In this paper, we present the new "asynchronous truncated multigrid-reduction-in-time" (AT-MGRIT) algorithm for introducing time parallelism to the solution of discretized time-dependent problems. The new algorithm is based on the multigrid-reduction-in-time (MGRIT) approach, which, in certain settings, is equivalent to another common multilevel parallel-in-time method, Parareal. In contrast to Parareal and MGRIT that both consider a global temporal grid over the entire time interval on the coarsest level, the AT-MGRIT algorithm uses truncated local time grids on the coarsest level, each grid covering certain temporal subintervals. These local grids can be solved completely independent from each other, which reduces the sequential part of the algorithm and, thus, increases parallelism in the method. Here, we study the effect of using truncated local coarse grids on the convergence of the algorithm, both theoretically and numerically, and show, using challenging nonlinear problems, that the new algorithm consistently outperforms classical Parareal/MGRIT in terms of time to solution.
Isogeometric Analysis (IgA) has become a viable alternative to the Finite Element Method (FEM) and is typically combined with a time integration scheme within the method of lines for time-dependent problems. However, due to a stagnation of processors clock speeds, traditional (i.e. sequential) time integration schemes become more and more the bottleneck within these large-scale computations, which lead to the development of parallel-in-time methods like the Multigrid Reduced in Time (MGRIT) method. Recently, MGRIT has been succesfully applied by the authors in the context of IgA showing conver…
Based on current trends in computer architectures, faster compute speeds must come from increased parallelism rather than increased clock speeds, which are currently stagnate. This situation has created the well-known bottleneck for sequential time-integration, where each individual time-value (i.e., time-step) is computed sequentially. One approach to alleviate this and achieve parallelism in time is with multigrid. In this work, we consider multigrid-reduction-in-time (MGRIT), a multilevel method applied to the time dimension that computes multiple time-steps in parallel. Like all multigrid …
Parallel-in-time methods, such as multigrid reduction-in-time (MGRIT) and Parareal, provide an attractive option for increasing concurrency when simulating time-dependent PDEs in modern high-performance computing environments. While these techniques have been very successful for parabolic equations, it has often been observed that their performance suffers dramatically when applied to advection-dominated problems or purely hyperbolic PDEs using standard rediscretization approaches on coarse grids. In this paper, we apply MGRIT or Parareal to the constant-coefficient linear advection equation, …
As CPU clock speeds have stagnated and high performance computers continue to have ever higher core counts, increased parallelism is needed to take advantage of these new architectures. Traditional serial time-marching schemes can be a significant bottleneck, as many types of simulations require large numbers of time-steps which must be computed sequentially. Parallel in Time schemes, such as the Multigrid Reduction in Time (MGRIT) method, remedy this by parallelizing across time-steps, and have shown promising results for parabolic problems. However, chaotic problems have proved more difficul…
We apply the multigrid-reduction-in-time (MGRIT) algorithm to an eddy current simulation of a two-dimensional induction machine supplied by a pulse-width-modulation signal. To resolve the fast-switching excitations, small time steps are needed, such that parallelization in time becomes highly relevant for reducing the simulation time. The MGRIT algorithm is well suited for introducing time parallelism in the simulation of electrical machines using existing application codes, as MGRIT is a non-intrusive approach that essentially uses the same time integrator as a traditional time-stepping algor…
Multilevel convergence analysis of multigrid-reduction-in-time
University of Stuttgart（斯图加特大学）；University of Colorado at Boulder（科罗拉多大学博尔德分校）；King’s College London（伦敦国王学院）；Lawrence Livermore National Laboratory（劳伦斯利弗莫尔国家实验室）；University of New Mexico（新墨西哥大学）
The multigrid-reduction-in-time (MGRIT) technique has proven to be successful in achieving higher run-time speedup by exploiting parallelism in time. The goal of this article is to develop and analyze a MGRIT algorithm, using FCF-relaxation with time-dependent time-grid propagators, to seek the finite element approximations of unsteady fractional Laplacian problems. The multigrid with line smoother proposed in [L. Chen, R. H. Nochetto, E. Ot{á}rola, A. J. Salgado, Math. Comp. 85 (2016) 2583--2607] is chosen to be the spatial solver. Motivated by [B. S. Southworth, SIAM J. Matrix Anal. Appl. 40…
Time-parallel algorithms seek greater concurrency by decomposing the temporal domain of a Partial Differential Equation (PDE), providing possibilities for accelerating the computation of its solution. While parallelisation in time has allowed remarkable speed-ups in applications involving parabolic equations, its effectiveness in the hyperbolic framework remains debatable: growth of instabilities and slow convergence are both strong issues in this case, which often negate most of the advantages from time-parallelisation. Here, we focus on the Multigrid Reduction in Time (MGRIT) algorithm, inve…
Parallel-in-time methods for partial differential equations (PDEs) have been the subject of intense development over recent decades, particularly for diffusion-dominated problems. It has been widely reported in the literature, however, that many of these methods perform quite poorly for advection-dominated problems. Here we analyze the particular iterative parallel-in-time algorithm of multigrid reduction-in-time (MGRIT) for discretizations of constant-wave-speed linear advection problems. We focus on common method-of-lines discretizations that employ upwind finite differences in space and Run…
Two of the most popular parallel-in-time methods are Parareal and multigrid-reduction-in-time (MGRIT). Recently, a general convergence theory was developed in Southworth (2019) for linear two-level MGRIT/Parareal that provides necessary and sufficient conditions for convergence, with tight bounds on worst-case convergence factors. This paper starts by providing a new and simplified analysis of linear error and residual propagation of Parareal, wherein the norm of error or residual propagation is given by one over the minimum singular value of a certain block bidiagonal operator. New discussion…
Many iterative parallel-in-time algorithms have been shown to be highly efficient for diffusion-dominated partial differential equations (PDEs), but are inefficient or even divergent when applied to advection-dominated PDEs. We consider the application of the multigrid reduction-in-time (MGRIT) algorithm to linear advection PDEs. The key to efficient time integration with this method is using a coarse-grid operator that provides a sufficiently accurate approximation to the the so-called ideal coarse-grid operator. For certain classes of semi-Lagrangian discretizations, we present a novel semi-…
As CPU clock speeds have stagnated, and high performance computers continue to have ever higher core counts, increased parallelism is needed to take advantage of these new architectures. Traditional serial time-marching schemes are a significant bottleneck, as many types of simulations require large numbers of time-steps which must be computed sequentially. Parallel in Time schemes, such as the Multigrid Reduction in Time (MGRIT) method, remedy this by parallelizing across time-steps, and have shown promising results for parabolic problems. However, chaotic problems have proved more difficult,…
We consider the parallel time integration of the linear advection equation with the Parareal and two-level multigrid-reduction-in-time (MGRIT) algorithms. Our aim is to develop a better understanding of the convergence behaviour of these algorithms for this problem, which is known to be poor relative to the diffusion equation, its model parabolic counterpart. Using Fourier analysis, we derive new convergence estimates for these algorithms which, in conjunction with existing convergence theory, provide insight into the origins of this poor performance. We then use this theory to explore improve…
Although convergence of the Parareal and multigrid-reduction-in-time (MGRIT) parallel-in-time algorithms is well studied, results on their optimality is limited. Appealling to recently derived tight bounds of two-level Parareal and MGRIT convergence, this paper proves (or disproves) $h_x$- and $h_t$-independent convergence of two-level Parareal and MGRIT, for linear problems of the form $\mathbf{u}'(t) + \mathcal{L}\mathbf{u}(t) = f(t)$, where $\mathcal{L}$ is symmetric positive definite and Runge-Kutta time integration is used. The theory presented in this paper also encompasses analysis of s…
Multigrid solvers face multiple challenges on parallel computers. Two fundamental ones read as follows: Multiplicative solvers issue coarse grid solves which exhibit low concurrency and many multigrid implementations suffer from an expensive coarse grid identification phase plus adaptive mesh refinement overhead. We propose a new additive multigrid variant for spacetrees, i.e. meshes as they are constructed from octrees and quadtrees: It is an additive scheme, i.e. all multigrid resolution levels are updated concurrently. This ensures a high concurrency level, while the transfer operators betw…
