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arXiv 0905.3005math.NAcs.NA
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粒子方法中非对称矩阵的代数多重网格方法性能研究

Performance of algebraic multigrid methods for non-symmetric matrices arising in particle methods

Temple University(天普大学)

Benjamin Seibold

AI总结:

本文研究粒子方法模拟不可压缩流体时产生的稀疏非对称线性系统,采用基于线性优化的网格自由有限差分法生成M矩阵,并评估经典AMG和AMLI型方法的性能。

摘要:

在马尔可夫链建模或对流扩散问题离散化中,会出现具有稀疏非对称矩阵的大型线性系统。由于代数多重网格(AMG)方法能够以与未知数个数成线性关系的计算量求解稀疏线性系统,因此对此类系统具有根本重要性。对于对称正定矩阵,已建立了基本的理论收敛结果,并开发了高效的AMG求解器。相比之下,对于非对称矩阵,理论收敛结果直到最近才被提出。一个足以保证收敛的性质是矩阵为M矩阵。本文展示了如何使用粒子方法模拟不可压缩流体流动,从而产生具有稀疏非对称矩阵的大型线性系统。在每个时间步,泊松方程通过无网格有限差分近似。传统的最小二乘方法不能保证M矩阵结构,而基于线性优化的方法则生成最优稀疏的M矩阵。对于这两种离散化方法,我们研究了经典AMG方法以及AMLI型方法的性能。在所考虑的测试问题中,M矩阵结构对于AMG的收敛并非必要,但当该结构被违反时,可能会出现问题。此外,通过线性优化方法获得的矩阵由于其最优稀疏性,导致求解时间更快。

英文摘要:

Large linear systems with sparse, non-symmetric matrices arise in the modeling of Markov chains or in the discretization of convection-diffusion problems. Due to their potential to solve sparse linear systems with an effort that is linear in the number of unknowns, algebraic multigrid (AMG) methods are of fundamental interest for such systems. For symmetric positive definite matrices, fundamental theoretical convergence results are established, and efficient AMG solvers have been developed. In contrast, for non-symmetric matrices, theoretical convergence results have been provided only recently. A property that is sufficient for convergence is that the matrix be an M-matrix. In this paper, we present how the simulation of incompressible fluid flows with particle methods leads to large linear systems with sparse, non-symmetric matrices. In each time step, the Poisson equation is approximated by meshfree finite differences. While traditional least squares approaches do not guarantee an M-matrix structure, an approach based on linear optimization yields optimally sparse M-matrices. For both types of discretization approaches, we investigate the performance of a classical AMG method, as well as an AMLI type method. While in the considered test problems, the M-matrix structure turns out not to be necessary for the convergence of AMG, problems can occur when it is violated. In addition, the matrices obtained by the linear optimization approach result in fast solution times due to their optimal sparsity.

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