A Modified SSOR Preconditioning Strategy for Helmholtz Equations

The finite difference method discretization of Helmholtz equations usually leads to the large spare linear systems. Since the coefficient matrix is frequently indefinite, it is difficult to solve iteratively. In this paper, a modified symmetric successive overrelaxation MSSOR preconditioning strategy is constructed based on the coefficient matrix and employed to speed up the convergence rate of iterative methods. The idea is to increase the values of diagonal elements of the coefficient matrix to obtain better preconditioners for the original linear systems. Compared with SSOR preconditioner, MSSOR preconditioner has no additional computational cost to improve the convergence rate of iterative methods. Numerical results demonstrate that this method can reduce both the number of iterations and the computational time significantly with low cost for construction and implementation of preconditioners

Numerical solution of 3-D electromagnetic problems in exploration geophysics and its implementation on massively parallel computers

The growing significance, technical development and employment of electromagnetic (EM) methods in exploration geophysics have led to the increasing need for reliable and fast techniques of interpretation of 3-D EM data sets acquired in complex geological environments. The first and most important step to creating an inversion method is the development of a solver for the forward problem. In order to create an efficient, reliable and practical 3-D EM inversion, it is necessary to have a 3-D EM modelling code that is highly accurate, robust and very fast. This thesis focuses precisely on this crucial and very demanding step to building a 3-D EM interpretation method. The thesis presents as its main contribution a highly accurate, robust, very fast and extremely scalable numerical method for 3-D EM modelling in geophysics that is based on finite elements (FE) and designed to run on massively parallel computing platforms. Thanks to the fact that the FE approach supports completely unstructured tetrahedral meshes as well as local mesh refinements, the presented solver is able to represent complex geometries of subsurface structures very precisely and thus improve the solution accuracy and avoid misleading artefacts in images. Consequently, it can be successfully used in geological environments of arbitrary geometrical complexities. The parallel implementation of the method, which is based on the domain decomposition and a hybrid MPI-OpenMP scheme, has proved to be highly scalable - the achieved speed-up is close to the linear for more than a thousand processors. Thanks to this, the code is able to deal with extremely large problems, which may have hundreds of millions of degrees of freedom, in a very efficient way. The importance of having this forward-problem solver lies in the fact that it is now possible to create a 3-D EM inversion that can deal with data obtained in extremely complex geological environments in a way that is realistic for practical use in industry. So far, such imaging tool has not been proposed due to a lack of efficient, parallel FE solutions as well as the limitations of efficient solvers based on finite differences. In addition, the thesis discusses physical, mathematical and numerical aspects and challenges of 3-D EM modelling, which have been studied during my research in order to properly design the presented software for EM field simulations on 3-D areas of the Earth. Through this work, a physical problem formulation based on the secondary Coulomb-gauged EM potentials has been validated, proving that it can be successfully used with the standard nodal FE method to give highly accurate numerical solutions. Also, this work has shown that Krylov subspace iterative methods are the best solution for solving linear systems that arise after FE discretisation of the problem under consideration. More precisely, it has been discovered empirically that the best iterative method for this kind of problems is biconjugate gradient stabilised with an elaborate preconditioner. Since most commonly used preconditioners proved to be either unable to improve the convergence of the implemented solvers to the desired extent, or impractical in the parallel context, I have proposed a preconditioning technique for Krylov methods that is based on algebraic multigrid. Tests for various problems with different conductivity structures and characteristics have shown that the new preconditioner greatly improves the convergence of different Krylov subspace methods, which significantly reduces the total execution time of the program and improves the solution quality. Furthermore, the preconditioner is very practical for parallel implementation. Finally, it has been concluded that there are not any restrictions in employing classical parallel programming models, MPI and OpenMP, for parallelisation of the presented FE solver. Moreover, they have proved to be enough to provide an excellent scalability for it

Improving performance of simplified computational fluid dynamics models via symmetric successive overrelaxation

The ability to model fluid flow and heat transfer in process equipment (e.g., shell-and-tube heat exchangers) is often critical. What is more, many different geometric variants may need to be evaluated during the design process. Although this can be done using detailed computational fluid dynamics (CFD) models, the time needed to evaluate a single variant can easily reach tens of hours on powerful computing hardware. Simplified CFD models providing solutions in much shorter time frames may, therefore, be employed instead. Still, even these models can prove to be too slow or not robust enough when used in optimization algorithms. Effort is thus devoted to further improving their performance by applying the symmetric successive overrelaxation (SSOR) preconditioning technique in which, in contrast to, e.g., incomplete lower–upper factorization (ILU), the respective preconditioning matrix can always be constructed. Because the efficacy of SSOR is influenced by the selection of forward and backward relaxation factors, whose direct calculation is prohibitively expensive, their combinations are experimentally investigated using several representative meshes. Performance is then compared in terms of the single-core computational time needed to reach a converged steady-state solution, and recommendations are made regarding relaxation factor combinations generally suitable for the discussed purpose. It is shown that SSOR can be used as a suitable fallback preconditioner for the fast-performing, but numerically sensitive, incomplete lower–upper factorization

Iterative Solutions of Large-Scale Soil-Structure Problems

Ph.DDOCTOR OF PHILOSOPH

Fast solution methods

International audienceThe standard boundary element method applied to the time harmonic Helmholtz equation yields a numerical method with $O(N^3)$ complexity when using a direct solution of the fully populated system of linear equations. Strategies to reduce this complexity are discussed in this paper. The $O(N^3)$ complexity issuing from the direct solution is first reduced to $O(N^2)$ by using iterative solvers. Krylov subspace methods as well as strategies of preconditioning are reviewed. Based on numerical examples the influence of different parameters on the convergence behavior of the iterative solvers is investigated. It is shown that preconditioned Krylov subspace methods yields a boundary element method of $O(N^2)$ complexity. A further advantage of these iterative solvers is that they do not require the dense matrix to be set up. Only matrix–vector products need to be evaluated which can be done efficiently using a multilevel fast multipole method. Based on real life problems it is shown that the computational complexity of the boundary element method can be reduced to $O(N \log_2 N)$ for a problem with $N$ unknowns

Solution of partial differential equations on vector and parallel computers

The present status of numerical methods for partial differential equations on vector and parallel computers was reviewed. The relevant aspects of these computers are discussed and a brief review of their development is included, with particular attention paid to those characteristics that influence algorithm selection. Both direct and iterative methods are given for elliptic equations as well as explicit and implicit methods for initial boundary value problems. The intent is to point out attractive methods as well as areas where this class of computer architecture cannot be fully utilized because of either hardware restrictions or the lack of adequate algorithms. Application areas utilizing these computers are briefly discussed

A biconjugate gradient type algorithm on massively parallel architectures

The biconjugate gradient (BCG) method is the natural generalization of the classical conjugate gradient algorithm for Hermitian positive definite matrices to general non-Hermitian linear systems. Unfortunately, the original BCG algorithm is susceptible to possible breakdowns and numerical instabilities. Recently, Freund and Nachtigal have proposed a novel BCG type approach, the quasi-minimal residual method (QMR), which overcomes the problems of BCG. Here, an implementation is presented of QMR based on an s-step version of the nonsymmetric look-ahead Lanczos algorithm. The main feature of the s-step Lanczos algorithm is that, in general, all inner products, except for one, can be computed in parallel at the end of each block; this is unlike the other standard Lanczos process where inner products are generated sequentially. The resulting implementation of QMR is particularly attractive on massively parallel SIMD architectures, such as the Connection Machine