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Maria Ugryumova Direct Solution Techniques in Spectral Methods CASA Seminar, 13 December 2007.
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Transcript of Maria Ugryumova Direct Solution Techniques in Spectral Methods CASA Seminar, 13 December 2007.
Maria Ugryumova
Direct Solution Techniques in Spectral Methods
CASA Seminar, 13 December 2007
Outline
1. Introduction
2. Ad-hoc Direct Methods
4. Direct methods
5. Conclusions
2/30
3. The matrix diagonalization techniques
1. Introduction
3/30
,u u f , ( ), 0 and BCdR f f x
• Constant-coefficient Helmholtz equation
L u b
• Some generalizations
• Spectral descretization methods lead to the system
• Steady and unsteady problems;
Outline
1. Introduction
2. Ad-hoc Direct Methods
3. The matrix diagonalization techniques
4. Direct methods
5. Conclusions
4/30
2. Ad-hoc Direct Methods
• Fourier
• Chebyshev
• Legendre
1. To performe appropriate transform
2. To solve the system
3. To performe an inverse transform on to get .
Solution process:
L u b
ku ju
5/30
Approximations:
2. Ad-hoc Direct Methods
• Fourier
• Chebyshev
• Legendre
1. To performe appropriate transform
2. To solve the system
3. To performe an inverse transform on to get .
Solution process:
L u b
ku ju
5/30
Approximations:
2.1 Fourier Approximations
2
2 in (0,2 ), is 2 periodic
d uu f u
dx
2 , ,..., 1, (1)2 2
k k k
N Nk u u f k
ku
Problem
- the Fourier coefficients;
Solution 1a - The Fourier Galerkin approximation
• The solution is 2/( ), ,..., 1.2 2
k k
N Nu f k k
- the trancated Fourier series; / 2 1
/ 2
( )N
ikxkN
k N
P u x u e
6/30
Solution 1b - a Fourier collocation approximation
Given2
, 0,..., 1.j
jx j N
N
2
2| =0, 0,..., -1 (2)
jx x
d uu f j N
dx
7/30
2 , / 2,..., / 2 1, (3)k k kk u u f k N N k ku fand - the discrete Fourier coefficients;
Solution 1b - a Fourier collocation approximation
• Using the discrete Fourier transform (DFT is a mapping between )
Given2
, 0,..., 1.j
jx j N
N
2
2| =0, 0,..., -1 (2)
jx x
d uu f j N
dx
( ) and kju x u
7/30
2 , / 2,..., / 2 1, (3)k k kk u u f k N N k ku fand - the discrete Fourier coefficients;
Solution 1b - a Fourier collocation approximation
• Using the discrete Fourier transform (DFT is a mapping between )
Given2
, 0,..., 1.j
jx j N
N
2
2| =0, 0,..., -1 (2)
jx x
d uu f j N
dx
( ) and kju x u
, / 2,..., / 2 1;ku k N N • (3) is solved for
( ) , 0,..., 1.jikxkju x u e j N • Reversing the DFT
7/30
Galerkin and collocation approximation to Helmholz problem are equally
straightfoward and demand operations. 2( log )dO N N
8/30
2.3 Chebyshev Tau Approximation
, 0,1,... 2,(2)
k k k-u u f k N 0 0
0, ( 1) 0N N
kk k
k k
u u
Solution 1 - Chebyshev Tau approximation:
2
2 in ( 1,1),
( 1) (1) 0
d uu f
dxu u
Problem
9/30
2.3 Chebyshev Tau Approximation
, 0,1,... 2,(2)
k k k-u u f k N 0 0
0, ( 1) 0N N
kk k
k k
u u
Solution 1 - Chebyshev Tau approximation:
2
2 in ( 1,1),
( 1) (1) 0
d uu f
dxu u
2 2
2 even
1( ) , 0,1,... 2.
N
p k kp kkp k
p p k u u f k Nc
• Rewriting the second derivative
, where L is upper triangular.
• Solution process requires operations 2N
Lu b
Problem
9/30
(1)
1 11 1 12 , 1,..., 3 (5)k k kk k kku c f u f u k N
( 1) ( ) ( )
1 112 , 0 (4)q q q
k k kkku c u u k
Solution 2 - To rearrange the equations
2.3.1 More efficient solution procedure
For q=2
For q=1 in combination with (5) will lead
10/30
After simplification
2 2 2 2 , 2,..., (6)k k kk k k k k kk k ku u u f f f k N
0
2 0
4 2
4 6
2 4
2
01 1 1 ...
* * *
* * *.... .
* * *
* * *
* *
N N
N N
kN
u
gu
gu
gu
gu
uu
• To minimize the round-off errors;
• quasi-tridiagonal system;
• not diagonally dominant;
• Nonhomogeneous BC.
For even coefficients:
11/30
1. Discrete Chebyshev transform;
2. To solve quasi-tridiagonal system;
3. Inverse Chebyshev transform on to get .
2.4 Mixed Collocation Tau Approximation
ku ju
12/30
Solution process:
0
1
( ) ( ), 2 even( )
( ) ( ), 3 oddk
kk
L x L x kx
L x L x k
2.5 Galerkin Approximation
2
,N
Nk k
k
u u
2
2 in ( 1,1), ( 1) (1) 0
d uu f u u
dx
Solution: Legendre Galerkin approx.
Problem
13/30
0
1
( ) ( ), 2 even( )
( ) ( ), 3 oddk
kk
L x L x kx
L x L x k
2.5 Galerkin Approximation
2
,N
Nk k
k
u u
2
2 in ( 1,1), ( 1) (1) 0
d uu f u u
dx
2
2, , , , 2,..., (5)
NN
h h h
d uu f h N
dx
Solution: Legendre Galerkin approx.
Ku Mu b
,k hhk
d dK
dx dx
, , , 2,...hk k hM k h N
After integration by parts
Problem
(full matrices)
13/30
• The same system but
• An alternative set of basis functions produces tridiagonal system:
2
1( ) ( ) ( ) , where
40,
6k k k k kx s L x L x s k
k
• Then expension is2
0
,N
Nk
kku u
K M u u b 0 21( , ,..., )N
Tu u u u
10 2( , ,..., )NTb b b b
1, ,
0, ,hk
k hK
k h
1
2
( , , ), ,
( , , ), 2,
0, otherwise
h k
hk kh h k
G s s h k h
M M G s s k k h
• Two sets of tridiagonal equations; O(N) operations
14/30
• Transformation between spectral space and physical space: 2( )O N
-2 -2
, 0,1,
- , 2,..., .k k
k
k k k k
s u ku
s u s u k N
• The standard Legendre coefficients of the solution can be found viaNu
15/30
2.6 Numerical example for Ad Hoc Methods in 1-D
2
2 in ( 1,1), ( 1) (1) 0
d uu f u u
dx
• Galerkin method is more accurate than Tau methods
• Roundoff errors are more for Chebyshev methods, significantly for N>1024
Exact solution is ( ) sin(4 )u x x
( ) sin(4 )u x x
16/30
( 0) 5( 10 )
Outline
1. Introduction
2. Ad-hoc Direct Methods
4. Direct methods
5. Conclusions
17/30
3. The matrix diagonalization techniques
3.1 Schur Decomposition
0 on u
(6)Tx yDU UD U F
dim( ) = ( 1) ( 1)x yU N N
2 in ( 1,1) ,u u f
• Collocation approx and Legendre G-NI approxim. lead
Problem:
• Solving (6) by Schur decomposition [Bartels, Stewart, 1972]
' ' ' 'p QD U U D U F xD
TyD
lower-triangular
upper-triangular
Tp xD P D P
T TQ yD Q D Q
' TU P UQ' TF P FQ
18/30
Computational cost:
Solution process:
• Reduction and to Schur form
• Construction of F’
• Solution of for U’
• Transformation from U’ to U.
' ' ' 'P QD U U D U F
TyD
3 320( ) 5 ( )x y x y x yN N N N N N
xD
3if = then comp.cost is 50x yN N N N
19/30
3.2 Matrix Digitalization Approach
• Similar to Schur decomposition. The same solution steps.
• and are diagonalizedTyDxD
' ' ' 'TDx DyU U U F
1
1
,
,
P x Dx
TQ y Dy
D P D P
D Q D Q
1
1
' ,
' .
U P UQ
F P FQ
• Operation cost:3 324( ) 4 ( ) 3x y x y x y x yN N N N N N N N
3if = then comp.cost is 56x yN N N N
20/30
3.3 Numerical example for Ad Hoc Methods in 2-D
2 in ( 1,1) ,
0 on
u u f
u
Problem:
( ) sin(4 )sin(4 ), 0u x x y
• Matrix diagonalization was used for the solution procedure
Haidvogel and Zang (1979), Shen (1994)
• Results are very similar to 1-D case
21/30
Outline
1. Introduction
2. Ad-hoc Direct Methods
4. Direct methods
5. Conclusions
22/30
3. The matrix diagonalization techniques
4. Direct Methods
• Matrix structure produced by Galerkin and G-NI methods ;
• How the tensor-product nature of the methods can be used efficiently to build matrices;
• How the sparseness of the matrices in 2D and in 3D can be accounted in direct techniques
23/30
4.1 Multidimensional Stiffness and Mass Matrices
, ,
in d d
dij i
i j i ji i i
u uu f R
x x x
+ homogen. BC on
. allfor ,1,1,
Vvdxfvdxuvvdxx
udx
x
v
x
u
j
d
jiij
ij
d
jiij
ˆu ( ), b ,k hu f dx
ˆ{ }k
Problem:
Integral formulation:
Galerkin solution: ˆ , , Nk k
k
u u Lu b
– stiffness matrix
Let be a finite tensor-product basis in .
The trial and test function will be chosen in { }N kV span
( )hkL K
24/30
Decomposition of K into its 1st, 2nd, 0 – order components
(2) (1) (0)K K K K
25/30
then(0) (0; )
1
ld
x
lK K
* *
1
if ( )d
l ll
x const
Decomposition of K into its 1st, 2nd, 0 – order components
(2) (1) (0)K K K K
*(0)hk k hd xK
• for a general , the use of G-NI approach with Lagrange nodal basis*
26/30
will lead to diagonal marix(0)hkK
Decomposition of K into its 1st, 2nd, 0 – order components
(1(2) (0))K KK K *)
1
(1d
khr
r ihk xK d
x
• - tensor-product function,
*r ( ; )(1; )
1
llr
dxr
lK K
• - arbitrary, G-NI approach leads to sparse matrix *r
(a matrix-vector multiply requires operations)
1( )dO N
1( )dO N
27/30
2D 3D
In 2D: matrix is in general full for arbitrary nonzero
*
, 1
(2)d
k hrs
r s shk
r
d xx
Kx
Decomposition of K into its 1st, 2nd, 0 – order components
(1 )(2) ) (0K KK K
(2)hkK *{ }rs
( ; )(2; , )
1
llr ls
dxr s
lK K
• for arbitrary , G-NI approach (with Lagange nodal basis) leads
*rs
(a matrix-vector multiply requires operations)1( )dO N
In 3D: has sparse structure(2)hkK
28/30
to sparse matrix
• - decomposition
4. Gaussian Elimination Techniques
29/30
• LU - decomposition
TCC
3
2
- for decomposituin
- solution phase
d
d
O N
O N
2D: special cases of Ad-hoс methods have lower cost
• Frontal and multifrontal [Davis and Duff 1999]
• To get benifit from sparsyty, reodering of matrix to factorization have to be done [Gilbert, 1992, Saad, 1996]
Outline
1. Introduction
2. Ad-hoc Direct Methods
4. Direct methods
5. Conclusions
30/30
3. The matrix diagonalization techniques
5. Conclusions
31/31
• Approximation techniques;
• Galerkin approximations give more accurate results than other methods;
• Techniques, which can eliminate the cost of solution on prepocessing stage;
• Sparcity matrices
Thank you for attention.
Thank you for attention