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Yunhui He

Publications and source records attributed to Yunhui He.

54 records · Page 3Linked to original sources

Novel mass-based multigrid relaxation schemes for the Stokes equations

In this work, we propose three novel block-structured multigrid relaxation schemes based on distributive relaxation, Braess-Sarazin relaxation, and Uzawa relaxation, for solving the Stokes equations discretized by the mark-and-cell scheme. In our earlier work \cite{he2018local}, we discussed these three types of relaxation schemes, where the weighted Jacobi iteration is used for inventing the Laplacian involved in the Stokes equations. In \cite{he2018local}, we show that the optimal smoothing factor is $\frac{3}{5}$ for distributive weighted-Jacobi relaxation and inexact Braess-Sarazin relaxation, and is $\sqrt{\frac{3}{5}}$ for $σ$-Uzawa relaxation. Here, we propose mass-based approximation inside of these three relaxations, where mass matrix $Q$ obtained from bilinear finite element method is directly used to approximate to the inverse of scalar Laplacian operator instead of using Jacobi iteration. Using local Fourier analysis, we theoretically derive the optimal smoothing factors for the resulting three relaxation schemes. Specifically, mass-based distributive relaxation, mass-based Braess-Sarazin relaxation, and mass-based $σ$-Uzawa relaxation have optimal smoothing factor $\frac{1}{3}$, $\frac{1}{3}$ and $\sqrt{\frac{1}{3}}$, respectively. Note that the mass-based relaxation schemes do not cost more than the original ones using Jacobi iteration. Another superiority is that there is no need to compute the inverse of a matrix. These new relaxation schemes are appealing.

math.NA↗

A closed-form multigrid smoothing factor for an additive Vanka-type smoother applied to the Poisson equation

We consider an additive Vanka-type smoother for the Poisson equation discretized by the standard finite difference centered scheme. Using local Fourier analysis, we derive analytical formulas for the optimal smoothing factors for two types of smoothers, called vertex-wise and element-wise Vanka smoothers, and present the corresponding stencils. Interestingly, in one dimension the element-wise Vanka smoother is equivalent to the scaled mass operator obtained from the linear finite element method, and in two dimensions the element-wise Vanka smoother is equivalent to the scaled mass operator discretized by bilinear finite element method plus a scaled identity operator. Based on these discoveries, the mass matrix obtained from finite element method can be used as an approximation to the inverse of the Laplacian, and the resulting mass-based relaxation scheme features small smoothing factors in one, two, and three dimensions. Advantages of the mass operator are that the operator is sparse and well conditioned, and the computational cost of the relaxation scheme is only one matrix-vector product; there is no need to compute the inverse of a matrix. These findings may help better understand the efficiency of additive Vanka smoothers and develop fast solvers for numerical solutions of partial differential equations.

math.NA↗

A note on using the mass matrix as a preconditioner for the Poisson equation

We show that the mass matrix derived from finite elements can be effectively used as a preconditioner for iteratively solving the linear system arising from finite-difference discretization of the Poisson equation, using the conjugate gradient method. We derive analytically the condition number of the preconditioned operator. Theoretical analysis shows that the ratio of the condition number of the Laplacian to the preconditioned operator is $8/3$ in one dimension, $9/2$ in two dimensions, and $2^9/3^4 \approx 6.3$ in three dimensions. From this it follows that the expected iteration count for achieving a fixed reduction of the norm of the residual is smaller than a half of the number of the iterations of unpreconditioned CG in 2D and 3D. The scheme is easy to implement, and numerical experiments show its efficiency.

math.NA↗

HSS(0): an Improved Hermitian/Skew-Hermitian Splitting Iteration

We propose an improved version of the Hermitian/skew-Hermitian splitting (HSS) iterative method, which we call HSS(0), to solve non-Hermitian linear systems with a positive definite Hermitian part. The improvement is based on solving the Hermitian half iteration without a shift, and applying a shift only for the skew-Hermitian solve. An optimal parameter is derived analytically, and a corresponding upper bound on the convergence speed is obtained. Using a combination of analytical proofs and numerical validations, we show that HSS(0) yields a dramatically faster convergence speed than standard HSS. Furthermore, HSS(0) is much less sensitive to the choice of the parameter. Numerical experiments on a convection-diffusion model problem in two and three dimensions illustrate the high efficiency of HSS(0).

math.NA↗

Experimental Observation of Partial Parity-Time Symmetry and Its Phase Transition with a Laser-Driven Cesium Atomic Gas

Realization and manipulation of parity-time (PT) symmetry in multidimensional systems are highly desirable for exploring nontrivial physics and uncovering exotic phenomena in non-Hermitian systems. Here, we report the first experimental observation of partial PT (pPT) symmetry in a cesium atomic gas coupled with laser fields, where a two-dimensional pPT-symmetric optical potential for probe laser beam is created. A transition of the pPT symmetry from an unbroken phase to a broken one is observed through changing the beam-waist ratio of the control and probe laser beams, and the domains of unbroken, broken, and non-pPT phases are also discriminated unambiguously. Moreover, we develop a technique to precisely determine the location of the exceptional point of the pPT symmetry breaking by measuring the asymmetry degree of the probe-beam intensity distribution. The findings reported here pave the way for controlling multidimensional laser beams in non-Hermitian systems via laser-induced atomic coherence, and have potential applications for designing new types of light amplifiers and attenuators

physics.optics↗

Local Fourier analysis of Balancing Domain Decomposition by Constraints algorithms

Local Fourier analysis is a commonly used tool for the analysis of multigrid and other multilevel algorithms, providing both insight into observed convergence rates and predictive analysis of the performance of many algorithms. In this paper, for the first time, we adapt local Fourier analysis to examine variants of two- and three-level balancing domain decomposition by constraints (BDDC) algorithms, to better understand the eigenvalue distributions and condition number bounds on these preconditioned operators. This adaptation is based on a modified choice of basis for the space of Fourier harmonics that greatly simplifies the application of local Fourier analysis in this setting. The local Fourier analysis is validated by considering the two dimensional Laplacian and predicting the condition numbers of the preconditioned operators with different sizes of subdomains. Several variants are analyzed, showing the two- and three-level performance of the "lumped" variant can be greatly improved when used in multiplicative combination with a weighted diagonal scaling preconditioner, with weight optimized through the use of LFA.

math.NA↗

Low-order preconditioning of the Stokes equations

A well-known strategy for building effective preconditioners for higher-order discretizations of some PDEs, such as Poisson's equation, is to leverage effective preconditioners for their low-order analogs. In this work, we show that high-quality preconditioners can also be derived for the Taylor-Hood discretization of the Stokes equations in much the same manner. In particular, we investigate the use of geometric multigrid based on the $\boldsymbol{ \mathbb{Q}}_1iso\boldsymbol{ \mathbb{Q}}_2/ \mathbb{Q}_1$ discretization of the Stokes operator as a preconditioner for the $\boldsymbol{ \mathbb{Q}}_2/\mathbb{Q}_1$ discretization of the Stokes system. We utilize local Fourier analysis to optimize the damping parameters for Vanka and Braess-Sarazin relaxation schemes and to achieve robust convergence. These results are then verified and compared against the measured multigrid performance. While geometric multigrid can be applied directly to the $\boldsymbol{ \mathbb{Q}}_2/\mathbb{Q}_1$ system, our ultimate motivation is to apply algebraic multigrid within solvers for $\boldsymbol{ \mathbb{Q}}_2/\mathbb{Q}_1$ systems via the $\boldsymbol{ \mathbb{Q}}_1iso\boldsymbol{ \mathbb{Q}}_2/ \mathbb{Q}_1$ discretization, which will be considered in a companion paper.

math.NA↗

On the Asymptotic Linear Convergence Speed of Anderson Acceleration Applied to ADMM

Empirical results show that Anderson acceleration (AA) can be a powerful mechanism to improve the asymptotic linear convergence speed of the Alternating Direction Method of Multipliers (ADMM) when ADMM by itself converges linearly. However, theoretical results to quantify this improvement do not exist yet. In this paper we explain and quantify this improvement in linear asymptotic convergence speed for the special case of a stationary version of AA applied to ADMM. We do so by considering the spectral properties of the Jacobians of ADMM and the stationary version of AA evaluated at the fixed point, where the coefficients of the stationary AA method are computed such that its asymptotic linear convergence factor is optimal. The optimal linear convergence factors of this stationary AA-ADMM method are computed analytically or by optimization, based on previous work on optimal stationary AA acceleration. Using this spectral picture and those analytical results, our approach provides new insight into how and by how much the stationary AA method can improve the asymptotic linear convergence factor of ADMM. Numerical results also indicate that the optimal linear convergence factor of the stationary AA methods gives a useful estimate for the asymptotic linear convergence speed of the non-stationary AA method that is used in practice.

math.OC↗

On the Asymptotic Linear Convergence Speed of Anderson Acceleration, Nesterov Acceleration, and Nonlinear GMRES

We consider nonlinear convergence acceleration methods for fixed-point iteration $x_{k+1}=q(x_k)$, including Anderson acceleration (AA), nonlinear GMRES (NGMRES), and Nesterov-type acceleration (corresponding to AA with window size one). We focus on fixed-point methods that converge asymptotically linearly with convergence factor $ρ<1$ and that solve an underlying fully smooth and non-convex optimization problem. It is often observed that AA and NGMRES substantially improve the asymptotic convergence behavior of the fixed-point iteration, but this improvement has not been quantified theoretically. We investigate this problem under simplified conditions. First, we consider stationary versions of AA and NGMRES, and determine coefficients that result in optimal asymptotic convergence factors, given knowledge of the spectrum of $q'(x)$ at the fixed point $x^*$. This allows us to understand and quantify the asymptotic convergence improvement that can be provided by nonlinear convergence acceleration, viewing $x_{k+1}=q(x_k)$ as a nonlinear preconditioner for AA and NGMRES. Second, for the case of infinite window size, we consider linear asymptotic convergence bounds for GMRES applied to the fixed-point iteration linearized about $x^*$. Since AA and NGMRES are equivalent to GMRES in the linear case, one may expect the GMRES convergence factors to be relevant for AA and NGMRES as $x_k \rightarrow x^*$. Our results are illustrated numerically for a class of test problems from canonical tensor decomposition, comparing steepest descent and alternating least squares (ALS) as the fixed-point iterations that are accelerated by AA and NGMRES. Our numerical tests show that both approaches allow us to estimate asymptotic convergence speed for nonstationary AA and NGMRES with finite window size.

math.OC↗

Tuning Multigrid Methods with Robust Optimization

Local Fourier analysis is a useful tool for predicting and analyzing the performance of many efficient algorithms for the solution of discretized PDEs, such as multigrid and domain decomposition methods. The crucial aspect of local Fourier analysis is that it can be used to minimize an estimate of the spectral radius of a stationary iteration, or the condition number of a preconditioned system, in terms of a symbol representation of the algorithm. In practice, this is a "minimax" problem, minimizing with respect to solver parameters the appropriate measure of work, which involves maximizing over the Fourier frequency. Often, several algorithmic parameters may be determined by local Fourier analysis in order to obtain efficient algorithms. Analytical solutions to minimax problems are rarely possible beyond simple problems; the status quo in local Fourier analysis involves grid sampling, which is prohibitively expensive in high dimensions. In this paper, we propose and explore optimization algorithms to solve these problems efficiently. Several examples, with known and unknown analytical solutions, are presented to show the effectiveness of these approaches.

math.OC↗

Local Fourier analysis of multigrid for hybridized and embedded discontinuous Galerkin methods

In this paper we present a geometric multigrid method with Jacobi and Vanka relaxation for hybridized and embedded discontinuous Galerkin discretizations of the Laplacian. We present a local Fourier analysis (LFA) of the two-grid error-propagation operator and show that the multigrid method applied to an embedded discontinuous Galerkin (EDG) discretization is almost as efficient as when applied to a continuous Galerkin discretization. We furthermore show that multigrid applied to an EDG discretization outperforms multigrid applied to a hybridized discontinuous Galerkin (HDG) discretization. Numerical examples verify our LFA predictions.

math.NA↗

An Algebraic Multigrid Method for Eigenvalue Problems in Some Different Cases

The aim of this paper is to develop an algebraic multigrid method to solve eigenvalue problems based on the combination of the multilevel correction scheme and the algebraic multigrid method for linear equations. Our approach uses the algebraic multigrid method setup procedure to construct the hierarchy and the intergrid transfer operators. In this algebraic multigrid scheme, a large scale eigenvalue problem is solved by some algebraic multigrid smoothing steps in the hierarchy and very small-dimensional eigenvalue problems. To emphasize the efficiency and flexibility of the proposed method, here we consider a set of test eigenvalue problems, discretized on unstructured meshes, with different shape of domain, singularity, and discontinuous parameters. Moreover, global convergence independent of the number of desired eigenvalues is obtained.

math.NA↗

A local Fourier analysis of additive Vanka relaxation for the Stokes equations

Multigrid methods are popular solution algorithms for many discretized PDEs, either as standalone iterative solvers or as preconditioners, due to their high efficiency. However, the choice and optimization of multigrid components such as relaxation schemes and grid-transfer operators is crucial to the design of optimally efficient algorithms. It is well--known that local Fourier analysis (LFA) is a useful tool to predict and analyze the performance of these components. In this paper, we develop a local Fourier analysis of monolithic multigrid methods based on additive Vanka relaxation schemes for mixed finite-element discretizations of the Stokes equations. The analysis offers insight into the choice of "patches" for the Vanka relaxation, revealing that smaller patches offer more effective convergence per floating point operation. Parameters that minimize the two-grid convergence factor are proposed and numerical experiments are presented to validate the LFA predictions.

math.NA↗

Local Fourier analysis for mixed finite-element methods for the Stokes equations

In this paper, we develop a local Fourier analysis of multigrid methods based on block-structured relaxation schemes for stable and stabilized mixed finite-element discretizations of the Stokes equations, to analyze their convergence behavior. Three relaxation schemes are considered: distributive, Braess-Sarazin, and Uzawa relaxation. From this analysis, parameters that minimize the local Fourier analysis smoothing factor are proposed for the stabilized methods with distributive and Braess-Sarazin relaxation. Considering the failure of the local Fourier analysis smoothing factor in predicting the true two-grid convergence factor for the stable discretization, we numerically optimize the two-grid convergence predicted by local Fourier analysis in this case. We also compare the efficiency of the presented algorithms with variants using inexact solvers. Finally, some numerical experiments are presented to validate the two-grid and multigrid convergence factors.

math.NA↗

Energy Error Estimates of Subspace Method and Multigrid Algorithm for Eigenvalue Problems

This paper is to give a new understanding and applications of the subspace projection method for selfadjoint eigenvalue problems. A new error estimate in the energy norm, which is induced by the stiff matrix, of the subspace projection method for eigenvalue problems is given. The relation between error estimates in $L^2$-norm and energy norm is also deduced. Based on this relation, a new type of inverse power method is designed for eigenvalue problems and the corresponding convergence analysis is also provided. Then we present the analysis of the geometric and algebraic multigrid methods for eigenvalue problems based on the convergence result of the new inverse power method.

math.NA↗

A Multilevel Newton Iteration Method for Eigenvalue Problems

We propose a new type of multilevel method for solving eigenvalue problems based on Newton iteration. With the proposed iteration method, solving eigenvalue problem on the finest finite element space is replaced by solving a small scale eigenvalue problem in a coarse space and solving a series of augmented linear problems, derived by Newton step in the corresponding series of finite element spaces. This iteration scheme improves overall efficiency of the finite element method for solving eigenvalue problems. Finally, some numerical examples are provided to validate the efficiency of the proposed numerical scheme.

math.NA↗

A Multigrid Method Based On Shifted-Inverse Power Technique for Eigenvalue Problems

A multigrid method is proposed in this paper to solve eigenvalue problems by the finite element method based on the shifted-inverse power iteration technique. With this scheme, solving eigenvalue problem is transformed to a series of nonsingular solutions of boundary value problems on multilevel meshes. Since replacing the difficult eigenvalue solving by the easier solution of boundary value problems, the multigrid way can improve the overall efficiency of the eigenvalue problem solving. Some numerical experiments are presented to validate the efficiency of this new method.

math.NA↗