HIGH ACCURACY MULTISCALE MULTIGRID COMPUTATION FOR PARTIAL DIFFERENTIAL EQUATIONS

Scientific computing and computer simulation play an increasingly important role in scientific investigation and engineering designs, supplementing traditional experiments, such as in automotive crash studies, global climate change, ocean modeling, medical imaging, and nuclear weapons. The numerical simulation is much cheaper than experimentation for these application areas and it can be used as the third way of science discovery beyond the experimental and theoretical analysis. However, the increasing demand of high resolution solutions of the Partial Differential Equations (PDEs) with less computational time has increased the importance for researchers and engineers to come up with efficient and scalable computational techniques that can solve very large-scale problems. In this dissertation, we build an efficient and highly accurate computational framework to solve PDEs using high order discretization schemes and multiscale multigrid method. Since there is no existing explicit sixth order compact finite difference schemes on a single scale grids, we used Gupta and Zhang’s fourth order compact (FOC) schemes on different scale grids combined with Richardson extrapolation schemes to compute the sixth order solutions on coarse grid. Then we developed an operator based interpolation scheme to approximate the sixth order solutions for every find grid point. We tested our method for 1D/2D/3D Poisson and convection-diffusion equations. We developed a multiscale multigrid method to efficiently solve the linear systems arising from FOC discretizations. It is similar to the full multigrid method, but it does not start from the coarsest level. The major advantage of the multiscale multigrid method is that it has an optimal computational cost similar to that of a full multigrid method and can bring us the converged fourth order solutions on two grids with different scales. In order to keep grid independent convergence for the multiscale multigrid method, line relaxation and plane relaxation are used for 2D and 3D convection diffusion equations with high Reynolds number, respectively. In addition, the residual scaling technique is also applied for high Reynolds number problems. To further optimize the multiscale computation procedure, we developed two new methods. The first method is developed to solve the FOC solutions on two grids using standardW-cycle structure. The novelty of this strategy is that we use the coarse level grid that will be generated in the standard geometric multigrid to solve the discretized equations and achieve higher order accuracy solution. It is more efficient and costs less CPU and memory compared with the V-cycle based multiscale multigrid method. The second method is called the multiple coarse grid computation. It is first proposed in superconvergent multigrid method to speed up the convergence. The basic idea of multigrid superconvergent method is to use multiple coarse grids to generate better correction for the fine grid solution than that from the single coarse grid. However, as far as we know, it has never been used to increase the order of solution accuracy for the fine grid. In this dissertation, we use the idea of multiple coarse grid computation to approximate the fourth order solutions on every coarse grid and fine grid. Then we apply the Richardson extrapolation for every fine grid point to get the sixth order solutions. For parallel implementation, we studied the parallelization and vectorization potential of the Gauss-Seidel relaxation by partitioning the grid space with four colors for solving 3D convection-diffusion equations. We used OpenMP to parallelize the loops in relaxation and residual computation. The numerical results show that the parallelized and the sequential implementation have the same convergence rate and the accuracy of the computed solutions

Reducing Communication in the Solution of Linear Systems

There is a growing performance gap between computation and communication on modern computers, making it crucial to develop algorithms with lower latency and bandwidth requirements. Because systems of linear equations are important for numerous scientific and engineering applications, I have studied several approaches for reducing communication in those problems. First, I developed optimizations to dense LU with partial pivoting, which downstream applications can adopt with little to no effort. Second, I consider two techniques to completely replace pivoting in dense LU, which can provide significantly higher speedups, albeit without the same numerical guarantees as partial pivoting. One technique uses randomized preprocessing, while the other is a novel combination of block factorization and additive perturbation. Finally, I investigate using mixed precision in GMRES for solving sparse systems, which reduces the volume of data movement, and thus, the pressure on the memory bandwidth

Efficient representations of large radiosity matrices

The radiosity equation can be expressed as a linear system, where light interactions between patches of the scene are considered. Its resolution has been one of the main subjects in computer graphics, which has lead to the development of methods focused on different goals. For instance, in inverse lighting problems, it is convenient to solve the radiosity equation thousands of times for static geometries. Also, this calculation needs to consider many (or infinite) light bounces to achieve accurate global illumination results. Several methods have been developed to solve the linear system by finding approximations or other representations of the radiosity matrix, because the full storage of this matrix is memory demanding. Some examples are hierarchical radiosity, progressive refinement approaches, or wavelet radiosity. Even though these methods are memory efficient, they may become slow for many light bounces, due to their iterative nature. Recently, efficient methods have been developed for the direct resolution of the radiosity equation. In this case, the challenge is to reduce the memory requirements of the radiosity matrix, and its inverse. The main objective of this thesis is exploiting the properties of specific problems to reduce the memory requirements of the radiosity problem. Hereby, two types of problems are analyzed. The first problem is to solve radiosity for scenes with a high spatial coherence, such as it happens to some architectural models. The second involves scenes with a high occlusion factor between patches. For the high spatial coherence case, a novel and efficient error-bounded factorization method is presented. It is based on the use of multiple singular value decompositions along with a space filling curve, which allows to exploit spatial coherence. This technique accelerates the factorization of in-core matrices, and allows to work with out-of-core matrices passing only one time over them. In the experimental analysis, the presented method is applied to scenes up to 163K patches. After a precomputation stage, it is used to solve the radiosity equation for fixed geometries and infinite bounces, at interactive times. For the high occlusion problem, city models are used. In this case, the sparsity of the radiosity matrix is exploited. An approach for radiative exchange computation is proposed, where the inverse of the radiosity matrix is approximated. In this calculation, near-zero elements are removed, leading to a highly sparse result. This technique is applied to simulate daylight in urban environments composed by up to 140k patches.La ecuación de radiosidad tiene por objetivo el cálculo de la interacción de la luz con los elementos de la escena. Esta se puede expresar como un sistema lineal, cuya resolución ha derivado en el desarrollo de diversos métodos gráficos para satisfacer propósitos específicos. Por ejemplo, en problemas inversos de iluminación para geometrías estáticas, se debe resolver la ecuación de radiosidad miles de veces. Además, este cálculo debe considerar muchos (infinitos) rebotes de luz, si se quieren obtener resultados precisos de iluminación global. Entre los métodos desarrollados, se destacan aquellos que generan aproximaciones u otras representaciones de la matriz de radiosidad, debido a que su almacenamiento requiere grandes cantidades de memoria. Algunos ejemplos de estas técnicas son la radiosidad jerárquica, el refinamiento progresivo y la radiosidad basada en wavelets. Si bien estos métodos son eficientes en cuanto a memoria, pueden ser lentos cuando se requiere el cálculo de muchos rebotes de luz, debido a su naturaleza iterativa. Recientemente se han desarrollado métodos eficientes para la resolución directa de la ecuación de radiosidad, basados en el pre-cómputo de la inversa de la matriz de radiosidad. En estos casos, el desafío consiste en reducir los requerimientos de memoria y tiempo de ejecución para el cálculo de la matriz y de su inversa. El principal objetivo de la tesis consiste en explotar propiedades específicas de ciertos problemas de iluminación para reducir los requerimientos de memoria de la ecuación de radiosidad. En este contexto, se analizan dos casos diferentes. El primero consiste en hallar la radiosidad para escenas con alta coherencia espacial, tal como ocurre en algunos modelos arquitectónicos. El segundo involucra escenas con un elevado factor de oclusión entre parches. Para el caso de alta coherencia espacial, se presenta un nuevo método de factorización de matrices que es computacionalmente eficiente y que genera aproximaciones cuyo error es configurable. Está basado en el uso de múltiples descomposiciones en valores singulares (SVD) junto a una curva de recubrimiento espacial, lo que permite explotar la coherencia espacial. Esta técnica acelera la factorización de matrices que entran en memoria, y permite trabajar con matrices que no entran en memoria, recorriéndolas una única vez. En el análisis experimental, el método presentado es aplicado a escenas de hasta 163 mil parches. Luego de una etapa de precómputo, se logra resolver la ecuación de radiosidad en tiempos interactivos, para geométricas estáticas e infinitos rebotes. Para el problema de alta oclusión, se utilizan modelos de ciudades. En este caso, se aprovecha la baja densidad de la matriz de radiosidad, y se propone una técnica para el cálculo aproximado de su inversa. En este cálculo, los elementos cercanos a cero son eliminados. La técnica es aplicada a la simulación de la luz natural en ambientes urbanos compuestos por hasta 140 mil parches

Deflation-based preconditioners for stochastic models of flow in porous media

Numerical analysis is a powerful mathematical tool that focuses on finding approximate solutions to mathematical problems where analytical methods fail to produce exact solutions. Many numerical methods have been developed and enhanced through the years for this purpose, across many classes, with some methods proven to be well-suited for solving certain equations. The key in numerical analysis is, then, choosing the right method or combination of methods for the problem at hand, with the least cost and highest accuracy possible (while maintaining efficiency). In this thesis, we consider the approximate solution of a class of 2-dimensional differential equations, with random coefficients. We aim, through using a combination of Krylov methods, preconditioners, and multigrid ideas to implement an algorithm that offers low cost and fast convergence for approximating solutions to these problems. In particular, we propose to use a "training" phase in the development of a preconditioner, where the first few linear systems in a sequence of similar problems are used to drive adaptation of the preconditioning strategy for subsequent problems. Results show that our algorithms are successful in effectively decreasing the cost of solving the model problem from the cost shown using a standard AMG-preconditioned CG method

A perturbed two-level preconditioner for the solution of three-dimensional heterogeneous Helmholtz problems with applications to geophysics

Le sujet de cette thèse est le développement de méthodes itératives permettant la résolution de grands systèmes linéaires creux d'équations présentant plusieurs seconds membres simultanément. Ces méthodes seront en particulier utilisées dans le cadre d'une application géophysique : la migration sismique visant à simuler la propagation d'ondes sous la surface de la terre. Le problème prend la forme d'une équation d'Helmholtz dans le domaine fréquentiel en trois dimensions, discrétisée par des différences finies et donnant lieu à un système linéaire creux, complexe, non-symétrique, non-hermitien. De plus, lorsque de grands nombres d'onde sont considérés, cette matrice possède une taille élevée et est indéfinie. Du fait de ces propriétés, nous nous proposons d'étudier des méthodes de Krylov préconditionnées par des techniques hiérarchiques deux niveaux. Un tel pre-conditionnement s'est montré particulièrement efficace en deux dimensions et le but de cette thèse est de relever le défi de l'adapter au cas tridimensionel. Pour ce faire, des méthodes de Krylov sont utilisées à la fois comme lisseur et comme méthode de résolution du problème grossier. Ces derniers choix induisent l'emploi de méthodes de Krylov dites flexibles. ABSTRACT : The topic of this PhD thesis is the development of iterative methods for the solution of large sparse linear systems of equations with possibly multiple right-hand sides given at once. These methods will be used for a specific application in geophysics - seismic migration - related to the simulation of wave propagation in the subsurface of the Earth. Here the three-dimensional Helmholtz equation written in the frequency domain is considered. The finite difference discretization of the Helmholtz equation with the Perfect Matched Layer formulation produces, when high frequencies are considered, a complex linear system which is large, non-symmetric, non-Hermitian, indefinite and sparse. Thus we propose to study preconditioned flexible Krylov subspace methods, especially minimum residual norm methods, to solve this class of problems. As a preconditioner we consider multi-level techniques and especially focus on a two-level method. This twolevel preconditioner has shown efficient for two-dimensional applications and the purpose of this thesis is to extend this to the challenging three-dimensional case. This leads us to propose and analyze a perturbed two-level preconditioner for a flexible Krylov subspace method, where Krylov methods are used both as smoother and as approximate coarse grid solver