6,447 research outputs found
A Bramble-Pasciak conjugate gradient method for discrete Stokes equations with random viscosity
We study the iterative solution of linear systems of equations arising from
stochastic Galerkin finite element discretizations of saddle point problems. We
focus on the Stokes model with random data parametrized by uniformly
distributed random variables and discuss well-posedness of the variational
formulations. We introduce a Bramble-Pasciak conjugate gradient method as a
linear solver. It builds on a non-standard inner product associated with a
block triangular preconditioner. The block triangular structure enables more
sophisticated preconditioners than the block diagonal structure usually applied
in MINRES methods. We show how the existence requirements of a conjugate
gradient method can be met in our setting. We analyze the performance of the
solvers depending on relevant physical and numerical parameters by means of
eigenvalue estimates. For this purpose, we derive bounds for the eigenvalues of
the relevant preconditioned sub-matrices. We illustrate our findings using the
flow in a driven cavity as a numerical test case, where the viscosity is given
by a truncated Karhunen-Lo\`eve expansion of a random field. In this example, a
Bramble-Pasciak conjugate gradient method with block triangular preconditioner
outperforms a MINRES method with block diagonal preconditioner in terms of
iteration numbers.Comment: 19 pages, 1 figure, submitted to SIAM JU
Opt: A Domain Specific Language for Non-linear Least Squares Optimization in Graphics and Imaging
Many graphics and vision problems can be expressed as non-linear least
squares optimizations of objective functions over visual data, such as images
and meshes. The mathematical descriptions of these functions are extremely
concise, but their implementation in real code is tedious, especially when
optimized for real-time performance on modern GPUs in interactive applications.
In this work, we propose a new language, Opt (available under
http://optlang.org), for writing these objective functions over image- or
graph-structured unknowns concisely and at a high level. Our compiler
automatically transforms these specifications into state-of-the-art GPU solvers
based on Gauss-Newton or Levenberg-Marquardt methods. Opt can generate
different variations of the solver, so users can easily explore tradeoffs in
numerical precision, matrix-free methods, and solver approaches. In our
results, we implement a variety of real-world graphics and vision applications.
Their energy functions are expressible in tens of lines of code, and produce
highly-optimized GPU solver implementations. These solver have performance
competitive with the best published hand-tuned, application-specific GPU
solvers, and orders of magnitude beyond a general-purpose auto-generated
solver
Hardness Results for Structured Linear Systems
We show that if the nearly-linear time solvers for Laplacian matrices and
their generalizations can be extended to solve just slightly larger families of
linear systems, then they can be used to quickly solve all systems of linear
equations over the reals. This result can be viewed either positively or
negatively: either we will develop nearly-linear time algorithms for solving
all systems of linear equations over the reals, or progress on the families we
can solve in nearly-linear time will soon halt
Analysis of Iterative Methods for the Steady and Unsteady Stokes Problem: Application to Spectral Element Discretizations
A new and detailed analysis of the basic Uzawa algorithm for decoupling of the pressure and the velocity in the steady and unsteady Stokes operator is presented. The paper focuses on the following new aspects: explicit construction of the Uzawa pressure-operator spectrum for a semiperiodic model problem; general relationship of the convergence rate of the Uzawa procedure to classical inf-sup discretization analysis; and application of the method to high-order variational discretization
A simple multigrid scheme for solving the Poisson equation with arbitrary domain boundaries
We present a new multigrid scheme for solving the Poisson equation with
Dirichlet boundary conditions on a Cartesian grid with irregular domain
boundaries. This scheme was developed in the context of the Adaptive Mesh
Refinement (AMR) schemes based on a graded-octree data structure. The Poisson
equation is solved on a level-by-level basis, using a "one-way interface"
scheme in which boundary conditions are interpolated from the previous coarser
level solution. Such a scheme is particularly well suited for self-gravitating
astrophysical flows requiring an adaptive time stepping strategy. By
constructing a multigrid hierarchy covering the active cells of each AMR level,
we have designed a memory-efficient algorithm that can benefit fully from the
multigrid acceleration. We present a simple method for capturing the boundary
conditions across the multigrid hierarchy, based on a second-order accurate
reconstruction of the boundaries of the multigrid levels. In case of very
complex boundaries, small scale features become smaller than the discretization
cell size of coarse multigrid levels and convergence problems arise. We propose
a simple solution to address these issues. Using our scheme, the convergence
rate usually depends on the grid size for complex grids, but good linear
convergence is maintained. The proposed method was successfully implemented on
distributed memory architectures in the RAMSES code, for which we present and
discuss convergence and accuracy properties as well as timing performances.Comment: 33 pages, 15 figures, accepted for publication in Journal of
Computational Physic
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