Shifted Laplacian multigrid for the elastic Helmholtz equation

The shifted Laplacian multigrid method is a well known approach for preconditioning the indefinite linear system arising from the discretization of the acoustic Helmholtz equation. This equation is used to model wave propagation in the frequency domain. However, in some cases the acoustic equation is not sufficient for modeling the physics of the wave propagation, and one has to consider the elastic Helmholtz equation. Such a case arises in geophysical seismic imaging applications, where the earth's subsurface is the elastic medium. The elastic Helmholtz equation is much harder to solve than its acoustic counterpart, partially because it is three times larger, and partially because it models more complicated physics. Despite this, there are very few solvers available for the elastic equation compared to the array of solvers that are available for the acoustic one. In this work we extend the shifted Laplacian approach to the elastic Helmholtz equation, by combining the complex shift idea with approaches for linear elasticity. We demonstrate the efficiency and properties of our solver using numerical experiments for problems with heterogeneous media in two and three dimensions

LFA-tuned matrix-free multigrid method for the elastic Helmholtz equation

We present an efficient matrix-free geometric multigrid method for the elastic Helmholtz equation, and a suitable discretization. Many discretization methods had been considered in the literature for the Helmholtz equations, as well as many solvers and preconditioners, some of which are adapted for the elastic version of the equation. However, there is very little work considering the reciprocity of discretization and a solver. In this work, we aim to bridge this gap. By choosing an appropriate stencil for re-discretization of the equation on the coarse grid, we develop a multigrid method that can be easily implemented as matrix-free, relying on stencils rather than sparse matrices. This is crucial for efficient implementation on modern hardware. Using two-grid local Fourier analysis, we validate the compatibility of our discretization with our solver, and tune a choice of weights for the stencil for which the convergence rate of the multigrid cycle is optimal. It results in a scalable multigrid preconditioner that can tackle large real-world 3D scenarios.Comment: 20 page

Domain decomposition preconditioning for the Helmholtz equation: a coarse space based on local Dirichlet-to-Neumann maps

In this thesis, we present a two-level domain decomposition method for the iterative solution of the heterogeneous Helmholtz equation. The Helmholtz equation governs wave propagation and scattering phenomena arising in a wide range of engineering applications. Its discretization with piecewise linear finite elements results in typically large, ill-conditioned, indefinite, and non- Hermitian linear systems of equations, for which standard iterative and direct methods encounter convergence problems. Therefore, especially designed methods are needed. The inherently parallel domain decomposition methods constitute a promising class of preconditioners, as they subdivide the large problems into smaller subproblems and are hence able to cope with many degrees of freedom. An essential element of these methods is a good coarse space. Here, the Helmholtz equation presents a particular challenge, as even slight deviations from the optimal choice can be fatal. We develop a coarse space that is based on local eigenproblems involving the Dirichlet-to-Neumann operator. Our construction is completely automatic, ensuring good convergence rates without the need for parameter tuning. Moreover, it naturally respects local variations in the wave number and is hence suited also for heterogeneous Helmholtz problems. Apart from the question of how to design the coarse space, we also investigate the question of how to incorporate the coarse space into the method. Also here the fact that the stiffness matrix is non-Hermitian and indefinite constitutes a major challenge. The resulting method is parallel by design and its efficiency is investigated for two- and three-dimensional homogeneous and heterogeneous numerical examples

Contribution to the study of efficient iterative methods for the numerical solution of partial differential equations

Multigrid and domain decomposition methods provide efficient algorithms for the numerical solution of partial differential equations arising in the modelling of many applications in Computational Science and Engineering. This manuscript covers certain aspects of modern iterative solution methods for the solution of large-scale problems issued from the discretization of partial differential equations. More specifically, we focus on geometric multigrid methods, non-overlapping substructuring methods and flexible Krylov subspace methods with a particular emphasis on their combination. Firstly, the combination of multigrid and Krylov subspace methods is investigated on a linear partial differential equation modelling wave propagation in heterogeneous media. Secondly, we focus on non-overlapping domain decomposition methods for a specific finite element discretization known as the hp finite element, where unrefinement/refinement is allowed both by decreasing/increasing the step size h or by decreasing/increasing the polynomial degree p of the approximation on each element. Results on condition number bounds for the domain decomposition preconditioned operators are given and illustrated by numerical results on academic problems in two and three dimensions. Thirdly, we review recent advances related to a class of Krylov subspace methods allowing variable preconditioning. We examine in detail flexible Krylov subspace methods including augmentation and/or spectral deflation, where deflation aims at capturing approximate invariant subspace information. We also present flexible Krylov subspace methods for the solution of linear systems with multiple right-hand sides given simultaneously. The efficiency of the numerical methods is demonstrated on challenging applications in seismics requiring the solution of huge linear systems of equations with multiple right-hand sides on parallel distributed memory computers. Finally, we expose current and future prospectives towards the design of efficient algorithms on extreme scale machines for the solution of problems coming from the discretization of partial differential equations

The method of polarized traces for the 2D Helmholtz equation

We present a solver for the 2D high-frequency Helmholtz equation in heterogeneous acoustic media, with online parallel complexity that scales optimally as O(NL), where N is the number of volume unknowns, and L is the number of processors, as long as L grows at most like a small fractional power of N. The solver decomposes the domain into layers, and uses transmission conditions in boundary integral form to explicitly define "polarized traces", i.e., up- and down-going waves sampled at interfaces. Local direct solvers are used in each layer to precompute traces of local Green's functions in an embarrassingly parallel way (the offline part), and incomplete Green's formulas are used to propagate interface data in a sweeping fashion, as a preconditioner inside a GMRES loop (the online part). Adaptive low-rank partitioning of the integral kernels is used to speed up their application to interface data. The method uses second-order finite differences. The complexity scalings are empirical but motivated by an analysis of ranks of off-diagonal blocks of oscillatory integrals. They continue to hold in the context of standard geophysical community models such as BP and Marmousi 2, where convergence occurs in 5 to 10 GMRES iterations. While the parallelism in this paper stems from decomposing the domain, we do not explore the alternative of parallelizing the systems solves with distributed linear algebra routines. Keywords: Domain decomposition; Helmholtz equation; Integral equations; High-frequency; Fast methodsUnited States. Air Force Office of Scientific Research (Grant FA9550-15-1-0078)United States. Office of Naval Research (Grant N00014-13-1-0403)National Science Foundation (U.S.) (Grant DMS-1255203