Scheduled relaxation Jacobi method: improvements and applications

DOI10.1016/J.JCP.2016.05.053zbMATH Open1349.65114DBLPjournals/jcphy/AdsuaraCCA16arXiv1511.04292OpenAlexW2179329940WikidataQ57693155 ScholiaQ57693155MaRDI QIDQ726938FDOQ726938

J. E. Adsuara, Pablo Cerdá-Durán, Isabel Cordero-Carrión, M. A. Aloy

Publication date: 5 December 2016

Published in: Journal of Computational Physics (Search for Journal in Brave)

Abstract: Elliptic partial differential equations (ePDEs) appear in a wide variety of areas of mathematics, physics and engineering. Typically, ePDEs must be solved numerically, which sets an ever growing demand for efficient and highly parallel algorithms to tackle their computational solution. The Scheduled Relaxation Jacobi (SRJ) is a promising class of methods, atypical for combining simplicity and efficiency, that has been recently introduced for solving linear Poisson-like ePDEs. The SRJ methodology relies on computing the appropriate parameters of a multilevel approach with the goal of minimizing the number of iterations needed to cut down the residuals below specified tolerances. The efficiency in the reduction of the residual increases with the number of levels employed in the algorithm. Applying the original methodology to compute the algorithm parameters with more than 5 levels notably hinders obtaining optimal SRJ schemes, as the mixed (non-linear) algebraic-differential equations from which they result become notably stiff. Here we present a new methodology for obtaining the parameters of SRJ schemes that overcomes the limitations of the original algorithm and provide parameters for SRJ schemes with up to 15 levels and resolutions of up to $2^{15}$ points per dimension, allowing for acceleration factors larger than several hundreds with respect to the Jacobi method for typical resolutions and, in some high resolution cases, close to 1000. Furthermore, we extend the original algorithm to apply it to certain systems of non-linear ePDEs.

Full work available at URL: https://arxiv.org/abs/1511.04292

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zbMATH Keywords

elliptic equationsiterative methodfinite differences methodJacobi method

Mathematics Subject Classification ID

Iterative numerical methods for linear systems (65F10)

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Cited In (9)

• Minimal residual based iterative methods and its parallel implementation for sparse linear systems
• Global optimization for data assimilation in landslide tsunami models
• An efficient two-layer non-hydrostatic approach for dispersive water waves
• Non-hydrostatic pressure shallow flows: GPU implementation using finite volume and finite difference scheme
• On preconditioned BiCGSTAB solver for MLPG method applied to heat conduction in 3D complex geometry
• Acceleration of the scheduled relaxation Jacobi method: promising strategies for solving large, sparse linear systems
• Efficient relaxed-Jacobi smoothers for multigrid on parallel computers
• On the equivalence between the scheduled relaxation Jacobi method and Richardson's non-stationary method
• Scheduled relaxation Jacobi method: improvements and applications

Uses Software

• LAPACK

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