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

Algebraic Multigrid for Markov Chains and Tensor Decomposition

The majority of this thesis is concerned with the development of efficient and robust numerical methods based on adaptive algebraic multigrid to compute the stationary distribution of Markov chains. It is shown that classical algebraic multigrid techniques can be applied in an exact interpolation scheme framework to compute the stationary distribution of irreducible, homogeneous Markov chains. A quantitative analysis shows that algebraically smooth multiplicative error is locally constant along strong connections in a scaled system operator, which suggests that classical algebraic multigrid coarsening and interpolation can be applied to the class of nonsymmetric irreducible singular M-matrices with zero column sums. Acceleration schemes based on fine-level iterant recombination, and over-correction of the coarse-grid correction are developed to improve the rate of convergence and scalability of simple adaptive aggregation multigrid methods for Markov chains. Numerical tests over a wide range of challenging nonsymmetric test problems demonstrate the effectiveness of the proposed multilevel method and the acceleration schemes. This thesis also investigates the application of adaptive algebraic multigrid techniques for computing the canonical decomposition of higher-order tensors. The canonical decomposition is formulated as a least squares optimization problem, for which local minimizers are computed by solving the first-order optimality equations. The proposed multilevel method consists of two phases: an adaptive setup phase that uses a multiplicative correction scheme in conjunction with bootstrap algebraic multigrid interpolation to build the necessary operators on each level, and a solve phase that uses additive correction cycles based on the full approximation scheme to efficiently obtain an accurate solution. The alternating least squares method, which is a standard one-level iterative method for computing the canonical decomposition, is used as the relaxation scheme. Numerical tests show that for certain test problems arising from the discretization of high-dimensional partial differential equations on regular lattices the proposed multilevel method significantly outperforms the standard alternating least squares method when a high level of accuracy is required

Algebraic Multigrid(amg) for Graph Laplacian Linear Systems: Extensions of Amg for Signed, Undirected and Unsigned, Directed Graphs

Relational datasets are often modeled as an unsigned, undirected graph due the nice properties of the resulting graph Laplacian, but information is lost if certain attributes of the graph are not represented. This thesis presents two generalizations of Algebraic Multigrid (AMG) solvers with graph Laplacian systems for different graph types: applying Gremban’s expansion to extend unsigned graph Laplacian solvers to signed graph Laplacian systems and generalizing techniques in Lean Algebraic Multigrid (LAMG) to a new multigrid solver for unsigned, directed graph Laplacian systems.Signed graphs extend the traditional notion of connections and disconnections to in- clude both favorable and adverse relationships, such as friend-enemy social networks or social networks with “likes” and “dislikes.” Gremban’s expansion is used to transform the signed graph Laplacian into an unsigned graph Laplacian with twice the number of unknowns. By using Gremban’s expansion, we extend current unsigned graph Laplacian solvers’ to signed graph Laplacians. This thesis analyzes the numerical stability and applicability of Grem- ban’s expansion and proves that the error of the solution of the original linear system can be tightly bounded by the error of the expanded system.In directed graphs, some subset of relationships are not reciprocal, such as hyperlink graphs, biological neural networks, and electrical power grids. A new algebraic multigrid algorithm, Nonsymmetric Lean Algebraic Multigrid (NS-LAMG), is proposed, which uses ideas from Lean Algebraic Multigrid, nonsymmetric Smoothed Aggregation, and multigrid solvers for Markov chain stationary distribution systems. Low-degree elimination, intro- duced in Lean Algebraic Multigrid for undirected graphs, is redefined for directed graphs.A semi-adaptive multigrid solver, inspired by low-degree elimination, is instrumented in the setup phase, which can be adapted for Markov chain stationary distributions systems. Nu- merical results shows that NS-LAMG out performs GMRES(k) for real-world, directed graph Laplacian linear systems. Both generalizations enable more choices in modeling decisions for graph Laplacian systems.Due the successfulness of NS-LAMG and other various nonsymmetric AMG (NS-AMG) solvers, a further study of theoretical convergence properties are discussed in this thesis. In particular, a necessary condition known as “weak approximation property”, and a sufficient one, referred to as “strong approximation property” as well as the “super strong approx- imation property” are generalized to nonsymmetric matrices and the various relationships between the approximation properties are proved for the nonsymmetric case. In NS-AMG, if P ̸= R the two-grid error propagation operator for the coarse-grid correction is an oblique projection with respect to any reasonable norm, which can cause the error to increase. A main focal point of this paper is a discussion on the conditions in which the error propagation operator is bounded, as the stability of the error propagation operator and the approxima- tion properties play an important role in proving convergence of the two-grid method for NS-AMG, which was studied in [37]

Multiscale Methods for Random Composite Materials

Simulation of material behaviour is not only a vital tool in accelerating product development and increasing design efficiency but also in advancing our fundamental understanding of materials. While homogeneous, isotropic materials are often simple to simulate, advanced, anisotropic materials pose a more sizeable challenge. In simulating entire composite components such as a 25m aircraft wing made by stacking several 0.25mm thick plies, finite element models typically exceed millions or even a billion unknowns. This problem is exacerbated by the inclusion of sub-millimeter manufacturing defects for two reasons. Firstly, a finer resolution is required which makes the problem larger. Secondly, defects introduce randomness. Traditionally, this randomness or uncertainty has been quantified heuristically since commercial codes are largely unsuccessful in solving problems of this size. This thesis develops a rigorous uncertainty quantification (UQ) framework permitted by a state of the art finite element package \texttt{dune-composites}, also developed here, designed for but not limited to composite applications. A key feature of this open-source package is a robust, parallel and scalable preconditioner \texttt{GenEO}, that guarantees constant iteration counts independent of problem size. It boasts near perfect scaling properties in both, a strong and a weak sense on over $15,000$ cores. It is numerically verified by solving industrially motivated problems containing upwards of 200 million unknowns. Equipped with the capability of solving expensive models, a novel stochastic framework is developed to quantify variability in part performance arising from localized out-of-plane defects. Theoretical part strength is determined for independent samples drawn from a distribution inferred from B-scans of wrinkles. Supported by literature, the results indicate a strong dependence between maximum misalignment angle and strength knockdown based on which an engineering model is presented to allow rapid estimation of residual strength bypassing expensive simulations. The engineering model itself is built from a large set of simulations of residual strength, each of which is computed using the following two step approach. First, a novel parametric representation of wrinkles is developed where the spread of parameters defines the wrinkle distribution. Second, expensive forward models are only solved for independent wrinkles using \texttt{dune-composites}. Besides scalability the other key feature of \texttt{dune-composites}, the \texttt{GenEO} coarse space, doubles as an excellent multiscale basis which is exploited to build high quality reduced order models that are orders of magnitude smaller. This is important because it enables multiple coarse solves for the cost of one fine solve. In an MCMC framework, where many solves are wasted in arriving at the next independent sample, this is a sought after quality because it greatly increases effective sample size for a fixed computational budget thus providing a route to high-fidelity UQ. This thesis exploits both, new solvers and multiscale methods developed here to design an efficient Bayesian framework to carry out previously intractable (large scale) simulations calibrated by experimental data. These new capabilities provide the basis for future work on modelling random heterogeneous materials while also offering the scope for building virtual test programs including nonlinear analyses, all of which can be implemented within a probabilistic setting

MS FT-2-2 7 Orthogonal polynomials and quadrature: Theory, computation, and applications

Quadrature rules find many applications in science and engineering. Their analysis is a classical area of applied mathematics and continues to attract considerable attention. This seminar brings together speakers with expertise in a large variety of quadrature rules. It is the aim of the seminar to provide an overview of recent developments in the analysis of quadrature rules. The computation of error estimates and novel applications also are described