A bibliography on parallel and vector numerical algorithms

This is a bibliography of numerical methods. It also includes a number of other references on machine architecture, programming language, and other topics of interest to scientific computing. Certain conference proceedings and anthologies which have been published in book form are listed also

Higher-Order DGFEM Transport Calculations on Polytope Meshes for Massively-Parallel Architectures

In this dissertation, we develop improvements to the discrete ordinates (S_N) neutron transport equation using a Discontinuous Galerkin Finite Element Method (DGFEM) spatial discretization on arbitrary polytope (polygonal and polyhedral) grids compatible for massively-parallel computer architectures. Polytope meshes are attractive for multiple reasons, including their use in other physics communities and their ease in handling local mesh refinement strategies. In this work, we focus on two topical areas of research. First, we discuss higher-order basis functions compatible to solve the DGFEM S_N transport equation on arbitrary polygonal meshes. Second, we assess Diffusion Synthetic Acceleration (DSA) schemes compatible with polytope grids for massively-parallel transport problems. We first utilize basis functions compatible with arbitrary polygonal grids for the DGFEM transport equation. We analyze four different basis functions that have linear completeness on polygons: the Wachspress rational functions, the PWL functions, the mean value coordinates, and the maximum entropy coordinates. We then describe the procedure to extend these polygonal linear basis functions into the quadratic serendipity space of functions. These quadratic basis functions can exactly interpolate monomial functions up to order 2. Both the linear and quadratic sets of basis functions preserve transport solutions in the thick diffusion limit. Maximum convergence rates of 2 and 3 are observed for regular transport solutions for the linear and quadratic basis functions, respectively. For problems that are limited by the regularity of the transport solution, convergence rates of 3/2 (when the solution is continuous) and 1/2 (when the solution is discontinuous) are observed. Spatial Adaptive Mesh Refinement (AMR) achieved superior convergence rates than uniform refinement, even for problems bounded by the solution regularity. We demonstrated accuracy in the AMR solutions by allowing them to reach a level where the ray effects of the angular discretization are realized. Next, we analyzed DSA schemes to accelerate both the within-group iterations as well as the thermal upscattering iterations for multigroup transport problems. Accelerating the thermal upscattering iterations is important for materials (e.g., graphite) with significant thermal energy scattering and minimal absorption. All of the acceleration schemes analyzed use a DGFEM discretization of the diffusion equation that is compatible with arbitrary polytope meshes: the Modified Interior Penalty Method (MIP). MIP uses the same DGFEM discretization as the transport equation. The MIP form is Symmetric Positive De_nite (SPD) and e_ciently solved with Preconditioned Conjugate Gradient (PCG) with Algebraic MultiGrid (AMG) preconditioning. The analysis from previous work was extended to show MIP's stability and robustness for accelerating 3D transport problems. MIP DSA preconditioning was implemented in the Parallel Deterministic Transport (PDT) code at Texas A&M University and linked with the HYPRE suite of linear solvers. Good scalability was numerically verified out to around 131K processors. The fraction of time spent performing DSA operations was small for problems with sufficient work performed in the transport sweep (O(10^3) angular directions). Finally, we have developed a novel methodology to accelerate transport problems dominated by thermal neutron upscattering. Compared to historical upscatter acceleration methods, our method is parallelizable and amenable to massively parallel transport calculations. Speedup factors of about 3-4 were observed with our new method

Implicit schemes and parallel computing in unstructured grid CFD

The development of implicit schemes for obtaining steady state solutions to the Euler and Navier-Stokes equations on unstructured grids is outlined. Applications are presented that compare the convergence characteristics of various implicit methods. Next, the development of explicit and implicit schemes to compute unsteady flows on unstructured grids is discussed. Next, the issues involved in parallelizing finite volume schemes on unstructured meshes in an MIMD (multiple instruction/multiple data stream) fashion are outlined. Techniques for partitioning unstructured grids among processors and for extracting parallelism in explicit and implicit solvers are discussed. Finally, some dynamic load balancing ideas, which are useful in adaptive transient computations, are presented

Hybrid multigrid methods for high-order discontinuous Galerkin discretizations

The present work develops hybrid multigrid methods for high-order discontinuous Galerkin discretizations of elliptic problems. Fast matrix-free operator evaluation on tensor product elements is used to devise a computationally efficient PDE solver. The multigrid hierarchy exploits all possibilities of geometric, polynomial, and algebraic coarsening, targeting engineering applications on complex geometries. Additionally, a transfer from discontinuous to continuous function spaces is performed within the multigrid hierarchy. This does not only further reduce the problem size of the coarse-grid problem, but also leads to a discretization most suitable for state-of-the-art algebraic multigrid methods applied as coarse-grid solver. The relevant design choices regarding the selection of optimal multigrid coarsening strategies among the various possibilities are discussed with the metric of computational costs as the driving force for algorithmic selections. We find that a transfer to a continuous function space at highest polynomial degree (or on the finest mesh), followed by polynomial and geometric coarsening, shows the best overall performance. The success of this particular multigrid strategy is due to a significant reduction in iteration counts as compared to a transfer from discontinuous to continuous function spaces at lowest polynomial degree (or on the coarsest mesh). The coarsening strategy with transfer to a continuous function space on the finest level leads to a multigrid algorithm that is robust with respect to the penalty parameter of the SIPG method. Detailed numerical investigations are conducted for a series of examples ranging from academic test cases to more complex, practically relevant geometries. Performance comparisons to state-of-the-art methods from the literature demonstrate the versatility and computational efficiency of the proposed multigrid algorithms

Seventh Copper Mountain Conference on Multigrid Methods

The Seventh Copper Mountain Conference on Multigrid Methods was held on April 2-7, 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 vibrancy and diversity in this field are amply expressed in these important papers, and the collection clearly shows the continuing rapid growth of the use of multigrid acceleration techniques

The Sixth Copper Mountain Conference on Multigrid Methods, part 1

The Sixth Copper Mountain Conference on Multigrid Methods was held on 4-9 Apr. 1993, at Copper Mountain, CO. This book is a collection of many of the papers presented at the conference and as such represents the conference proceedings. NASA LaRC 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 clearly shows its rapid trend to further diversity and depth

Methods for Solving Discontinuous-Galerkin Finite Element Equations with Application to Neutron Transport

Cette thèse traite des méthodes d’éléments finis Galerkin discontinus d’ordre élevé pour la résolution d’équations aux dérivées partielles, avec un intérêt particulier pour l’équation de transport des neutrons. Nous nous intéressons tout d’abord à une méthode de pré-traitement de matrices creuses par blocs, qu’on retrouve dans les méthodes Galerkin discontinues, avant factorisation par un solveur multifrontal. Des expériences numériques conduites sur de grandes matrices bi- et tri-dimensionnelles montrent que cette méthode de pré-traitement permet une réduction significative du ’fill-in’, par rapport aux méthodes n’exploitant pas la structure par blocs. Ensuite, nous proposons une méthode d’éléments finis Galerkin discontinus, employant des éléments d’ordre élevé en espace comme en angle, pour résoudre l’équation de transport des neutrons. Nous considérons des solveurs parallèles basés sur les sous-espaces de Krylov à la fois pour des problèmes ’source’ et des problèmes aux valeur propre multiplicatif. Dans cet algorithme, l’erreur est décomposée par projection(s) afin d’équilibrer les contraintes numériques entre les parties spatiales et angulaires du domaine de calcul. Enfin, un algorithme HP-adaptatif est présenté ; les résultats obtenus démontrent une nette supériorité par rapport aux algorithmes h-adaptatifs, à la fois en terme de réduction de coût de calcul et d’amélioration de la précision. Les valeurs propres et effectivités sont présentées pour un panel de cas test industriels. Une estimation précise de l’erreur (avec effectivité de 1) est atteinte pour un ensemble de problèmes aux domaines inhomogènes et de formes irrégulières ainsi que des groupes d’énergie multiples. Nous montrons numériquement que l’algorithme HP-adaptatif atteint une convergence exponentielle par rapport au nombre de degrés de liberté de l’espace éléments finis. ABSTRACT : We consider high order discontinuous-Galerkin finite element methods for partial differential equations, with a focus on the neutron transport equation. We begin by examining a method for preprocessing block-sparse matrices, of the type that arise from discontinuous-Galerkin methods, prior to factorisation by a multifrontal solver. Numerical experiments on large two and three dimensional matrices show that this pre-processing method achieves a significant reduction in fill-in, when compared to methods that fail to exploit block structures. A discontinuous-Galerkin finite element method for the neutron transport equation is derived that employs high order finite elements in both space and angle. Parallel Krylov subspace based solvers are considered for both source problems and $k_{eff}$-eigenvalue problems. An a-posteriori error estimator is derived and implemented as part of an h-adaptive mesh refinement algorithm for neutron transport $k_{eff}$-eigenvalue problems. This algorithm employs a projection-based error splitting in order to balance the computational requirements between the spatial and angular parts of the computational domain. An hp-adaptive algorithm is presented and results are collected that demonstrate greatly improved efficiency compared to the h-adaptive algorithm, both in terms of reduced computational expense and enhanced accuracy. Computed eigenvalues and effectivities are presented for a variety of challenging industrial benchmarks. Accurate error estimation (with effectivities of 1) is demonstrated for a collection of problems with inhomogeneous, irregularly shaped spatial domains as well as multiple energy groups. Numerical results are presented showing that the hp-refinement algorithm can achieve exponential convergence with respect to the number of degrees of freedom in the finite element spac

High Resolution Numerical Methods for Coupled Non-linear Multi-physics Simulations with Applications in Reactor Analysis

The modeling of nuclear reactors involves the solution of a multi-physics problem with widely varying time and length scales. This translates mathematically to solving a system of coupled, non-linear, and stiff partial differential equations (PDEs). Multi-physics applications possess the added complexity that most of the solution fields participate in various physics components, potentially yielding spatial and/or temporal coupling errors. This dissertation deals with the verification aspects associated with such a multi-physics code, i.e., the substantiation that the mathematical description of the multi-physics equations are solved correctly (both in time and space). Conventional paradigms used in reactor analysis problems employed to couple various physics components are often non-iterative and can be inconsistent in their treatment of the non-linear terms. This leads to the usage of smaller time steps to maintain stability and accuracy requirements, thereby increasing the overall computational time for simulation. The inconsistencies of these weakly coupled solution methods can be overcome using tighter coupling strategies and yield a better approximation to the coupled non-linear operator, by resolving the dominant spatial and temporal scales involved in the multi-physics simulation. A multi-physics framework, KARMA (K(c)ode for Analysis of Reactor and other Multi-physics Applications), is presented. KARMA uses tight coupling strategies for various physical models based on a Matrix-free Nonlinear-Krylov (MFNK) framework in order to attain high-order spatio-temporal accuracy for all solution fields in amenable wall clock times, for various test problems. The framework also utilizes traditional loosely coupled methods as lower-order solvers, which serve as efficient preconditioners for the tightly coupled solution. Since the software platform employs both lower and higher-order coupling strategies, it can easily be used to test and evaluate different coupling strategies and numerical methods and to compare their efficiency for problems of interest. Multi-physics code verification efforts pertaining to reactor applications are described and associated numerical results obtained using the developed multi-physics framework are provided. The versatility of numerical methods used here for coupled problems and feasibility of general non-linear solvers with appropriate physics-based preconditioners in the KARMA framework offer significantly efficient techniques to solve multi-physics problems in reactor analysis

Introduction to multigrid methods

These notes were written for an introductory course on the application of multigrid methods to elliptic and hyperbolic partial differential equations for engineers, physicists and applied mathematicians. The use of more advanced mathematical tools, such as functional analysis, is avoided. The course is intended to be accessible to a wide audience of users of computational methods. We restrict ourselves to finite volume and finite difference discretization. The basic principles are given. Smoothing methods and Fourier smoothing analysis are reviewed. The fundamental multigrid algorithm is studied. The smoothing and coarse grid approximation properties are discussed. Multigrid schedules and structured programming of multigrid algorithms are treated. Robustness and efficiency are considered