Three-dimensional time-harmonic eddy current problems solved by the geometric multigrid preconditioned conjugate gradient method

The focus of this paper is on the efficient solution of 3-D time-harmonic eddy current problems discretized by the finite element method with bad quality meshes. The sys tems of equations arising from the finite element formula tions are solved by a geometric multigrid preconditioned conjugate gradient method. The efficiency of the proposed method will be analyzed by numerical examples.

In this report we present parallel solvers for large linear systems arising from the finite-element discretization of the three-dimensional steady-state groundwater flow problem. Our solvers are based on multigrid and Krylov subspace methods. The parallel implementation is based on a domain decomposition strategy with explicit message passing using NX and MPI libraries. We have tested our parallel implementations on the Intel Paragon XP/S 150 supercomputer using up to 1024 parallel processors and on other parallel platforms such as SGI/Power Challenge Array, Cray/SGI Origin 2000, Convex Exemplar SPP-1200, and IBM SP using up to 64 processors. We show that multigrid can be a scalable algorithm on distributed memory machines. We demonstrate the effectiveness of parallel multigrid based solvers by solving problems requiring more than 70 million nodes in less than a minute. This is more than 25 times faster than the diagonal preconditioned conjugate gradient method which is one of the more popular methods for large sparse linear systems. Our results also show that multigrid as a stand alone solver works best for problems with smooth coefficients, but for rough coefficients it is best used as a preconditioner for a Krylov subspace method such as the conjugate gradient method. We show that even for extremely heterogeneous systems the multigrid pre-conditioned conjugate gradient method is at least 10 times faster than the diagonally preconditioned conjugate gradient method.

An effective wavelet based multigrid preconditioned conjugate gradient method is developed to solve electromagnetic large matrix problem for millimeter wave scattering application. By using wavelet transformation we restrict the large matrix equation to a relative smaller matrix and which can be solved rapidly. The solution is prolonged as the new improvement for the conjugate gradient (CG) method. Numerical results show that our developed wavelet based multigrid preconditioned CG method can reach large improvement of computational complexity. Due to the automaticity of wavelet transformation, this method is potential to be a block box solver without physical background.

An effective wavelet based multigrid preconditioned conjugate gradient method is developed to solve electromagnetic large matrix problem for millimeter wave scattering application. By using wavelet transformation we restrict the large matrix equation to a relative smaller matrix and which can be solved rapidly. The solution is prolonged as the new improvement for the conjugate gradient (CG) method. Numerical result shows that our developed wavelet based multigrid preconditioned CG method can reach large improvement of computational complexity. Due to the automaticity of wavelet transformation, this method is potential to be a block box solver without physical background.

As the increasing size of power grids, IR drop analysis has become more computationally challenging both in runtime and memory consumption. In this paper, we propose a linear complexity simulator named PowerRush, which consists of an efficient SPICE Parser, a robust circuit Builder and a linear solver. The proposed solver is a pure algebraic method which can provide an optimal convergence without geometric information. It is implemented by Algebraic Multigrid Preconditioned Conjugate Gradient method, in which an aggregation based algebraic multigrid with K-Cycle acceleration is adopted as a preconditioner to improve the robustness of conjugate gradient iterative method. In multigrid scheme, double pairwise aggregation technique is applied to the matrix graph in coarsening procedure to ensure low setup cost and memory requirement. Further, a K-Cycle multigrid scheme is adopted to provide Krylov subspace acceleration at each level to guarantee optimal or near optimal convergence. Experimental results on real power grids have shown that PowerRush has a linear complexity in runtime cost and memory consumption. The DC analysis of a 60 Million nodes power grid can be solved by PowerRush for 0.01mV accuracy in 170 seconds with 21.89GB memory used.

Multigrid preconditioned conjugate gradient method is proposed for the algebraic systems resulting from two 8-node hexahedron combined hybrid elements with high performance for the linear elasticity problem. Numerical computations are presented, which demonstrate the convergence and effectiveness of the method.

Iterative Linear Solvers in a 2D Radiation–Hydrodynamics Code: Methods and Performance

A novel sine transform based preconditioned conjugate gradient (PCG) method for signal restoration is presented. If the bandwidth 2? +1 in the model matrix is a constant, then the asymptotic complexity for the new algorithm is O(N) per iterative step, where Nis the order of the model. This complexity is reduced by an order of magnitude in comparison with the known fast Fourier transform (FFT) technique proposed recently in the literature. Moreover, if ? has a size similar to N, then the new PCG method is accomplished by the fast sine transform (FST) and the fast Hartley transform (FHT). The computational and storage cost per preconditioning step for the new PCG method is reduced by 50% as compared to the FFT approach. To stabilize the computation, a special Tikhonov regularization is introduced. Numerical experimentations show that the new PCG method is of a speedy convergence rate. The new PCG methods maintain less computational complexity per iterative step and have a better convergence rate than the other known PCG methods.

In this study, we analyze the real-time solution of a series of augmented least squares problems, which are generated by adding information to an original least squares model repetitively. Instead of solving the least squares problems directly, we transform them into a batch of saddle point linear systems and subsequently solve the linear systems using restrictively preconditioned conjugate gradient (RPCG) methods. Approximation of the new Schur complement is generated effectively based on a previously approximated Schur complement. Owing to the variations of the preconditioned conjugate gradient method, the proposed methods generate convergence results similar to the conjugate gradient method and achieve a very fast convergent iterative sequence when the coefficient matrix is well preconditioned. Numerical tests show that the new methods are more effective than some standard Krylov subspace methods. Updated RPCG methods meet the requirement of real-time computing successfully for multifactor models.

We consider a three-dimensional time-harmonic eddy current problem formulated in terms of the magnetic field. We prove that in the case of one thin toroidal conductor, eddy current equations have as a limit Kirchhoff’s algebraic equation for circuits. This approximation is valid in the case of small resistivity and voltage.

We consider the bilinear optimal control of an advection-reaction-diffusion system, where the control arises as the velocity field in the advection term. Such a problem is generally challenging from both theoretical analysis and algorithmic design perspectives, mainly because the state variable depends nonlinearly on the control variable and, an additional divergence-free constraint on the control is coupled together with the state equation. Mathematically, the proof of the existence of optimal solutions is delicate, and, up to now, only some results have been known for a few special cases where additional restrictions are imposed on the space dimension and the regularity of the control. We prove the existence of optimal controls and derive the first-order optimality conditions in general settings without any extra assumptions. Computationally, the well-known conjugate gradient (CG) method can be applied conceptually. However, due to the additional divergence-free constraint on the control variable and the nonlinear relation between the state and control variables, it is challenging to compute the gradient and the optimal stepsize at each CG iteration, and thus nontrivial to implement the CG method. To address these issues, we advocate a fast inner preconditioned CG method to ensure the divergence-free constraint and an efficient inexactness strategy to determine an appropriate stepsize. An easily implementable nested CG method is thus proposed for solving such a complicated problem. For the numerical discretization, we combine finite difference methods for the time discretization and finite element methods for the space discretization. Efficiency of the proposed nested CG method is promisingly validated by the results of some preliminary numerical experiments.

Although most finite element programs have quite effective iterative solvers such as an incomplete Cholesky (IC) or symmetric successive overrelaxation (SSOR) preconditioned conjugate gradient (CG) method, the solution time may still become unacceptably long for very large systems. Convergence and thus total solution time can be shortened by using better preconditioners such as geometric multigrid methods. Algebraic multigrid methods have the supplementary advantage that no geometric information is needed and can thus be used as black box equation solvers. In the case of a finite element solution of a non-linear magnetostatic problem, the algebraic multigrid method reduces the overall computation time by a factor of 6 compared to a SSOR-CG solver.

Classical iterative methods when applied to the partial solution of the generalized eigenvalue problem Ax =λBx, may yield very poor convergence rates particularly when ill‐conditioned problems are considered. In this paper the preconditioned conjugate gradient (CG) method via the minimization of the Rayleigh quotient and the reverse power method is employed for the partial eigenproblem. The triangular splitting preconditioners employed are obtained from an incomplete Choleski factorization and a partial Evans preconditioner. This approach can dramatically improve the convergence rate of the basic CG method and is applicable to any symmetric eigenproblem in which one of the matrices A, B is positive definite. Because of the renewed interest in CG techniques for FE work on microprocessors and parallel computers, it is believed that this improved approach to the generalized eigenvalue problem is likely to be very promising.

Conjugate gradient methods for the solution of boundary integral equations on a piecewise smooth boundary

Hiding global synchronization latency in the preconditioned Conjugate Gradient algorithm