A Fast Parallel Poisson Solver on Irregular Domains Applied to Beam Dynamic Simulations

We discuss the scalable parallel solution of the Poisson equation within a Particle-In-Cell (PIC) code for the simulation of electron beams in particle accelerators of irregular shape. The problem is discretized by Finite Differences. Depending on the treatment of the Dirichlet boundary the resulting system of equations is symmetric or `mildly' nonsymmetric positive definite. In all cases, the system is solved by the preconditioned conjugate gradient algorithm with smoothed aggregation (SA) based algebraic multigrid (AMG) preconditioning. We investigate variants of the implementation of SA-AMG that lead to considerable improvements in the execution times. We demonstrate good scalability of the solver on distributed memory parallel processor with up to 2048 processors. We also compare our SAAMG-PCG solver with an FFT-based solver that is more commonly used for applications in beam dynamics

Boundary Treatment and Multigrid Preconditioning for Semi-Lagrangian Schemes Applied to Hamilton-Jacobi-Bellman Equations

We analyse two practical aspects that arise in the numerical solution of Hamilton-Jacobi-Bellman (HJB) equations by a particular class of monotone approximation schemes known as semi-Lagrangian schemes. These schemes make use of a wide stencil to achieve convergence and result in discretization matrices that are less sparse and less local than those coming from standard finite difference schemes. This leads to computational difficulties not encountered there. In particular, we consider the overstepping of the domain boundary and analyse the accuracy and stability of stencil truncation. This truncation imposes a stricter CFL condition for explicit schemes in the vicinity of boundaries than in the interior, such that implicit schemes become attractive. We then study the use of geometric, algebraic and aggregation-based multigrid preconditioners to solve the resulting discretised systems from implicit time stepping schemes efficiently. Finally, we illustrate the performance of these techniques numerically for benchmark test cases from the literature

A New Implementation of the Magnetohydrodynamics-Relaxation Method for Nonlinear Force-Free Field Extrapolation in the Solar Corona

Magnetic field in the solar corona is usually extrapolated from photospheric vector magnetogram using a nonlinear force-free field (NLFFF) model. NLFFF extrapolation needs a considerable effort to be devoted for its numerical realization. In this paper we present a new implementation of the magnetohydrodynamics (MHD)-relaxation method for NLFFF extrapolation. The magneto-frictional approach which is introduced for speeding the relaxation of the MHD system is novelly realized by the spacetime conservation-element and solution-element (CESE) scheme. A magnetic field splitting method is used to further improve the computational accuracy. The bottom boundary condition is prescribed by changing the transverse field incrementally to match the magnetogram, and all other artificial boundaries of the computational box are simply fixed. We examine the code by two types of NLFFF benchmark tests, the Low & Lou (1990) semi-analytic force-free solutions and a more realistic solar-like case constructed by van Ballegooijen et al. (2007). The results show that our implementation are successful and versatile for extrapolations of either the relatively simple cases or the rather complex cases which need significant rebuilding of the magnetic topology, e.g., a flux rope. We also compute a suite of metrics to quantitatively analyze the results and demonstrate that the performance of our code in extrapolation accuracy basically reaches the same level of the present best-performing code, e.g., that developed by Wiegelmann (2004).Comment: Accept by ApJ, 45 pages, 13 figure

Volume 2: Explicit, multistage upwind schemes for Euler and Navier-Stokes equations

The objective of this study was to develop a high-resolution-explicit-multi-block numerical algorithm, suitable for efficient computation of the three-dimensional, time-dependent Euler and Navier-Stokes equations. The resulting algorithm has employed a finite volume approach, using monotonic upstream schemes for conservation laws (MUSCL)-type differencing to obtain state variables at cell interface. Variable interpolations were written in the k-scheme formulation. Inviscid fluxes were calculated via Roe's flux-difference splitting, and van Leer's flux-vector splitting techniques, which are considered state of the art. The viscous terms were discretized using a second-order, central-difference operator. Two classes of explicit time integration has been investigated for solving the compressible inviscid/viscous flow problems--two-state predictor-corrector schemes, and multistage time-stepping schemes. The coefficients of the multistage time-stepping schemes have been modified successfully to achieve better performance with upwind differencing. A technique was developed to optimize the coefficients for good high-frequency damping at relatively high CFL numbers. Local time-stepping, implicit residual smoothing, and multigrid procedure were added to the explicit time stepping scheme to accelerate convergence to steady-state. The developed algorithm was implemented successfully in a multi-block code, which provides complete topological and geometric flexibility. The only requirement is C degree continuity of the grid across the block interface. The algorithm has been validated on a diverse set of three-dimensional test cases of increasing complexity. The cases studied were: (1) supersonic corner flow; (2) supersonic plume flow; (3) laminar and turbulent flow over a flat plate; (4) transonic flow over an ONERA M6 wing; and (5) unsteady flow of a compressible jet impinging on a ground plane (with and without cross flow). The emphasis of the test cases was validation of code, and assessment of performance, as well as demonstration of flexibility

A multigrid continuation method for elliptic problems with folds

We introduce a new multigrid continuation method for computing solutions of nonlinear elliptic eigenvalue problems which contain limit points (also called turning points or folds). Our method combines the frozen tau technique of Brandt with pseudo-arc length continuation and correction of the parameter on the coarsest grid. This produces considerable storage savings over direct continuation methods,as well as better initial coarse grid approximations, and avoids complicated algorithms for determining the parameter on finer grids. We provide numerical results for second, fourth and sixth order approximations to the two-parameter, two-dimensional stationary reaction-diffusion problem: Δu+λ exp(u/(1+au)) = 0. For the higher order interpolations we use bicubic and biquintic splines. The convergence rate is observed to be independent of the occurrence of limit points

Afivo: a framework for quadtree/octree AMR with shared-memory parallelization and geometric multigrid methods

Afivo is a framework for simulations with adaptive mesh refinement (AMR) on quadtree (2D) and octree (3D) grids. The framework comes with a geometric multigrid solver, shared-memory (OpenMP) parallelism and it supports output in Silo and VTK file formats. Afivo can be used to efficiently simulate AMR problems with up to about $10^{8}$ unknowns on desktops, workstations or single compute nodes. For larger problems, existing distributed-memory frameworks are better suited. The framework has no built-in functionality for specific physics applications, so users have to implement their own numerical methods. The included multigrid solver can be used to efficiently solve elliptic partial differential equations such as Poisson's equation. Afivo's design was kept simple, which in combination with the shared-memory parallelism facilitates modification and experimentation with AMR algorithms. The framework was already used to perform 3D simulations of streamer discharges, which required tens of millions of cells

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

Investigation of upwind, multigrid, multiblock numerical schemes for three dimensional flows. Volume 1: Runge-Kutta methods for a thin layer Navier-Stokes solver

A state-of-the-art computer code has been developed that incorporates a modified Runge-Kutta time integration scheme, upwind numerical techniques, multigrid acceleration, and multi-block capabilities (RUMM). A three-dimensional thin-layer formulation of the Navier-Stokes equations is employed. For turbulent flow cases, the Baldwin-Lomax algebraic turbulence model is used. Two different upwind techniques are available: van Leer's flux-vector splitting and Roe's flux-difference splitting. Full approximation multi-grid plus implicit residual and corrector smoothing were implemented to enhance the rate of convergence. Multi-block capabilities were developed to provide geometric flexibility. This feature allows the developed computer code to accommodate any grid topology or grid configuration with multiple topologies. The results shown in this dissertation were chosen to validate the computer code and display its geometric flexibility, which is provided by the multi-block structure

Adaptive Mesh Refinement for Coupled Elliptic-Hyperbolic Systems

We present a modification to the Berger and Oliger adaptive mesh refinement algorithm designed to solve systems of coupled, non-linear, hyperbolic and elliptic partial differential equations. Such systems typically arise during constrained evolution of the field equations of general relativity. The novel aspect of this algorithm is a technique of "extrapolation and delayed solution" used to deal with the non-local nature of the solution of the elliptic equations, driven by dynamical sources, within the usual Berger and Oliger time-stepping framework. We show empirical results demonstrating the effectiveness of this technique in axisymmetric gravitational collapse simulations. We also describe several other details of the code, including truncation error estimation using a self-shadow hierarchy, and the refinement-boundary interpolation operators that are used to help suppress spurious high-frequency solution components ("noise").Comment: 31 pages, 15 figures; replaced with published versio

On multigrid for anisotropic equations and variational inequalities: pricing multi-dimensional European and American options

Partial differential operators in finance often originate in bounded linear stochastic processes. As a consequence, diffusion over these boundaries is zero and the corresponding coefficients vanish. The choice of parameters and stretched grids lead to additional anisotropies in the discrete equations or inequalities. In this study various block smoothers are tested in numerical experiments for equations of Black–Scholes-type (European options) in several dimensions. For linear complementarity problems, as they arise from optimal stopping time problems (American options), the choice of grid transfer is also crucial to preserve complementarity conditions on all grid levels. We adapt the transfer operators at the free boundary in a suitable way and compare with other strategies including cascadic approaches and full approximation schemes