Shifted Sobol points and multigrid Monte Carlo simulation

Multidimensional integrals arise in many problems of physics. For example, moments of the distribution function in the problems of transport of various particles (photons, neutrons, etc.) are 6-dimensional integrals. When calculating the coefficients of electrical conductivity and thermal conductivity, scattering integrals arise, the dimension of which is equal to 12. There are also problems with a significantly large number of variables. The Monte Carlo method is the most effective method for calculating integrals of such a high multiplicity. However, the efficiency of this method strongly depends on the choice of a sequence that simulates a set of random numbers. A large number of pseudo-random number generators are described in the literature. Their quality is checked using a battery of formal tests. However, the simplest visual analysis shows that passing such tests does not guarantee good uniformity of these sequences. The magic Sobol points are the most effective for calculating multidimensional integrals. In this paper, an improvement of these sequences is proposed: the shifted magic Sobol points that provide better uniformity of points distribution in a multidimensional cube. This significantly increases the cubature accuracy. A significant difficulty of the Monte Carlo method is a posteriori confirmation of the actual accuracy. In this paper, we propose a multigrid algorithm that allows one to find the grid value of the integral simultaneously with a statistically reliable accuracy estimate. Previously, such estimates were unknown. Calculations of representative test integrals with a high actual dimension up to 16 are carried out. The multidimensional Weierstrass function, which has no derivative at any point, is chosen as the integrand function. These calculations convincingly show the advantages of the proposed methods.

Increased space-parallelism via time-simultaneous Newton-multigrid methods for nonstationary nonlinear PDE problems

We discuss how “parallel-in-space & simultaneous-in-time” Newton-multigrid approaches can be designed which improve the scaling behavior of the spatial parallelism by reducing the latency costs. The idea is to solve many time steps at once and therefore solving fewer but larger systems. These large systems are reordered and interpreted as a space-only problem leading to multigrid algorithm with semi-coarsening in space and line smoothing in time direction. The smoother is further improved by embedding it as a preconditioner in a Krylov subspace method. As a prototypical application, we concentrate on scalar partial differential equations (PDEs) with up to many thousands of time steps which are discretized in time, resp., space by finite difference, resp., finite element methods. For linear PDEs, the resulting method is closely related to multigrid waveform relaxation and its theoretical framework. In our parabolic test problems the numerical behavior of this multigrid approach is robust w.r.t. the spatial and temporal grid size and the number of simultaneously treated time steps. Moreover, we illustrate how corresponding time-simultaneous fixed-point and Newton-type solvers can be derived for nonlinear nonstationary problems that require the described solution of linearized problems in each outer nonlinear step. As the main result, we are able to generate much larger problem sizes to be treated by a large number of cores so that the combination of the robustly scaling multigrid solvers together with a larger degree of parallelism allows a faster solution procedure for nonstationary problems.

The Influence of Mesh Resolution on 3D RANS Flow Simulations in Turbomachinery Flow Parts

The question of the difference mesh refinement degree influence on the results of calculation of the three-dimensional viscous gas flows in the flow parts of turbomachines using the RANS flow models and second order numerical methods is considered. Calculations of flows for a number of turbine and compressor grids on successively refining grids have been performed. We used H-type grids with approximate orthogonalization of cells in the boundary layer. The calculations were carried out using a CFD solver F with the use of an implicit ENO scheme of the second order, a local time step, and a simplified multigrid algorithm. When calculating the flow on fine grids, the following were used: convergence acceleration tools implemented in the solver; truncation of the computational domain with subsequent distribution of the results based on the symmetry property; the computational domain splitting into parts and computations parallelizing. Comparison of the obtained results is carried out, both in terms of qualitative resolution of the complex structure of three-dimensional flows, and in terms of quantitative assessment of losses. Grid convergence was estimated in two ways. In the first, the characteristic two-dimensional distributions of parameters obtained on different grids were visually compared. The purpose of such comparisons was to evaluate the sufficient degree of solution of both the general structure of the flow in grids and its features, namely, shock waves, contact discontinuities, separation zones, wakes, etc. The second estimation method is based on the grid convergence index (GCI). The GCI calculated from the three-dimensional density field was considered in this paper. It is concluded that for scientific research requiring high accuracy of calculations and detailing of the structure of a three-dimensional flow, very fine difference meshes with the number of cells from 106 to 108 in one blade-to-blade channel are needed, while for engineering calculations, under certain conditions, it is sufficient to use meshes with the number of cells less than 1 million in one blade-to-blade channel.

Augmented Lagrangian preconditioners for the Oseen–Frank model of nematic and cholesteric liquid crystals

We propose a robust and efficient augmented Lagrangian-type preconditioner for solving linearizations of the Oseen–Frank model arising in nematic and cholesteric liquid crystals. By applying the augmented Lagrangian method, the Schur complement of the director block can be better approximated by the weighted mass matrix of the Lagrange multiplier, at the cost of making the augmented director block harder to solve. In order to solve the augmented director block, we develop a robust multigrid algorithm which includes an additive Schwarz relaxation that captures a pointwise version of the kernel of the semi-definite term. Furthermore, we prove that the augmented Lagrangian term improves the discrete enforcement of the unit-length constraint. Numerical experiments verify the efficiency of the algorithm and its robustness with respect to problem-related parameters (Frank constants and cholesteric pitch) and the mesh size.

Boundary Value Problems Numerical Solution on Multiblock Grids

Results of theoretical analysis of the geometric multigrid algorithms convergence are presented for solving the linear boundary value problems on a two-block grid. In this case, initial domain could be represented as a union of intersecting subdomains, in each of them a structured grid could be constructed generating a hierarchy of coarse grids. Multigrid iteration matrix is obtained using the damped nonsymmetric iterative method as a smoother. The multigrid algorithm contains a new problem-dependent component --- correction interpolation between grid blocks. Smoothing property for the damped nonsymmetric iterative method and convergence of the robust multigrid technique are proved. Estimation of the multigrid iteration matrix norm is obtained (sufficient convergence condition). It is shown that the number of multigrid iterations does not depend on either the step or the number of grid blocks, if interpolation of the correction between grid blocks is sufficiently accurate. Results of computational experiments are presented on solving the three-dimensional Dirichlet boundary value problem for the Poisson equation illustrating the theoretical analysis. Results obtained could be easily generalized to multiblock grids. The work is of interest for developers of highly efficient algorithms for solving the (initial-) boundary value problems describing physical and chemical processes in complex geometry domains

Modelling of droplet impacts on dry and wet surfaces using depth-averaged form

An efficient time-adaptive multigrid algorithm is used to solve a range of normal and oblique droplet impacts on dry surfaces and liquid films using the Depth-Averaged Form (DAF) method of the governing unsteady Navier–Stokes equations. The dynamics of a moving three-phase contact line on dry surfaces is predicted by a precursor film model. The method is validated against a variety of experimental results for droplet impacts, looking at factors such as crown height and diameter, spreading diameter and splashing for a range of Weber, Reynolds and Froude numbers along with liquid film thicknesses and impact angles. It is found that, while being a computationally inexpensive methodology, the DAF method produces accurate predictions of the crown and spreading diameters as well as conditions for splash, however, underpredicts the crown height as the vertical inertia is not included in the model.

$$ \mathcal{N} $$ = 1 Super-Yang-Mills theory on the lattice with twisted mass fermions

Super-Yang-Mills theory (SYM) is a central building block for supersymmetric extensions of the Standard Model of particle physics. Whereas the weakly coupled subsector of the latter can be treated within a perturbative setting, the strongly coupled subsector must be dealt with a non-perturbative approach. Such an approach is provided by the lattice formulation. Unfortunately a lattice regularization breaks supersymmetry and consequently the mass degeneracy within a supermultiplet. In this article we investigate the properties of $$ \mathcal{N} $$ N = 1 supersymmetric SU(3) Yang-Mills theory with a lattice Wilson Dirac operator with an additional parity mass, similar as in twisted mass lattice QCD. We show that a special 45° twist effectively removes the mass splitting of the chiral partners. Thus, at finite lattice spacing both chiral and supersymmetry are enhanced resulting in an improved continuum extrapolation. Furthermore, we show that for the non-interacting theory at 45° twist discretization errors of order $$ \mathcal{O}(a) $$ O a are suppressed, suggesting that the same happens for the interacting theory as well. As an aside, we demonstrate that the DDαAMG multigrid algorithm accelerates the inversion of the Wilson Dirac operator considerably. On a 163× 32 lattice, speed-up factors of up to 20 are reached if commonly used algorithms are replaced by the DDαAMG.