arXiv subjects

Michael L. Minion

Publications and source records attributed to Michael L. Minion.

5 recordsLinked to original sources

arXiv2023

Exponential Runge-Kutta Parareal for Non-Diffusive Equations

Parareal is a well-known parallel-in-time algorithm that combines a coarse and fine propagator within a parallel iteration. It allows for large-scale parallelism that leads to significantly reduced computational time compared to serial time-stepping methods. However, like many parallel-in-time methods it can fail to converge when applied to non-diffusive equations such as hyperbolic systems or dispersive nonlinear wave equations. This paper explores the use of exponential integrators within the Parareal iteration. Exponential integrators are particularly interesting candidates for Parareal because of their ability to resolve fast-moving waves, even at the large stepsizes used by coarse propagators. This work begins with an introduction to exponential Parareal integrators followed by several motivating numerical experiments involving the nonlinear Schrödinger equation. These experiments are then analyzed using linear analysis that approximates the stability and convergence properties of the exponential Parareal iteration on nonlinear problems. The paper concludes with two additional numerical experiments involving the dispersive Kadomtsev-Petviashvili equation and the hyperbolic Vlasov-Poisson equation. These experiments demonstrate that exponential Parareal methods offer improved time-to-solution compared to serial exponential integrators when solving certain non-diffusive equations.

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arXiv2021

IMEX Runge-Kutta Parareal for Non-Diffusive Equations

Parareal is a widely studied parallel-in-time method that can achieve meaningful speedup on certain problems. However, it is well known that the method typically performs poorly on non-diffusive equations. This paper analyzes linear stability and convergence for IMEX Runge-Kutta Parareal methods on non-diffusive equations. By combining standard linear stability analysis with a simple convergence analysis, we find that certain Parareal configurations can achieve parallel speedup on non-diffusive equations. These stable configurations all posses low iteration counts, large block sizes, and a large number of processors. Numerical examples using the nonlinear Schrodinger equation demonstrate the analytical conclusions.

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arXiv2021

On the Stability of Exponential Integrators for Non-Diffusive Equations

Exponential integrators are a well-known class of time integration methods that have been the subject of many studies and developments in the past two decades. Surprisingly, there have been limited efforts to analyze their stability and efficiency on non-diffusive equations to date. In this paper we apply linear stability analysis to showcase the poor stability properties of exponential integrators on non-diffusive problems. We then propose a simple repartitioning approach that stabilizes the integrators and enables the efficient solution of stiff, non-diffusive equations. To validate the effectiveness of our approach, we perform several numerical experiments that compare partitioned exponential integrators to unmodified ones. We also compare repartitioning to the well-known approach of adding hyperviscosity to the equation right-hand-side. Overall, we find that the repartitioning restores convergence at large timesteps and, unlike hyperviscosity, it does not require the use of high-order spatial derivatives.

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arXiv2019

An Efficient Parallel-in-Time Method for Optimization with Parabolic PDEs

To solve optimization problems with parabolic PDE constraints, often methods working on the reduced objective functional are used. They are computationally expensive due to the necessity of solving both the state equation and a backward-in-time adjoint equation to evaluate the reduced gradient in each iteration of the optimization method. In this study, we investigate the use of the parallel-in-time method PFASST in the setting of PDE constrained optimization. In order to develop an efficient fully time-parallel algorithm we discuss different options for applying PFASST to adjoint gradient computation, including the possibility of doing PFASST iterations on both the state and adjoint equations simultaneously. We also explore the additional gains in efficiency from reusing information from previous optimization iterations when solving each equation. Numerical results for both a linear and a non-linear reaction-diffusion optimal control problem demonstrate the parallel speedup and efficiency of different approaches.

math.OC↗

arXiv2019

Parallel-in-Time Multi-Level Integration of the Shallow-Water Equations on the Rotating Sphere

The modeling of atmospheric processes in the context of weather and climate simulations is an important and computationally expensive challenge. The temporal integration of the underlying PDEs requires a very large number of time steps, even when the terms accounting for the propagation of fast atmospheric waves are treated implicitly. Therefore, the use of parallel-in-time integration schemes to reduce the time-to-solution is of increasing interest, particularly in the numerical weather forecasting field. We present a multi-level parallel-in-time integration method combining the Parallel Full Approximation Scheme in Space and Time (PFASST) with a spatial discretization based on Spherical Harmonics (SH). The iterative algorithm computes multiple time steps concurrently by interweaving parallel high-order fine corrections and serial corrections performed on a coarsened problem. To do that, we design a methodology relying on the spectral basis of the SH to coarsen and interpolate the problem in space. The methods are evaluated on the shallow-water equations on the sphere using a set of tests commonly used in the atmospheric flow community. We assess the convergence of PFASST-SH upon refinement in time. We also investigate the impact of the coarsening strategy on the accuracy of the scheme, and specifically on its ability to capture the high-frequency modes accumulating in the solution. Finally, we study the computational cost of PFASST-SH to demonstrate that our scheme resolves the main features of the solution multiple times faster than the serial schemes.

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