Two-Level Convergence Theory for Multigrid Reduction in Time (MGRIT)

Journal Article · Thu Oct 26 00:00:00 EDT 2017 · SIAM Journal on Scientific Computing

DOI:https://doi.org/10.1137/16m1074096· OSTI ID:1764758

Dobrev, V. A. ^[1]; Kolev, Tz ^[1]; Petersson, N. A. ^[1]; Schroder, J. B. ^[1]

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1. Lawrence Livermore National Lab. (LLNL), Livermore, CA (United States)

Here we develop a two-grid convergence theory for the parallel-in-time scheme known as multigrid reduction in time (MGRIT), as it is implemented in the open-source package [XBraid: Parallel Multigrid in Time, http://llnl.gov/casc/xbraid]. MGRIT is a scalable and multilevel approach to parallel-in-time simulations that nonintrusively uses existing time-stepping schemes, and in a specific two-level setting it is equivalent to the widely known parareal algorithm. The goal of this paper is twofold. First, we present a two-level MGRIT convergence analysis for linear problems where the spatial discretization matrix can be diagonalized, and then apply this analysis to our two basic model problems, the heat equation and the advection equation. One important assumption is that the coarse and fine time-grid propagators can be diagaonalized by the same set of eigenvectors, which is often the case when the same spatial discretization operator is used on the coarse and fine time grids. In many cases, the MGRIT algorithm is guaranteed to converge, and we demonstrate numerically that the theoretically predicted convergence rates are sharp in practice for our model problems. Second, we explore how the convergence of MGRIT compares to the stability of the chosen time-stepping scheme. In particular, we demonstrate that a stable time-stepping scheme does not necessarily imply convergence of MGRIT, although MGRIT with FCF-relaxation always converges for the diffusion dominated problems considered here.

• Research Organization: Lawrence Livermore National Laboratory (LLNL), Livermore, CA (United States)
• Sponsoring Organization: USDOE National Nuclear Security Administration (NNSA)
• Grant/Contract Number: AC52-07NA27344
• OSTI ID: 1764758
• Report Number(s): LLNL-JRNL--692418; 820646
• Journal Information: SIAM Journal on Scientific Computing, Journal Name: SIAM Journal on Scientific Computing Journal Issue: 5 Vol. 39; ISSN 1064-8275
• Publisher: SIAM
• Country of Publication: United States
• Language: English

Related Subjects

97 MATHEMATICS AND COMPUTING
convergence theory
high performance computing
multigrid
multigrid-in-time
parallel-in-time