852 research outputs found
Multigrid waveform relaxation for the time-fractional heat equation
In this work, we propose an efficient and robust multigrid method for solving
the time-fractional heat equation. Due to the nonlocal property of fractional
differential operators, numerical methods usually generate systems of equations
for which the coefficient matrix is dense. Therefore, the design of efficient
solvers for the numerical simulation of these problems is a difficult task. We
develop a parallel-in-time multigrid algorithm based on the waveform relaxation
approach, whose application to time-fractional problems seems very natural due
to the fact that the fractional derivative at each spatial point depends on the
values of the function at this point at all earlier times. Exploiting the
Toeplitz-like structure of the coefficient matrix, the proposed multigrid
waveform relaxation method has a computational cost of
operations, where is the number of time steps and is the number of
spatial grid points. A semi-algebraic mode analysis is also developed to
theoretically confirm the good results obtained. Several numerical experiments,
including examples with non-smooth solutions and a nonlinear problem with
applications in porous media, are presented
An algebraic multigrid method for mixed discretizations of the Navier-Stokes equations
Algebraic multigrid (AMG) preconditioners are considered for discretized
systems of partial differential equations (PDEs) where unknowns associated with
different physical quantities are not necessarily co-located at mesh points.
Specifically, we investigate a mixed finite element discretization of
the incompressible Navier-Stokes equations where the number of velocity nodes
is much greater than the number of pressure nodes. Consequently, some velocity
degrees-of-freedom (dofs) are defined at spatial locations where there are no
corresponding pressure dofs. Thus, AMG approaches leveraging this co-located
structure are not applicable. This paper instead proposes an automatic AMG
coarsening that mimics certain pressure/velocity dof relationships of the
discretization. The main idea is to first automatically define coarse
pressures in a somewhat standard AMG fashion and then to carefully (but
automatically) choose coarse velocity unknowns so that the spatial location
relationship between pressure and velocity dofs resembles that on the finest
grid. To define coefficients within the inter-grid transfers, an energy
minimization AMG (EMIN-AMG) is utilized. EMIN-AMG is not tied to specific
coarsening schemes and grid transfer sparsity patterns, and so it is applicable
to the proposed coarsening. Numerical results highlighting solver performance
are given on Stokes and incompressible Navier-Stokes problems.Comment: Submitted to a journa
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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