Fast Integral Equation Solver for Variable Coefficient Elliptic PDEs in Complex Geometries

Fast Integral Equation Solver for Variable Coefficient Elliptic PDEs in Complex Geometries

Author: Dhairya Malhotra

Publisher:

Published: 2017

Total Pages: 286

ISBN-13:

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This dissertation presents new numerical algorithms and related software for the numerical solution of elliptic boundary value problems with variable coefficients on certain classes of geometries. The target applications are problems in electrostatics, fluid mechanics, low-frequency electromagnetic and acoustic scattering. We present discretizations based on integral equation formulations which are founded in potential theory and Green's functions. Advantages of our methods include high-order discretization, optimal algorithmic complexity, mesh-independent convergence rate, high-performance and parallel scalability. First, we present a parallel software framework based on kernel independent fast multipole method (FMM) for computing particle and volume potentials in 3D. Our software is applicable to a wide range of elliptic problems such as Poisson, Stokes and low-frequency Helmholtz. It includes new parallel algorithms and performance optimizations which make our volume FMM one of the fastest constant-coefficient elliptic PDE solver on cubic domains. We show that our method is orders of magnitude faster than other N-body codes and PDE solvers. We have scaled our method to half-trillion unknowns on 229K CPU cores. Second, we develop a high-order, adaptive and scalable solver for volume integral equation (VIE) formulations of variable coefficient elliptic PDEs on cubic domains. We use our volume FMM to compute integrals and use GMRES to solve the discretized linear system. We apply our method to compute incompressible Stokes flow in porous media geometries using a penalty function to enforce no-slip boundary conditions on the solid walls. In our largest run, we achieved 0.66 PFLOP/s on 2K compute nodes of the Stampede system (TACC). Third, we develop novel VIE formulations for problems on geometries that can be smoothly mapped to a cube. We convert problems on non-regular geometries to variable coefficient problems on cubic domains which are then solved efficiently using our volume FMM and GMRES. We show that our solver converges quickly even for highly irregular geometries and that the convergence rates are independent of mesh refinement. Fourth, we present a parallel boundary integral equation solver for simulating the flow of concentrated vesicle suspensions in 3D. Such simulations provide useful insights on the dynamics of blood flow and other complex fluids. We present new algorithmic improvements and performance optimizations which allow us to efficiently simulate highly concentrated vesicle suspensions in parallel.


Fast Direct Solvers for Elliptic PDEs

Fast Direct Solvers for Elliptic PDEs

Author: Per-Gunnar Martinsson

Publisher: SIAM

Published: 2019-12-16

Total Pages: 332

ISBN-13: 1611976049

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Fast solvers for elliptic PDEs form a pillar of scientific computing. They enable detailed and accurate simulations of electromagnetic fields, fluid flows, biochemical processes, and much more. This textbook provides an introduction to fast solvers from the point of view of integral equation formulations, which lead to unparalleled accuracy and speed in many applications. The focus is on fast algorithms for handling dense matrices that arise in the discretization of integral operators, such as the fast multipole method and fast direct solvers. While the emphasis is on techniques for dense matrices, the text also describes how similar techniques give rise to linear complexity algorithms for computing the inverse or the LU factorization of a sparse matrix resulting from the direct discretization of an elliptic PDE. This is the first textbook to detail the active field of fast direct solvers, introducing readers to modern linear algebraic techniques for accelerating computations, such as randomized algorithms, interpolative decompositions, and data-sparse hierarchical matrix representations. Written with an emphasis on mathematical intuition rather than theoretical details, it is richly illustrated and provides pseudocode for all key techniques. Fast Direct Solvers for Elliptic PDEs is appropriate for graduate students in applied mathematics and scientific computing, engineers and scientists looking for an accessible introduction to integral equation methods and fast solvers, and researchers in computational mathematics who want to quickly catch up on recent advances in randomized algorithms and techniques for working with data-sparse matrices.


The Boundary-Domain Integral Method for Elliptic Systems

The Boundary-Domain Integral Method for Elliptic Systems

Author: Andreas Pomp

Publisher: Springer Science & Business Media

Published: 1998-03-18

Total Pages: 188

ISBN-13: 9783540641636

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This monograph gives a description of all algorithmic steps and a mathematical foundation for a special numerical method, namely the boundary-domain integral method (BDIM). This method is a generalization of the well-known boundary element method, but it is also applicable to linear elliptic systems with variable coefficients, especially to shell equations. The text should be understandable at the beginning graduate-level. It is addressed to researchers in the fields of numerical analysis and computational mechanics, and will be of interest to everyone looking at serious alternatives to the well-established finite element methods.


PETSc for Partial Differential Equations: Numerical Solutions in C and Python

PETSc for Partial Differential Equations: Numerical Solutions in C and Python

Author: Ed Bueler

Publisher: SIAM

Published: 2020-10-22

Total Pages: 407

ISBN-13: 1611976316

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The Portable, Extensible Toolkit for Scientific Computation (PETSc) is an open-source library of advanced data structures and methods for solving linear and nonlinear equations and for managing discretizations. This book uses these modern numerical tools to demonstrate how to solve nonlinear partial differential equations (PDEs) in parallel. It starts from key mathematical concepts, such as Krylov space methods, preconditioning, multigrid, and Newton’s method. In PETSc these components are composed at run time into fast solvers. Discretizations are introduced from the beginning, with an emphasis on finite difference and finite element methodologies. The example C programs of the first 12 chapters, listed on the inside front cover, solve (mostly) elliptic and parabolic PDE problems. Discretization leads to large, sparse, and generally nonlinear systems of algebraic equations. For such problems, mathematical solver concepts are explained and illustrated through the examples, with sufficient context to speed further development. PETSc for Partial Differential Equations addresses both discretizations and fast solvers for PDEs, emphasizing practice more than theory. Well-structured examples lead to run-time choices that result in high solver performance and parallel scalability. The last two chapters build on the reader’s understanding of fast solver concepts when applying the Firedrake Python finite element solver library. This textbook, the first to cover PETSc programming for nonlinear PDEs, provides an on-ramp for graduate students and researchers to a major area of high-performance computing for science and engineering. It is suitable as a supplement for courses in scientific computing or numerical methods for differential equations.


Massively Parallel Fast Elliptic Equation Solver for Three Dimensional Hydrodynamics and Relativity

Massively Parallel Fast Elliptic Equation Solver for Three Dimensional Hydrodynamics and Relativity

Author:

Publisher:

Published: 1995

Total Pages: 17

ISBN-13:

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Through the work proposed in this document we expect to advance the forefront of large scale computational efforts on massively parallel distributed-memory multiprocessors. We will develop tools for effective conversion to a parallel implementation of sequential numerical methods used to solve large systems of partial differential equations. The research supported by this work will involve conversion of a program which does state of the art modeling of multi-dimensional hydrodynamics, general relativity and particle transport in energetic astrophysical environments. The proposed parallel algorithm development, particularly the study and development of fast elliptic equation solvers, could significantly benefit this program and other applications involving solutions to systems of differential equations. We shall develop a data communication manager for distributed memory computers as an aid in program conversions to a parallel environment and implement it in the three dimensional relativistic hydrodynamics program discussed below; develop a concurrent system/concurrent subgrid multigrid method. Currently, five systems are approximated sequentially using multigrid successive overrelaxation. Results from an iteration cycle of one multigrid system are used in following multigrid systems iterations. We shall develop a multigrid algorithm for simultaneous computation of the sets of equations. In addition, we shall implement a method for concurrent processing of the subgrids in each of the multigrid computations. The conditions for convergence of the method will be examined. We'll compare this technique to other parallel multigrid techniques, such as distributed data/sequential subgrids and the Parallel Superconvergent Multigrid of Frederickson and McBryan. We expect the results of these studies to offer insight and tools both for the selection of new algorithms as well as for conversion of existing large codes for massively parallel architectures.


Constructive Methods for Elliptic Equations

Constructive Methods for Elliptic Equations

Author: Robert P. Gilbert

Publisher:

Published: 1974

Total Pages: 420

ISBN-13:

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Primarily these lectures are a report on recent work by the Indiana University group working on Function theoretic methods as applied to the theory of partial differential equations.


Partial Differential Equations

Partial Differential Equations

Author: Walter A. Strauss

Publisher: John Wiley & Sons

Published: 2007-12-21

Total Pages: 467

ISBN-13: 0470054565

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Our understanding of the fundamental processes of the natural world is based to a large extent on partial differential equations (PDEs). The second edition of Partial Differential Equations provides an introduction to the basic properties of PDEs and the ideas and techniques that have proven useful in analyzing them. It provides the student a broad perspective on the subject, illustrates the incredibly rich variety of phenomena encompassed by it, and imparts a working knowledge of the most important techniques of analysis of the solutions of the equations. In this book mathematical jargon is minimized. Our focus is on the three most classical PDEs: the wave, heat and Laplace equations. Advanced concepts are introduced frequently but with the least possible technicalities. The book is flexibly designed for juniors, seniors or beginning graduate students in science, engineering or mathematics.


A Tutorial on Elliptic PDE Solvers and Their Parallelization

A Tutorial on Elliptic PDE Solvers and Their Parallelization

Author: Craig C. Douglas

Publisher: SIAM

Published: 2003-01-01

Total Pages: 153

ISBN-13: 9780898718171

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This compact yet thorough tutorial is the perfect introduction to the basic concepts of solving partial differential equations (PDEs) using parallel numerical methods. In just eight short chapters, the authors provide readers with enough basic knowledge of PDEs, discretization methods, solution techniques, parallel computers, parallel programming, and the run-time behavior of parallel algorithms to allow them to understand, develop, and implement parallel PDE solvers. Examples throughout the book are intentionally kept simple so that the parallelization strategies are not dominated by technical details.