We construct an algebraic multigrid (AMG) based preconditioner for the reduced Hessian of a linear-quadratic optimization problem constrained by an elliptic partial differential equation. While the preconditioner generalizes a geometric multigrid preconditioner introduced in earlier works, its construction relies entirely on a standard AMG infrastructure built for solving the forward elliptic equation, thus allowing for it to be implemented using a variety of AMG methods and standard packages. Our analysis establishes a clear connection between the quality of the preconditioner and the AMG method used. The proposed strategy has a broad and robust applicability to problems with unstructured grids, complex geometry, and varying coefficients. The method is implemented using the Hypre package and several numerical examples are presented.
The paper focuses on developing and studying efficient block preconditioners based on classical algebraic multigrid for the large-scale sparse linear systems arising from the fully coupled and implicitly cell-centered finite volume discretization of multi-group radiation diffusion equations, whose coefficient matrices can be rearranged into the $(G+2)\times(G+2)$ block form, where $G$ is the number of energy groups. The preconditioning techniques are based on the monolithic classical algebraic multigrid method, physical-variable based coarsening two-level algorithm and two types of block Schur…
In this note we present a multigrid preconditioning method for solving quadratic optimization problems constrained by a fractional diffusion equation. Multigrid methods within the all-at-once approach to solve the first order-order optimality Karush-Kuhn-Tucker (KKT) systems are widely popular, but their development have relied on the underlying systems being sparse. On the other hand, for most discretizations, the matrix representation of fractional operators is expected to be dense. We develop a preconditioning strategy for our problem based on a reduced approach, namely we eliminate the sta…
Numerical simulation of incompressible viscous flow, in particular in three space dimensions, continues to remain a challenging task. Space-time finite element methods feature the natural construction of higher order discretization schemes. They offer the potential to achieve accurate results on computationally feasible grids. Linearizing the resulting algebraic problems by Newton's method yields linear systems with block matrices built of $(k+1)\times (k+1)$ saddle point systems, where $k$ denotes the polynomial order of the variational time discretization. We demonstrate numerically the effi…
The discontinuous Petrov-Galerkin (DPG) methodology of Demkowicz and Gopalakrishnan [15,17] guarantees the optimality of the solution in an energy norm, and provides several features facilitating adaptive schemes. A key question that has not yet been answered in general - though there are some results for Poisson, e.g. - is how best to precondition the DPG system matrix, so that iterative solvers may be used to allow solution of large-scale problems. In this paper, we detail a strategy for preconditioning the DPG system matrix using geometric multigrid which we have implemented as part of Came…
Iterative solvers preconditioned with algebraic multigrid have been devised as an optimal technology to speed up the response of large sparse linear systems. In this work, this technique was implemented in the framework of the dual delineation approach. This involves a single groundwater flow solve and a pure advective transport solve with different right-hand sides. The new solver was compared with traditional preconditioned iterative methods and direct sparse solvers on several two- and three-dimensional benchmark problems spanning homogeneous and heterogeneous formations. For the groundwate…
We present augmented Lagrangian Schur complement preconditioners and robust multigrid methods for incompressible Stokes problems with extreme viscosity variations. Such Stokes systems arise, for instance, upon linearization of nonlinear viscous flow problems, and they can have severely inhomogeneous and anisotropic coefficients. Using an augmented Lagrangian formulation for the incompressibility constraint makes the Schur complement easier to approximate, but results in a nearly singular (1,1)-block in the Stokes system. We present eigenvalue estimates for the quality of the Schur complement a…
Robust Preconditioning for Space-Time Isogeometric Analysis of Parabolic Evolution Problems
Johannes Kepler University（约翰内斯·开普勒大学）；Institute of Computational Mathematics, Johannes Kepler University（约翰内斯·开普勒大学计算数学研究所）；Johann Radon Institute for Computational and Applied Mathematics, Austrian Academy of Sciences（奥地利科学院约翰·拉顿计算与应用数学研究所）
In this work, we consider the modeling of inclusions in the material using an unfitted finite element method. In the unfitted methods, structured background meshes are used and only the underlying finite element space is modified to incorporate the discontinuities, such as inclusions. Hence, the unfitted methods provide a more flexible framework for modeling the materials with multiple inclusions. We employ the method of Lagrange multipliers for enforcing the interface conditions between the inclusions and matrix, this gives rise to the linear system of equations of saddle point type. We utili…
We present a novel preconditioning technique for Krylov subspace algorithms to solve fluid-structure interaction (FSI) linearized systems arising from finite element discretizations. An outer Krylov subspace solver preconditioned with a geometric multigrid (GMG) algorithm is used, where for the multigrid level sub-solvers, a field-split (FS) preconditioner is proposed. The block structure of the FS preconditioner is derived using the physical variables as splitting strategy. To solve the subsystems originated by the FS preconditioning, an additive Schwarz (AS) block strategy is employed. The p…
Many subsurface engineering applications involve tight-coupling between fluid flow, solid deformation, fracturing, and similar processes. To better understand the complex interplay of different governing equations, and therefore design efficient and safe operations, numerical simulations are widely used. Given the relatively long time-scales of interest, fully-implicit time-stepping schemes are often necessary to avoid time-step stability restrictions. A major computational bottleneck for these methods, however, is the linear solver. These systems are extremely large and ill-conditioned. Becau…
Combined Preconditioning with Applications in Reservoir Simulation
Kunming University of Science and Technology（昆明理工大学）；The Pennsylvania State University（宾夕法尼亚州立大学）；PetroChina Company Limited（中国石油天然气股份有限公司）；ExxonMobil Upstream Research Company（埃克森美孚上游研究公司）；Academy of Mathematics and System Sciences（中国科学院数学与系统科学研究院）；Sichuan University（四川大学）
We propose an adaptive multigrid preconditioning technology for solving linear systems arising from Discontinuous Petrov-Galerkin (DPG) discretizations. Unlike standard multigrid techniques, this preconditioner involves only trace spaces defined on the mesh skeleton, and it is suitable for adaptive hp-meshes. The key point of the construction is the integration of the iterative solver with a fully automatic and reliable mesh refinement process provided by the DPG technology. The efficacy of the solution technique is showcased with numerous examples of linear acoustics and electromagnetic simul…
We present an efficient, robust and fully GPU-accelerated aggregation-based algebraic multigrid preconditioning technique for the solution of large sparse linear systems. These linear systems arise from the discretization of elliptic PDEs. The method involves two stages, setup and solve. In the setup stage, hierarchical coarse grids are constructed through aggregation of the fine grid nodes. These aggregations are obtained using a set of maximal independent nodes from the fine grid nodes. We use a ``fine-grain'' parallel algorithm for finding a maximal independent set from a graph of strong ne…
We devise 3-field and 4-field finite element approximations of a system describing the steady state of an incompressible heat-conducting fluid with implicit non-Newtonian rheology. We prove that the sequence of numerical approximations converges to a weak solution of the problem. We develop a block preconditioner based on augmented Lagrangian stabilisation for a discretisation based on the Scott-Vogelius finite element pair for the velocity and pressure. The preconditioner involves a specialised multigrid algorithm that makes use of a space-decomposition that captures the kernel of the diverge…
We propose domain decomposition preconditioners for the solution of an integral equation formulation of forward and inverse acoustic scattering problems with point scatterers. We study both forward and inverse problems and propose preconditioning techniques to accelerate the iterative solvers. For the forward scattering problem, we extend the domain decomposition based preconditioning techniques presented for partial differential equations in {\em "A restricted additive Schwarz preconditioner for general sparse linear systems", SIAM Journal on Scientific Computing, 21 (1999), pp. 792--797}, to…
Goal-Oriented Adaptivity and Multilevel Preconditioning for the Poisson-Boltzmann Equation
TOBB University of Economics and Technology（TOBB经济与技术大学）；Louisiana State University（路易斯安那州立大学）；Sandia National Laboratories（桑迪亚国家实验室）；University of California San Diego（加州大学圣地亚哥分校）
Saddle point problems arise in a variety of applications, e.g., when solving the Stokes equations. They can be formulated such that the system matrix is symmetric, but indefinite, so the variational convergence theory that is usually used to prove multigrid convergence cannot be applied. In a 2016 paper in Numerische Mathematik Notay has presented a different algebraic approach that analyzes properly preconditioned saddle point problems, proving convergence of the Two-Grid method. In the present paper we analyze saddle point problems where the blocks are circulant within this framework. We are…
Problems arising in Earth's mantle convection involve finding the solution to Stokes systems with large viscosity contrasts. These systems contain localized features which, even with adaptive mesh refinement, result in linear systems that can be on the order of 10^9 or more unknowns. One common approach for preconditioning to the velocity block of these systems is to apply an Algebraic Multigrid (AMG) v-cycle (as is done in the ASPECT software, for example), however, with AMG, robustness can be difficult with respect to problem size and number of parallel processes. Additionally, we see an inc…
In this paper we analyze an optimization problem with limited observation governed by a convection--diffusion--reaction equation. Motivated by a Schur complement approach, we arrive at continuous norms that enable analysis of well-posedness and subsequent derivation of error analysis and a preconditioner that is robust with respect to the parameters of the problem. We provide conditions for inf-sup stable discretizations and present one such discretization for box domains with constant convection. We also provide a priori error estimates for this discretization. The preconditioner requires a f…
Scalable multigrid methods for immersed finite element methods and immersed isogeometric analysis
Eindhoven University of Technology（埃因霍温理工大学）；University of Colorado Boulder（科罗拉多大学博尔德分校）；German Aerospace Center (DLR)（德国航空航天中心）；Walt Disney Animation Studios（华特迪士尼动画工作室）
In recent years, solvers for finite-element discretizations of linear or linearized saddle-point problems, like the Stokes and Oseen equations, have become well established. There are two main classes of preconditioners for such systems: those based on block-factorization approach and those based on monolithic multigrid. Both classes of preconditioners have several critical choices to be made in their composition, such as the selection of a suitable relaxation scheme for monolithic multigrid. From existing studies, some insight can be gained as to what options are preferable in low-performance…
The solution to the Poisson equation arising from the spectral element discretization of the incompressible Navier-Stokes equation requires robust preconditioning strategies. One such strategy is multigrid. To realize the potential of multigrid methods, effective smoothing strategies are needed. Chebyshev polynomial smoothing proves to be an effective smoother. However, there are several improvements to be made, especially at the cost of symmetry. For the same cost per iteration, a full V-cycle with $k$ order Chebyshev polynomial smoothing may be substituted with a half V-cycle with order $2k$…
We consider the time-dependent Stokes-Darcy problem as a model case for the challenges involved in solving coupled systems. Keeping the model, its discretization, and the underlying numerics for the subproblems in the free-flow domain and the porous medium constant, we focus on different solver approaches for the coupled problem. We compare a partitioned coupling approach using the coupling library preCICE with a monolithic block-preconditioned one that is tailored to different formulations of the problem. Both approaches enable the reuse of already available iterative solvers and precondition…
The Poisson pressure solve resulting from the spectral element discretization of the incompressible Navier-Stokes equation requires fast, robust, and scalable preconditioning. In the current work, a parallel scaling study of Chebyshev-accelerated Schwarz and Jacobi preconditioning schemes is presented, with special focus on GPU architectures, such as OLCF's Summit. Convergence properties of the Chebyshev-accelerated schemes are compared with alternative methods, such as low-order preconditioners combined with algebraic multigrid. Performance and scalability results are presented for a variety …
Multiphase flow is a critical process in a wide range of applications, including carbon sequestration, contaminant remediation, and groundwater management. Typically, this process is modeled by a nonlinear system of partial differential equations derived by considering the mass conservation of each phase (e.g., oil, water), along with constitutive laws for the relationship of phase velocity to phase pressure. In this study, we develop and study efficient solution algorithms for solving the algebraic systems of equations derived from a fully coupled and time-implicit treatment of models of mult…
