Limiting accuracy of segregated solution methods for nonsymmetric saddle point problems

AbstractNonsymmetric saddle point problems arise in a wide variety of applications in computational science and engineering. The aim of this paper is to discuss the numerical behavior of several nonsymmetric iterative methods applied for solving the saddle point systems via the Schur complement reduction or the null-space projection approach. Krylov subspace methods often produce the iterates which fluctuate rather strongly. Here we address the question whether large intermediate approximate solutions reduce the final accuracy of these two-level (inner–outer) iteration algorithms. We extend our previous analysis obtained for symmetric saddle point problems and distinguish between three mathematically equivalent back-substitution schemes which lead to a different numerical behavior when applied in finite precision arithmetic. Theoretical results are then illustrated on a simple model example

GMRES-Accelerated ADMM for Quadratic Objectives

We consider the sequence acceleration problem for the alternating direction method-of-multipliers (ADMM) applied to a class of equality-constrained problems with strongly convex quadratic objectives, which frequently arise as the Newton subproblem of interior-point methods. Within this context, the ADMM update equations are linear, the iterates are confined within a Krylov subspace, and the General Minimum RESidual (GMRES) algorithm is optimal in its ability to accelerate convergence. The basic ADMM method solves a $\kappa$-conditioned problem in $O(\sqrt{\kappa})$ iterations. We give theoretical justification and numerical evidence that the GMRES-accelerated variant consistently solves the same problem in $O(\kappa^{1/4})$ iterations for an order-of-magnitude reduction in iterations, despite a worst-case bound of $O(\sqrt{\kappa})$ iterations. The method is shown to be competitive against standard preconditioned Krylov subspace methods for saddle-point problems. The method is embedded within SeDuMi, a popular open-source solver for conic optimization written in MATLAB, and used to solve many large-scale semidefinite programs with error that decreases like $O(1/k^{2})$, instead of $O(1/k)$, where $k$ is the iteration index.Comment: 31 pages, 7 figures. Accepted for publication in SIAM Journal on Optimization (SIOPT

An alternating positive semidefinite splitting preconditioner for the three-by-three block saddle point problems

Using the idea of dimensional splitting method we present an iteration method for solving three-by-three block saddle point problems which can appear in linear programming and finite element discretization of the Maxwell equation. We prove that the method is convergent unconditionally. Then the induced preconditioner is used to accelerate the convergence of the GMRES method for solving the system. Numerical results are presented to compare the performance of the method with some existing ones

An alternating positive semidefinite splitting preconditioner for the three-by-three block saddle point problems

Using the idea of dimensional splitting method we present an iteration method for solving three-by-three block saddle point problems which can appear in linear programming and finite element discretization of the Maxwell equation. We prove that the method is convergent unconditionally. Then the induced preconditioner is used to accelerate the convergence of the GMRES method for solving the system. Numerical results are presented to compare the performance of the method with some existing ones

Seventh Copper Mountain Conference on Multigrid Methods

The Seventh Copper Mountain Conference on Multigrid Methods was held on 2-7 Apr. 1995 at Copper Mountain, Colorado. This book is a collection of many of the papers presented at the conference and so represents the conference proceedings. NASA Langley graciously provided printing of this document so that all of the papers could be presented in a single forum. Each paper was reviewed by a member of the conference organizing committee under the coordination of the editors. The multigrid discipline continues to expand and mature, as is evident from these proceedings. The vibrancy in this field is amply expressed in these important papers, and the collection shows its rapid trend to further diversity and depth

Scalable parallel simulation of variably saturated flow

In this thesis we develop highly accurate simulation tools for variably saturated flow through porous media able to take advantage of the latest supercomputing resources. Hence, we aim for parallel scalability to very large compute resources of over 105 CPU cores. Our starting point is the parallel subsurface flow simulator ParFlow. This library is of widespread use in the hydrology community and known to have excellent parallel scalability up to 16k processes. We first investigate the numerical tools this library implements in order to perform the simulations it was designed for. ParFlow solves the governing equation for subsurface flow with a cell centered finite difference (FD) method. The code targets high performance computing (HPC) systems by means of distributed memory parallelism. We propose to reorganize ParFlow's mesh subsystem by using fast partitioning algorithms provided by the parallel adaptive mesh refinement (AMR) library p4est. We realize this in a minimally invasive manner by modifying selected parts of the code to reinterpret the existing mesh data structures. Furthermore, we evaluate the scaling performance of the modified version of ParFlow, demonstrating excellent weak and strong scaling up to 458k cores of the Juqueen supercomputer at the Jülich Supercomputing Centre. The above mentioned results were obtained for uniform meshes and hence without explicitly exploiting the AMR capabilities of the p4est library. A natural extension of our work is to activate such functionality and make ParFlow a true AMR application. Enabling ParFlow to use AMR is challenging for several reasons: It may be based on assumptions on the parallel partition that cannot be maintained with AMR, it may use mesh-related metadata that is replicated on all CPUs, and it may assume uniform meshes in the construction of mathematical operators. Additionally, the use of locally refined meshes will certainly change the spectral properties of these operators. In this work, we develop an algorithmic approach to activate the usage of locally refined grids in ParFlow. AMR allows meshes where elements of different size neighbor each other. In this case, ParFlow may incur erroneous results when it attempts to communicate data between inter-element boundaries. We propose and discuss two solutions to this issue operating at two different levels: The first manipulates the indices of the degrees of freedom, While the second operates directly on the degrees of freedom. Both approaches aim to introduce minimal changes to the original ParFlow code. In an AMR framework, the FD method taken by ParFlow will require modifications to correctly deal with different size elements. Mixed finite elements (MFE) are on the other hand better suited for the usage of AMR. It is known that the cell centered FD method used in ParFlow might be reinterpreted as a MFE discretization using Raviart-Thomas elements of lower order. We conclude this thesis presenting a block preconditioner for saddle point problems arising from a MFE on locally refined meshes. We evaluate its robustness with respect to various classes of coefficients for uniform and locally refined meshes

Preconditioners for iterative solutions of large-scale linear systems arising from Biot's consolidation equations

Ph.DDOCTOR OF PHILOSOPH

Incompressible Lagrangian fluid flow with thermal coupling

In this monograph is presented a method for the solution of an incompressible viscous fluid flow with heat transfer and solidification usin a fully Lagrangian description on the motion. The originality of this method consists in assembling various concepts and techniques which appear naturally due to the Lagrangian formulation.Postprint (published version

Algebraic Multigrid for Meshfree Methods

This thesis deals with the development of a new Algebraic Multigrid method (AMG) for the solution of linear systems arising from Generalized Finite Difference Methods (GFDM). In particular, we consider the Finite Pointset Method, which is based on GFDM. Being a meshfree method, FPM does not rely on a mesh and can therefore deal with moving geometries and free surfaces is a natural way and it does not require the generation of a mesh before the actual simulation. In industrial use cases the size of the linear systems often becomes large, which means that classical linear solvers often become the bottleneck in terms of simulation run time, because their convergence rate depends on the discretization size. Multigrid methods have proven to be very efficient linear solvers in the domain of mesh-based methods. Their convergence is independent of the discretization size, yielding a run time that only scales linearly with the problem size. AMG methods are a natural candidate for the solution of the linear systems arising in the FPM, as this thesis will show. They need to be tuned to the specific characteristics of GFDM, though. The AMG methods that are developed in this thesis achieve a speed-up of up to 33x compared to the classical linear solvers and therefore allow much more accurate simulations in the future.Diese Dissertation beschäftigt sich mit der Entwicklung einer neuen Algebraischen Mehrgittermethode für die Lösung linearer Gleichungssysteme aus Generalisierten Finite Differenzen Methoden. Im Speziellen betrachten wir die sogenannte Finite Pointset Method, eine gitterfreie Lagrange Methode, welche auf Generalisierten Finite Differenzen Methoden basiert. Die Finite Pointset Method wurde insbesondere für Simulationen von Vorgängen mit freien Oberflächen und bewegten Geometrien entwickelt, bei denen der gitterfreie Charakter der Methode besonders große Vorteile liefert: An den freien Oberflächen und nahe der Geometrie muss zu keinem Zeitpunkt – auch nicht zu Beginn der Simulation – ein Gitter erstellt oder angepasst werden. Dies ist ein großer Vorteil gegenüber klassischen gitterbasierten Methoden. Wie in gitterbasierten Methoden entstehen auch in der Finite Pointset Method und anderen Generalisierten Finite Differenzen Methoden große, dünn besetze lineare Gleichungssysteme. Das Lösen dieser Gleichungssysteme wird bei fein aufgelösten Simulationen, wie sie in der Industrie oft nötig sind, schnell zum zeitlichen Flaschenhals der Gesamtsimulation. Ohne eine geeignete Methode zur Lösung dieser Gleichungssysteme dauern Simulationen oft sehr lange oder sind praktisch nicht durchführbar. Auch kann es vorkommen, dass klassische Lösungsverfahren divergieren und die Simulation damit unmöglich wird. Im Kontext von gitterbasierten Methoden sind Mehrgittermethoden ein etabliertes Werkzeug, um die entstehenden linearen Gleichungssysteme effizient und robust zu lösen. Besonders hervorzuheben ist dabei die lineare Skalierbarkeit dieser Methoden in der Größe der Matrix. Damit eignen sie sich besonders für fein aufgelöste Simulationen. Algebraische Mehrgittermethoden sind natürliche Kandidaten für die Lösung der Gleichungssysteme aus Generalisierten Finite Differenzen Methoden, wie diese Dissertation zeigen wird. Außerdem entwickeln wir eine neue Algebraische Mehrgittermethode, die auf den Einsatz in der Finite Pointset Method zugeschnitten ist und die Besonderheiten dieser Methode beachtet. Dazu zählen die Eigenschaften der einzelnen Matrizen, die wir ebenfalls analysieren werden, und auch die Veränderung der Matrizen über mehrere Zeitschritte hinweg, die im Vergleich mit gitterbasierten Verfahren eine größere Schwierigkeit darstellt. Wir evaluieren unsere neue Methode anhand von akademischen und realen Beispielen, sowohl mit nur einem Prozess als auch mit mehreren (MPI-)Prozessen. Die hier neu entwickelte Algebraische Mehrgittermethode ist um ein Vielfaches schneller als klassische Verfahren zur Lösung linearer Gleichungssysteme und erlaubt damit neue, genauere Simulationen mit gitterfreien Methoden