Mutigrid preconditioner for nonconforming discretization of elliptic problems with jump coefficients

In this paper, we present a multigrid preconditioner for solving the linear system arising from the piecewise linear nonconforming Crouzeix-Raviart discretization of second order elliptic problems with jump coe fficients. The preconditioner uses the standard conforming subspaces as coarse spaces. Numerical tests show both robustness with respect to the jump in the coe fficient and near-optimality with respect to the number of degrees of freedom.

Preconditioner updates applied to CFD model problems

In the present paper we concentrate on solving sequences of nonsymmetric linear systems with block structure arising from compressible flow problems. We attempt to improve the solution process by sharing part of the computational effort throughout the sequence. This is achieved by application of a cheap updating technique for preconditioners which we adapted in order to be used for our applications. Tested on three benchmark compressible flow problems, the strategy speeds up the entire computation with an acceleration being particularly pronounced in phases of instationary behavior.

A generalization of the optimal diagonal approximate inverse preconditioner

[EN ]The classical optimal (in the Frobenius sense) diagonal preconditioner for large sparse linear systems Ax = b is generalized and improved. The new proposed approximate inverse preconditioner N is based on the minimization of the Frobenius norm of the residual matrix AM − I, where M runs over a certain linear subspace of n × n real matrices, defined by a prescribed sparsity pattern. The number of nonzero entries of the n×n preconditioning matrix N is less than or equal to 2n, and n of them are selected as the optimal positions in each of the n columns of matrix N. All theoretical results are justified in detail…

Recycling Krylov subspaces for efficient large-scale electrical impedance tomography

Electrical impedance tomography (EIT) captures images of internal features of a body. Electrodes are attached to the boundary of the body, low intensity alternating currents are applied, and the resulting electric potentials are measured. Then, based on the measurements, an estimation algorithm obtains the three-dimensional internal admittivity distribution that corresponds to the image. One of the main goals of medical EIT is to achieve high resolution and an accurate result at low computational cost. However, when the finite element method (FEM) is employed and the corresponding mesh is refined to increase resolution and accuracy, the computational cost increases substantially, especially in the estimation of absolute admittivity distributions. Therefore, we consider in this work a fast iterative solver for the forward problem, which was previously reported in the context of structural optimization. We propose several improvements to this solver to increase its performance in the EIT context. The solver is based on the recycling of approximate invariant subspaces, and it is applied to reduce the EIT computation time for a constant and high resolution finite element mesh. In addition, we consider a powerful preconditioner and provide a detailed pseudocode for the improved iterative solver. The numerical results show the effectiveness of our approach: the proposed algorithm is faster than the preconditioned conjugate gradient (CG) algorithm. The results also show that even on a standard PC without parallelization, a high mesh resolution (more than 150,000 degrees of freedom) can be used for image estimation at a relatively low computational cost. (C) 2010 Elsevier B.V. All rights reserved.

Stability of preconditioned finite volume schemes at low Mach numbers

In [4], Guillard and Viozat propose a finite volume method for the simulation of inviscid steady as well as unsteady flows at low Mach numbers, based on a preconditioning technique. The scheme satisfies the results of a single scale asymptotic analysis in a discrete sense and comprises the advantage that this can be derived by a slight modification of the dissipation term within the numerical flux function. Unfortunately, it can be observed by numerical experiments that the preconditioned approach combined with an explicit time integration scheme turns out to be unstable if the time step Dt does not satisfy the requirement to be O(M2) as the Mach number M tends to zero, whereas the corresponding standard method remains stable up to Dt=O(M), M to 0, which results from the well-known CFL-condition. We present a comprehensive mathematical substantiation of this numerical phenomenon by means of a von Neumann stability analysis, which reveals that in contrast to the standard approach, the dissipation matrix of the preconditioned numerical flux function possesses an eigenvalue growing like M-2 as M tends to zero, thus causing the diminishment of the stability region of the explicit scheme. Thereby, we present statements for both the standard preconditioner used by Guillard and Viozat [4] and the more general one due to Turkel [21]. The theoretical results are after wards confirmed by numerical experiments.

Preconditioning and iterative solution of symmetric indefinite linear systems arising from interior point methods for linear programming

We study the preconditioning of symmetric indefinite linear systems of equations that arise in interior point solution of linear optimization problems. The preconditioning method that we study exploits the block structure of the augmented matrix to design a similar block structure preconditioner to improve the spectral properties of the resulting preconditioned matrix so as to improve the convergence rate of the iterative solution of the system. We also propose a two-phase algorithm that takes advantage of the spectral properties of the transformed matrix to solve for the Newton directions in the interior-point method. Numerical experiments have been performed on some LP test problems in the NETLIB suite to demonstrate the potential of the preconditioning method discussed.

Os efeitos Delaware e Groningen: um estudo quantitativo por elementos finitos

Os efeitos Delaware e Groningen são dois tipos de anomalia que afetam ferramentas de eletrodos para perfilagem de resistividade. Ambos os efeitos ocorrem quando há uma camada muito resistiva, como anidrita ou halita, acima do(s) reservatório(s), produzindo um gradiente de resistividade muito similar ao produzido por um contato óleo-água. Os erros de interpretação produzidos têm ocasionado prejuízos consideráveis à indústria de petróleo. A PETROBRÁS, em particular, tem enfrentado problemas ocasionados pelo efeito Groningen sobre perfis obtidos em bacias paleozóicas da região norte do Brasil. Neste trabalho adaptamos, com avanços, uma metodologia desenvolvida por LOVELL (1990), baseada na equação de Helmholtz para H_Φ, para modelagem dos efeitos Delaware e Groningen. Solucionamos esta equação por elementos finitos triangulares e retangulares. O sistema linear gerado pelo método de elementos finitos é resolvido por gradiente bi-conjugado pré-condicionado, sendo este pré-condicionador obtido por decomposição LU (Low Up) da matriz de stiffness. As voltagens são calculadas por um algoritmo, mais preciso, recentemente desenvolvido. Os perfis são gerados por um novo algoritmo envolvendo uma sucessiva troca de resistividade de subdomínios. Este procedimento permite obter cada nova matriz de stiffness a partir da anterior pelo cálculo, muito mais rápido, da variação dessa matriz. Este método permite ainda, acelerar a solução iterativa pelo uso da solução na posição anterior da ferramenta. Finalmente geramos perfis sintéticos afetados por cada um dos efeitos para um modelo da ferramenta Dual Laterolog.

Migração FD 3D em profundidade usando aproximação de Padé complexa

A implementação convencional do método de migração por diferenças finitas 3D, usa a técnica de splitting inline e crossline para melhorar a eficiência computacional deste algoritmo. Esta abordagem torna o algoritmo eficiente computacionalmente, porém cria anisotropia numérica. Esta anisotropia numérica por sua vez, pode levar a falsos posicionamentos de refletores inclinados, especialmente refletores com grandes ângulos de mergulho. Neste trabalho, como objetivo de evitar o surgimento da anisotropia numérica, implementamos o operador de extrapolação do campo de onda para baixo sem usar a técnica splitting inline e crossline no domínio frequência-espaço via método de diferenças finitas implícito, usando a aproximação de Padé complexa. Comparamos a performance do algoritmo iterativo Bi-gradiente conjugado estabilizado (Bi-CGSTAB) com o multifrontal massively parallel solver (MUMPS) para resolver o sistema linear oriundo do método de migração por diferenças finitas. Verifica-se que usando a expansão de Padé complexa ao invés da expansão de Padé real, o algoritmo iterativo Bi-CGSTAB fica mais eficientes computacionalmente, ou seja, a expansão de Padé complexa atua como um precondicionador para este algoritmo iterativo. Como consequência, o algoritmo iterativo Bi-CGSTAB é bem mais eficiente computacionalmente que o MUMPS para resolver o sistema linear quando usado apenas um termo da expansão de Padé complexa. Para aproximações de grandes ângulos, métodos diretos são necessários. Para validar e avaliar as propriedades desses algoritmos de migração, usamos o modelo de sal SEG/EAGE para calcular a sua resposta ao impulso.

Migração FFD 3D em profundidade usando aproximação de Padé complexa

Implementações dos métodos de migração diferença finita e Fourier (FFD) usam fatoração direcional para acelerar a performance e economizar custo computacional. Entretanto essa técnica introduz anisotropia numérica que podem erroneamente posicionar os refletores em mergulho ao longo das direções em que o não foi aplicado a fatoração no operador de migração. Implementamos a migração FFD 3D, sem usar a técnica do fatoração direcional, no domínio da frequência usando aproximação de Padé complexa. Essa aproximação elimina a anisotropia numérica ao preço de maior custo computacional buscando a solução do campo de onda para um sistema linear de banda larga. Experimentos numéricos, tanto no modelo homogêneo e heterogêneo, mostram que a técnica da fatoração direcional produz notáveis erros de posicionamento dos refletores em meios com forte variação lateral de velocidade. Comparamos a performance de resolução do algoritmo de FFD usando o método iterativo gradiente biconjugado estabilizado (BICGSTAB) e o multifrontal massively parallel direct solver (MUMPS). Mostrando que a aproximação de Padé complexa é um eficiente precondicionador para o BICGSTAB, reduzindo o número de iterações em relação a aproximação de Padé real. O método iterativo BICGSTAB é mais eficiente que o método direto MUMPS, quando usamos apenas um termo da expansão de Padé complexa. Para maior ângulo de abertura do operador, mais termos da série são requeridos no operador de migração, e neste caso, a performance do método direto é mais eficiente. A validação do algoritmo e as propriedades da evolução computacional foram avaliadas para a resposta ao impulso do modelo de sal SEG/EAGE.

On the Use of Matrix-Free Shift-Invert Strategies For Global Flow Instability Analysis

A novel time-stepping shift-invert algorithm for linear stability analysis of laminar flows in complex geometries is presented. This method, based on a Krylov subspace iteration, enables the solution of complex non-symmetric eigenvalue problems in a matrix-free framework. Validations and comparisons to the classical exponential method have been performed in three different cases: (i) stenotic flow, (ii) backward-facing step and (iii) lid-driven swirling flow. Results show that this new approach speeds up the required Krylov subspace iterations and has the capability of converging to specific parts of the global spectrum. It is shown that, although the exponential method remains the method of choice if leading eigenvalues are sought, the performance of the present method could be dramatically improved with the use of a preconditioner. In addition, as opposed to other methods, this strategy can be directly applied to any time-stepper, regardless of the temporal or spatial discretization of the latter.

Quality balancing for parallel adaptive FEM

We present a dynamic distributed load balancing algorithm for parallel, adaptive finite element simulations using preconditioned conjugate gradient solvers based on domain-decomposition. The load balancer is designed to maintain good partition aspect ratios. It can calculate a balancing flow using different versions of diffusion and a variant of breadth first search. Elements to be migrated are chosen according to a cost function aiming at the optimization of subdomain shapes. We show how to use information from the second step to guide the first. Experimental results using Bramble's preconditioner and comparisons to existing state-ot-the-art load balancers show the benefits of the construction.

Load balancing for parallel adaptive FEM

We present a dynamic distributed load balancing algorithm for parallel, adaptive finite element simulations using preconditioned conjugate gradient solvers based on domain-decomposition. The load balancer is designed to maintain good partition aspect ratios. It calculates a balancing flow using different versions of diffusion and a variant of breadth first search. Elements to be migrated are chosen according to a cost function aiming at the optimization of subdomain shapes. We show how to use information from the second step to guide the first. Experimental results using Bramble's preconditioner and comparisons to existing state-of-the-art balancers show the benefits of the construction.