Parallel Iterative Methods

In this paper we discuss the implementation of the ITPACK library [Kine 82] in the parallel (//)ELL-PACK environment [Holls 92] and report on its performance on the nCUBE II parallel machine. In this study we are concerned with the numerical solution of second order elliptic partial diITerential equations (PDEs) on rectangular regions with mixed boundary conditions using finite difference approximations. The parallelization methodology applied is based on the domain decomposition of discrete geometric data structures (grids) associated with the numerical solution of the PDE problem[Chri 91]. The implementa-tion of I jITPACK for boundary value problems defined on general 2·0 and 3-D domains for both finite element and difference methods is reported in [Kim 93]. The performance results obtained so far indicate almost optimal computational and space efficiency of the / /ITPACK modules

An adaptive hierarchical domain decomposition method for parallel contact dynamics simulations of granular materials

A fully parallel version of the contact dynamics (CD) method is presented in this paper. For large enough systems, 100% efficiency has been demonstrated for up to 256 processors using a hierarchical domain decomposition with dynamic load balancing. The iterative scheme to calculate the contact forces is left domain-wise sequential, with data exchange after each iteration step, which ensures its stability. The number of additional iterations required for convergence by the partially parallel updates at the domain boundaries becomes negligible with increasing number of particles, which allows for an effective parallelization. Compared to the sequential implementation, we found no influence of the parallelization on simulation results.Comment: 19 pages, 15 figures, published in Journal of Computational Physics (2011

A parallel Heap-Cell Method for Eikonal equations

Numerous applications of Eikonal equations prompted the development of many efficient numerical algorithms. The Heap-Cell Method (HCM) is a recent serial two-scale technique that has been shown to have advantages over other serial state-of-the-art solvers for a wide range of problems. This paper presents a parallelization of HCM for a shared memory architecture. The numerical experiments in $R^3$ show that the parallel HCM exhibits good algorithmic behavior and scales well, resulting in a very fast and practical solver. We further explore the influence on performance and scaling of data precision, early termination criteria, and the hardware architecture. A shorter version of this manuscript (omitting these more detailed tests) has been submitted to SIAM Journal on Scientific Computing in 2012.Comment: (a minor update to address the reviewers' comments) 31 pages; 15 figures; this is an expanded version of a paper accepted by SIAM Journal on Scientific Computin

ParMooN - a modernized program package based on mapped finite elements

{\sc ParMooN} is a program package for the numerical solution of elliptic and parabolic partial differential equations. It inherits the distinct features of its predecessor {\sc MooNMD} \cite{JM04}: strict decoupling of geometry and finite element spaces, implementation of mapped finite elements as their definition can be found in textbooks, and a geometric multigrid preconditioner with the option to use different finite element spaces on different levels of the multigrid hierarchy. After having presented some thoughts about in-house research codes, this paper focuses on aspects of the parallelization for a distributed memory environment, which is the main novelty of {\sc ParMooN}. Numerical studies, performed on compute servers, assess the efficiency of the parallelized geometric multigrid preconditioner in comparison with some parallel solvers that are available in the library {\sc PETSc}. The results of these studies give a first indication whether the cumbersome implementation of the parallelized geometric multigrid method was worthwhile or not.Comment: partly supported by European Union (EU), Horizon 2020, Marie Sk{\l}odowska-Curie Innovative Training Networks (ITN-EID), MIMESIS, grant number 67571

PORTA: A three-dimensional multilevel radiative transfer code for modeling the intensity and polarization of spectral lines with massively parallel computers

The interpretation of the intensity and polarization of the spectral line radiation produced in the atmosphere of the Sun and of other stars requires solving a radiative transfer problem that can be very complex, especially when the main interest lies in modeling the spectral line polarization produced by scattering processes and the Hanle and Zeeman effects. One of the difficulties is that the plasma of a stellar atmosphere can be highly inhomogeneous and dynamic, which implies the need to solve the non-equilibrium problem of the generation and transfer of polarized radiation in realistic three-dimensional (3D) stellar atmospheric models. Here we present PORTA, an efficient multilevel radiative transfer code we have developed for the simulation of the spectral line polarization caused by scattering processes and the Hanle and Zeeman effects in 3D models of stellar atmospheres. The numerical method of solution is based on the non-linear multigrid iterative method and on a novel short-characteristics formal solver of the Stokes-vector transfer equation which uses monotonic B\'ezier interpolation. Therefore, with PORTA the computing time needed to obtain at each spatial grid point the self-consistent values of the atomic density matrix (which quantifies the excitation state of the atomic system) scales linearly with the total number of grid points. Another crucial feature of PORTA is its parallelization strategy, which allows us to speed up the numerical solution of complicated 3D problems by several orders of magnitude with respect to sequential radiative transfer approaches, given its excellent linear scaling with the number of available processors. The PORTA code can also be conveniently applied to solve the simpler 3D radiative transfer problem of unpolarized radiation in multilevel systems.Comment: 15 pages, 15 figures, to appear in Astronomy and Astrophysic

Domain Decomposition for Stochastic Optimal Control

This work proposes a method for solving linear stochastic optimal control (SOC) problems using sum of squares and semidefinite programming. Previous work had used polynomial optimization to approximate the value function, requiring a high polynomial degree to capture local phenomena. To improve the scalability of the method to problems of interest, a domain decomposition scheme is presented. By using local approximations, lower degree polynomials become sufficient, and both local and global properties of the value function are captured. The domain of the problem is split into a non-overlapping partition, with added constraints ensuring $C^1$ continuity. The Alternating Direction Method of Multipliers (ADMM) is used to optimize over each domain in parallel and ensure convergence on the boundaries of the partitions. This results in improved conditioning of the problem and allows for much larger and more complex problems to be addressed with improved performance.Comment: 8 pages. Accepted to CDC 201