Two-Level Non-Overlapping Schwarz Preconditioners for a Discontinuous Galerkin Approximation of the Biharmonic Equation

We present some two-level non-overlapping additive and multiplicative Schwarz methods for a discontinuous Galerkin method for solving the biharmonic equation. We show that the condition numbers of the preconditioned systems are of the order O( H ³/h ³) for the non-overlapping Schwarz methods, where h and H stand for the fine mesh size and the coarse mesh size, respectively. The analysis requires establishing an interpolation result for Sobolev norms and Poincaré–Friedrichs type inequalities for totally discontinuous piecewise polynomial functions. It also requires showing some approximation properties of the multilevel hierarchy of discontinuous Galerkin finite element spaces.This revised version was published online in July 2005 with corrected volume and issue numbers.     

Solution of the Dirac equation in lattice QCD using a domain decomposition method

Efficient algorithms for the solution of partial differential equations on parallel computers are often based on domain decomposition methods. Schwarz preconditioners combined with standard Krylov space solvers are widely used in this context, and such a combination is shown here to perform very well in the case of the Wilson-Dirac equation in lattice QCD. In particular, with respect to even-odd preconditioned solvers, the communication overhead is significantly reduced, which allows the computational work to be distributed over a large number of processors with only small parallelization losses.     

Optimized Schwarz method without overlap for the gravitational potential equation on cluster of graphics processing unit

Many engineering and scientific problems need to solve boundary value problems for partial differential equations or systems of them. For most cases, to obtain the solution with desired precision and in acceptable time, the only practical way is to harness the power of parallel processing. In this paper, we present some effective applications of parallel processing based on hybrid CPU/GPU domain decomposition method. Within the family of domain decomposition methods, the so-called optimized Schwarz methods have proven to have good convergence behaviour compared to classical Schwarz methods. The price for this feature is the need to transfer more physical information between subdomain interfaces. For solving large systems of linear algebraic equations resulting from the finite element discretization of the subproblem for each subdomain, Krylov method is often a good choice. Since the overall efficiency of such methods depends on effective calculation of sparse matrix–vector product, approaches that use graphics processing unit (GPU) instead of central processing unit (CPU) for such task look very promising. In this paper, we discuss effective implementation of algebraic operations for iterative Krylov methods on GPU. In order to ensure good performance for the non-overlapping Schwarz method, we propose to use optimized conditions obtained by a stochastic technique based on the covariance matrix adaptation evolution strategy. The performance, robustness, and accuracy of the proposed approach are demonstrated for the solution of the gravitational potential equation for the data acquired from the geological survey of Chicxulub crater.     

Additive Schwarz with aggregation-based coarsening for elliptic problems with highly variable coefficients

Summary We develop a new coefficient-explicit theory for two-level overlapping domain decomposition preconditioners with non-standard coarse spaces in iterative solvers for finite element discretisations of second-order elliptic problems. We apply the theory to the case of smoothed aggregation coarse spaces introduced by Vanek, Mandel and Brezina in the context of algebraic multigrid (AMG) and are particularly interested in the situation where the diffusion coefficient (or the permeability) α is highly variable throughout the domain. Our motivating example is Monte Carlo simulation for flow in rock with permeability modelled by log–normal random fields. By using the concept of strong connections (suitably adapted from the AMG context) we design a two-level additive Schwarz preconditioner that is robust to strong variations in α as well as to mesh refinement. We give upper bounds on the condition number of the preconditioned system which do not depend on the size of the subdomains and make explicit the interplay between the coefficient function and the coarse space basis functions. In particular, we are able to show that the condition number can be bounded independent of the ratio of the two values of α in a binary medium even when the discontinuities in the coefficient function are not resolved by the coarse mesh. Our numerical results show that the bounds with respect to the mesh parameters are sharp and that the method is indeed robust to strong variations in α. We compare the method to other preconditioners and to a sparse direct solver.      

An overlapping Schwarz method for virtual element discretizations in two dimensions

A new coarse space for domain decomposition methods is presented for nodal elliptic problems in two dimensions. The coarse space is derived from the novel virtual element methods and therefore can accommodate quite irregular polygonal subdomains. It has the advantage with respect to previous studies that no discrete harmonic extensions are required. The virtual element method allows us to handle polygonal meshes and the algorithm can then be used as a preconditioner for linear systems that arise from a discretization with such triangulations. A bound is obtained for the condition number of the preconditioned system by using a two-level overlapping Schwarz algorithm, but the coarse space can also be used for different substructuring methods. This bound is independent of jumps in the coefficient across the interface between the subdomains. Numerical experiments that verify the result are shown, including some with triangular, square, hexagonal and irregular elements and with irregular subdomains obtained by a mesh partitioner.     

On the scalability of inexact balancing domain decomposition by constraints with overlapped coarse/fine corrections

In this work, we analyze the scalability of inexact two-level balancing domain decomposition by constraints (BDDC) preconditioners for Krylov subspace iterative solvers, when using a highly scalable asynchronous parallel implementation where fine and coarse correction computations are overlapped in time. This way, the coarse-grid problem can be fully overlapped by fine-grid computations (which are embarrassingly parallel) in a wide range of cases. Further, we consider inexact solvers to reduce the computational cost/complexity and memory consumption of coarse and local problems and boost the scalability of the solver. Out of our numerical experimentation, we conclude that the BDDC preconditioner is quite insensitive to inexact solvers. In particular, one cycle of algebraic multigrid (AMG) is enough to attain algorithmic scalability. Further, the clear reduction of computing time and memory requirements of inexact solvers compared to sparse direct ones makes possible to scale far beyond state-of-the-art BDDC implementations. Excellent weak scalability results have been obtained with the proposed inexact/overlapped implementation of the two-level BDDC preconditioner, up to 93,312 cores and 20 billion unknowns on JUQUEEN. Further, we have also applied the proposed setting to unstructured meshes and partitions for the pressure Poisson solver in the backward-facing step benchmark domain.     

分布式存储环境下的加性Schwarz方法

引言 区域分裂方法起源于古老的schwarz交替方法[l].八十年代末期,法国数学家P.L.LionS提出了schwarz交替方法的投影解释[2一4],使得人们对schwarz交替方法有了全新的认识,为其进一步发展奠定了理论基础.由于并行计算环境的逐渐成熟以及预处理技术的兴起和大规模科学计算的需要,由严格串行的scliwarz交替方法发展了多种可完全并行的     

A parallel Aitken-additive Schwarz waveform relaxation suitable for the grid

The objective of this paper is to describe a grid-efficient parallel implementation of the Aitken–Schwarz waveform relaxation method for the heat equation problem. This new parallel domain decomposition algorithm, introduced by Garbey [M. Garbey, A direct solver for the heat equation with domain decomposition in space and time, in: Springer Ulrich Langer et al. (Ed.), Domain Decomposition in Science and Engineering XVII, vol. 60, 2007, pp. 501–508], generalizes the Aitken-like acceleration method of the additive Schwarz algorithm for elliptic problems. Although the standard Schwarz waveform relaxation algorithm has a linear rate of convergence and low numerical efficiency, it can be easily optimized with respect to cache memory access and it scales well on a parallel system as the number of subdomains increases. The Aitken-like acceleration method transforms the Schwarz algorithm into a direct solver for the parabolic problem when one knows a priori the eigenvectors of the trace transfer operator. A standard example is the linear three dimensional heat equation problem discretized with a seven point scheme on a regular Cartesian grid. The core idea of the method is to postprocess the sequence of interfaces generated by the additive Schwarz wave relaxation solver. The parallel implementation of the domain decomposition algorithm presented here is capable of achieving robustness and scalability in heterogeneous distributed computing environments and it is also naturally fault tolerant. All these features make such a numerical solver ideal for computational grid environments. This paper presents experimental results with a few loosely coupled parallel systems, remotely connected through the internet, located in Europe, Russia and the USA.     

Preconditioning of the coarse problem in the method of balanced domain decomposition by constraints

The method of balanced domain decomposition by constraints is an iterative algorithm for numerical solution of partial differential equations which exploits a non-overlapping partition of a domain. As an essential part of each step, restricted problems are solved on every subdomain and a certain coarse grid solution is found. In this paper we present a new strategy of preconditioning of the coarse problem. This is based on the algebraic multilevel preconditioning technique. We present numerical estimates of constants defining the condition numbers of the preconditioned coarse problems for several two- and three-dimensional elliptic equations.     

一般稀疏线性方程组的因子组合型并行预条件研究

基于因子组合给出一般稀疏线性方程组的一种新并行预条件。在该方案中,应用基于邻接图的重叠区域分解,形成一串相互重叠的子区域。对每个子区域,可以采用任何不完全LU分解。之后,利用全局三角因子与全局下三角因子的乘积作为全局的并行预条件,其中全局三角因子利用限制加性Schwarz思想对每个局部上三角因子的逆进行组合得到。分析表明,提出的预条件优于经典加性Schwarz和限制加性Schwarz,且能保持对称正定性。对混凝土细观数值模拟中线性方程组的实验再次表明,新方案优于经典加性Schwarz。     

A class of parallel two-level nonlinear Schwarz preconditioned inexact Newton algorithms

We propose and test a new class of two-level nonlinear additive Schwarz preconditioned inexact Newton algorithms (ASPIN). The two-level ASPIN combines a local nonlinear additive Schwarz preconditioner and a global linear coarse preconditioner. This approach is more attractive than the two-level method introduced in [X.-C. Cai, D.E. Keyes, L. Marcinkowski, Nonlinear additive Schwarz preconditioners and applications in computational fluid dynamics, Int. J. Numer. Methods Fluids, 40 (2002), 1463-1470], which is nonlinear on both levels. Since the coarse part of the global function evaluation requires only the solution of a linear coarse system rather than a nonlinear coarse system derived from the discretization of original partial differential equations, the overall computational cost is reduced considerably. Our parallel numerical results based on an incompressible lid-driven flow problem show that the new two-level ASPIN is quite scalable with respect to the number of processors and the fine mesh size when the coarse mesh size is fine enough, and in addition the convergence is not sensitive to the Reynolds numbers.     

Additive Schwarz preconditioners for the h-p version boundary-element approximation to the hypersingular operator in three dimensions

We study different preconditioners for the h-p version of the Galerkin boundary-element method when used to solve hypersingular integral equations of the first kind on a surface in ?³. These integral equations result from Neumann problems for the Laplace and Lamé equations in the exterior of the surface. The preconditioners are of additive Schwarz type (non-overlapping and overlapping). In all cases, we prove that the condition numbers grow at most logarithmically with the degrees of freedom.     

Efficient domain decomposition methods for elliptic problems arising from flows in heterogeneous porous media

In this paper we study domain decomposition methods for solving some elliptic problem arising from flows in heterogeneous porous media. Due to the multiple scale nature of the elliptic coefficients arising from the heterogeneous formations, the construction of efficient domain decomposition methods for these problems requires a coarse solver which is adaptive to the fine scale features, [4]. We propose the use of a multiscale coarse solver based on a finite volume – finite element formulation. The resulting domain decomposition methods seem to induce a convergence rate nearly independent of the aspect ratio of the extreme permeability values within the substructures. A rigorous convergence analysis based on the Schwarz framework is carried out, and we demonstrate the efficiency and robustness of the preconditioner through numerical experiments which include problems with multiple scale coefficients, as well as problems with continuous scales. Communicated by: G. Wittum     

Alternating Schwarz methods for partial differential equation-based mesh generation

To solve boundary value problems with moving fronts or sharp variations, moving mesh methods can be used to achieve reasonable solution resolution with a fixed, moderate number of mesh points. Such meshes are obtained by solving a nonlinear elliptic differential equation in the steady case, and a nonlinear parabolic equation in the time-dependent case. To reduce the potential overhead of adaptive partial differential equation-(PDE) based mesh generation, we consider solving the mesh PDE by various alternating Schwarz domain decomposition methods. Convergence results are established for alternating iterations with classical and optimal transmission conditions on an arbitrary number of subdomains. An analysis of a colouring algorithm is given which allows the subdomains to be grouped for parallel computation. A first result is provided for the generation of time-dependent meshes by an alternating Schwarz algorithm on an arbitrary number of subdomains. The paper concludes with numerical experiments illustrating the relative contraction rates of the iterations discussed.     

Optimal left and right additive Schwarz preconditioning for minimal residual methods with Euclidean and energy norms

For the solution of non-symmetric or indefinite linear systems arising from discretizations of elliptic problems, two-level additive Schwarz preconditioners are known to be optimal in the sense that convergence bounds for the preconditioned problem are independent of the mesh and the number of subdomains. These bounds are based on some kind of energy norm. However, in practice, iterative methods which minimize the Euclidean norm of the residual are used, despite the fact that the usual bounds are non-optimal, i.e., the quantities appearing in the bounds may depend on the mesh size; see [X.-C. Cai, J. Zou, Some observations on the l² convergence of the additive Schwarz preconditioned GMRES method, Numer. Linear Algebra Appl. 9 (2002) 379-397]. In this paper, iterative methods are presented which minimize the same energy norm in which the optimal Schwarz bounds are derived, thus maintaining the Schwarz optimality. As a consequence, bounds for the Euclidean norm minimization are also derived, thus providing a theoretical justification for the practical use of Euclidean norm minimization methods preconditioned with additive Schwarz. Both left and right preconditioners are considered, and relations between them are derived. Numerical experiments illustrate the theoretical developments.     

On the use of inexact subdomain solvers for BDDC algorithms

The standard BDDC (balancing domain decomposition by constraints) preconditioner is shown to be equivalent to a preconditioner built from a partially subassembled finite element model. This results in a system of linear algebraic equations which is much easier to solve in parallel than the fully assembled model; the cost is then often dominated by that of the problems on the subdomains. An important role is also played, both in theory and practice, by an averaging operator and in addition exact Dirichlet solvers are used on the subdomains in order to eliminate the residual in the interior of the subdomains. The use of inexact solvers for these problems and even the replacement of the Dirichlet solvers by a trivial extension are considered. It is established that one of the resulting algorithms has the same eigenvalues as the standard BDDC algorithm, and the connection of another with the FETI-DP algorithm with a lumped preconditioner is also considered. Multigrid methods are used in the experimental work and under certain assumptions, it is established that the iteration count essentially remains the same as when exact solvers are used, while considerable gains in the speed of the algorithm can be realized since the cost of the exact solvers grows superlinearly with the size of the subdomain problems while the multigrid methods are linear.     

Schwarz iterations for the efficient solution of screen problems with boundary elements

This paper investigates two domain decomposition algorithms for the numerical solution of boundary integral equations of the first kind. The schemes are based on theh-type boundary element Galerkin method to which the multiplicative and the additive Schwarz methods are applied. As for twodimensional problems, the rates of convergence of both methods are shown to be independent of the number of unknowns. Numerical results for standard model problems arising from Laplaces' equation with Dirichlet or Neumann boundary conditions in both two and three dimensions are discussed. A multidomain decomposition strategy is indicated by means of a screen problem in three dimensions, so as to obtain satisfactory experimental convergence rates.     

A parallel,load-balanced MHD code on locally-adapted,unstructured grids in 3d

An efficient parallel code for the approximate solution of initial boundary value problems for hyperbolic balance laws is introduced. The method combines three modern numerical techniques: locally-adaptive upwind finite-volume methods on unstructured grids, parallelization based on non-overlapping domain decomposition, and dynamic load balancing. Key ingredient is a hierarchical mesh in three space dimensions.The proposed method is applied to the equations of compressible magnetohydrodynamics (MHD). Results for several testproblems with computable exact solution and for a realistic astrophysical simulation are shown.     

Efficient time domain decomposition algorithms for parabolic PDE-constrained optimization problems

Optimization with time-dependent partial differential equations (PDEs) as constraints appears in many science and engineering applications. The associated first-order necessary optimality system consists of one forward and one backward time-dependent PDE coupled with optimality conditions. An optimization process by using the one-shot method determines the optimal control, state and adjoint state at once, with the cost of solving a large scale, fully discrete optimality system. Hence, such a one-shot method could easily become computationally prohibitive when the time span is long or time step is small. To overcome this difficulty, we propose several time domain decomposition algorithms for improving the computational efficiency of the one-shot method. In these algorithms, the optimality system is split into many small subsystems over a much smaller time interval, which are coupled by appropriate continuity matching conditions. Both one-level and two-level multiplicative and additive Schwarz algorithms are developed for iteratively solving the decomposed subsystems in parallel. In particular, the convergence of the one-level, non-overlapping algorithms is proved. The effectiveness of our proposed algorithms is demonstrated by both 1D and 2D numerical experiments, where the developed two-level algorithms show convergence rates that are scalable with respect to the number of subdomains.     

High-order FEM domain decomposition models for high-frequency wave propagation in heterogeneous media

Large scale scientific computing models, requiring iterative algebraic solvers, are needed to simulate high-frequency wave propagation because large degrees of freedom are needed to avoid the Helmholtz computer model pollution effects. In this work, we investigate the use of multiple additive Schwarz type domain decomposition (DD) approximations to efficiently simulate two- and three-dimensional high-frequency wave propagation with high-order FEM. We compare our DD based results with those obtained using a standard geometric multigrid approach for up to 1,000 and $300$ wavelength models in two- and three-dimensions, respectively.