only a matrix-vector multiplication, with possibly a dense matrix. Furthermore the actual computation of the preconditioning matrix has natural parallelism. For a problem of size n, the preconditioning matrix can be computed by solving n independent small least squares problems. The algorithm and its implementation on the Connection Machine CM-5 are discussed in detail and supported by extensive timings obtained from real problem data.

Simon, Horst D.↗

Preconditioned least‐squares Petrov–Galerkin reduced order models

Abstract In this article, we introduce a methodology for improving the accuracy and efficiency of reduced order models (ROMs) constructed using the least‐squares Petrov–Galerkin (LSPG) projection method through the introduction of preconditioning. Unlike prior related work, which focuses on preconditioning the linear systems arising within the ROM numerical solution procedure to improve linear solver performance, our approach leverages a preconditioning matrix directly within the minimization problem underlying the LSPG formulation. Applying preconditioning in this way has the potential to improve ROM accuracy for several reasons. First, preconditioning the LSPG formulation changes the norm defining the residual minimization, which can improve the residual‐based stability constant bounding the ROM solution's error. The incorporation of a preconditioner into the LSPG formulation can have the additional effect of scaling the components of the residual being minimized to make them roughly of the same magnitude, which can be beneficial when applying the LSPG method to problems with disparate scales (e.g., dimensional equations, multi‐physics problems). Importantly, we demonstrate that an “ideal preconditioned” LSPG ROM (a ROM in which the preconditioner is the inverse of the Jacobian of its corresponding full order model) emulates projection of the full order model solution increment onto the reduced basis. This quantity defines a lower bound on the error of a ROM solution for a given reduced basis. By designing preconditioners that approximate the Jacobian inverse—as is common in designing preconditioners for solving linear systems—it is possible to obtain a ROM whose error approaches this lower bound. The proposed approach is evaluated on several mechanical and thermo‐mechanical problems implemented within the Albany HPC code and run in the predictive regime, with prediction across material parameter space. We demonstrate numerically that the introduction of simple Jacobi, Gauss‐Seidel, and ILU preconditioners into the proper orthogonal decomposition/LSPG formulation reduces significantly the ROM solution error, the reduced Jacobian condition number, the number of nonlinear iterations required to reach convergence, and the wall time (thereby improving efficiency). Moreover, our numerical results reveal that the introduction of preconditioning can deliver a robust and accurate solution for test cases in which the unpreconditioned LSPG method fails to converge.

Lindsay, Payton↗

Convergence Acceleration of the Navier-Stokes Equations Through Time-Derivative Preconditioning

Chorin's method of artificial compressibility is extended to both compressible and incompressible fluids by using physical arguments to define artificial fluid properties that make up a local preconditioning matrix. In particular, perturbation expansions are used to provide appropriate temporal derivatives for the equations of motion at both low speeds and low Reynolds numbers. These limiting forms are then combined into a single function that smoothly merges into the physical time derivatives at high speeds so that the equations are left unchanged at transonic, high Reynolds number conditions. The effectiveness of the resulting preconditioning procedures for the Navier-Stokes equations is demonstrated for a wide speed and Reynolds number ranges by means of stability results and computational solutions. Nevertheless, the preconditioned equations sometimes fail to provide a solution for applications for which the non-preconditioned equations converge. Often this is because the reduced dissipation in the preconditioned equations results in an unsteady solution while the more dissipative non-preconditioned equations result in a steady state. Problems of this type represent a computational challenge; it is important to distinguish between non-convergence of algorithms, and the non-existence of steady state solutions.

Merkle, Charles L.↗

Preconditioning for stratospheric sudden warmings - Sensitivity studies with a numerical model

Results are presented of numerical experiments performed to determine what constitutes preconditioning for stratospheric sudden warmings. A number of 20-d runs were performed with a 3D primitive equation model. Runs varied in that they had different (zonally symmetric) initial fields and different lower boundary planetary wave fields, both based on NMC data for particular days. Initial and boundary data were used from the two minor and the sole major sudden warmings of January-February 1979 and some minor and the sole major sudden warmings of January-February 1989. To isolate the properties of the initial conditions from preconditioned cases and those with no warming, hybrid initial fields were created by combining data from two different days, one preconditioned and the other not. Runs with the hybrid initial conditions indicate that it is the lower stratospheric winds that are important in characterizing a preconditioned flow. It is suggested that it would be possible for a preconditioned state to exist for at least a short time without a warming occurring.

Smith, Anne K.↗

Implementation of Preconditioned Dual-Time Procedures in OVERFLOW

Preconditioning methods have become the method of choice for the solution of flowfields involving the simultaneous presence of low Mach and transonic regions. It is well known that these methods are important for insuring accurate numerical discretization as well as convergence efficiency over various operating conditions such as low Mach number, low Reynolds number and high Strouhal numbers. For unsteady problems, the preconditioning is introduced within a dual-time framework wherein the physical time-derivatives are used to march the unsteady equations and the preconditioned time-derivatives are used for purposes of numerical discretization and iterative solution. In this paper, we describe the implementation of the preconditioned dual-time methodology in the OVERFLOW code. To demonstrate the performance of the method, we employ both simple and practical unsteady flowfields, including vortex propagation in a low Mach number flow, flowfield of an impulsively started plate (Stokes' first problem) arid a cylindrical jet in a low Mach number crossflow with ground effect. All the results demonstrate that the preconditioning algorithm is responsible for improvements to both numerical accuracy and convergence efficiency and, thereby, enables low Mach number unsteady computations to be performed at a fraction of the cost of traditional time-marching methods.

Pandya, Shishir A.↗

Polynomial Preconditioned Arnoldi with Stability Control

Polynomial preconditioning can improve the convergence of the Arnoldi method for computing eigenvalues. Such preconditioning significantly reduces the cost of orthogonalization; for difficult problems, it can also reduce the number of matrix-vector products. Parallel computations can particularly benefit from the reduction of communication-intensive operations. Additoinally, the GMRES algorithm provides a simple and effective way of generating the preconditioning polynomial. For some problems high degree polynomials are especially effective, but they can lead to stability problems that must be mitigated. A two-level “double polynomial preconditioning” strategy provides an effective way to generate high-degree preconditioners.

97 MATHEMATICS AND COMPUTING↗

Preconditioning matrices for Chebyshev derivative operators

The problem of preconditioning the matrices arising from pseudo-spectral Chebyshev approximations of first order operators is considered in both one and two dimensions. In one dimension a preconditioner represented by a full matrix which leads to preconditioned eigenvalues that are real, positive, and lie between 1 and pi/2, is already available. Since there are cases in which it is not computationally convenient to work with such a preconditioner, a large number of preconditioners were studied which were more sparse (in particular three and four diagonal matrices). The eigenvalues of such preconditioned matrices are compared. The results were applied to the problem of finding the steady state solution to an equation of the type u sub t = u sub x + f, where the Chebyshev collocation is used for the spatial variable and time discretization is performed by the Richardson method. In two dimensions different preconditioners are proposed for the matrix which arises from the pseudo-spectral discretization of the steady state problem. Results are given for the CPU time and the number of iterations using a Richardson iteration method for the unpreconditioned and preconditioned cases.

Rothman, Ernest E.↗

Approximate polynomial preconditioning applied to biharmonic equations on vector supercomputers

Applying a finite difference approximation to a biharmonic equation results in a very ill-conditioned system of equations. This paper examines the conjugate gradient method used in conjunction with the generalized and approximate polynomial preconditionings for solving such linear systems. An approximate polynomial preconditioning is introduced, and is shown to be more efficient than the generalized polynomial preconditionings. This new technique provides a simple but effective preconditioning polynomial, which is based on another coefficient matrix rather than the original matrix operator as commonly used.

Wong, Yau Shu↗

Preconditioning and the limit to the incompressible flow equations

The use of preconditioning methods to accelerate the convergence to a steady state for both the incompressible and compressible fluid dynamic equations are considered. The relation between them for both the continuous problem and the finite difference approximation is also considered. The analysis relies on the inviscid equations. The preconditioning consists of a matrix multiplying the time derivatives. Hence, the steady state of the preconditioned system is the same as the steady state of the original system. For finite difference methods the preconditioning can change and improve the steady state solutions. An application to flow around an airfoil is presented.

Turkel, E.↗

Preconditioning for Numerical Simulation of Low Mach Number Three-Dimensional Viscous Turbomachinery Flows

A preconditioning scheme has been implemented into a three-dimensional viscous computational fluid dynamics code for turbomachine blade rows. The preconditioning allows the code, originally developed for simulating compressible flow fields, to be applied to nearly-incompressible, low Mach number flows. A brief description is given of the compressible Navier-Stokes equations for a rotating coordinate system, along with the preconditioning method employed. Details about the conservative formulation of artificial dissipation are provided, and different artificial dissipation schemes are discussed and compared. The preconditioned code was applied to a well-documented case involving the NASA large low-speed centrifugal compressor for which detailed experimental data are available for comparison. Performance and flow field data are compared for the near-design operating point of the compressor, with generally good agreement between computation and experiment. Further, significant differences between computational results for the different numerical implementations, revealing different levels of solution accuracy, are discussed.

Tweedt, Daniel L.↗

Progress in Parallel Schur Complement Preconditioning for Computational Fluid Dynamics

We consider preconditioning methods for nonself-adjoint advective-diffusive systems based on a non-overlapping Schur complement procedure for arbitrary triangulated domains. The ultimate goal of this research is to develop scalable preconditioning algorithms for fluid flow discretizations on parallel computing architectures. In our implementation of the Schur complement preconditioning technique, the triangulation is first partitioned into a number of subdomains using the METIS multi-level k-way partitioning code. This partitioning induces a natural 2X2 partitioning of the p.d.e. discretization matrix. By considering various inverse approximations of the 2X2 system, we have developed a family of robust preconditioning techniques. A computer code based on these ideas has been developed and tested on the IBM SP2 and the SGI Power Challenge array using MPI message passing protocol. A number of example CFD calculations will be presented to illustrate and assess various Schur complement approximations.

Barth, Timothy J.↗

Multigrid Preconditioning for a Space-Time Spectral-Element Discontinuous-Galerkin Solver

In this work we examine a multigrid preconditioning approach in the context of a high- order tensor-product discontinuous-Galerkin spectral-element solver. We couple multigrid ideas together with memory lean and efficient tensor-product preconditioned matrix-free smoothers. Block ILU(0)-preconditioned GMRES smoothers are employed on the coarsest spaces. The performance is evaluated on nonlinear problems arising from unsteady scale- resolving solutions of the Navier-Stokes equations: separated low-Mach unsteady ow over an airfoil from laminar to turbulent ow. A reduction in the number of ne space iterations is observed, which proves the efficiency of the approach in terms of preconditioning the linear systems, however this gain was not reflected in the CPU time. Finally, the preconditioner is successfully applied to problems characterized by stiff source terms such as the set of RANS equations, where the simple tensor product preconditioner fails. Theoretical justification about the findings is reported and future work is outlined.

Franciolini, Matteo↗

Bayesian sparse learning with preconditioned stochastic gradient MCMC and its applications

Deep neural networks have been successfully employed in an extensive variety of research areas, including solving partial differential equations. Despite its significant success, there are some challenges in effectively training DNN, such as avoiding overfitting in over-parameterized DNNs and accelerating the optimization in DNNs with pathological curvature. Here, we propose a Bayesian type sparse deep learning algorithm. The algorithm utilizes a set of spike-and-slab priors for the parameters in the deep neural network. The hierarchical Bayesian mixture will be trained using an adaptive empirical method. That is, one will alternatively sample from the posterior using preconditioned stochastic gradient Langevin Dynamics (PSGLD), and optimize the latent variables via stochastic approximation. The sparsity of the network is achieved while optimizing the hyperparameters with adaptive searching and penalizing. A popular SG-MCMC approach is Stochastic gradient Langevin dynamics (SGLD). However, considering the complex geometry in the model parameter space in nonconvex learning, updating parameters using a universal step size in each component as in SGLD may cause slow mixing. To address this issue, we apply a computationally manageable preconditioner in the updating rule, which provides a step-size parameter to adapt to local geometric properties. Moreover, by smoothly optimizing the hyperparameter in the preconditioning matrix, our proposed algorithm ensures a decreasing bias, which is introduced by ignoring the correction term in the preconditioned SGLD. According to the existing theoretical framework, we show that the proposed algorithm can asymptotically converge to the correct distribution with a controllable bias under mild conditions. Numerical tests are performed on both synthetic regression problems and learning solutions of elliptic PDE, which demonstrate the accuracy and efficiency of the present work.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Jacobian-free Newton–Krylov method for the simulation of non-thermal plasma discharges with high-order time integration and physics-based preconditioning

A preconditioning framework for the numerical simulation of non-thermal streamer discharges is developed using the Jacobian-free Newton-Krylov (JFNK) method. A reduced plasma fluid model is considered, consisting of electrons, one positive ion, one negative ion, and the electrostatic potential. Here, the plasma kinetics model includes ionization, electron-ion recombination, electron attachment, electron detachment, and ion-ion recombination. The governing equations are made dimensionless, discretized in space with finite differences, and integrated in time with a fully implicit method based on high-order backward differentiation formulas. The preconditioning framework is based on a linearized form of the governing equations and physics-based operator splitting. The efficiency of the preconditioning strategy is assessed through two test cases: streamer propagation between parallel plates and an axisymmetric pin-to-pin discharge. The fully implicit approach overcomes traditional restrictions in the time step size due to processes such as electron drift, electron diffusion, and dielectric relaxation. Excellent performance is observed through relevant statistics of the JFNK solver, although the number of linear iterations increases for the pin-to-pin discharge when nonlinear numerical boundary conditions are imposed at the electrodes. Performance studies show scalability with O(100-1000) processors for O(10M) unknowns with ample room for optimization.

72 PHYSICS OF ELEMENTARY PARTICLES AND FIELDS↗