The LifeV library: engineering mathematics beyond the proof of concept

LifeV is a library for the finite element (FE) solution of partial differential equations in one, two, and three dimensions. It is written in C++ and designed to run on diverse parallel architectures, including cloud and high performance computing facilities. In spite of its academic research nature, meaning a library for the development and testing of new methods, one distinguishing feature of LifeV is its use on real world problems and it is intended to provide a tool for many engineering applications. It has been actually used in computational hemodynamics, including cardiac mechanics and fluid-structure interaction problems, in porous media, ice sheets dynamics for both forward and inverse problems. In this paper we give a short overview of the features of LifeV and its coding paradigms on simple problems. The main focus is on the parallel environment which is mainly driven by domain decomposition methods and based on external libraries such as MPI, the Trilinos project, HDF5 and ParMetis. Dedicated to the memory of Fausto Saleri.Comment: Review of the LifeV Finite Element librar

Finding structure with randomness: Probabilistic algorithms for constructing approximate matrix decompositions

Low-rank matrix approximations, such as the truncated singular value decomposition and the rank-revealing QR decomposition, play a central role in data analysis and scientific computing. This work surveys and extends recent research which demonstrates that randomization offers a powerful tool for performing low-rank matrix approximation. These techniques exploit modern computational architectures more fully than classical methods and open the possibility of dealing with truly massive data sets. This paper presents a modular framework for constructing randomized algorithms that compute partial matrix decompositions. These methods use random sampling to identify a subspace that captures most of the action of a matrix. The input matrix is then compressed---either explicitly or implicitly---to this subspace, and the reduced matrix is manipulated deterministically to obtain the desired low-rank factorization. In many cases, this approach beats its classical competitors in terms of accuracy, speed, and robustness. These claims are supported by extensive numerical experiments and a detailed error analysis

Domain decomposition preconditioners for higher-order discontinuous Galerkin discretizations

Thesis (Ph. D.)--Massachusetts Institute of Technology, Dept. of Aeronautics and Astronautics, February 2012."September 2011." Cataloged from PDF version of thesis.Includes bibliographical references (p. 147-155).Aerodynamic flows involve features with a wide range of spatial and temporal scales which need to be resolved in order to accurately predict desired engineering quantities. While computational fluid dynamics (CFD) has advanced considerably in the past 30 years, the desire to perform more complex, higher-fidelity simulations remains. Present day CFD simulations are limited by the lack of an efficient high-fidelity solver able to take advantage of the massively parallel architectures of modern day supercomputers. A higher-order hybridizable discontinuous Galerkin (HDG) discretization combined with an implicit solution method is proposed as a means to attain engineering accuracy at lower computational cost. Domain decomposition methods are studied for the parallel solution of the linear system arising at each iteration of the implicit scheme. A minimum overlapping additive Schwarz (ASM) preconditioner and a Balancing Domain Decomposition by Constraints (BDDC) preconditioner are developed for the HDG discretization. An algebraic coarse space for the ASM preconditioner is developed based on the solution of local harmonic problems. The BDDC preconditioner is proven to converge at a rate independent of the number of subdomains and only weakly dependent on the solution order or the number of elements per subdomain for a second-order elliptic problem. The BDDC preconditioner is extended to the solution of convection-dominated problems using a Robin-Robin interface condition. An inexact BDDC preconditioner is developed based on incomplete factorizations and a p-multigrid type coarse grid correction. It is shown that the incomplete factorization of the singular linear systems corresponding to local Neumann problems results in a nonsingular preconditioner. The inexact BDDC preconditioner converges in a similar number of iterations as the exact BDDC method, with significantly reduced CPU time. The domain decomposition preconditioners are extended to solve the Euler and Navier- Stokes systems of equations. An analysis is performed to determine the effect of boundary conditions on the convergence of domain decomposition methods. Optimized Robin-Robin interface conditions are derived for the BDDC preconditioner which significantly improve the performance relative to the standard Robin-Robin interface conditions. Both ASM and BDDC preconditioners are applied to solve several fundamental aerodynamic flows. Numerical results demonstrate that for high-Reynolds number flows, solved on anisotropic meshes, a coarse space is necessary in order to obtain good performance on more than 100 processors.by Laslo Tibor Diosady.Ph.D

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

Finding Structure with Randomness: Probabilistic Algorithms for Constructing Approximate Matrix Decompositions

Low-rank matrix approximations, such as the truncated singular value decomposition and the rank-revealing QR decomposition, play a central role in data analysis and scientific computing. This work surveys and extends recent research which demonstrates that randomization offers a powerful tool for performing low-rank matrix approximation. These techniques exploit modern computational architectures more fully than classical methods and open the possibility of dealing with truly massive data sets. This paper presents a modular framework for constructing randomized algorithms that compute partial matrix decompositions. These methods use random sampling to identify a subspace that captures most of the action of a matrix. The input matrix is then compressed—either explicitly or implicitly—to this subspace, and the reduced matrix is manipulated deterministically to obtain the desired low-rank factorization. In many cases, this approach beats its classical competitors in terms of accuracy, robustness, and/or speed. These claims are supported by extensive numerical experiments and a detailed error analysis. The specific benefits of randomized techniques depend on the computational environment. Consider the model problem of finding the k dominant components of the singular value decomposition of an m × n matrix. (i) For a dense input matrix, randomized algorithms require O(mn log(k)) floating-point operations (flops) in contrast to O(mnk) for classical algorithms. (ii) For a sparse input matrix, the flop count matches classical Krylov subspace methods, but the randomized approach is more robust and can easily be reorganized to exploit multiprocessor architectures. (iii) For a matrix that is too large to fit in fast memory, the randomized techniques require only a constant number of passes over the data, as opposed to O(k) passes for classical algorithms. In fact, it is sometimes possible to perform matrix approximation with a single pass over the data

Parallel Overlapping Schwarz Preconditioners for Incompressible Fluid Flow and Fluid-Structure Interaction Problems

Efficient methods for the approximation of solutions to incompressible fluid flow and fluid-structure interaction problems are presented. In particular, partial differential equations (PDEs) are derived from basic conservation principles. First, the incompressible Navier-Stokes equations for Newtonian fluids are introduced. This is followed by a consideration of solid mechanical problems. Both, the fluid equations and the equation for solid problems are then coupled and a fluid-structure interaction problem is constructed. Furthermore, a discretization by the finite element method for weak formulations of these problems is described. This spatial discretization of variables is followed by a discretization of the remaining time-dependent parts. An implementation of the discretizations and problems in a parallel C++ software environment is described. This implementation is based on the software package Trilinos. The parallel execution of a program is the essence of High Performance Computing (HPC). HPC clusters are, in general, machines with several tens of thousands of cores. The fastest current machine, as of the TOP500 list from November 2019, has over 2.4 million cores, while the largest machine possesses over 10 million cores. To achieve sufficient accuracy of the approximate solutions, a fine spatial discretization must be used. In particular, fine spatial discretizations lead to systems with large sparse matrices that have to be solved. Iterative preconditioned Krylov methods are among the most widely used and efficient solution strategies for these systems. Robust and efficient preconditioners which possess good scaling behavior for a parallel execution on several thousand cores are the main component. In this thesis, the focus is on parallel algebraic preconditioners for fluid and fluid-structure interaction problems. Therefore, monolithic overlapping Schwarz preconditioners for saddle point problems of Stokes and Navier-Stokes problems are presented. Monolithic preconditioners for incompressible fluid flow problems can significantly improve the convergence speed compared to preconditioners based on block factorizations. In order to obtain numerically scalable algorithms, coarse spaces obtained from the Generalized Dryja-Smith-Widlund (GDSW) and the Reduced dimension GDSW (RGDSW) approach are used. These coarse spaces can be constructed in an essentially algebraic way. Numerical results of the parallel implementation are presented for various incompressible fluid flow problems. Good scalability for up to 11 979 MPI ranks, which corresponds to the largest problem configuration fitting on the employed supercomputer, were achieved. A comparison of these monolithic approaches and commonly used block preconditioners with respect to time-to-solution is made. Similarly, the most efficient construction of two-level overlapping Schwarz preconditioners with GDSW and RGDSW coarse spaces for solid problems is reported. These techniques are then combined to efficiently solve fully coupled monolithic fluid-strucuture interaction problems

Proceedings of the second "international Traveling Workshop on Interactions between Sparse models and Technology" (iTWIST'14)

The implicit objective of the biennial "international - Traveling Workshop on Interactions between Sparse models and Technology" (iTWIST) is to foster collaboration between international scientific teams by disseminating ideas through both specific oral/poster presentations and free discussions. For its second edition, the iTWIST workshop took place in the medieval and picturesque town of Namur in Belgium, from Wednesday August 27th till Friday August 29th, 2014. The workshop was conveniently located in "The Arsenal" building within walking distance of both hotels and town center. iTWIST'14 has gathered about 70 international participants and has featured 9 invited talks, 10 oral presentations, and 14 posters on the following themes, all related to the theory, application and generalization of the "sparsity paradigm": Sparsity-driven data sensing and processing; Union of low dimensional subspaces; Beyond linear and convex inverse problem; Matrix/manifold/graph sensing/processing; Blind inverse problems and dictionary learning; Sparsity and computational neuroscience; Information theory, geometry and randomness; Complexity/accuracy tradeoffs in numerical methods; Sparsity? What's next?; Sparse machine learning and inference.Comment: 69 pages, 24 extended abstracts, iTWIST'14 website: http://sites.google.com/site/itwist1

KSPHPDDM and PCHPDDM: Extending PETSc with advanced Krylov methods and robust multilevel overlapping Schwarz preconditioners

[EN] Contemporary applications in computational science and engineering often require the solution of linear systems which may be of different sizes, shapes, and structures. The goal of this paper is to explain how two libraries, PETSc and HPDDM, have been interfaced in order to offer end-users robust overlapping Schwarz preconditioners and advanced Krylov methods featuring recycling and the ability to deal with multiple right-hand sides. The flexibility of the implementation is showcased and explained with minimalist, easy-to-run, and reproducible examples, to ease the integration of these algorithms into more advanced frameworks. The examples provided cover applications from eigenanalysis, elasticity, combustion, and electromagnetism.Jose E. Roman was supported by the Spanish Agencia Estatal de Investigacion (AEI) under project SLEPc-DA (PID2019-107379RB-I00)Jolivet, P.; Roman, JE.; Zampini, S. (2021). KSPHPDDM and PCHPDDM: Extending PETSc with advanced Krylov methods and robust multilevel overlapping Schwarz preconditioners. Computers & Mathematics with Applications. 84:277-295. https://doi.org/10.1016/j.camwa.2021.01.0032772958

Solution of partial differential equations on vector and parallel computers

The present status of numerical methods for partial differential equations on vector and parallel computers was reviewed. The relevant aspects of these computers are discussed and a brief review of their development is included, with particular attention paid to those characteristics that influence algorithm selection. Both direct and iterative methods are given for elliptic equations as well as explicit and implicit methods for initial boundary value problems. The intent is to point out attractive methods as well as areas where this class of computer architecture cannot be fully utilized because of either hardware restrictions or the lack of adequate algorithms. Application areas utilizing these computers are briefly discussed