On Preconditioning Variable Poisson Equation with Extreme Contrasts in the Coefficients

It is well known that the solution by means of iterative methods of very ill-conditioned systems leads to very poor convergence rates. In this context, preconditioning becomes crucial in order to modify the spectrum of the system being solved and improve the performance of the solvers. A proper balance between the reduction in the number of iterations and the overhead of the construction and application of the preconditioner needs to be sought to actually decrease the total execution time of the solvers. This is particularly important when considering variable coefficients matrices as, in general, its preconditioners will also be variable and need to be updated regularly at an affordable cost. In this work we present a family of variable preconditioners designed for the effective solution of variable Poisson equation with extreme contrasts in the coefficients, which represents a particularly challenging case as it translates into a variable and extremely ill-conditioned system arising in many situations such as with multiphase flows presenting high density ratios or in the presence of highly-stretched adaptive mesh refinements. Finally, the results of the numerical experiments performed are presented and discussed, confirming our preconditioners as extremely affordable, highly-parallelizable and easy-to-implement alternatives to the more standard (and usually unfeasible) preconditioners, still showing great improvements in the rate of convergence of the solvers without requiring the variable coefficients matrix to be explicitly rebuilt at each iteration.Àdel Alsalti-Baldellou, F. Xavier Trias and Assensi Oliva have been financially supported by a competitive R+D project (ENE2017-88697-R) by the Spanish Research Agency. Àdel Alsalti-Baldellou is also supported by predoctoral grants DIN2018-010061 and 2019-DI-90, given by, respectively, the Spanish Ministry of Science, Innovation and Universities (MICINN) and the Catalan Agency for Management of University and Research Grants (AGAUR).Postprint (published version

A Parallel Geometric Multigrid Method for Adaptive Finite Elements

Applications in a variety of scientific disciplines use systems of Partial Differential Equations (PDEs) to model physical phenomena. Numerical solutions to these models are often found using the Finite Element Method (FEM), where the problem is discretized and the solution of a large linear system is required, containing millions or even billions of unknowns. Often times, the domain of these solves will contain localized features that require very high resolution of the underlying finite element mesh to accurately solve, while a mesh with uniform resolution would require far too much computational time and memory overhead to be feasible on a modern machine. Therefore, techniques like adaptive mesh refinement, where one increases the resolution of the mesh only where it is necessary, must be used. Even with adaptive mesh refinement, these systems can still be on the order of much more than a million unknowns (large mantle convection applications like the ones in [90] show simulations on over 600 billion unknowns), and attempting to solve on a single processing unit is infeasible due to limited computational time and memory required. For this reason, any application code aimed at solving large problems must be built using a parallel framework, allowing the concurrent use of multiple processing units to solve a single problem, and the code must exhibit efficient scaling to large amounts of processing units. Multigrid methods are currently the only known optimal solvers for linear systems arising from discretizations of elliptic boundary valued problems. These methods can be represented as an iterative scheme with contraction number less than one, independent of the resolution of the discretization [24, 54, 25, 103], with optimal complexity in the number of unknowns in the system [29]. Geometric multigrid (GMG) methods, where the hierarchy of spaces are defined by linear systems of finite element discretizations on meshes of decreasing resolution, have been shown to be robust for many different problem formulations, giving mesh independent convergence for highly adaptive meshes [26, 61, 83, 18], but these methods require specific implementations for each type of equation, boundary condition, mesh, etc., required by the specific application. The implementation in a massively parallel environment is not obvious, and research into this topic is far from exhaustive. We present an implementation of a massively parallel, adaptive geometric multigrid (GMG) method used in the open-source finite element library deal.II [5], and perform extensive tests showing scaling of the v-cycle application on systems with up to 137 billion unknowns run on up to 65,536 processors, and demonstrating low communication overhead of the algorithms proposed. We then show the flexibility of the GMG by applying the method to four different PDE systems: the Poisson equation, linear elasticity, advection-diffusion, and the Stokes equations. For the Stokes equations, we implement a fully matrix-free, adaptive, GMG-based solver in the mantle convection code ASPECT [13], and give a comparison to the current matrix-based method used. We show improvements in robustness, parallel scaling, and memory consumption for simulations with up to 27 billion unknowns and 114,688 processors. Finally, we test the performance of IDR(s) methods compared to the FGMRES method currently used in ASPECT, showing the effects of the flexible preconditioning used for the Stokes solves in ASPECT, and the demonstrating the possible reduction in memory consumption for IDR(s) and the potential for solving large scale problems. Parts of the work in this thesis has been submitted to peer reviewed journals in the form of two publications ([36] and [34]), and the implementations discussed have been integrated into two open-source codes, deal.II and ASPECT. From the contributions to deal.II, including a full length tutorial program, Step-63 [35], the author is listed as a contributing author to the newest deal.II release (see [5]). The implementation into ASPECT is based on work from the author and Timo Heister. The goal for the work here is to enable the community of geoscientists using ASPECT to solve larger problems than currently possible. Over the course of this thesis, the author was partially funded by the NSF Award OAC-1835452 and by the Computational Infrastructure in Geodynamics initiative (CIG), through the NSF under Award EAR-0949446 and EAR-1550901 and The University of California -- Davis

Bayesian inference for structured additive regression models for large-scale problems with applications to medical imaging

In der angewandten Statistik können Regressionsmodelle mit hochdimensionalen Koeffizienten auftreten, die sich nicht mit gewöhnlichen Computersystemen schätzen lassen. Dies betrifft unter anderem die Analyse digitaler Bilder unter Berücksichtigung räumlich-zeitlicher Abhängigkeiten, wie sie innerhalb der medizinisch-biologischen Forschung häufig vorkommen. In der vorliegenden Arbeit wird ein Verfahren formuliert, das in der Lage ist, Regressionsmodelle mit hochdimensionalen Koeffizienten und nicht-normalverteilten Zielgrößen unter moderaten Anforderungen an die benötigte Hardware zu schätzen. Hierzu wird zunächst im Rahmen strukturiert additiver Regressionsmodelle aufgezeigt, worin die Limitationen aktueller Inferenzansätze bei der Anwendung auf hochdimensionale Problemstellungen liegen, sowie Möglichkeiten diskutiert, diese zu umgehen. Darauf basierend wird ein Algorithmus formuliert, dessen Stärken und Schwächen anhand von Simulationsstudien analysiert werden. Darüber hinaus findet das Verfahren Anwendung in drei verschiedenen Bereichen der medizinisch-biologischen Bildgebung und zeigt dadurch, dass es ein vielversprechender Kandidat für die Beantwortung hochdimensionaler Fragestellungen ist.In applied statistics regression models with high-dimensional coefficients can occur which cannot be estimated using ordinary computers. Amongst others, this applies to the analysis of digital images taking spatio-temporal dependencies into account as they commonly occur within bio-medical research. In this thesis a procedure is formulated which allows to fit regression models with high-dimensional coefficients and non-normal response values requiring only moderate computational equipment. To this end, limitations of different inference strategies for structured additive regression models are demonstrated when applied to high-dimensional problems and possible solutions are discussed. Based thereon an algorithm is formulated whose strengths and weaknesses are subsequently analyzed using simulation studies. Furthermore, the procedure is applied to three different fields of bio-medical imaging from which can be concluded that the algorithm is a promising candidate for answering high-dimensional problems

Efficient strategies for solving the variable Poisson equation with large contrasts in the coefficients

Discrete versions of Poisson’s equation with large contrasts in the coefficients result in very ill-conditioned systems. Thus, its iterative solution represents a major challenge, for instance, in porous media and multiphase flow simulations, where considerable permeability and density ratios are usually found. The existing strategies trying to remedy this are highly dependent on whether the coefficient matrix remains constant at each time iteration or not. In this regard, incompressible multiphase flows with high-density ratios are particularly demanding as their resulting Poisson equation varies along with the density field, making the reconstruction of complex preconditioners impractical. This work presents a strategy for solving such versions of the variable Poisson equation. Roughly, we first make it constant through an adequate approximation. Then, we block-diagonalise it through an inexpensive change of basis that takes advantage of mesh reflection symmetries, which are common in multiphase flows. Finally, we solve the resulting set of fully decoupled subsystems with virtually any solver. The numerical experiments conducted on a multiphase flow simulation prove the benefits of such an approach, resulting in up to 6.6x faster convergences.Adel Alsalti-Baldellou, Xavier Àlvarez-Farré, F. Xavier Trias and Assensi Oliva have been ´ financially supported by two competitive R+D projects: RETOtwin (PDC2021-120970-I00), given by MCIN/AEI/10.13039/501100011033 and European Union Next GenerationEU/PRTR, and FusionCAT (001-P-001722), given by Generalitat de Catalunya RIS3CAT-FEDER. Adel ` Alsalti-Baldellou has also been supported by the predoctoral grants DIN2018-010061 and 2019- DI-90, given by MCIN/AEI/10.13039/501100011033 and the Catalan Agency for Management of University and Research Grants (AGAUR), respectively. Andrey Gorobets has been supported by the RSF project 19-11-00299.Peer ReviewedPostprint (published version

Robust Preconditioners for the High-Contrast Elliptic Partial Differential Equations

In this thesis, we discuss a robust preconditioner (the AGKS preconditioner) for solving linear systems arising from approximations of partial differential equations (PDEs) with high-contrast coefficients. The problems considered here include the standard second and higher order elliptic PDEs such as high-contrast diffusion equation, Stokes\u27 equation and biharmonic-plate equation. The goal of this study is the development of robust and parallelizable preconditioners that can easily be integrated to treat large configurations. The construction of the preconditioner consists of two phases. The first one is an algebraic phase which partitions the degrees of freedom into high and low permeability regions which may be of arbitrary geometry. This yields a corresponding block partitioning of the stiffness matrix allowing us to use a formula for the action of its inverse involving the inverses of both the high permeability block and its Schur complement in the original matrix. Singular perturbation analysis plays a big role to analyze the structure of the required subblock inverses in the high contrast case which shows that for high enough contrast each of the subblock inverses can be approximated well by solving only systems with constant coefficients. The second phase involves an efficient multigrid approximation of this exact inverse. After applying singular perturbation theory to each of the sub-blocks, we obtain that inverses of each of the subblocks with high contrast entries can be approximated efficiently using geometric multigrid methods, and that this approximation is robust with respect to both the contrast and the mesh size. The result is a multigrid method for high contrast problems which is provably optimal to both contrast and mesh size. We demonstrate the advantageous properties of the AGKS preconditioner using experiments on model high-contrast problems. We examine its performance against multigrid method under varying discretizations of diffusion equation, Stokes equation and biharmonic-plate equation. Thus, we show that we accomplished a desirable preconditioning design goal by using the same family of preconditioners to solve the elliptic family of PDEs with varying discretizations

Solution strategies for nonlinear conservation laws

Nonlinear conservation laws form the basis for models for a wide range of physical phenomena. Finding an optimal strategy for solving these problems can be challenging, and a good strategy for one problem may fail spectacularly for others. As different problems have different challenging features, exploiting knowledge about the problem structure is a key factor in achieving an efficient solution strategy. Most strategies found in literature for solving nonlinear problems involve a linearization step, usually using Newton's method, which replaces the original nonlinear problem by an iteration process consisting of a series of linear problems. A large effort is then spent on finding a good strategy for solving these linear problems. This involves choosing suitable preconditioners and linear solvers. This approach is in many cases a good choice and a multitude of different methods have been developed. However, the linearization step to some degree involves a loss of information about the original problem. This is not necessarily critical, but in many cases the structure of the nonlinear problem can be exploited to a larger extent than what is possible when working solely on the linearized problem. This may involve knowledge about dominating physical processes and specifically on whether a process is near equilibrium. By using nonlinear preconditioning techniques developed in recent years, certain attractive features such as automatic localization of computations to parts of the problem domain with the highest degree of nonlinearities arise. In the present work, these methods are further refined to obtain a framework for nonlinear preconditioning that also takes into account equilibrium information. This framework is developed mainly in the context of porous media, but in a general manner, allowing for application to a wide range of problems. A scalability study shows that the method is scalable for challenging two-phase flow problems. It is also demonstrated for nonlinear elasticity problems. Some models arising from nonlinear conservation laws are best solved using completely different strategies than the approach outlined above. One such example can be found in the field of surface gravity waves. For special types of nonlinear waves, such as solitary waves and undular bores, the well-known Korteweg-de Vries (KdV) equation has been shown to be a suitable model. This equation has many interesting properties not typical of nonlinear equations which may be exploited in the solver, and strategies usually reserved to linear problems may be applied. In this work includes a comparative study of two discretization methods with highly different properties for this equation

Recycling Krylov Subspaces for Efficient Partitioned Solution of Aerostructural Adjoint Systems

Robust and efficient solvers for coupled-adjoint linear systems are crucial to successful aerostructural optimization. Monolithic and partitioned strategies can be applied. The monolithic approach is expected to offer better robustness and efficiency for strong fluid-structure interactions. However, it requires a high implementation cost and convergence may depend on appropriate scaling and initialization strategies. On the other hand, the modularity of the partitioned method enables a straightforward implementation while its convergence may require relaxation. In addition, a partitioned solver leads to a higher number of iterations to get the same level of convergence as the monolithic one. The objective of this paper is to accelerate the fluid-structure coupled-adjoint partitioned solver by considering techniques borrowed from approximate invariant subspace recycling strategies adapted to sequences of linear systems with varying right-hand sides. Indeed, in a partitioned framework, the structural source term attached to the fluid block of equations affects the right-hand side with the nice property of quickly converging to a constant value. We also consider deflation of approximate eigenvectors in conjunction with advanced inner-outer Krylov solvers for the fluid block equations. We demonstrate the benefit of these techniques by computing the coupled derivatives of an aeroelastic configuration of the ONERA-M6 fixed wing in transonic flow. For this exercise the fluid grid was coupled to a structural model specifically designed to exhibit a high flexibility. All computations are performed using RANS flow modeling and a fully linearized one-equation Spalart-Allmaras turbulence model. Numerical simulations show up to 39% reduction in matrix-vector products for GCRO-DR and up to 19% for the nested FGCRO-DR solver.Comment: 42 pages, 21 figure

Deflation and augmentation techniques in Krylov linear solvers

Preliminary version of the book chapter entitled "Deflation and augmentation techniques in Krylov linear solvers" published in "Developments in Parallel, Distributed, Grid and Cloud Computing for Engineering", ed. Topping, B.H.V and Ivanyi, P., Saxe-Coburg Publications, Kippen, Stirlingshire, United Kingdom, ISBN 978-1-874672-62-3, p. 249-275, 2013In this paper we present deflation and augmentation techniques that have been designed to accelerate the convergence of Krylov subspace methods for the solution of linear systems of equations. We review numerical approaches both for linear systems with a non-Hermitian coefficient matrix, mainly within the Arnoldi framework, and for Hermitian positive definite problems with the conjugate gradient method.Dans ce rapport nous présentons des techniques de déflation et d'augmentation qui ont été développées pour accélérer la convergence des méthodes de Krylov pour la solution de systémes d'équations linéaires. Nous passons en revue des approches pour des systémes linéaires dont les matrices sont non-hermitiennes, principalement dans le contexte de la méthode d'Arnoldi, et pour des matrices hermitiennes définies positives avec la méthode du gradient conjugué