1,615 research outputs found
Time-parallel iterative solvers for parabolic evolution equations
We present original time-parallel algorithms for the solution of the implicit
Euler discretization of general linear parabolic evolution equations with
time-dependent self-adjoint spatial operators. Motivated by the inf-sup theory
of parabolic problems, we show that the standard nonsymmetric time-global
system can be equivalently reformulated as an original symmetric saddle-point
system that remains inf-sup stable with respect to the same natural parabolic
norms. We then propose and analyse an efficient and readily implementable
parallel-in-time preconditioner to be used with an inexact Uzawa method. The
proposed preconditioner is non-intrusive and easy to implement in practice, and
also features the key theoretical advantages of robust spectral bounds, leading
to convergence rates that are independent of the number of time-steps, final
time, or spatial mesh sizes, and also a theoretical parallel complexity that
grows only logarithmically with respect to the number of time-steps. Numerical
experiments with large-scale parallel computations show the effectiveness of
the method, along with its good weak and strong scaling properties
A multigrid perspective on the parallel full approximation scheme in space and time
For the numerical solution of time-dependent partial differential equations,
time-parallel methods have recently shown to provide a promising way to extend
prevailing strong-scaling limits of numerical codes. One of the most complex
methods in this field is the "Parallel Full Approximation Scheme in Space and
Time" (PFASST). PFASST already shows promising results for many use cases and
many more is work in progress. However, a solid and reliable mathematical
foundation is still missing. We show that under certain assumptions the PFASST
algorithm can be conveniently and rigorously described as a multigrid-in-time
method. Following this equivalence, first steps towards a comprehensive
analysis of PFASST using block-wise local Fourier analysis are taken. The
theoretical results are applied to examples of diffusive and advective type
Multigrid Waveform Relaxation on Spatial Finite Element Meshes: The Discrete-Time Case
The efficiency of numerically solving time-dependent partial differential equations on parallel computers can be greatly improved by computing the solution on many time levels simultaneously. The theoretical properties of one such method, namely the discrete-time multigrid waveform relaxation method, are investigated for systems of ordinary differential equations obtained by spatial finite-element discretisation of linear parabolic initial-boundary value problems. The results are compared to the corresponding continuous-time results. The theory is illustrated for a one-dimensional and a two-dimensional model problem and checked against results obtained by numerical experiments
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
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