High-Order Spectral hp-Multigrid Methods on Unstructured Grids

Cristian R. Nastase and Dimitri J. Mavriplis

Department of Mechanical Engineering
University of Wyoming
1000 E. University Ave.
Laramie, WY 82071-3295


Abstract

The development of optimal, or near optimal solution strategies for higher-order discretizations, including steady-state solutions methodologies, and implicit time integration strategies, remains one of the key determining factors in devising higher-order methods which are not just competitive but superior to lower-order methods in overall accuracy and efficiency. The goal of this work is to investigate and develop a fast and robust algorithm for the solution of high-order accurate Discontinuous Galerkin discretizations of non-linear systems of conservation laws on unstructured grids. Herein we extend the spectral multigrid approach described in [1] to the two-dimensional steady-state Euler equations, and couple the spectral p-multigrid approach with a more traditional agglomeration h-multigrid method for unstructured meshes. The investigation of efficient smoothers to be used at each level of the multigrid algorithm is also pursued, and comparisons between linear and non-linear solver strategies are made as well [2]. The overall goal is the development of a solution algorithm which delivers convergence rates which are independent of ``p" (the order of accuracy of the discretization) and independent of ``h" (the degree of mesh resolution), while minimizing the cost of each iteration.

The computational domain is partitioned into an ensemble of non-overlapping unstructured elements and within each element the solution is approximated by a truncated polynomial expansion. The semi-discrete formulation employs a local discontinuous Galerkin formulation in spatial variables within each element. Thus, the solution approximation is local, discontinuous, and doubled valued on each elemental interface. Monotone numerical fluxes are used to resolve the discontinuity, providing the means of communication between adjacent elements and specification of the boundary conditions. An approximate Riemann solver is used to compute the flux at inter-element boundaries. The discrete form of the local discontinuous Galerkin formulation is defined by the particular choice of the set of basis functions. Hereby a set of hierarchical basis functions is used in order to simplify our subsequent spectral multigrid implementation. The full description of the basis function set is given in [3]. The resulting set of equations is solved in the modal space and the integrals are evaluated by Gaussian quadrature rules.

The spectral p-multigrid approach is based on the same concepts as a traditional h-multigrid method, but makes use of ``coarser'' levels which are constructed by reducing the order of accuracy of the discretization, rather than using physically coarser grids with fewer elements. Furthermore, the formulation of the interpolation operators, between fine and coarse grid levels, is greatly simplified when a hierarchical basis set is employed for the solution approximation. The main advantage is due to the fact that the lower order basis functions are a subset of the higher order basis (i.e. hierarchical) and the restriction and prolongation operators become simple projection operators into a lower and higher order space, respectively [4]. For pure p-multigrid methods, the recursive application of lower order discretizations ends with the p=0 discretization on the same grid as the fine level problem. For relatively fine meshes, the (exact) solution of this p=0 problem at each multigrid cycle can become expensive, and may impede the h-independence property of the multigrid strategy. The p=0 problem can either be solved approximately by employing the same number of smoothing cycles on this level as on the finer p-levels, or it can be solved more accurately by performing a larger number of smoothing cycles at each visit to this coarsest level. In either case, the convergence efficiency will be compromised, either due to inadequate coarse level convergence, or due to excessive coarse level solution cost. An alternative is to employ an h-multigrid procedure to solve the coarse level problem at each multigrid cycle. In this scenario, the p-multigrid scheme reverts to an agglomeration multigrid scheme once the p=0 level has been reached, making use of a complete sequence of physically coarser agglomerated grids, thus the designation hp-multigrid. First-order accurate (p=0) agglomeration multigrid methods for unstructured meshes are well established [5] and deliver near optimal convergence rates. Therefore, this procedure has the potential of resulting in a truly h- and p-independent solution strategy for high-order accurate discontinuous Galerkin discretizations.

At each h- or p-multigrid level an element-Jacobi type scheme is used as a smoother. The element-Jacobi scheme can be viewed as an approximate Newton scheme where the full Jacobian matrix is replaced by the block diagonal entries representing the coupling between all modes within each element, [D], thus neglecting the coupling between neighboring element modes, which arises through the inter-element flux evaluations. The [D] blocks represent small dense matrices associated with each grid element. A second variant of this solver is denoted as the ``linearized" element-Jacobi method. In this approach, the full Jacobian matrix is retained, but is decomposed into block diagonal [D] and off-diagonal [O] components. Note that the linearized element Jacobi scheme involves a dual iteration strategy, where each nth outer non-linear iteration entails ``k" inner linear iterations. The advantage of this formulation is that the non-linear residual and the Jacobian entries, [D] and [O], are held constant during the linear iterations. This can significantly reduce the required computational time per cycle for expensive non-linear residual constructions. Because this scheme represents an exact linearization of the element-Jacobi scheme both approaches can be expected to converge asymptotically at the same rates per cycle [6]. The convergence can be further accelerated by using a Gauss-Seidel strategy where the off-diagonal matrices are split into lower, [L], and upper, [U] contributions (i.e. [O]=[L]+[U]). This last solver variant, again, involves a dual iteration strategy, but follows an ordered sweep across the elements using latest available neighboring information in the Gauss-Seidel sense. In this work, we employ a frontal sweep along the elements which begins near the inner boundary and proceeds toward the outer boundary, using the numbering assigned to the grid elements from an advancing front mesh generation technique.

The resulting hp-multigrid scheme demonstrates p-independent and nearly h-independent convergence rates. The coupling of p- and h-multigrid procedures, through the use of agglomerated coarse levels for unstructured meshes, increases the overall solution efficiency compared to a p-alone multigrid procedure, and the benefits of the hp-multigrid approach can be expected to increase for finer meshes. The multigrid procedure can itself be applied as a non-linear solver (FAS), or as a linear solver (CGC) for a Newton scheme applied to the non-linear problem. The linear multigrid approach demonstrates superior overall efficiency, provided a suitable linear iteration termination strategy is employed. Results are presented for compressible flow over a bump in a channel and for flow over a four element airfoil in two dimensions.


References

[1] Helenbrook, B. and Mavriplis, D. J. and Atkins, H., ``Analysis of ``p''-Multigrid for Continuous and Discontinuous Finite Element Discretizations." Proceedings of the 16th AIAA Computational Fluid Dynamics Conference, 2003, AIAA Paper 2003-3989.

[2] Nastase, C. R. and Mavriplis, D. J., ``High-Order Discontinuous Galerkin Methods using a Spectral Multigrid Approach." Proceedings of the 43rd AIAA Aerospace Sciences Meeting and Exhibit, 2005, AIAA Paper 2005-1268.

[3] Solin, P. and Segeth, P. and Zel, I. D., ``High-Order Finite Element Methods," Chapman and Hall, 2003.

[4] Fidkowski, K. J. and Darmofal, D. L., ``Development of a Higher-Order Solver for Aerodynamic Applications," Proceedings of the 42nd AIAA Aerospace Sciences Meeting and Exhibit, 2004, AIAA Paper 2004-0436.

[5] Mavriplis, D. J. and Venkatakrishnan, V., ``Agglomeration Multigrid for Two Dimensional Viscous Flows," Computers and Fluids, 24(5):553--570, 1995.

[6] Mavriplis, D.J., ``An Assessment of Linear versus Non-Linear Multigrid Methods for Unstructured Mesh Solvers," J. Comput. Phys., 175:302--325, 2002.