Parallel optimisation algorithms for multilevel mesh partitioning

Abstract not available

Comparison of three algorithms for nonlinear metal cutting problems

This paper compares three alternative numerical algorithms applied to a nonlinear metal cutting problem. One algorithm is based on an explicit method and the other two are implicit. Domain decomposition (DD) is used to break the original domain into subdomains, each containing a properly connected, well-formulated and continuous subproblem. The serial version of the explicit algorithm is implemented in FORTRAN and its parallel version uses MPI (Message Passing Interface) calls. One implicit algorithm is implemented by coupling the state-of-the-art PETSc (Portable, Extensible Toolkit for Scientific Computation) software with in-house software in order to solve the subproblems. The second implicit algorithm is implemented completely within PETSc. PETSc uses MPI as the underlying communication library. Finally, a 2D example is used to test the algorithms and various comparisons are made.

A domain decomposition based algorithm for non-linear 2D inverse heat conduction problems

Inverse heat conduction problems (IHCPs) appear in many important scientific and technological fields. Hence analysis, design, implementation and testing of inverse algorithms are also of great scientific and technological interest. The numerical simulation of 2-D and –D inverse (or even direct) problems involves a considerable amount of computation. Therefore, the investigation and exploitation of parallel properties of such algorithms are equally becoming very important. Domain decomposition (DD) methods are widely used to solve large scale engineering problems and to exploit their inherent ability for the solution of such problems.

Load-balancing for parallel adaptive unstructured grids

A parallel method for the dynamic partitioning of unstructured meshes is outlined. The method includes diffusive load-balancing techniques and an iterative optimisation technique known as relative gain optimisationwhich both balances theworkload and attempts to minimise the interprocessor communications overhead. It can also optionally include amultilevel strategy. Experiments on a series of adaptively refined meshes indicate that the algorithmprovides partitions of an equivalent or higher quality to static partitioners (which do not reuse the existing partition) and much more rapidly. Perhaps more importantly, the algorithm results in only a small fraction of the amount of data migration compared to the static partitioners.

Parallel dynamic load-balancing for adaptive unstructured meshes

This chapter describes a parallel optimization technique that incorporates a distributed load-balancing algorithm and provides an extremely fast solution to the problem of load-balancing adaptive unstructured meshes. Moreover, a parallel graph contraction technique can be employed to enhance the partition quality and the resulting strategy outperforms or matches results from existing state-of-the-art static mesh partitioning algorithms. The strategy can also be applied to static partitioning problems. Dynamic procedures have been found to be much faster than static techniques, to provide partitions of similar or higher quality and, in comparison, involve the migration of a fraction of the data. The method employs a new iterative optimization technique that balances the workload and attempts to minimize the interprocessor communications overhead. Experiments on a series of adaptively refined meshes indicate that the algorithm provides partitions of an equivalent or higher quality to static partitioners (which do not reuse the existing partition) and much more quickly. The dynamic evolution of load has three major influences on possible partitioning techniques; cost, reuse, and parallelism. The unstructured mesh may be modified every few time-steps and so the load-balancing must have a low cost relative to that of the solution algorithm in between remeshing.

The parallel solution of early-exercise Asian options with stochastic volatility

This paper describes an parallel semi-Lagrangian finite difference approach to the pricing of early exercise Asian Options on assets with a stochastic volatility. A multigrid procedure is described for the fast iterative solution of the discrete linear complementarity problems that result. The accuracy and performance of this approach is improved considerably by a strike-price related analytic transformation of asset prices. Asian options are contingent claims with payoffs that depend on the average price of an asset over some time interval. The payoff may depend on this average and a fixed strike price (Fixed Strike Asians) or it may depend on the average and the asset price (Floating Strike Asians). The option may also permit early exercise (American contract) or confine the holder to a fixed exercise date (European contract). The Fixed Strike Asian with early exercise is considered here where continuous arithmetic averaging has been used. Pricing such an option where the asset price has a stochastic volatility leads to the requirement to solve a tri-variate partial differential inequation in the three state variables of asset price, average price and volatility (or equivalently, variance). The similarity transformations [6] used with Floating Strike Asian options to reduce the dimensionality of the problem are not applicable to Fixed Strikes and so the numerical solution of a tri-variate problem is necessary. The computational challenge is to provide accurate solutions sufficiently quickly to support realtime trading activities at a reasonable cost in terms of hardware requirements.

Direct Numerical Simulation of Turbulent Flames

The present paper is a report on progress in the simulation of turbulent flames using the Cray T3D and T3E at the Edinburgh parallel computing centre, using codes developed in Cambridge. Two combustion DNS codes are described, ANGUS and SENGA, which solve incompressible and fully compressible reacting flows respectively. The technical background to combustion DNS is presented, and the resource requirements explained in terms of the physic and chemistry of the problem. Results for flame turbulence interaction studies are presented and discussed in terms of their relevance to modelling. Recent work on the fully compressible problem is highlighted and future directions outlined.

Parallel partitioning of unstructured meshes

A method is outlined for optimising graph partitions which arise in mapping un- structured mesh calculations to parallel computers. The method employs a combination of iterative techniques to both evenly balance the workload and minimise the number and volume of interprocessor communications. They are designed to work efficiently in parallel as well as sequentially and when combined with a fast direct partitioning technique (such as the Greedy algorithm) to give an initial partition, the resulting two-stage process proves itself to be both a powerful and flexible solution to the static graph-partitioning problem. The algorithms can also be used for dynamic load-balancing and a clustering technique can additionally be employed to speed up the whole process. Experiments indicate that the resulting parallel code can provide high quality partitions, independent of the initial partition, within a few seconds.

DRAMA: Dynamic re-allocation of meshes for parallel finite element applications

In many areas of simulation, a crucial component for efficient numerical computations is the use of solution-driven adaptive features: locally adapted meshing or re-meshing; dynamically changing computational tasks. The full advantages of high performance computing (HPC) technology will thus only be able to be exploited when efficient parallel adaptive solvers can be realised. The resulting requirement for HPC software is for dynamic load balancing, which for many mesh-based applications means dynamic mesh re-partitioning. The DRAMA project has been initiated to address this issue, with a particular focus being the requirements of industrial Finite Element codes, but codes using Finite Volume formulations will also be able to make use of the project results.

Mesh partitioning and load balancing for distributed memory parallel systems

A method is outlined for optimising graph partitions which arise in mapping unstructured mesh calculations to parallel computers. The method employs a relative gain iterative technique to both evenly balance the workload and minimise the number and volume of interprocessor communications. A parallel graph reduction technique is also briefly described and can be used to give a global perspective to the optimisation. The algorithms work efficiently in parallel as well as sequentially and when combined with a fast direct partitioning technique (such as the Greedy algorithm) to give an initial partition, the resulting two-stage process proves itself to be both a powerful and flexible solution to the static graph-partitioning problem. Experiments indicate that the resulting parallel code can provide high quality partitions, independent of the initial partition, within a few seconds. The algorithms can also be used for dynamic load-balancing, reusing existing partitions and in this case the procedures are much faster than static techniques, provide partitions of similar or higher quality and, in comparison, involve the migration of a fraction of the data.