84 research outputs found
Multilevel convergence analysis of multigrid-reduction-in-time
This paper presents a multilevel convergence framework for
multigrid-reduction-in-time (MGRIT) as a generalization of previous two-grid
estimates. The framework provides a priori upper bounds on the convergence of
MGRIT V- and F-cycles, with different relaxation schemes, by deriving the
respective residual and error propagation operators. The residual and error
operators are functions of the time stepping operator, analyzed directly and
bounded in norm, both numerically and analytically. We present various upper
bounds of different computational cost and varying sharpness. These upper
bounds are complemented by proposing analytic formulae for the approximate
convergence factor of V-cycle algorithms that take the number of fine grid time
points, the temporal coarsening factors, and the eigenvalues of the time
stepping operator as parameters.
The paper concludes with supporting numerical investigations of parabolic
(anisotropic diffusion) and hyperbolic (wave equation) model problems. We
assess the sharpness of the bounds and the quality of the approximate
convergence factors. Observations from these numerical investigations
demonstrate the value of the proposed multilevel convergence framework for
estimating MGRIT convergence a priori and for the design of a convergent
algorithm. We further highlight that observations in the literature are
captured by the theory, including that two-level Parareal and multilevel MGRIT
with F-relaxation do not yield scalable algorithms and the benefit of a
stronger relaxation scheme. An important observation is that with increasing
numbers of levels MGRIT convergence deteriorates for the hyperbolic model
problem, while constant convergence factors can be achieved for the diffusion
equation. The theory also indicates that L-stable Runge-Kutta schemes are more
amendable to multilevel parallel-in-time integration with MGRIT than A-stable
Runge-Kutta schemes.Comment: 26 pages; 17 pages Supplementary Material
Rational spectral methods for PDEs involving fractional Laplacian in unbounded domains
Many PDEs involving fractional Laplacian are naturally set in unbounded
domains with underlying solutions decay very slowly, subject to certain power
laws. Their numerical solutions are under-explored. This paper aims at
developing accurate spectral methods using rational basis (or modified mapped
Gegenbauer functions) for such models in unbounded domains. The main building
block of the spectral algorithms is the explicit representations for the
Fourier transform and fractional Laplacian of the rational basis, derived from
some useful integral identites related to modified Bessel functions. With these
at our disposal, we can construct rational spectral-Galerkin and direct
collocation schemes by pre-computing the associated fractional differentiation
matrices. We obtain optimal error estimates of rational spectral approximation
in the fractional Sobolev spaces, and analyze the optimal convergence of the
proposed Galerkin scheme. We also provide ample numerical results to show that
the rational method outperforms the Hermite function approach
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Space-time Methods for Time-dependent Partial Differential Equations
Modern discretizations of time-dependent PDEs consider the full problem in the space-time cylinder and aim to overcome limitations of classical approaches such as the method of lines (first discretize in space and then solve the resulting ODE) and the Rothe method (first discretize in time and then solve the PDE). A main advantage of a holistic space-time method is the direct access to space-time adaptivity and to the backward problem (required for the dual problem in optimization or error control). Moreover, this allows for parallel solution strategies simultaneously in time and space.
Several space-time concepts where proposed (different conforming and nonconforming space-time finite elements, the parareal method, wavefront relaxation etc.) but this topic has become a rapidly growing field in numerical analysis and scientific computing. In this workshop the focus is the development of adaptive and flexible space-time discretization methods for solving parabolic and hyperbolic space-time partial differential equations
Learning Coarse Propagators in Parareal Algorithm
The parareal algorithm represents an important class of parallel-in-time
algorithms for solving evolution equations and has been widely applied in
practice. To achieve effective speedup, the choice of the coarse propagator in
the algorithm is vital. In this work, we investigate the use of learned coarse
propagators. Building upon the error estimation framework, we present a
systematic procedure for constructing coarse propagators that enjoy desirable
stability and consistent order. Additionally, we provide preliminary
mathematical guarantees for the resulting parareal algorithm. Numerical
experiments on a variety of settings, e.g., linear diffusion model, Allen-Cahn
model, and viscous Burgers model, show that learning can significantly improve
parallel efficiency when compared with the more ad hoc choice of some
conventional and widely used coarse propagators.Comment: 24 page
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