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Results for “two-grid methods”

Search indexed NASA NTRS and DOE OSTI research on propulsion, heat transfer, battery materials and energy systems. Follow report and document links to the original sources.

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15 records
All sourcesNASA NTRSDOE OSTI
DOE OSTI2017

Stability analysis of nonlinear two-grid method for multigroup neutron diffusion problems

We present theoretical analysis of a nonlinear acceleration method for solving multigroup neutron diffusion problems. This method is formulated with two energy grids that are defined by (i) fine-energy groups structure and (ii) coarse grid with just a single energy group. The coarse-grid equations are derived by averaging of the multigroup diffusion equations over energy. The method uses a nonlinear prolongation operator. We perform stability analysis of iteration algorithms for inhomogeneous (fixed-source) and eigenvalue neutron diffusion problems. To apply Fourier analysis the equations of the method are linearized about solutions of infinite-medium problems. The developed analysis enables us to predict convergence properties of this two-grid method in different types of problems. Numerical results of problems in 2D Cartesian geometry are presented to confirm theoretical predictions.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
DOE OSTI2018

A two-grid penalty method for American options

In this paper we consider the pricing of American options, governed by a partial differential complementarity problem. The differential problem is first approximated by a semi-linear PDE using two distinct penalty approaches which are well known in computational finance. We then initiate the two-grid algorithm by solving the nonlinear problem on a coarse grid and further the linearized in the interpolated coarse-grid solution problem on a fine grid. By means of the maximum principle the algorithm is shown to be of fourth order convergence rate in space. Numerical experiments verify the presented two-grid approach where we draw some interesting conclusions.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2021

Algebraic Multigrid with Optimal Interpolation and Adaptive Smoothers (Final Report)

The project team continued with work on developing new bootstrap AMG techniques for solving symmetric and non-symmetric PDE systems. The focus of this work is to derive more reliable measures of the quality of the coarse space set than the convergence rate of the standard F-relaxation form of CR and a more robust form of interpolation than the so-called ideal form. We have successfully derived a sharp variant of CR that gives the precise convergence rate of the two-grid method using this optimal interpolation and, in addition, we derived a new Generalized Bootstrap AMG setup algorithm that uses as its main tool a multilevel eigensolver for the generalized eigenvalue problem involving the system matrix and the symmetrized smoother. In addition, the approach allows for general block smoothers with overlap. We have applied the method to scalar diffusion problems, linear elasticity, and Maxwell’s and the method shows marked improvements over existing AMG methods for these problems. In addition, the team worked with CASC members on new forms of ideal AMG interpolation.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2017

Is the Multigrid Method Fault Tolerant? The Two-Grid Case

The predicted reduced resiliency of next-generation high performance computers means that it will become necessary to take into account the effects of randomly occurring faults on numerical methods. Further, in the event of a hard fault occurring, a decision has to be made as to what remedial action should be taken in order to resume the execution of the algorithm. The action that is chosen can have a dramatic effect on the performance and characteristics of the scheme. Ideally, the resulting algorithm should be subjected to the same kind of mathematical analysis that was applied to the original, deterministic variant. The purpose of this work is to provide the first rigorous analysis of the behavior of the multigrid algorithm in the presence of faults. Specifically, we prove estimates on the behavior of the Two Grid Method similar to the classical asymptotic results. Multigrid is arguably the method of choice for the solution of large-scale linear algebra problems arising from discretization of partial differential equations, and it is of considerable importance to anticipate its behavior on an exascale machine. The analysis of resilience of algorithms is in its infancy, and the current work is perhaps the first to provide a mathematical model for faults and analyze the behavior of a state-of-the-art algorithm under the model. It is shown that the Two Grid Method fails to be resilient to faults. Attention is then turned to identifying the minimal necessary remedial action required to restore the rate of convergence to that enjoyed by the ideal fault-free method.

Mathematics↗
DOE OSTI2016

Is the Multigrid Method Fault Tolerant? The Two-Grid Case

The predicted reduced resiliency of next-generation high performance computers means that it will become necessary to take into account the effects of randomly occurring faults on numerical methods. Further, in the event of a hard fault occurring, a decision has to be made as to what remedial action should be taken in order to resume the execution of the algorithm. The action that is chosen can have a dramatic effect on the performance and characteristics of the scheme. Ideally, the resulting algorithm should be subjected to the same kind of mathematical analysis that was applied to the original, deterministic variant. The purpose of this work is to provide an analysis of the behaviour of the multigrid algorithm in the presence of faults. Multigrid is arguably the method of choice for the solution of large-scale linear algebra problems arising from discretization of partial differential equations and it is of considerable importance to anticipate its behaviour on an exascale machine. The analysis of resilience of algorithms is in its infancy and the current work is perhaps the first to provide a mathematical model for faults and analyse the behaviour of a state-of-the-art algorithm under the model. It is shown that the Two Grid Method fails to be resilient to faults. Attention is then turned to identifying the minimal necessary remedial action required to restore the rate of convergence to that enjoyed by the ideal fault-free method.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2016

Solving Graph Laplacian Systems Through Recursive Bisections and Two-Grid Preconditioning

We present a parallelizable direct method for computing the solution to graph Laplacian-based linear systems derived from graphs that can be hierarchically bipartitioned with small edge cuts. For a graph of size n with constant-size edge cuts, our method decomposes a graph Laplacian in time O(n log n), and then uses that decomposition to perform a linear solve in time O(n log n). We then use the developed technique to design a preconditioner for graph Laplacians that do not have this property. Finally, we augment this preconditioner with a two-grid method that accounts for much of the preconditioner's weaknesses. We present an analysis of this method, as well as a general theorem for the condition number of a general class of two-grid support graph-based preconditioners. Numerical experiments illustrate the performance of the studied methods.

97 MATHEMATICS AND COMPUTING↗
NASA NTRS1990

Simulation of disk-disk encounters with co-moving polar grids

The two-grid simulation method combining advantages of both polar and Cartesian mesh-codes is described. In addition to the stellar component reacting solely to gravitational forces, the gas component is included with dissipatively colliding particles. This allows fairly realistic simulation of planar encounters where both systems contain star plus gas disks.

Salo, Heikki↗
DOE OSTI2018

On the Use of Artificial Dissipation for Hyperbolic Problems and Multigrid Reduction in Time (MGRIT)

We solve the linear advection equation, $\mathcal{u_{t} - au_{x} = f}$ on the domain [0, 1.0] × [0, $\mathcal{t_{f}}$], with zero Dirichlet conditions in space. The initial condition in time is a sine-hump over the first half of the spatial domain. Solving even this simple problem scalably with a parallel-in-time method has so far proven elusive. We will focus on the multigrid reduction in time method (MGRIT), which is equivalent to the earlier parareal method, in a two-grid setting with F-relaxation.

97 MATHEMATICS AND COMPUTING↗
NASA NTRS2011

A Critical Study of Agglomerated Multigrid Methods for Diffusion

Agglomerated multigrid techniques used in unstructured-grid methods are studied critically for a model problem representative of laminar diffusion in the incompressible limit. The studied target-grid discretizations and discretizations used on agglomerated grids are typical of current node-centered formulations. Agglomerated multigrid convergence rates are presented using a range of two- and three-dimensional randomly perturbed unstructured grids for simple geometries with isotropic and stretched grids. Two agglomeration techniques are used within an overall topology-preserving agglomeration framework. The results show that multigrid with an inconsistent coarse-grid scheme using only the edge terms (also referred to in the literature as a thin-layer formulation) provides considerable speedup over single-grid methods but its convergence deteriorates on finer grids. Multigrid with a Galerkin coarse-grid discretization using piecewise-constant prolongation and a heuristic correction factor is slower and also grid-dependent. In contrast, grid-independent convergence rates are demonstrated for multigrid with consistent coarse-grid discretizations. Convergence rates of multigrid cycles are verified with quantitative analysis methods in which parts of the two-grid cycle are replaced by their idealized counterparts.

Nishikawa, Hiroaki↗
NASA NTRS1988

A simplified analysis of the multigrid V-cycle as a fast elliptic solver

For special model problems, Fourier analysis gives exact convergence rates for the two-grid multigrid cycle and, for more general problems, provides estimates of the two-grid convergence rates via local mode analysis. A method is presented for obtaining mutigrid convergence rate estimates for cycles involving more than two grids (using essentially the same analysis as for the two-grid cycle). For the simple cast of the V-cycle used as a fast Laplace solver on the unit square, the k-grid convergence rate bounds obtained by this method are sharper than the bounds predicted by the variational theory. Both theoretical justification and experimental evidence are presented.

Decker, Naomi H.↗
NASA NTRS1996

Impingement-Current-Erosion Characteristics of Accelerator Grids on Two-Grid Ion Thrusters

Accelerator grid sputter erosion resulting from charge-exchange-ion impingement is considered to be a primary cause of failure for electrostatic ion thrusters. An experimental method was developed and implemented to measure erosion characteristics of ion-thruster accel-grids for two-grid systems as a function of beam current, accel-grid potential, and facility background pressure. Intricate accelerator grid erosion patterns, that are typically produced in a short time (a few hours), are shown. Accelerator grid volumetric and depth-erosion rates are calculated from these erosion patterns and reported for each of the parameters investigated. A simple theoretical volumetric erosion model yields results that are compared to experimental findings. Results from the model and experiments agree to within 10%, thereby verifying the testing technique. In general, the local distribution of erosion is concentrated in pits between three adjacent holes and trenches that join pits. The shapes of the pits and trenches are shown to be dependent upon operating conditions. Increases in beam current and the accel-grid voltage magnitude lead to deeper pits and trenches. Competing effects cause complex changes in depth-erosion rates as background pressure is increased. Shape factors that describe pits and trenches (i.e. ratio of the average erosion width to the maximum possible width) are also affected in relatively complex ways by changes in beam current, ac tel-grid voltage magnitude, and background pressure. In all cases, however, gross volumetric erosion rates agree with theoretical predictions.

Barker, Timothy↗
DOE OSTI2018

A Hybridizable Discontinuous Galerkin solver for the Grad–Shafranov equation

In axisymmetric fusion reactors, the equilibrium magnetic configuration can be expressed in terms of the solution to a semi-linear elliptic equation known as the Grad–Shafranov equation, the solution of which determines the poloidal component of the magnetic field. When the geometry of the confinement region is known, the problem becomes an interior Dirichlet boundary value problem. We propose a high order solver based on the Hybridizable Discontinuous Galerkin method. The resulting algorithm (1) provides high order of convergence for the flux function and its gradient, (2) incorporates a novel method for handling piecewise smooth geometries by extension from polygonal meshes, (3) can handle geometries with non-smooth boundaries and x-points, and (4) deals with the semi-linearity through an accelerated two-grid fixed-point iteration. The effectiveness of the algorithm is verified with computations for cases where analytic solutions are known on configurations similar to those of actual devices (ITER with single null and double null divertor, NSTX, ASDEX upgrade, and Field Reversed Configurations).

70 PLASMA PHYSICS AND FUSION TECHNOLOGY↗
DOE OSTI2012

Adaptive Algebraic Multigrid for Finite Element Elliptic Equations with Random Coefficients

This thesis presents a two-grid algorithm based on Smoothed Aggregation Spectral Element Agglomeration Algebraic Multigrid (SA-ρAMGe) combined with adaptation. The aim is to build an efficient solver for the linear systems arising from discretization of second-order elliptic partial differential equations (PDEs) with stochastic coefficients. Examples include PDEs that model subsurface flow with random permeability field. During a Markov Chain Monte Carlo (MCMC) simulation process, that draws PDE coefficient samples from a certain distribution, the PDE coefficients change, hence the resulting linear systems to be solved change. At every such step the system (discretized PDE) needs to be solved and the computed solution used to evaluate some functional(s) of interest that then determine if the coefficient sample is acceptable or not. The MCMC process is hence computationally intensive and requires the solvers used to be efficient and fast. This fact that at every step of MCMC the resulting linear system changes, makes an already existing solver built for the old problem perhaps not as efficient for the problem corresponding to the new sampled coefficient. This motivates the main goal of our study, namely, to adapt an already existing solver to handle the problem (with changed coefficient) with the objective to achieve this goal to be faster and more efficient than building a completely new solver from scratch. Our approach utilizes the local element matrices (for the problem with changed coefficients) to build local problems associated with constructed by the method agglomerated elements (a set of subdomains that cover the given computational domain). We solve a generalized eigenproblem for each set in a subspace spanned by the previous local coarse space (used for the old solver) and a vector, component of the error, that the old solver cannot handle. A portion of the spectrum of these local eigen-problems (corresponding to eigenvalues close to zero) form the coarse basis used to define the new two-level method of our interest. We illustrate the performance of this adaptive two-level procedure with a large set of numerical experiments that demonstrate its efficiency over building the solvers from scratch.

97 MATHEMATICS AND COMPUTING↗