An odyssey into local refinement and multilevel preconditioning III: Implementation and numerical experiments

In this paper, we examine a number of additive and multiplicative multilevel iterative methods and preconditioners in the setting of two-dimensional local mesh refinement. While standard multilevel methods are effective for uniform refinement-based discretizations of elliptic equations, they tend to be less effective for algebraic systems, which arise from discretizations on locally refined meshes, losing their optimal behavior in both storage and computational complexity. Our primary focus here is on Bramble, Pasciak, and Xu (BPX)-style additive and multiplicative multilevel preconditioners, and on various stabilizations of the additive and multiplicative hierarchical basis (HB) method, and their use in the local mesh refinement setting. In parts I and II of this trilogy, it was shown that both BPX and wavelet stabilizations of HB have uniformly bounded condition numbers on several classes of locally refined two- and three-dimensional meshes based on fairly standard (and easily implementable) red and red-green mesh refinement algorithms. In this third part of the trilogy, we describe in detail the implementation of these types of algorithms, including detailed discussions of the data structures and traversal algorithms we employ for obtaining optimal storage and computational complexity in our implementations. We show how each of the algorithms can be implemented using standard data types, available in languages such as C and FORTRAN, so that the resulting algorithms have optimal (linear) storage requirements, and so that the resulting multilevel method or preconditioner can be applied with optimal (linear) computational costs. We have successfully used these data structure ideas for both MATLAB and C implementations using the FEtk, an open source finite element software package. We finish the paper with a sequence of numerical experiments illustrating the effectiveness of a number of BPX and stabilized HB variants for several examples requiring local refinement

Monolithic Overlapping Schwarz Domain Decomposition Methods with GDSW Coarse Spaces for Saddle Point Problems

Monolithic overlapping Schwarz preconditioners for saddle point problems of Stokes, Navier-Stokes, and mixed linear elasticity ty e are presented. For the first time, coarse spaces obtained from the GDSW (Generalized Dryja-Smith-Widlund) approach are used in such a setting. Numerical results of our parallel implementation are presented for several model problems. In particular, cases are considered where the problem cannot or should not b e reduced using local static condensation, e.g., Stokes, Navier-Stokes or mixed elasticity problems with continuous pressure spaces. In the new monolithic preconditioners, the local overlapping problems and the coarse problem are saddle point problems with the same structure as the original problem. Our parallel implementation of these preconditioners is based on the FROSch (Fast and Robust Overlapping Schwarz) library, which is part of the Trilinos package ShyLU. The implementation is algebraic in the sense that the preconditioners can be constructed from the fully assembled stiffness matrix and information about the block structure of the problem. Parallel scalability results for several thousand cores for Stokes, Navier-Stokes, and mixed linear elasticity model problems are reported. Each of the local problems is solved using a direct solver in serial mo de, whereas the coarse problem is solved using a direct solver in serial or MPI-parallel mode or using an MPI-parallel iterative Krylov solve

Efficient Algebraic Two-Level Schwarz Preconditioner for Sparse Matrices

Domain decomposition methods are among the most efficient for solving sparse linear systems of equations. Their effectiveness relies on a judiciously chosen coarse space. Originally introduced and theoretically proved to be efficient for self-adjoint operators, spectral coarse spaces have been proposed in the past few years for indefinite and non-self-adjoint operators. This paper presents a new spectral coarse space that can be constructed in a fully-algebraic way unlike most existing spectral coarse spaces. We present theoretical convergence result for Hermitian positive definite diagonally dominant matrices. Numerical experiments and comparisons against state-of-the-art preconditioners in the multigrid community show that the resulting two-level Schwarz preconditioner is efficient especially for non-self-adjoint operators. Furthermore, in this case, our proposed preconditioner outperforms state-of-the-art preconditioners

A fully algebraic and robust two-level Schwarz method based on optimal local approximation spaces

Two-level domain decomposition preconditioners lead to fast convergence and scalability of iterative solvers. However, for highly heterogeneous problems, where the coefficient function is varying rapidly on several possibly non-separated scales, the condition number of the preconditioned system generally depends on the contrast of the coefficient function leading to a deterioration of convergence. Enhancing the methods by coarse spaces constructed from suitable local eigenvalue problems, also denoted as adaptive or spectral coarse spaces, restores robust, contrast-independent convergence. However, these eigenvalue problems typically rely on non-algebraic information, such that the adaptive coarse spaces cannot be constructed from the fully assembled system matrix. In this paper, a novel algebraic adaptive coarse space, which relies on the a-orthogonal decomposition of (local) finite element (FE) spaces into functions that solve the partial differential equation (PDE) with some trace and FE functions that are zero on the boundary, is proposed. In particular, the basis is constructed from eigenmodes of two types of local eigenvalue problems associated with the edges of the domain decomposition. To approximate functions that solve the PDE locally, we employ a transfer eigenvalue problem, which has originally been proposed for the construction of optimal local approximation spaces for multiscale methods. In addition, we make use of a Dirichlet eigenvalue problem that is a slight modification of the Neumann eigenvalue problem used in the adaptive generalized Dryja-Smith-Widlund (AGDSW) coarse space. Both eigenvalue problems rely solely on local Dirichlet matrices, which can be extracted from the fully assembled system matrix. By combining arguments from multiscale and domain decomposition methods we derive a contrast-independent upper bound for the condition number