An FETI-preconditioned conjuerate gradient method for large-scale stochastic finite element problems

In the spectral stochastic finite element method for analyzing an uncertain system. the uncertainty is represented by a set of random variables, and a quantity of Interest such as the system response is considered as a function of these random variables Consequently, the underlying Galerkin projection yields a block system of deterministic equations where the blocks are sparse but coupled. The solution of this algebraic system of equations becomes rapidly challenging when the size of the physical system and/or the level of uncertainty is increased This paper addresses this challenge by presenting a preconditioned conjugate gradient method for such block systems where the preconditioning step is based on the dual-primal finite element tearing and interconnecting method equipped with a Krylov subspace reusage technique for accelerating the iterative solution of systems with multiple and repeated right-hand sides. Preliminary performance results on a Linux Cluster suggest that the proposed Solution method is numerically scalable and demonstrate its potential for making the uncertainty quantification Of realistic systems tractable.

Application of the Conjugate Gradient Method to a Problem on Minimum Time Orbit Transfer

This correspondence considers the problem of optimally controlling the thrust steering angle of an ion-propelled spaceship so as to effect a minimum time coplanar orbit transfer from the mean orbital distance of Earth to mean Martian and Venusian orbital distances. This problem has been modelled as a free terminal time-optimal control problem with unbounded control variable and with state variable equality constraints at the final time. The problem has been solved by the penalty function approach, using the conjugate gradient algorithm. In general, the optimal solution shows a significant departure from earlier work. In particular, the optimal control in the case of Earth-Mars orbit transfer, during the initial phase of the spaceship's flight, is found to be negative, resulting in the motion of the spaceship within the Earth's orbit for a significant fraction of the total optimized orbit transfer time. Such a feature exhibited by the optimal solution has not been reported at all by earlier investigators of this problem.

A variational conjugate gradient method for determining the fluid velocity of a slow viscous flow

The problem considered is that of determining the fluid velocity for linear hydrostatics Stokes flow of slow viscous fluids from measured velocity and fluid stress force on a part of the boundary of a bounded domain. A variational conjugate gradient iterative procedure is proposed based on solving a series of mixed well-posed boundary value problems for the Stokes operator and its adjoint. In order to stabilize the Cauchy problem, the iterations are ceased according to an optimal order discrepancy principle stopping criterion. Numerical results obtained using the boundary element method confirm that the procedure produces a convergent and stable numerical solution.

Communication latency hiding in a parallel conjugate gradient method

Abstract not available

MILU-CG method and the numerical study on the flow around a rotating circular cylinder

A hybrid finite difference method and vortex method (HDV), which is based on domain decomposition and proposed by the authors (1992), is improved by using a modified incomplete LU decomposition conjugate gradient method (MILU-CG), and a high order implicit difference algorithm. The flow around a rotating circular cylinder at Reynolds number R-e = 1000, 200 and the angular to rectilinear speed ratio alpha is an element of (0.5, 3.25) is studied numerically. The long-time full developed features about the variations of the vortex patterns in the wake, and drag, lift forces on the cylinder are given. The calculated streamline contours agreed well with the experimental visualized flow pictures. The existence of critical states and the vortex patterns at the states are given for the first time. The maximum lift to drag force ratio can be obtained nearby the critical states.

地下水流动数值模拟的并行计算方法研究

Numerical modeling of groundwater is very important for understanding groundwater flow and solving hydrogeological problem. Today, groundwater studies require massive model cells and high calculation accuracy, which are beyond single-CPU computer’s capabilities. With the development of high performance parallel computing technologies, application of parallel computing method on numerical modeling of groundwater flow becomes necessary and important. Using parallel computing can improve the ability to resolve various hydro-geological and environmental problems. In this study, parallel computing method on two main types of modern parallel computer architecture, shared memory parallel systems and distributed shared memory parallel systems, are discussed. OpenMP and MPI (PETSc) are both used to parallelize the most widely used groundwater simulator, MODFLOW. Two parallel solvers, P-PCG and P-MODFLOW, were developed for MODFLOW. The parallelized MODFLOW was used to simulate regional groundwater flow in Beishan, Gansu Province, which is a potential high-level radioactive waste geological disposal area in China. 1. The OpenMP programming paradigm was used to parallelize the PCG (preconditioned conjugate-gradient method) solver, which is one of the main solver for MODFLOW. The parallel PCG solver, P-PCG, is verified using an 8-processor computer. Both the impact of compilers and different model domain sizes were considered in the numerical experiments. The largest test model has 1000 columns, 1000 rows and 1000 layers. Based on the timing results, execution times using the P-PCG solver are typically about 1.40 to 5.31 times faster than those using the serial one. In addition, the simulation results are the exact same as the original PCG solver, because the majority of serial codes were not changed. It is worth noting that this parallelizing approach reduces cost in terms of software maintenance because only a single source PCG solver code needs to be maintained in the MODFLOW source tree. 2. P-MODFLOW, a domain decomposition–based model implemented in a parallel computing environment is developed, which allows efficient simulation of a regional-scale groundwater flow. The basic approach partitions a large model domain into any number of sub-domains. Parallel processors are used to solve the model equations within each sub-domain. The use of domain decomposition method to achieve the MODFLOW program distributed shared memory parallel computing system will process the application of MODFLOW be extended to the fleet of the most popular systems, so that a large-scale simulation could take full advantage of hundreds or even thousands parallel processors. P-MODFLOW has a good parallel performance, with the maximum speedup of 18.32 (14 processors). Super linear speedups have been achieved in the parallel tests, indicating the efficiency and scalability of the code. Parallel program design, load balancing and full use of the PETSc were considered to achieve a highly efficient parallel program. 3. The characterization of regional ground water flow system is very important for high-level radioactive waste geological disposal. The Beishan area, located in northwestern Gansu Province, China, is selected as a potential site for disposal repository. The area includes about 80000 km2 and has complicated hydrogeological conditions, which greatly increase the computational effort of regional ground water flow models. In order to reduce computing time, parallel computing scheme was applied to regional ground water flow modeling. Models with over 10 million cells were used to simulate how the faults and different recharge conditions impact regional ground water flow pattern. The results of this study provide regional ground water flow information for the site characterization of the potential high-level radioactive waste disposal.

ω循环型预条件矩阵及其应用

In this paper, we apply the preconditioned conjugate gradient method to the solution of positive-definite Toeplitz systems, especially we introduce a new kind of co-circulant preconditioners Pn[ca] by the use of embedding method. We have also discussed the properties of these new preconditioners and proved that many of former preconditioners can be considered as some special cases of Pn[co\. Because of the introduction of co-circulant preconditioners pn[a>], we can greatly overcome the singularity caused by circulant preconditioners. We have discussed the oo-circulant series and functions. We compare the ordinary circularity with the co-circularity, showing that the latter one can be considered as the extended form of the former one; correspondingly, many methods and theorems of the ordinary circularity can be extended. Furthermore, we present the co-circulant decompositional method. By the use of this method, we can divide any co-circulant signal into a summation of many sub-signals; especially among those sub-signals, there are many subseries of which their period is just equal to 1, which are actually the frequency elements of the original co-circulant signal. In this way, we can establish the relationship between the signal and its frequency elements, that is, the frequency elements hi the frequency domain are actually signals with the period of 1 in the spatial domain. We have also proved that the co-circulant has already existed in the traditional Fourier theory. By the use of different criteria for constructing preconditioners, we can get many different preconditioned systems. From the preconditioned systems PN[preconditioned systems instead of the given Toeplitz systems to get some approximate solutions. Theoretical analysis and actually numerical experiments have already proved the effectiveness of this approximation. By combining the co-circulant with the boundary condition, we can overcome end effects efficiently. We have also presented the co-circulant boundary condition and compared it with the helix boundary condition. Furthermore, we can also get another new boundary condition: the mixed boundary condition. Numerical experiments have proved that the co-circulant boundary condition is better than the mixed one while the helix boundary condition is the worst among them.

Iterative Methods for Equality-Constrained Least Squares Problems

We consider the linear equality-constrained least squares problem (LSE) of minimizing ${\|c - Gx\|}_2 $, subject to the constraint $Ex = p$. A preconditioned conjugate gradient method is applied to the Kuhn–Tucker equations associated with the LSE problem. We show that our method is well suited for structural optimization problems in reliability analysis and optimal design. Numerical tests are performed on an Alliant FX/8 multiprocessor and a Cray-X-MP using some practical structural analysis data.

Compact finite difference - Fourier spectral method for three-dimensional incompressible Navier-Stokes equations

A new compact finite difference-Fourier spectral hybrid method for solving the three dimensional incompressible Navier-Stokes equations is developed in the present paper. The fifth-order upwind compact finite difference schemes for the nonlinear convection terms in the physical space, and the sixth-order center compact schemes for the derivatives in spectral space are described, respectively. The fourth-order compact schemes in a single nine-point cell for solving the Helmholtz equations satisfied by the velocities and pressure in spectral space is derived and its preconditioned conjugate gradient iteration method is studied. The treatment of pressure boundary conditions and the three dimensional non-reflecting outflow boundary conditions are presented. Application to the vortex dislocation evolution in a three dimensional wake is also reported.

Improved conjugate gradient implementation for least squares support vector machines

As a promising method for pattern recognition and function estimation, least squares support vector machines (LS-SVM) express the training in terms of solving a linear system instead of a quadratic programming problem as for conventional support vector machines (SVM). In this paper, by using the information provided by the equality constraint, we transform the minimization problem with a single equality constraint in LS-SVM into an unconstrained minimization problem, then propose reduced formulations for LS-SVM. By introducing this transformation, the times of using conjugate gradient (CG) method, which is a greatly time-consuming step in obtaining the numerical solution, are reduced to one instead of two as proposed by Suykens et al. (1999). The comparison on computational speed of our method with the CG method proposed by Suykens et al. and the first order and second order SMO methods on several benchmark data sets shows a reduction of training time by up to 44%. (C) 2011 Elsevier B.V. All rights reserved.

Performance and Fault Tolerance of Preconditioned Iterative Solvers on Low-Power ARM Architectures

As the complexity of computing systems grows, reliability and energy are two crucial challenges asking for holistic solutions. In this paper, we investigate the interplay among concurrency, power dissipation, energy consumption and voltage-frequency scaling for a key numerical kernel for the solution of sparse linear systems. Concretely, we leverage a task-parallel implementation of the Conjugate Gradient method, equipped with an state-of-the-art pre-conditioner embedded in the ILUPACK software, and target a low-power multi core processor from ARM.In addition, we perform a theoretical analysis on the impact of a technique like Near Threshold Voltage Computing (NTVC) from the points of view of increased hardware concurrency and error rate.

The conjugate gradient partitioned block frequency-domain for multichannel adaptive filtering

The conjugate gradient is the most popular optimization method for solving large systems of linear equations. In a system identification problem, for example, where very large impulse response is involved, it is necessary to apply a particular strategy which diminishes the delay, while improving the convergence time. In this paper we propose a new scheme which combines frequency-domain adaptive filtering with a conjugate gradient technique in order to solve a high order multichannel adaptive filter, while being delayless and guaranteeing a very short convergence time.