arXiv subjects

Daniel Ruprecht

Publications and source records attributed to Daniel Ruprecht.

48 records · Page 3Linked to original sources

arXiv2015

Explicit Parallel-in-time Integration of a Linear Acoustic-Advection System

The applicability of the Parareal parallel-in-time integration scheme for the solution of a linear, two-dimensional hyperbolic acoustic-advection system, which is often used as a test case for integration schemes for numerical weather prediction (NWP), is addressed. Parallel-in-time schemes are a possible way to increase, on the algorithmic level, the amount of parallelism, a requirement arising from the rapidly growing number of CPUs in high performance computer systems. A recently introduced modification of the "parallel implicit time-integration algorithm" could successfully solve hyperbolic problems arising in structural dynamics. It has later been cast into the framework of Parareal. The present paper adapts this modified Parareal and employs it for the solution of a hyperbolic flow problem, where the initial value problem solved in parallel arises from the spatial discretization of a partial differential equation by a finite difference method. It is demonstrated that the modified Parareal is stable and can produce reasonably accurate solutions while allowing for a noticeable reduction of the time-to-solution. The implementation relies on integration schemes already widely used in NWP (RK-3, partially split forward Euler, forward-backward). It is demonstrated that using an explicit partially split scheme for the coarse integrator allows to avoid the use of an implicit scheme while still achieving speedup.

cs.CE↗

arXiv2015

Parareal convergence for 2D unsteady flow around a cylinder

In this technical report we study the convergence of Parareal for 2D incompressible flow around a cylinder for different viscosities. Two methods are used as fine integrator: backward Euler and a fractional step method. It is found that Parareal converges better for the implicit Euler, likely because it under-resolves the fine-scale dynamics as a result of numerical diffusion.

cs.CE↗

arXiv2015

Numerical simulation of skin transport using Parareal

In-silico investigation of skin permeation is an important but also computationally demanding problem. To resolve all scales involved in full detail will not only require exascale computing capacities but also suitable parallel algorithms. This article investigates the applicability of the time-parallel Parareal algorithm to a brick and mortar setup, a precursory problem to skin permeation. The C++ library Lib4PrM implementing Parareal is combined with the UG4 simulation framework, which provides the spatial discretization and parallelization. The combination's performance is studied with respect to convergence and speedup. It is confirmed that anisotropies in the domain and jumps in diffusion coefficients only have a minor impact on Parareal's convergence. The influence of load imbalances in time due to differences in number of iterations required by the spatial solver as well as spatio-temporal weak scaling is discussed.

cs.CE↗

arXiv2015

A high-order Boris integrator

This work introduces the high-order Boris-SDC method for integrating the equations of motion for electrically charged particles in an electric and magnetic field. Boris-SDC relies on a combination of the Boris-integrator with spectral deferred corrections (SDC). SDC can be considered as preconditioned Picard iteration to compute the stages of a collocation method. In this interpretation, inverting the preconditioner corresponds to a sweep with a low-order method. In Boris-SDC, the Boris method, a second-order Lorentz force integrator based on velocity-Verlet, is used as a sweeper/preconditioner. The presented method provides a generic way to extend the classical Boris integrator, which is widely used in essentially all particle-based plasma physics simulations involving magnetic fields, to a high-order method. Stability, convergence order and conservation properties of the method are demonstrated for different simulation setups. Boris-SDC reproduces the expected high order of convergence for a single particle and for the center-of-mass of a particle cloud in a Penning trap and shows good long-term energy stability.

math.NA↗

arXiv2015

Interweaving PFASST and Parallel Multigrid

The parallel full approximation scheme in space and time (PFASST) introduced by Emmett and Minion in 2012 is an iterative strategy for the temporal parallelization of ODEs and discretized PDEs. As the name suggests, PFASST is similar in spirit to a space-time FAS multigrid method performed over multiple time-steps in parallel. However, since the original focus of PFASST has been on the performance of the method in terms of time parallelism, the solution of any spatial system arising from the use of implicit or semi-implicit temporal methods within PFASST have simply been assumed to be solved to some desired accuracy completely at each sub-step and each iteration by some unspecified procedure. It hence is natural to investigate how iterative solvers in the spatial dimensions can be interwoven with the PFASST iterations and whether this strategy leads to a more efficient overall approach. This paper presents an initial investigation on the relative performance of different strategies for coupling PFASST iterations with multigrid methods for the implicit treatment of diffusion terms in PDEs. In particular, we compare full accuracy multigrid solves at each sub-step with a small fixed number of multigrid V-cycles. This reduces the cost of each PFASST iteration at the possible expense of a corresponding increase in the number of PFASST iterations needed for convergence. Parallel efficiency of the resulting methods is explored through numerical examples.

math.NA↗

arXiv2014

A stencil-based implementation of Parareal in the C++ domain specific embedded language STELLA

In view of the rapid rise of the number of cores in modern supercomputers, time-parallel methods that introduce concurrency along the temporal axis are becoming increasingly popular. For the solution of time-dependent partial differential equations, these methods can add another direction for concurrency on top of spatial parallelization. The paper presents an implementation of the time-parallel Parareal method in a C++ domain specific language for stencil computations (STELLA). STELLA provides both an OpenMP and a CUDA backend for a shared memory parallelization, using the CPU or GPU inside a node for the spatial stencils. Here, we intertwine this node-wise spatial parallelism with the time-parallel Parareal. This is done by adding an MPI-based implementation of Parareal, which allows us to parallelize in time across nodes. The performance of Parareal with both backends is analyzed in terms of speedup, parallel efficiency and energy-to-solution for an advection-diffusion problem with a time-dependent diffusion coefficient.

cs.DC↗

arXiv2014

Convergence of Parareal for the Navier-Stokes equations depending on the Reynolds number

The paper presents first a linear stability analysis for the time-parallel Parareal method, using an IMEX Euler as coarse and a Runge-Kutta-3 method as fine propagator, confirming that dominant imaginary eigenvalues negatively affect Parareal's convergence. This suggests that when Parareal is applied to the nonlinear Navier-Stokes equations, problems for small viscosities could arise. Numerical results for a driven cavity benchmark are presented, confirming that Parareal's convergence can indeed deteriorate as viscosity decreases and the flow becomes increasingly dominated by convection. The effect is found to strongly depend on the spatial resolution.

math.NA↗

arXiv2014

A multi-level spectral deferred correction method

The spectral deferred correction (SDC) method is an iterative scheme for computing a higher-order collocation solution to an ODE by performing a series of correction sweeps using a low-order timestepping method. This paper examines a variation of SDC for the temporal integration of PDEs called multi-level spectral deferred corrections (MLSDC), where sweeps are performed on a hierarchy of levels and an FAS correction term, as in nonlinear multigrid methods, couples solutions on different levels. Three different strategies to reduce the computational cost of correction sweeps on the coarser levels are examined: reducing the degrees of freedom, reducing the order of the spatial discretization, and reducing the accuracy when solving linear systems arising in implicit temporal integration. Several numerical examples demonstrate the effect of multi-level coarsening on the convergence and cost of SDC integration. In particular, MLSDC can provide significant savings in compute time compared to SDC for a three-dimensional problem.

math.NA↗

arXiv2014

A space-time parallel solver for the three-dimensional heat equation

The paper presents a combination of the time-parallel "parallel full approximation scheme in space and time" (PFASST) with a parallel multigrid method (PMG) in space, resulting in a mesh-based solver for the three-dimensional heat equation with a uniquely high degree of efficient concurrency. Parallel scaling tests are reported on the Cray XE6 machine "Monte Rosa" on up to 16,384 cores and on the IBM Blue Gene/Q system "JUQUEEN" on up to 65,536 cores. The efficacy of the combined spatial- and temporal parallelization is shown by demonstrating that using PFASST in addition to PMG significantly extends the strong-scaling limit. Implications of using spatial coarsening strategies in PFASST's multi-level hierarchy in large-scale parallel simulations are discussed.

math.NA↗

arXiv2014

Inexact spectral deferred corrections

Spectral deferred correction (SDC) methods are an attractive approach to iteratively computing collocation solutions to an ODE by performing so-called sweeps with a low-order time stepping method. SDC allows to easily construct high order split methods where e.g. stiff terms of the ODE are treated implicitly. This requires the solution to full accuracy of multiple linear systems of equations during each sweep, e.g. with a multigrid method. In this paper, we present an inexact variant of SDC, where each solve of a linear system is replaced by a single multigrid V-cycle and thus significantly reduces the cost for each sweep. For the investigated examples, this strategy results only in a small increase of the number of required sweeps and we demonstrate that "inexact spectral deferred corrections" can provide a dramatic reduction of the overall number of multigrid V-cycles required to complete an SDC time step.

math.NA↗

arXiv2014

Parareal for diffusion problems with space- and time-dependent coefficients

For the time-parallel Parareal method, there exists both numerical and analytical proof that it converges very well for diffusive problems like the heat equation. Many applications, however, do not lead to simple homogeneous diffusive scenarios but feature strongly inhomogeneous and possibly anisotropic coefficients. The paper presents results from a numerical study of how space- and time-dependent coefficients in a diffusion setup affect Parareal's convergence behaviour. It is shown that, for the presented examples, non-constant diffusion coefficients have only marginal influence on how fast Parareal converges. Furthermore, an example is shown that illustrates how for linear problems the maximum singular value of the Parareal iteration matrix can be used to estimate convergence rates.

math.NA↗

arXiv2012

Transparent boundary conditions based on the Pole Condition for time-dependent, two-dimensional problems

The pole condition approach for deriving transparent boundary conditions is extended to the time-dependent, two-dimensional case. Non-physical modes of the solution are identified by the position of poles of the solution's spatial Laplace transform in the complex plane. By requiring the Laplace transform to be analytic on some problem dependent complex half-plane, these modes can be suppressed. The resulting algorithm computes a finite number of coefficients of a series expansion of the Laplace transform, thereby providing an approximation to the exact boundary condition. The resulting error decays super-algebraically with the number of coefficients, so relatively few additional degrees of freedom are sufficient to reduce the error to the level of the discretization error in the interior of the computational domain. The approach shows good results for the Schrödinger and the drift-diffusion equation but, in contrast to the one-dimensional case, exhibits instabilities for the wave and Klein-Gordon equation. Numerical examples are shown that demonstrate the good performance in the former and the instabilities in the latter case.

math.NA↗