Matrix-free weighted quadrature for a computationally efficient isogeometric kk-method

The $k$-method is the isogeometric method based on splines (or NURBS, etc.) with maximum regularity. When implemented following the paradigms of classical finite element methods, the computational resources required by the $k-$method are prohibitive even for moderate degree. In order to address this issue, we propose a matrix-free strategy combined with weighted quadrature, which is an ad-hoc strategy to compute the integrals of the Galerkin system. Matrix-free weighted quadrature (MF-WQ) speeds up matrix operations, and, perhaps even more important, greatly reduces memory consumption. Our strategy also requires an efficient preconditioner for the linear system iterative solver. In this work we deal with an elliptic model problem, and adopt a preconditioner based on the Fast Diagonalization method, an old idea to solve Sylvester-like equations. Our numerical tests show that the isogeometric solver based on MF-WQ is faster than standard approaches (where the main cost is the matrix formation by standard Gaussian quadrature) even for low degree. But the main achievement is that, with MF-WQ, the $k$-method gets orders of magnitude faster by increasing the degree, given a target accuracy. Therefore, we are able to show the superiority, in terms of computational efficiency, of the high-degree $k$-method with respect to low-degree isogeometric discretizations. What we present here is applicable to more complex and realistic differential problems, but its effectiveness will depend on the preconditioner stage, which is as always problem-dependent. This situation is typical of modern high-order methods: the overall performance is mainly related to the quality of the preconditioner

Isogeometric preconditioners based on fast solvers for the Sylvester equation

We consider large linear systems arising from the isogeometric discretization of the Poisson problem on a single-patch domain. The numerical solution of such systems is considered a challenging task, particularly when the degree of the splines employed as basis functions is high. We consider a preconditioning strategy which is based on the solution of a Sylvester-like equation at each step of an iterative solver. We show that this strategy, which fully exploits the tensor structure that underlies isogeometric problems, is robust with respect to both mesh size and spline degree, although it may suffer from the presence of complicated geometry or coefficients. We consider two popular solvers for the Sylvester equation, a direct one and an iterative one, and we discuss in detail their implementation and efficiency for 2D and 3D problems on single-patch or conforming multi-patch NURBS geometries. Numerical experiments for problems with different domain geometries are presented, which demonstrate the potential of this approach

Preconditioning of Active-Set Newton Methods for PDE-constrained Optimal Control Problems

We address the problem of preconditioning a sequence of saddle point linear systems arising in the solution of PDE-constrained optimal control problems via active-set Newton methods, with control and (regularized) state constraints. We present two new preconditioners based on a full block matrix factorization of the Schur complement of the Jacobian matrices, where the active-set blocks are merged into the constraint blocks. We discuss the robustness of the new preconditioners with respect to the parameters of the continuous and discrete problems. Numerical experiments on 3D problems are presented, including comparisons with existing approaches based on preconditioned conjugate gradients in a nonstandard inner product

Robust isogeometric preconditioners for the Stokes system based on the Fast Diagonalization method

In this paper we propose a new class of preconditioners for the isogeometric discretization of the Stokes system. Their application involves the solution of a Sylvester-like equation, which can be done efficiently thanks to the Fast Diagonalization method. These preconditioners are robust with respect to both the spline degree and mesh size. By incorporating information on the geometry parametrization and equation coefficients, we maintain efficiency on non-trivial computational domains and for variable kinematic viscosity. In our numerical tests we compare to a standard approach, showing that the overall iterative solver based on our preconditioners is significantly faster.Comment: 31 pages, 4 figure

Space-time least-squares isogeometric method and efficient solver for parabolic problems

In this paper, we propose a space-time least-squares isogeometric method to solve parabolic evolution problems, well suited for high-degree smooth splines in the space-time domain. We focus on the linear solver and its computational efficiency: thanks to the proposed formulation and to the tensor-product construction of space-time splines, we can design a preconditioner whose application requires the solution of a Sylvester-like equation, which is performed efficiently by the fast diagonalization method. The preconditioner is robust w.r.t. spline degree and mesh size. The computational time required for its application, for a serial execution, is almost proportional to the number of degrees-of-freedom and independent of the polynomial degree. The proposed approach is also well-suited for parallelization.Comment: 29 pages, 8 figure

A low-rank isogeometric solver based on Tucker tensors

We propose an isogeometric solver for Poisson problems that combines i) low-rank tensor techniques to approximate the unknown solution and the system matrix, as a sum of a few terms having Kronecker product structure, ii) a Truncated Preconditioned Conjugate Gradient solver to keep the rank of the iterates low, and iii) a novel low-rank preconditioner, based on the Fast Diagonalization method where the eigenvector multiplication is approximated by the Fast Fourier Transform. Although the proposed strategy is written in arbitrary dimension, we focus on the three-dimensional case and adopt the Tucker format for low-rank tensor representation, which is well suited in low dimension. We show in numerical tests that this choice guarantees significant memory saving compared to the full tensor representation. We also extend and test the proposed strategy to linear elasticity problems.Comment: 27 pages, 8 figure

Spectral estimates and preconditioning for saddle point systems arising from optimization problems

In this thesis, we consider the problem of solving large and sparse linear systems of saddle point type stemming from optimization problems. The focus of the thesis is on iterative methods, and new preconditioning srategies are proposed, along with novel spectral estimtates for the matrices involved