Parallel-in-time solution of hyperbolic PDE systems via characteristic-variable block preconditioning

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Main Authors: Krzysik, O. A., De Sterck, H., Falgout, R. D., Schroder, J. B.
Format: Preprint
Published: 2024
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author Krzysik, O. A.
De Sterck, H.
Falgout, R. D.
Schroder, J. B.
author_facet Krzysik, O. A.
De Sterck, H.
Falgout, R. D.
Schroder, J. B.
contents We consider the parallel-in-time solution of hyperbolic partial differential equation (PDE) systems in one spatial dimension, both linear and nonlinear. In the nonlinear setting, the discretized equations are solved with a preconditioned residual iteration based on a global linearization. The linear(ized) equation systems are approximately solved parallel-in-time using a block preconditioner applied in the characteristic variables of the underlying linear(ized) hyperbolic PDE. This change of variables is motivated by the observation that inter-variable coupling for characteristic variables is weak relative to intra-variable coupling, at least locally where spatio-temporal variations in the eigenvectors of the associated flux Jacobian are sufficiently small. For an $\ell$-dimensional system of PDEs, applying the preconditioner consists of solving a sequence of $\ell$ scalar linear(ized)-advection-like problems, each being associated with a different characteristic wave-speed in the underlying linear(ized) PDE. We approximately solve these linear advection problems using multigrid reduction-in-time (MGRIT); however, any other suitable parallel-in-time method could be used. Numerical examples are shown for the (linear) acoustics equations in heterogeneous media, and for the (nonlinear) shallow water equations and Euler equations of gas dynamics with shocks and rarefactions.
format Preprint
id arxiv_https___arxiv_org_abs_2407_03873
institution arXiv
publishDate 2024
record_format arxiv
spellingShingle Parallel-in-time solution of hyperbolic PDE systems via characteristic-variable block preconditioning
Krzysik, O. A.
De Sterck, H.
Falgout, R. D.
Schroder, J. B.
Numerical Analysis
We consider the parallel-in-time solution of hyperbolic partial differential equation (PDE) systems in one spatial dimension, both linear and nonlinear. In the nonlinear setting, the discretized equations are solved with a preconditioned residual iteration based on a global linearization. The linear(ized) equation systems are approximately solved parallel-in-time using a block preconditioner applied in the characteristic variables of the underlying linear(ized) hyperbolic PDE. This change of variables is motivated by the observation that inter-variable coupling for characteristic variables is weak relative to intra-variable coupling, at least locally where spatio-temporal variations in the eigenvectors of the associated flux Jacobian are sufficiently small. For an $\ell$-dimensional system of PDEs, applying the preconditioner consists of solving a sequence of $\ell$ scalar linear(ized)-advection-like problems, each being associated with a different characteristic wave-speed in the underlying linear(ized) PDE. We approximately solve these linear advection problems using multigrid reduction-in-time (MGRIT); however, any other suitable parallel-in-time method could be used. Numerical examples are shown for the (linear) acoustics equations in heterogeneous media, and for the (nonlinear) shallow water equations and Euler equations of gas dynamics with shocks and rarefactions.
title Parallel-in-time solution of hyperbolic PDE systems via characteristic-variable block preconditioning
topic Numerical Analysis
url https://arxiv.org/abs/2407.03873