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


Motivation : 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)


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


Space-Time Preconditioners : Space-Time Preconditioners Global Sequential Parallel Block Diag “Parareal” (Multilevel) = Solve/Precondition = Multiply, Add


Space and Time Partitioned Independently Ex: 4 Time Steps on 4 Procs : Space and Time Partitioned Independently Ex: 4 Time Steps on 4 Procs Spatial Domains Space-Time Domains Proc 0: Proc 1: Proc 3: Proc 2:


Preliminary Analysis – Computational Time : 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)


Demonstration Problem : Demonstration Problem Frank-Kamenetskii explosion model Extended to include reactant consumption term 5 scalar PDEs 5 unknowns: insulated axis of symmetry


Numerical Experiments : 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?


Results – Fixed Number of Spatial Domains (4) : 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


Results – Fixed Number of Spatial Domains (4) : Results – Fixed Number of Spatial Domains (4) Best Results Sequential (1e-2, P) Parallel (P, 1e-3) Global (1e-3)


Results – Fixed Number of Processors (32) : 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


Summary : 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


Slide13 : 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