Skip to main content

Space and Time Parallel Multigrid for Optimization and Uncertainty Quantification in PDE Simulations

  • Conference paper
  • First Online:

Part of the book series: Lecture Notes in Computational Science and Engineering ((LNCSE,volume 113))

Abstract

In this article we present a complete parallelization approach for simulations of PDEs with applications in optimization and uncertainty quantification. The method of choice for linear or nonlinear elliptic or parabolic problems is the geometric multigrid method since it can achieve optimal (linear) complexity in terms of degrees of freedom, and it can be combined with adaptive refinement strategies in order to find the minimal number of degrees of freedom. This optimal solver is parallelized such that weak and strong scaling is possible for extreme scale HPC architectures. For the space parallelization of the multigrid method we use a tree based approach that allows for an adaptive grid refinement and online load balancing. Parallelization in time is achieved by SDC/ISDC or a space-time formulation. As an example we consider the permeation through human skin which serves as a diffusion model problem where aspects of shape optimization, uncertainty quantification as well as sensitivity to geometry and material parameters are studied. All methods are developed and tested in the UG4 library.

This is a preview of subscription content, log in via an institution.

Buying options

Chapter
USD   29.95
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
eBook
USD   84.99
Price excludes VAT (USA)
  • Available as EPUB and PDF
  • Read on any device
  • Instant download
  • Own it forever
Softcover Book
USD   109.99
Price excludes VAT (USA)
  • Compact, lightweight edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info
Hardcover Book
USD   109.99
Price excludes VAT (USA)
  • Durable hardcover edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info

Tax calculation will be finalised at checkout

Purchases are for personal use only

Learn about institutional subscriptions

Notes

  1. 1.

    We use the commonly utilized term “energy consumption” despite the fact that electrical energy is converted to thermal energy.

  2. 2.

    cpufreq_set_frequency()

  3. 3.

    HLRS, Stuttgart, Germany, http://www.hlrs.de/systems/platforms/cray-xe6-hermit/

References

  1. Ballani, J., Grasedyck, L.: Hierarchical tensor approximation of output quantities of parameter-dependent PDEs. SIAM/ASA J. Uncertain. Quantif. 3 (1), 852–872 (2015)

    Article  MathSciNet  MATH  Google Scholar 

  2. Bastian, P., Wittum, G.: Robustness and adaptivity: the UG concept. In: Hemker, P., Wesseling, P. (eds.) Multigrid Methods IV, Proceedings of the Fourth European Multigrid Conference. Birkhäuser, Basel (1994)

    Google Scholar 

  3. Benedusi, P., Hupp, D., Arbenz, P., Krause, R.: A parallel multigrid solver for time-periodic incompressible Navier–Stokes equations in 3d. In: Karasözen, B., Manguoglu, M., Tezer-Sezgin, M., Göktepe, S., Ugur, Ö. (eds.) Numerical Mathematics and Advanced Applications – ENUMATH 2015. Springer, Ankara (2016)

    Google Scholar 

  4. Corporation, I.: Enhanced Intel®; SpeedStep®; Technology for the Intel®; Pentium®; M Processor. White Paper (2004). http://download.intel.com/design/network/papers/30117401.pdf

  5. Dahmen, W., DeVore, R., Grasedyck, L., Süli, E.: Tensor-sparsity of solutions to high-dimensional elliptic partial differential equations. Found. Comput. Math. 1–62 (2015). http://dx.doi.org/10.1007/s10208-015-9265-9

  6. Dick, B., Vogel, A., Khabi, D., Rupp, M., Küster, U., Wittum, G.: Utilization of empirically determined energy-optimal CPU-frequencies in a numerical simulation code. Comput. Vis. Sci. 17 (2), 89–97 (2015). http://dx.doi.org/10.1007/s00791-015-0251-1

    Article  MathSciNet  Google Scholar 

  7. Emmett, M., Minion, M.L.: Toward an efficient parallel in time method for partial differential equations. Commun. Appl. Math. Comput. Sci. 7, 105–132 (2012)

    Article  MathSciNet  MATH  Google Scholar 

  8. Grasedyck, L.: Hierarchical singular value decomposition of tensors. SIAM J. Matrix Anal. Appl. 31, 2029–2054 (2010)

    Article  MathSciNet  MATH  Google Scholar 

  9. Grasedyck, L., Kluge, M., Krämer, S.: Variants of alternating least squares tensor completion in the tensor train format. SIAM J. Sci. Comput. 37 (5), A2424–A2450 (2015)

    Article  MathSciNet  MATH  Google Scholar 

  10. Grasedyck, L., Kriemann, R., Löbbert, C., Nägel, A., Wittum, G., Xylouris, K.: Parallel tensor sampling in the hierarchical tucker format. Comput. Vis. Sci. 17 (2), 67–78 (2015)

    Article  MathSciNet  Google Scholar 

  11. Hackbusch, W., Kühn, S.: A new scheme for the tensor representation. J. Fourier Anal. Appl. 15 (5), 706–722 (2009)

    Article  MathSciNet  MATH  Google Scholar 

  12. Heisig, M., Lieckfeldt, R., Wittum, G., Mazurkevich, G., Lee, G.: Non steady-state descriptions of drug permeation through stratum corneum. I. The biphasic brick-and-mortar model. Pharm. Res. 13 (3), 421–426 (1996)

    Google Scholar 

  13. Hoffer, M., Poliwoda, C., Wittum, G.: Visual reflection library: a framework for declarative gui programming on the java platform. Comput. Vis. Sci. 16 (4), 181–192 (2013)

    Article  Google Scholar 

  14. Mazouz, A., Laurent, A., Benoît, P., Jalby, W.: Evaluation of CPU frequency transition latency. Comput. Sci. 29 (3–4), 187–195 (2014). http://dx.doi.org/10.1007/s00450-013-0240-x

    Google Scholar 

  15. Meyer, M., Desbrun, M., Schröder, P., Barr, A.H.: Discrete differential-geometry operators for triangulated 2-manifolds. In: Hege, H.C., Polthier, K. (eds.) Visualization and Mathematics III, pp. 35–57. Springer, Berlin (2003)

    Chapter  Google Scholar 

  16. Minion, M.L., Speck, R., Bolten, M., Emmett, M., Ruprecht, D.: Interweaving PFASST and parallel multigrid. SIAM J. Sci. Comput. 37, S244–S263 (2015)

    Article  MathSciNet  MATH  Google Scholar 

  17. Mitragotri, S., Anissimov, Y.G., Bunge, A.L., Frasch, H.F., Guy, R.H., Hadgraft, J., Kasting, G.B., Lane, M.E., Roberts, M.S.: Mathematical models of skin permeability: an overview. Int. J. Pharm. 418 (1), 115–129 (2011)

    Article  Google Scholar 

  18. Naegel, A., Heisig, M., Wittum, G.: Detailed modeling of skin penetration – an overview. Adv. Drug Delivery Rev. 65 (2), 191–207 (2013). http://www.sciencedirect.com/science/article/pii/S0169409X12003559. Modeling the human skin barrier – towards a better understanding of dermal absorption

  19. Nägel, A., Schulz, V., Siebenborn, M., Wittum, G.: Scalable shape optimization methods for structured inverse modeling in 3D diffusive processes. Comput. Vis. Sci. 17 (2), 79–88 (2015)

    Article  MathSciNet  Google Scholar 

  20. Nägel, A., Heisig, M., Wittum, G.: A comparison of two- and three-dimensional models for the simulation of the permeability of human stratum corneum. Eur. J. Pharm. Biopharm. 72 (2), 332–338 (2009)

    Article  Google Scholar 

  21. Reiter, S., Vogel, A., Heppner, I., Rupp, M., Wittum, G.: A massively parallel geometric multigrid solver on hierarchically distributed grids. Comput. Vis. Sci. 16 (4), 151–164 (2013). http://dx.doi.org/10.1007/s00791-014-0231-x

    Article  Google Scholar 

  22. Schulz, V.: A Riemannian view on shape optimization. Found. Comput. Math. 14, 483–501 (2014)

    Article  MathSciNet  MATH  Google Scholar 

  23. Schulz, V., Siebenborn, M.: Computational comparison of surface metrics for PDE constrained shape optimization. Comput. Methods Appl. Math. (submitted) (2015). arxiv.org/abs/1509.08601

  24. Schulz, V., Siebenborn, M., Welker, K.: A novel Steklov-Poincaré type metric for efficient PDE constrained optimization in shape spaces. SIAM J. Optim. (submitted) (2015). arxiv.org/abs/1506.02244

  25. Schulz, V., Siebenborn, M., Welker, K.: Structured inverse modeling in parabolic diffusion problems. SIAM J. Control Optim. 53 (6), 3319–3338 (2015). arXiv.org/abs/1409.3464

    Google Scholar 

  26. Speck, R., Ruprecht, D., Emmett, M., Minion, M.L., Bolten, M., Krause, R.: A multi-level spectral deferred correction method. BIT Numer. Math. 55, 843–867 (2015)

    Article  MathSciNet  MATH  Google Scholar 

  27. Speck, R., Ruprecht, D., Minion, M., Emmett, M., Krause, R.: Inexact spectral deferred corrections. In: Domain Decomposition Methods in Science and Engineering XXII. Lecture Notes in Computational Science and Engineering, vol. 104, pp. 127–133. Springer, Cham (2015)

    Google Scholar 

  28. Vogel, A., Reiter, S., Rupp, M., Nägel, A., Wittum, G.: UG4: a novel flexible software system for simulating PDE based models on high performance computers. Comput. Vis. Sci. 16 (4), 165–179 (2013). http://dx.doi.org/10.1007/s00791-014-0232-9

    Article  Google Scholar 

  29. Wittum, G.: Editorial: algorithmic requirements for HPC. Comput. Vis. Sci. 17 (2), 65–66 (2015)

    Article  MathSciNet  Google Scholar 

Download references

Acknowledgements

All ten authors gratefully acknowledge support from the DFG (Deutsche Forschungsgemeinschaft) within the DFG priority program on software for exascale computing (SPPEXA), project Exasolvers.

Author information

Authors and Affiliations

Authors

Corresponding author

Correspondence to Lars Grasedyck .

Editor information

Editors and Affiliations

Rights and permissions

Reprints and permissions

Copyright information

© 2016 Springer International Publishing Switzerland

About this paper

Cite this paper

Grasedyck, L. et al. (2016). Space and Time Parallel Multigrid for Optimization and Uncertainty Quantification in PDE Simulations. In: Bungartz, HJ., Neumann, P., Nagel, W. (eds) Software for Exascale Computing - SPPEXA 2013-2015. Lecture Notes in Computational Science and Engineering, vol 113. Springer, Cham. https://doi.org/10.1007/978-3-319-40528-5_23

Download citation

Publish with us

Policies and ethics