A multigrid perspective on the parallel full approximation scheme in space and time

For the numerical solution of time-dependent partial differential equations, time-parallel methods have recently shown to provide a promising way to extend prevailing strong-scaling limits of numerical codes. One of the most complex methods in this field is the "Parallel Full Approximation Scheme in Space and Time" (PFASST). PFASST already shows promising results for many use cases and many more is work in progress. However, a solid and reliable mathematical foundation is still missing. We show that under certain assumptions the PFASST algorithm can be conveniently and rigorously described as a multigrid-in-time method. Following this equivalence, first steps towards a comprehensive analysis of PFASST using block-wise local Fourier analysis are taken. The theoretical results are applied to examples of diffusive and advective type

Space-time balancing domain decomposition

No separate or additional fees are collected for access to or distribution of the work.In this work, we propose two-level space-time domain decomposition preconditioners for parabolic problems discretized using finite elements. They are motivated as an extension to space-time of balancing domain decomposition by constraints preconditioners. The key ingredients to be defined are the subassembled space and operator, the coarse degrees of freedom (DOFs) in which we want to enforce continuity among subdomains at the preconditioner level, and the transfer operator from the subassembled to the original finite element space. With regard to the subassembled operator, a perturbation of the time derivative is needed to end up with a well-posed preconditioner. The set of coarse DOFs includes the time average (at the space-time subdomain) of classical space constraints plus new constraints between consecutive subdomains in time. Numerical experiments show that the proposed schemes are weakly scalable in time, i.e., we can efficiently exploit increasing computational resources to solve more time steps in the same total elapsed time. Further, the scheme is also weakly space-time scalable, since it leads to asymptotically constant iterations when solving larger problems both in space and time. Excellent wall clock time weak scalability is achieved for space-time parallel solvers on some thousands of coresPeer ReviewedPostprint (published version

Asymptotic Analysis for Overlap in Waveform Relaxation Methods for RC Type Circuits

Waveform relaxation (WR) methods are based on partitioning large circuits into sub-circuits which then are solved separately for multiple time steps in so-called time windows, and an iteration is used to converge to the global circuit solution in each time window. Classical WR converges quite slowly, especially when long time windows are used. To overcome this issue, optimized WR (OWR) was introduced which is based on optimized transmission conditions that transfer information between the sub-circuits more efficiently than classical WR. We study here for the first time the influence of overlapping sub-circuits in both WR and OWR applied to RC circuits. We give a circuit interpretation of the new transmission conditions in OWR and derive closed-form asymptotic expressions for the circuit elements representing the optimization parameter in OWR. Our analysis shows that the parameter is quite different in the overlapping case, compared to the nonoverlapping one. We then show numerically that our optimized choice performs well, also for cases not covered by our analysis. This paper provides a general methodology to derive optimized parameters and can be extended to other circuits or system of differential equations or space-time PDEs.Comment: 23 Pages, 15 Figure

Scalable domain decomposition methods for finite element approximations of transient and electromagnetic problems

The main object of study of this thesis is the development of scalable and robust solvers based on domain decomposition (DD) methods for the linear systems arising from the finite element (FE) discretization of transient and electromagnetic problems. The thesis commences with a theoretical review of the curl-conforming edge (or Nédélec) FEs of the first kind and a comprehensive description of a general implementation strategy for h- and p- adaptive elements of arbitrary order on tetrahedral and hexahedral non-conforming meshes. Then, a novel balancing domain decomposition by constraints (BDDC) preconditioner that is robust for multi-material and/or heterogeneous problems posed in curl-conforming spaces is presented. The new method, in contrast to existent approaches, is based on the definition of the ingredients of the preconditioner according to the physical coefficients of the problem and does not require spectral information. The result is a robust and highly scalable preconditioner that preserves the simplicity of the original BDDC method. When dealing with transient problems, the time direction offers itself an opportunity for further parallelization. Aiming to design scalable space-time solvers, first, parallel-in-time parallel methods for linear and non-linear ordinary differential equations (ODEs) are proposed, based on (non-linear) Schur complement efficient solvers of a multilevel partition of the time interval. Then, these ideas are combined with DD concepts in order to design a two-level preconditioner as an extension to space-time of the BDDC method. The key ingredients for these new methods are defined such that they preserve the time causality, i.e., information only travels from the past to the future. The proposed schemes are weakly scalable in time and space-time, i.e., one can efficiently exploit increasing computational resources to solve more time steps in (approximately) the same time-to-solution. All the developments presented herein are motivated by the driving application of the thesis, the 3D simulation of the low-frequency electromagnetic response of High Temperature Superconductors (HTS). Throughout the document, an exhaustive set of numerical experiments, which includes the simulation of a realistic 3D HTS problem, is performed in order to validate the suitability and assess the parallel performance of the High Performance Computing (HPC) implementation of the proposed algorithms.L’objecte principal d’estudi d’aquesta tesi és el desenvolupament de solucionadors escalables i robustos basats en mètodes de descomposició de dominis (DD) per a sistemes lineals que sorgeixen en la discretització mitjançant elements finits (FE) de problemes transitoris i electromagnètics. La tesi comença amb una revisió teòrica dels FE d’eix (o de Nédélec) de la primera família i una descripció exhaustiva d’una estratègia d’implementació general per a elements h- i p-adaptatius d’ordre arbitrari en malles de tetraedres i hexaedres noconformes. Llavors, es presenta un nou precondicionador de descomposició de dominis balancejats per restricció (BDDC) que és robust per a problemes amb múltiples materials i/o heterogenis definits en espais curl-conformes. El nou mètode, en contrast amb els enfocaments existents, està basat en la definició dels ingredients del precondicionador segons els coeficients físics del problema i no requereix informació espectral. El resultat és un precondicionador robust i escalable que preserva la simplicitat del mètode original BDDC. Quan tractem amb problemes transitoris, la direcció temporal ofereix ella mateixa l’oportunitat de seguir explotant paral·lelisme. Amb l’objectiu de dissenyar precondicionadors en espai-temps, primer, proposem solucionadors paral·lels en temps per equacions diferencials lineals i no-lineals, basats en un solucionador eficient del complement de Schur d’una partició multinivell de l’interval de temps. Seguidament, aquestes idees es combinen amb conceptes de DD amb l’objectiu de dissenyar precondicionadors com a extensió a espai-temps dels mètodes de BDDC. Els ingredients clau d’aquests nous mètodes es defineixen de tal manera que preserven la causalitat del temps, on la informació només viatja de temps passats a temps futurs. Els esquemes proposats són dèbilment escalables en temps i en espai-temps, és a dir, es poden explotar eficientment recursos computacionals creixents per resoldre més passos de temps en (aproximadament) el mateix temps transcorregut de càlcul. Tots els desenvolupaments presentats aquí són motivats pel problema d’aplicació de la tesi, la simulació de la resposta electromagnètica de baixa freqüència dels superconductors d’alta temperatura (HTS) en 3D. Al llarg del document, es realitza un conjunt exhaustiu d’experiments numèrics, els quals inclouen la simulació d’un problema de HTS realista en 3D, per validar la idoneïtat i el rendiment paral·lel de la implementació per a computació d’alt rendiment dels algorismes proposatsPostprint (published version

Parareal Schwarz Waveform Relaxation Methods

Solving an evolution problem in parallel is naturally undertaken by trying to parallelize the algorithm in space, and then still follow a time stepping method from the initial time t = 0 to the final time t = T. This is especially easy to do when an explicit time stepping method is used, because in tha

Scalable domain decomposition methods for finite element approximations of transient and electromagnetic problems

The main object of study of this thesis is the development of scalable and robust solvers based on domain decomposition (DD) methods for the linear systems arising from the finite element (FE) discretization of transient and electromagnetic problems. The thesis commences with a theoretical review of the curl-conforming edge (or Nédélec) FEs of the first kind and a comprehensive description of a general implementation strategy for h- and p- adaptive elements of arbitrary order on tetrahedral and hexahedral non-conforming meshes. Then, a novel balancing domain decomposition by constraints (BDDC) preconditioner that is robust for multi-material and/or heterogeneous problems posed in curl-conforming spaces is presented. The new method, in contrast to existent approaches, is based on the definition of the ingredients of the preconditioner according to the physical coefficients of the problem and does not require spectral information. The result is a robust and highly scalable preconditioner that preserves the simplicity of the original BDDC method. When dealing with transient problems, the time direction offers itself an opportunity for further parallelization. Aiming to design scalable space-time solvers, first, parallel-in-time parallel methods for linear and non-linear ordinary differential equations (ODEs) are proposed, based on (non-linear) Schur complement efficient solvers of a multilevel partition of the time interval. Then, these ideas are combined with DD concepts in order to design a two-level preconditioner as an extension to space-time of the BDDC method. The key ingredients for these new methods are defined such that they preserve the time causality, i.e., information only travels from the past to the future. The proposed schemes are weakly scalable in time and space-time, i.e., one can efficiently exploit increasing computational resources to solve more time steps in (approximately) the same time-to-solution. All the developments presented herein are motivated by the driving application of the thesis, the 3D simulation of the low-frequency electromagnetic response of High Temperature Superconductors (HTS). Throughout the document, an exhaustive set of numerical experiments, which includes the simulation of a realistic 3D HTS problem, is performed in order to validate the suitability and assess the parallel performance of the High Performance Computing (HPC) implementation of the proposed algorithms.L’objecte principal d’estudi d’aquesta tesi és el desenvolupament de solucionadors escalables i robustos basats en mètodes de descomposició de dominis (DD) per a sistemes lineals que sorgeixen en la discretització mitjançant elements finits (FE) de problemes transitoris i electromagnètics. La tesi comença amb una revisió teòrica dels FE d’eix (o de Nédélec) de la primera família i una descripció exhaustiva d’una estratègia d’implementació general per a elements h- i p-adaptatius d’ordre arbitrari en malles de tetraedres i hexaedres noconformes. Llavors, es presenta un nou precondicionador de descomposició de dominis balancejats per restricció (BDDC) que és robust per a problemes amb múltiples materials i/o heterogenis definits en espais curl-conformes. El nou mètode, en contrast amb els enfocaments existents, està basat en la definició dels ingredients del precondicionador segons els coeficients físics del problema i no requereix informació espectral. El resultat és un precondicionador robust i escalable que preserva la simplicitat del mètode original BDDC. Quan tractem amb problemes transitoris, la direcció temporal ofereix ella mateixa l’oportunitat de seguir explotant paral·lelisme. Amb l’objectiu de dissenyar precondicionadors en espai-temps, primer, proposem solucionadors paral·lels en temps per equacions diferencials lineals i no-lineals, basats en un solucionador eficient del complement de Schur d’una partició multinivell de l’interval de temps. Seguidament, aquestes idees es combinen amb conceptes de DD amb l’objectiu de dissenyar precondicionadors com a extensió a espai-temps dels mètodes de BDDC. Els ingredients clau d’aquests nous mètodes es defineixen de tal manera que preserven la causalitat del temps, on la informació només viatja de temps passats a temps futurs. Els esquemes proposats són dèbilment escalables en temps i en espai-temps, és a dir, es poden explotar eficientment recursos computacionals creixents per resoldre més passos de temps en (aproximadament) el mateix temps transcorregut de càlcul. Tots els desenvolupaments presentats aquí són motivats pel problema d’aplicació de la tesi, la simulació de la resposta electromagnètica de baixa freqüència dels superconductors d’alta temperatura (HTS) en 3D. Al llarg del document, es realitza un conjunt exhaustiu d’experiments numèrics, els quals inclouen la simulació d’un problema de HTS realista en 3D, per validar la idoneïtat i el rendiment paral·lel de la implementació per a computació d’alt rendiment dels algorismes proposat