Robust large-scale parallel nonlinear solvers for simulations.
This report documents research to develop robust and efficient solution techniques for solving large-scale systems of nonlinear equations. The most widely used method for solving systems of nonlinear equations is Newton's method. While much research has been devoted to augmenting Newton-based solvers (usually with globalization techniques), little has been devoted to exploring the application of different models. Our research has been directed at evaluating techniques using different models than Newton's method: a lower order model, Broyden's method, and a higher order model, the tensor method. We have developed large-scale versions of each of these models and have demonstrated their use in important applications at Sandia. Broyden's method replaces the Jacobian with an approximation, allowing codes that cannot evaluate a Jacobian or have an inaccurate Jacobian to converge to a solution. Limited-memory methods, which have been successful in optimization, allow us to extend this approach to large-scale problems. We compare the robustness and efficiency of Newton's method, modified Newton's method, Jacobian-free Newton-Krylov method, and our limited-memory Broyden method. Comparisons are carried out for large-scale applications of fluid flow simulations and electronic circuit simulations. Results show that, in cases where the Jacobian was inaccurate or could not be computed, Broyden's method convergedmore »
- Publication Date:
- OSTI Identifier:
- 876345
- Report Number(s):
- SAND2005-6864
TRN: US200606%%128
- DOE Contract Number:
- AC04-94AL85000
- Resource Type:
- Technical Report
- Research Org:
- Sandia National Laboratories
- Sponsoring Org:
- USDOE
- Country of Publication:
- United States
- Language:
- English
- Subject:
- 99 GENERAL AND MISCELLANEOUS//MATHEMATICS, COMPUTING, AND INFORMATION SCIENCE; ALGORITHMS; CONVERGENCE; EFFICIENCY; ELECTRONIC CIRCUITS; FLUID FLOW; MATRICES; NONLINEAR PROBLEMS; COMPUTERIZED SIMULATION Large scale systems.; Nonlinear programming.; Differential equations, Nonlinear.
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