Domain decomposition algorithms and computation fluid dynamics

In the past several years, domain decomposition was a very popular topic, partly motivated by the potential of parallelization. While a large body of theory and algorithms were developed for model elliptic problems, they are only recently starting to be tested on realistic applications. The application of some of these methods to two model problems in computational fluid dynamics are investigated. Some examples are two dimensional convection-diffusion problems and the incompressible driven cavity flow problem. The construction and analysis of efficient preconditioners for the interface operator to be used in the iterative solution of the interface solution is described. For the convection-diffusion problems, the effect of the convection term and its discretization on the performance of some of the preconditioners is discussed. For the driven cavity problem, the effectiveness of a class of boundary probe preconditioners is discussed

The physics of parallel machines

The idea is considered that architectures for massively parallel computers must be designed to go beyond supporting a particular class of algorithms to supporting the underlying physical processes being modelled. Physical processes modelled by partial differential equations (PDEs) are discussed. Also discussed is the idea that an efficient architecture must go beyond nearest neighbor mesh interconnections and support global and hierarchical communications

ENO-wavelet transforms for piecewise smooth functions

We have designed an adaptive essentially nonoscillatory (ENO)-wavelet transform for approximating discontinuous functions without oscillations near the discontinuities. Our approach is to apply the main idea from ENO schemes for numerical shock capturing to standard wavelet transforms. The crucial point is that the wavelet coefficients are computed without differencing function values across jumps. However, we accomplish this in a different way than in the standard ENO schemes. Whereas in the standard ENO schemes the stencils are adaptively chosen, in the ENO-wavelet transforms we adaptively change the function and use the same uniform stencils. The ENO-wavelet transform retains the essential properties and advantages of standard wavelet transforms such as concentrating the energy to the low frequencies, obtaining maximum accuracy, maintained up to the discontinuities, and having a multiresolution framework and fast algorithms, all without any edge artifacts. We have obtained a rigorous approximation error bound which shows that the error in the ENO-wavelet approximation depends only on the size of the derivative of the function away from the discontinuities. We will show some numerical examples to illustrate this error estimate

Arc-Length Continuation and Multigrid Techniques for Nonlinear Elliptic Eigenvalue Problems

We investigate multi-grid methods for solving linear systems arising from arc-length continuation techniques applied to nonlinear elliptic eigenvalue problems. We find that the usual multi-grid methods diverge in the neighborhood of singular points of the solution branches. As a result, the continuation method is unable to continue past a limit point in the Bratu problem. This divergence is analyzed and a modified multi-grid algorithm has been devised based on this analysis. In principle, this new multi-grid algorithm converges for elliptic systems, arbitrarily close to singularity and has been used successfully in conjunction with arc-length continuation procedures on the model problem. In the worst situation, both the storage and the computational work are only about a factor of two more than the unmodified multi-grid methods

Analysis of a parallel multigrid algorithm

The parallel multigrid algorithm of Frederickson and McBryan (1987) is considered. This algorithm uses multiple coarse-grid problems (instead of one problem) in the hope of accelerating convergence and is found to have a close relationship to traditional multigrid methods. Specifically, the parallel coarse-grid correction operator is identical to a traditional multigrid coarse-grid correction operator, except that the mixing of high and low frequencies caused by aliasing error is removed. Appropriate relaxation operators can be chosen to take advantage of this property. Comparisons between the standard multigrid and the new method are made

Guarantees of Riemannian Optimization for Low Rank Matrix Completion

We study the Riemannian optimization methods on the embedded manifold of low rank matrices for the problem of matrix completion, which is about recovering a low rank matrix from its partial entries. Assume $m$ entries of an $n\times n$ rank $r$ matrix are sampled independently and uniformly with replacement. We first prove that with high probability the Riemannian gradient descent and conjugate gradient descent algorithms initialized by one step hard thresholding are guaranteed to converge linearly to the measured matrix provided \begin{align*} m\geq C_\kappa n^{1.5}r\log^{1.5}(n), \end{align*} where $C_\kappa$ is a numerical constant depending on the condition number of the underlying matrix. The sampling complexity has been further improved to \begin{align*} m\geq C_\kappa nr^2\log^{2}(n) \end{align*} via the resampled Riemannian gradient descent initialization. The analysis of the new initialization procedure relies on an asymmetric restricted isometry property of the sampling operator and the curvature of the low rank matrix manifold. Numerical simulation shows that the algorithms are able to recover a low rank matrix from nearly the minimum number of measurements

Domain-decomposed preconditionings for transport operators

The performance was tested of five different interface preconditionings for domain decomposed convection diffusion problems, including a novel one known as the spectral probe, while varying mesh parameters, Reynolds number, ratio of subdomain diffusion coefficients, and domain aspect ratio. The preconditioners are representative of the range of practically computable possibilities that have appeared in the domain decomposition literature for the treatment of nonoverlapping subdomains. It is shown that through a large number of numerical examples that no single preconditioner can be considered uniformly superior or uniformly inferior to the rest, but that knowledge of particulars, including the shape and strength of the convection, is important in selecting among them in a given problem

Performance of a parallel code for the Euler equations on hypercube computers

The performance of hypercubes were evaluated on a computational fluid dynamics problem and the parallel environment issues were considered that must be addressed, such as algorithm changes, implementation choices, programming effort, and programming environment. The evaluation focuses on a widely used fluid dynamics code, FLO52, which solves the two dimensional steady Euler equations describing flow around the airfoil. The code development experience is described, including interacting with the operating system, utilizing the message-passing communication system, and code modifications necessary to increase parallel efficiency. Results from two hypercube parallel computers (a 16-node iPSC/2, and a 512-node NCUBE/ten) are discussed and compared. In addition, a mathematical model of the execution time was developed as a function of several machine and algorithm parameters. This model accurately predicts the actual run times obtained and is used to explore the performance of the code in interesting but yet physically realizable regions of the parameter space. Based on this model, predictions about future hypercubes are made