Constraint interface preconditioning for topology optimization problems

The discretization of constrained nonlinear optimization problems arising in the field of topology optimization yields algebraic systems which are challenging to solve in practice, due to pathological ill-conditioning, strong nonlinearity and size. In this work we propose a methodology which brings together existing fast algorithms, namely, interior-point for the optimization problem and a novel substructuring domain decomposition method for the ensuing large-scale linear systems. The main contribution is the choice of interface preconditioner which allows for the acceleration of the domain decomposition method, leading to performance independent of problem size.Comment: To be published in SIAM J. Sci. Com

Composing Scalable Nonlinear Algebraic Solvers

Most efficient linear solvers use composable algorithmic components, with the most common model being the combination of a Krylov accelerator and one or more preconditioners. A similar set of concepts may be used for nonlinear algebraic systems, where nonlinear composition of different nonlinear solvers may significantly improve the time to solution. We describe the basic concepts of nonlinear composition and preconditioning and present a number of solvers applicable to nonlinear partial differential equations. We have developed a software framework in order to easily explore the possible combinations of solvers. We show that the performance gains from using composed solvers can be substantial compared with gains from standard Newton-Krylov methods.Comment: 29 pages, 14 figures, 13 table

A multidomain spectral method for solving elliptic equations

We present a new solver for coupled nonlinear elliptic partial differential equations (PDEs). The solver is based on pseudo-spectral collocation with domain decomposition and can handle one- to three-dimensional problems. It has three distinct features. First, the combined problem of solving the PDE, satisfying the boundary conditions, and matching between different subdomains is cast into one set of equations readily accessible to standard linear and nonlinear solvers. Second, touching as well as overlapping subdomains are supported; both rectangular blocks with Chebyshev basis functions as well as spherical shells with an expansion in spherical harmonics are implemented. Third, the code is very flexible: The domain decomposition as well as the distribution of collocation points in each domain can be chosen at run time, and the solver is easily adaptable to new PDEs. The code has been used to solve the equations of the initial value problem of general relativity and should be useful in many other problems. We compare the new method to finite difference codes and find it superior in both runtime and accuracy, at least for the smooth problems considered here.Comment: 31 pages, 8 figure

The M\"obius Domain Wall Fermion Algorithm

We present a review of the properties of generalized domain wall Fermions, based on a (real) M\"obius transformation on the Wilson overlap kernel, discussing their algorithmic efficiency, the degree of explicit chiral violations measured by the residual mass ($m_{res}$) and the Ward-Takahashi identities. The M\"obius class interpolates between Shamir's domain wall operator and Bori\c{c}i's domain wall implementation of Neuberger's overlap operator without increasing the number of Dirac applications per conjugate gradient iteration. A new scaling parameter ($\alpha$) reduces chiral violations at finite fifth dimension ($L_s$) but yields exactly the same overlap action in the limit $L_s \rightarrow \infty$. Through the use of 4d Red/Black preconditioning and optimal tuning for the scaling $\alpha(L_s)$, we show that chiral symmetry violations are typically reduced by an order of magnitude at fixed $L_s$. At large $L_s$ we argue that the observed scaling for $m_{res} = O(1/L_s)$ for Shamir is replaced by $m_{res} = O(1/L_s^2)$ for the properly tuned M\"obius algorithm with $\alpha = O(L_s)$Comment: 59 pages, 11 figure

Sparse spectral-tau method for the three-dimensional helically reduced wave equation on two-center domains

We describe a multidomain spectral-tau method for solving the three-dimensional helically reduced wave equation on the type of two-center domain that arises when modeling compact binary objects in astrophysical applications. A global two-center domain may arise as the union of Cartesian blocks, cylindrical shells, and inner and outer spherical shells. For each such subdomain, our key objective is to realize certain (differential and multiplication) physical-space operators as matrices acting on the corresponding set of modal coefficients. We achieve sparse banded realizations through the integration "preconditioning" of Coutsias, Hagstrom, Hesthaven, and Torres. Since ours is the first three-dimensional multidomain implementation of the technique, we focus on the issue of convergence for the global solver, here the alternating Schwarz method accelerated by GMRES. Our methods may prove relevant for numerical solution of other mixed-type or elliptic problems, and in particular for the generation of initial data in general relativity.Comment: 37 pages, 3 figures, 12 table

Domain Decomposition preconditioning for high-frequency Helmholtz problems with absorption

In this paper we give new results on domain decomposition preconditioners for GMRES when computing piecewise-linear finite-element approximations of the Helmholtz equation $-\Delta u - (k^2+ {\rm i} \varepsilon)u = f$, with absorption parameter $\varepsilon \in \mathbb{R}$. Multigrid approximations of this equation with $\varepsilon \not= 0$ are commonly used as preconditioners for the pure Helmholtz case ($\varepsilon = 0$). However a rigorous theory for such (so-called "shifted Laplace") preconditioners, either for the pure Helmholtz equation, or even the absorptive equation ($\varepsilon \not=0$), is still missing. We present a new theory for the absorptive equation that provides rates of convergence for (left- or right-) preconditioned GMRES, via estimates of the norm and field of values of the preconditioned matrix. This theory uses a $k$- and $\varepsilon$-explicit coercivity result for the underlying sesquilinear form and shows, for example, that if $|\varepsilon|\sim k^2$, then classical overlapping additive Schwarz will perform optimally for the absorptive problem, provided the subdomain and coarse mesh diameters are carefully chosen. Extensive numerical experiments are given that support the theoretical results. The theory for the absorptive case gives insight into how its domain decomposition approximations perform as preconditioners for the pure Helmholtz case $\varepsilon = 0$. At the end of the paper we propose a (scalable) multilevel preconditioner for the pure Helmholtz problem that has an empirical computation time complexity of about $\mathcal{O}(n^{4/3})$ for solving finite element systems of size $n=\mathcal{O}(k^3)$, where we have chosen the mesh diameter $h \sim k^{-3/2}$ to avoid the pollution effect. Experiments on problems with $h\sim k^{-1}$, i.e. a fixed number of grid points per wavelength, are also given