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Preconditioners for the Space-Time Solution of Large-Scale PDE Applications

This presentation discusses the use of preconditioners for space-time solutions of large-scale PDE applications. Topics covered include motivation, space-time formulations, parallelism in time, and numerical experiments. The results show the effectiveness of different preconditioners in improving performance.

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Preconditioners for the Space-Time Solution of Large-Scale PDE Applications

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  1. Preconditioners for the Space-Time Solution of Large-Scale PDE Applications Danny Dunlavy, Andy Salinger Sandia National Laboratories Albuquerque, New Mexico, USA SIAM Parallel Processing February 23, 2006 SAND2006-1075C Sandia is a multiprogram laboratory operated by Sandia Corporation, a Lockheed Martin Company,for the United States Department of Energy’s National Nuclear Security Administration under contract DE-AC04-94AL85000.

  2. Motivation • Large-scale Transient Applications • Space-Time Formulations • Transient calculations: • Initial conditions and parameter • Space-time formulations: • Parallelism in time (and space) • Intermediate/final values • Integrated values • Periodic orbits • Applications • Current: Fluid flow (MPSalsa) • Planned: Semiconductor devices (Charon) Fluid/structure problems (Aria/Sierra) SIAM Parallel Processing 2006

  3. Space-Time Formulation Instead, solve for all solutions at once: Transient Simulation of: First solve: where Then solve: Then solve: … and with Newton solve: Solve system with GMRES (right preconditioning) SIAM Parallel Processing 2006

  4. Space-Time Preconditioners = Solve/Precondition • Global • Sequential • Parallel • Block Diag • “Parareal” (Multilevel) = Multiply, Add SIAM Parallel Processing 2006

  5. Each processor owns 1 time step for the entire spatial domain proc 0: proc 0: proc 0: proc 1: proc 0: proc 1: proc 2: proc 0: proc 0: Each processor owns 4 time steps for ¼ of the spatial domain proc 3: proc 0: proc 1: Each processor owns 2 time steps for ½ of the spatial domain Space and Time Partitioned Independently Ex: 4 Time Steps on 4 Procs Spatial Domains Space-Time Domains Proc 0: Proc 1: Proc 2: Proc 3: SIAM Parallel Processing 2006

  6. Preliminary Analysis – Computational Time Time Integration Sequential (preconditioning only, 1 time domain) Sequential (preconditioning only, Nproc time domains) Parallel (Nproc time domains) Parareal (Nproc time domains) Global (Nproc time domains) SIAM Parallel Processing 2006

  7. Demonstration Problem • Frank-Kamenetskii explosion model • Extended to include reactant consumption term • 5 scalar PDEs • 5 unknowns: insulated axis of symmetry SIAM Parallel Processing 2006

  8. Numerical Experiments • Methods • MPSalsa: FEM: 64 x 48 elements, time steps: 32, unknowns: 509,600 • Trilinos: Newton (NOX) : 4–7 iterations GMRES (Aztec) : 400 max. outer, 200 max. inner iterations ILUk (Ifpack) : k=1 (fill) Continuation in (LOCA): 1 step • Fixed Number of Spatial Domains (4) • Processors: 4 8 16 32 64 128 • Time Domains: 1 2 4 8 16 32 • How much can parallelism in time speed up the solve? • Fixed Number of Processors (32) • Spatial domains: 1 2 4 8 16 32 • Time domains: 32 16 8 4 2 1 • How can space-time parallelism be used most effectively? SIAM Parallel Processing 2006

  9. Results – Fixed Number of Spatial Domains (4) Processors 4 8 16 32 64 128 Time Domains 1 2 4 8 16 32 Sequential (1e-6, P) 236 164 131 115 108 104 Sequential (1e-2, P) 217 139 94 74 67 65 Sequential (P, 1e-3) 931 636 477 380 352 357 Parallel (1e-6, 1e-3) 331 210 148 116 98 93 Parallel (P, 1e-3) 943 477 246 108 61 53 Block Diag (P, 1e-3) 1027 523 263 110 64 53 Global (1e-3) 958 491 244 105 57 46 Parareal (1e-6, P) 237 112 145 119 Parareal (P, 1e-3) 950 277 181 106 Preconditioner (block solve tolerance, GMRES tolerance); P = preconditioning only SIAM Parallel Processing 2006

  10. Results – Fixed Number of Spatial Domains (4) Best Results Sequential (1e-2, P) Parallel (P, 1e-3) Global (1e-3) SIAM Parallel Processing 2006

  11. Results – Fixed Number of Processors (32) Spatial Domains 32 16 8 4 2 1 Time Domains 1 2 4 8 16 32 Sequential (1e-6, P) 72 71 87 100 168 122 Sequential (1e-2, P) 55 52 59 66 103 84 Sequential (P, 1e-3) 551 310 339 359 548 625 Parallel (1e-6, 1e-3) 117 95 99 107 154 170 Parallel (P, 1e-3) 548 217 162 135 84 70 Block Diag (P, 1e-3) 550 204 161 137 88 69 Global (1e-3) 365 172 143 125 81 57 Parareal (1e-6, P) 70 75 110 226 Parareal (P, 1e-3) 551 188 184 399 Preconditioner (block solve tolerance, GMRES tolerance); P = preconditioning only SIAM Parallel Processing 2006

  12. Summary • Conclusions • Several preconditioners improve performance of space-time solves • Achieve time parallelism for serial codes (fixed spatial domains) • Future Work • More time steps (study limits of time parallelism) • Comparison of analysis to experimental timing results • Periodic orbit tracking • Initial guesses for Newton (mesh refinement/preconditioning) • Other time discretizations (p-refinement) • Adaptive time steps (r-adaptivity) and time domain partitioning SIAM Parallel Processing 2006

  13. Thank You MS44 – Parallel Space-Time Algorithms Friday, 9:45 – 11:45 AM (Carmel Room) Space-Time Solution of Large-Scale PDE Applications Andy Salinger, 11:15 – 11:40 AM Danny Dunlavy dmdunla@sandia.gov Andy Salinger agsalin@sandia.gov SIAM Parallel Processing 2006

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