A Self-learning Algebraic Multigrid Method for Extremal Singular Triplets and Eigenpairs

A self-learning algebraic multigrid method for dominant and minimal singular triplets and eigenpairs is described. The method consists of two multilevel phases. In the first, multiplicative phase (setup phase), tentative singular triplets are calculated along with a multigrid hierarchy of interpolation operators that approximately fit the tentative singular vectors in a collective and self-learning manner, using multiplicative update formulas. In the second, additive phase (solve phase), the tentative singular triplets are improved up to the desired accuracy by using an additive correction scheme with fixed interpolation operators, combined with a Ritz update. A suitable generalization of the singular value decomposition is formulated that applies to the coarse levels of the multilevel cycles. The proposed algorithm combines and extends two existing multigrid approaches for symmetric positive definite eigenvalue problems to the case of dominant and minimal singular triplets. Numerical tests on model problems from different areas show that the algorithm converges to high accuracy in a modest number of iterations, and is flexible enough to deal with a variety of problems due to its self-learning properties.Comment: 29 page

Performance of Parallel Approximate Ideal Restriction Multigrid for Transport Applications

Algebraic multigrid (AMG) methods have been widely used to solve systems arising from the discretization of elliptic partial differential equations. In serial, AMG algorithms scale linearly with problem size. In parallel, communication costs scale logarithmically with the number of processors. Recently, a classical AMG method based on approximate ideal restriction (AIR) was developed for nonsymmetric matrices. AIR has already been shown to be effective for solving the linear systems arising from upwind discontinuous Galerkin (DG) finite element discretization of advection-diffusion problems, including the hyperbolic limit of pure advection. A new parallel version of AIR, pAIR, has been implemented in the hypre library. In this thesis, pAIR is tested for use solving the source iteration equations of the SN approximations to the transport equation. The performance is investigated with various meshes in two and three dimensions. Detailed profiling of parallel performance is also conducted to identify the most important areas for algorithm improvements. An improvement to the Local Ideal Approximate Restriction algorithm is introduced and discussed. Weak scaling results to 4,096 processors are presented. These results show total solve growing logarithmically with the number of processors used. Importantly, this result is shown on both uniform grids and unstructured grids in three dimensions. The unstructured mesh did not include reentrant cells

On local Fourier analysis of multigrid methods for PDEs with jumping and random coefficients

In this paper, we propose a novel non-standard Local Fourier Analysis (LFA) variant for accurately predicting the multigrid convergence of problems with random and jumping coefficients. This LFA method is based on a specific basis of the Fourier space rather than the commonly used Fourier modes. To show the utility of this analysis, we consider, as an example, a simple cell-centered multigrid method for solving a steady-state single phase flow problem in a random porous medium. We successfully demonstrate the prediction capability of the proposed LFA using a number of challenging benchmark problems. The information provided by this analysis helps us to estimate a-priori the time needed for solving certain uncertainty quantification problems by means of a multigrid multilevel Monte Carlo method