Multigrid solvers for equations arising in implicit MHD simulations

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Multigrid solvers for equations arising in implicit MHD simulations smoothing Finest Grid Mark F. Adams Department of Applied Physics & Applied Mathematics Columbia University Ravi Samtaney PPPL Achi Brandt The Weizmann Institute of Science

Resistive MHD equations in strong conservation form Diffusive Hyperbolic Reynolds no. Lundquist no. Peclet no.

Multigrid motivation: smoothing and coarse grid correction smoothing The Multigrid V-cycle Finest Grid Restriction (R) Note: smaller grid Prolongation (P) (interpolation) First Coarse Grid

Nonlinear multigrid!! Algorithm still based on residual but now: "! r = A(u) - A(x) = A(x+e) - A(x) "! In multigrid, obtain solution (x h ~ u) on fine grid "! Residual (r 2h ) equation on coarse grid is: #! A 2h (x 2h + e 2h ) - A 2h (x 2h ) = r 2h #! restrict residual to coarse grid r 2h! R ( f h - A h (x h ) ) #! A 2h (R(x h )+ e 2h ) = A 2h (R(x h )) + R ( f h - A h (x h ) ) = b 2h "! We ve obtained coarse grid equation of the form #! A 2h (x 2h ) = b 2h #! With e 2h = x 2h - R(x h ) #! Apply correction x h = x h + P(e 2h )

(Nonlinear) Multigrid V(" 1," 2 ) - cycle

(Pointwise) Gauss-Seidel smoothers!! Gauss-Seidel is the ideal multigrid smoother "! Given u i-1-2u i + u i+1 = f i :# "! Loop over all grid points (cells) i #! u i! (u i-1 + u i+1! f i )/2# "! We have exact G-S for 1st order upwinding & 2 nd order C.D.!! Problems: "! Exact G-S is often not feasible #! Eg, for 2 nd order (PLM) upwind method "! Exact G-S may result in unstable smoother #! Eg, central differencing "! Solutions: #! Defect correction for high order (L 2 ) methods $! Use low order discretization (L 1 ) in multigrid solver (stable) $! Solve for x m+1 : L 1 x m+1 = f - L 2 x m + L 1 x m #! Double discretization, similar idea #! Develop high order methods w/ more accurate G-S smoothers $! Long term research

h - Ellipticity!! Define E(L h ) = min( F(") " # T HIGH ) max( F(") $% & " < %)!! where F(!) is the Fourier symbol of L h!! T HIGH = [-", ") 2 \ [-"/2, "/2) 2 -- assumes H = 2h!! Theorem (4.7.1, Trotttenberg, et. al., 2000):!! E(L h ) bounded above 0 is necessary and sufficient for the existence of a pointwise smoother.!! Example, common stencils!! #u/#x:!!1d Central differencing, E(L h ) = 0!!1D one sided differencing, E(L h ) =1/$2!! 2D Standard 5-point stencil of Laplacian, E(L h ) =.25!! Time derivative term increases h - Ellipticity

Multigrid Approach!! Geometric MG, Cartesian grids "! Piecewise constant restriction R, linear interpolation (P)!! Red/black point Gauss-Seidel smoothers "! Requires inner G-S solver be coded!! F-cycle "! One V-cycle at each level, starting from coarsest "! Algebraic error < discretization error in one F-cycle iteration #! Bank, Dupont, Math Comp. 1981!! Matrix free - more flops less memory "! Memory increasingly bottleneck - Matrix free is way to go "! processors (cores) are cheap #! memory architecture is expensive and slow (relative to CPU)!! Non-linear multigrid "! No linearization required!! Defect correction for high order (L 2 ) methods "! Use low order discretization (L 1 ) in multigrid solver (stable) "! Solve L 1 x k+1 = f - L 2 x k + L 1 x k

Magnetic reconnection problem!! GEM reconnection test "! 2D Rectangular domain "! Harris sheet equilibrium "! Density field along axis: (fig top) "! Magnetic (smooth) step: (fig bottom) "! Perturb B with a pinch!! Low order preconditioner "! Upwind - Rusanov method!! Higher order in space: C.D.!! CN (2 nd order) or Backward Euler (1 st order)!! Solver "! 1 F-cycle w/ V(4,4)-cycle per time step #! Nominally 11x explicit cost per time step #! ~22 work units per time step!! Viscosity: "! Low: µ=5.0d-04, %=5.0D-03, &=2.0D-02 "! High: µ=5.0d-02, %=5.0D-03, &=2.0D-02!! B z : B z =0 and B z =5.0 "! Strong guide field B z (eg, 5.0) "! critical for tokomak plasmas

!! Time = 100.0,!t = 1. B z = 0, High viscosity "! ~100x CFL on 512 X 256 grid!! 2 nd order spatial convergence!! Use 2 nd order Crank-Nicolson in time!! Kinetic energy compares well w/ other codes 0.25 0.2 GEM Reconnection Test - High Viscosity Samtaney Jardin Lukin Sovinec Kinetic Energy 0.15 0.1 0.05 0 0 5 10 15 20 25 30 35 40 t Tue May 09 07:57:02 2006

Verify 2nd order convergence!! 2nd order spatial accuracy "! Achieved with F-cycle MG solver!! B z = 0, Low viscosity!! Up to 256M dof on 128 cores

!! Time = 100.0,!t =.1 B z = 0, Low viscosity, $ % B = 0!! 2 nd order spatial convergence!! $ % B = 0 converges!! Kinetic energy compares well w/ other codes 0.5 0.45 0.4 GEM Reconnection Test : Low Viscosity Case Samtaney Jardin Lukin Sovinec 0.35 Kinetic Energy 0.3 0.25 0.2 0.15 0.1 0.05 0 0 5 10 15 20 25 30 35 40 t Wed May 17 14:17:45 2006

Verify against M3D-C1, B z =5, High viscosity M3D-C1 Jardin JCP 2007 Fully implicit MHD

!! Hardest test case!!!t =.05, ~55x CFL B z =5, Low viscosity

Residual history (B z =5)!! F cycles achieve discretization error!! Observe super convergence

Conclusion (1)!! Shown that multigrid can be a viable method for solving the nonlinear equations in fully implicit MHD simulations, with potential for minimal cost "! eg, just few work units per time step!! high viscosity and B z =0 case solves very well "! Low viscosity and/or B z =5 require smaller times steps!! Challenge is getting consistent & stable G-S smoother: "! Defect correction method useful, but not optimal "! More than point-wise Gauss-Seidel - DGS "! Additive, multistage smoothers (eg, 4 th order explicit RK) "! Other 2nd order methods with (approximate) G-S!! Future: "! Push back on equations: low mach number asymptotic analysis for strong guide field (B z ) #! Semi-implicit to start

Hyperbolic equations B!Grad!! Degenerate Hyperbolic & distributive Gauss-Seidel!! Point G-S smoothing not sufficient!! Use distributive G-S!! Use backward Euler!! Right preconditioning!! Matrix free & all-at-once smoother Model equation: Distributed G-S w/ distributor C Define q by u = Cq: q! q + B LC (F - LCq) Pre-multiply by C Cq! Cq + CB LC (F - LCq) Use u = Cq u! u + CB LC (F - Lu)

Numerical results!! Blob (both components)!! rounded square B field (single mode flux function) "! B x = cos(y)!sin(x) "! B y = -cos(x)!sin(y)!! 20 time steps!! 1 F(1,1) cycle / time step!! ~ 100x CFL of fast wave!! ~10x advection time scale!! 256 X 256 grid

Thank you

AllSpeed hyperbolic equations B!Grad & distributed Gauss-Seidel!! An MHDAllspeed wave equation: "! Where B is a given field % 1 #$t 2 D( % LU " ' * u ( k +1 ' * = $t % u k ( ' * " F &#$t 2 D 1 )& w k +1 ) $x & w k ) #! Backward Euler time integration is used % 1 #$td(% 1 $td( % LC " ' *' * = 1# $t 2 D 2 0 ( ' * &#$td 1 )& $td 1 ) & 0 1# $t 2 D 2 ) "! In operator form: #! Where D = B!Grad!! Observe: "! Thus, LC is an elliptic operator in limit as!t"! #! Pointwise Gauss-Seidel is stable needed for a smoother #! Define " by U = C", and a pointwise smoother (eg, G-S) B LC : $! Defined but the iterative method: " = " + B LC (F LC") $! Pre multiply by C: U = U + CB LC (F LU), using U = C" $! Stable iterative method to solve/smooth LU=F "u "t # B $w = 0 "w "t # B $u = 0

The Fundamental Equations for Plasma Physics: Boltzmann+Maxwell 6D+time "f # "t + u! $! f + q! # ( r # E + u! % B! ) $! m # " B! "t =,$ % E! $ B! = 0! 1 " E c 2 "t = $ % B!!, µ 0 J $! f = & "f ) # u # ( + ' "t * C f # (! r,! u,t)!! J - / q. # u f # d u! # / # E = 0 0 - q # f # d u! 1 0.!! Complete but impractical!! Cannot solve on all time and length scales!! (MHD) Can eliminate dimensions by integrating over velocity space (with closure assumptions)

Finite Volume Discretization!! Ideal MHD Hyperbolic system: "! #u/#t + #F(u)/#x + #G(u)/#y + = 0 "! u = {& m x m y m z B x B y B z e}, F(u) and G(u) fully nonlinearly couple u!! Central differencing (2 nd order): "! ---u i-1 --- ---u i --- ---u i+1 --- cells or volumes (1D), w/ length 'x "! F i-1/2 F i+1/2 fluxes computed at volume faces "! (u k+1 i - u ik )/'t + (F(u k+? i+1/2 ) - F(u k+? i-1/2 ))/'x + = 0 #! Let F(u i+1/2 ) = (F(u i+1 )+ F(u i ))/2, and so on "! Backward Euler solve, use u k+1 : #! u k+1 i + ('t/2'x)(f(u k+1 i+1 ) - F(u k+1 i-1 )) = u k i #! At each time step!! Upwinding (1 st order Rusanov) "! Let F(u i+1/2 ) = (F(u i+1 )+F(u i ))/2 - ( max i+1/2 (u i+1 -u i )/2 "! ( max i+1/2 is a maximum wave speed of (u i+1 +u i )/2!! 2 nd order Upwinding "! Piecewise linear reconstruction method (PLM)