Boundary Treatment and Multigrid Preconditioning for Semi-Lagrangian Schemes Applied to Hamilton-Jacobi-Bellman Equations

We analyse two practical aspects that arise in the numerical solution of Hamilton-Jacobi-Bellman (HJB) equations by a particular class of monotone approximation schemes known as semi-Lagrangian schemes. These schemes make use of a wide stencil to achieve convergence and result in discretization matrices that are less sparse and less local than those coming from standard finite difference schemes. This leads to computational difficulties not encountered there. In particular, we consider the overstepping of the domain boundary and analyse the accuracy and stability of stencil truncation. This truncation imposes a stricter CFL condition for explicit schemes in the vicinity of boundaries than in the interior, such that implicit schemes become attractive. We then study the use of geometric, algebraic and aggregation-based multigrid preconditioners to solve the resulting discretised systems from implicit time stepping schemes efficiently. Finally, we illustrate the performance of these techniques numerically for benchmark test cases from the literature

A new level-dependent coarsegrid correction scheme for indefinite Helmholtz problems

In this paper we construct and analyse a level-dependent coarsegrid correction scheme for indefinite Helmholtz problems. This adapted multigrid method is capable of solving the Helmholtz equation on the finest grid using a series of multigrid cycles with a grid-dependent complex shift, leading to a stable correction scheme on all levels. It is rigourously shown that the adaptation of the complex shift throughout the multigrid cycle maintains the functionality of the two-grid correction scheme, as no smooth modes are amplified in or added to the error. In addition, a sufficiently smoothing relaxation scheme should be applied to ensure damping of the oscillatory error components. Numerical experiments on various benchmark problems show the method to be competitive with or even outperform the current state-of-the-art multigrid-preconditioned Krylov methods, like e.g. CSL-preconditioned GMRES or BiCGStab.Comment: 21 page

Efficient Multigrid Preconditioners for Atmospheric Flow Simulations at High Aspect Ratio

Many problems in fluid modelling require the efficient solution of highly anisotropic elliptic partial differential equations (PDEs) in "flat" domains. For example, in numerical weather- and climate-prediction an elliptic PDE for the pressure correction has to be solved at every time step in a thin spherical shell representing the global atmosphere. This elliptic solve can be one of the computationally most demanding components in semi-implicit semi-Lagrangian time stepping methods which are very popular as they allow for larger model time steps and better overall performance. With increasing model resolution, algorithmically efficient and scalable algorithms are essential to run the code under tight operational time constraints. We discuss the theory and practical application of bespoke geometric multigrid preconditioners for equations of this type. The algorithms deal with the strong anisotropy in the vertical direction by using the tensor-product approach originally analysed by B\"{o}rm and Hiptmair [Numer. Algorithms, 26/3 (2001), pp. 219-234]. We extend the analysis to three dimensions under slightly weakened assumptions, and numerically demonstrate its efficiency for the solution of the elliptic PDE for the global pressure correction in atmospheric forecast models. For this we compare the performance of different multigrid preconditioners on a tensor-product grid with a semi-structured and quasi-uniform horizontal mesh and a one dimensional vertical grid. The code is implemented in the Distributed and Unified Numerics Environment (DUNE), which provides an easy-to-use and scalable environment for algorithms operating on tensor-product grids. Parallel scalability of our solvers on up to 20,480 cores is demonstrated on the HECToR supercomputer.Comment: 22 pages, 6 Figures, 2 Table

Aggregation-based aggressive coarsening with polynomial smoothing

This paper develops an algebraic multigrid preconditioner for the graph Laplacian. The proposed approach uses aggressive coarsening based on the aggregation framework in the setup phase and a polynomial smoother with sufficiently large degree within a (nonlinear) Algebraic Multilevel Iteration as a preconditioner to the flexible Conjugate Gradient iteration in the solve phase. We show that by combining these techniques it is possible to design a simple and scalable algorithm. Results of the algorithm applied to graph Laplacian systems arising from the standard linear finite element discretization of the scalar Poisson problem are reported

Unstructured mesh algorithms for aerodynamic calculations

The use of unstructured mesh techniques for solving complex aerodynamic flows is discussed. The principle advantages of unstructured mesh strategies, as they relate to complex geometries, adaptive meshing capabilities, and parallel processing are emphasized. The various aspects required for the efficient and accurate solution of aerodynamic flows are addressed. These include mesh generation, mesh adaptivity, solution algorithms, convergence acceleration, and turbulence modeling. Computations of viscous turbulent two-dimensional flows and inviscid three-dimensional flows about complex configurations are demonstrated. Remaining obstacles and directions for future research are also outlined

V-cycle optimal convergence for DCT-III matrices

The paper analyzes a two-grid and a multigrid method for matrices belonging to the DCT-III algebra and generated by a polynomial symbol. The aim is to prove that the convergence rate of the considered multigrid method (V-cycle) is constant independent of the size of the given matrix. Numerical examples from differential and integral equations are considered to illustrate the claimed convergence properties.Comment: 19 page