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NUMERICAL INVESTIGATION OF ENSEMBLE METHODS WITH BLOCK ITERATIVE SOLVERS FOR EVOLUTION PROBLEMS
Ju, Lili1; Leng, Wei2; Wang, Zhu1; Yuan, Shuai1
2020-12-01
Source PublicationDISCRETE AND CONTINUOUS DYNAMICAL SYSTEMS-SERIES B
ISSN1531-3492
Volume25Issue:12Pages:4905-4923
AbstractThe ensemble method has been developed for accelerating a sequence of numerical simulations of evolution problems. Its main idea is, by manipulating the time stepping and grouping discrete problems, to make all members in the same group share a common coefficient matrix. Thus, at each time step, instead of solving a sequence of linear systems each of which contains only one right-hand-side vector, the ensemble method simultaneously solves a single linear system with multiple right-hand-side vectors for each group. Such a system could be solved efficiently by using direct linear solvers when the problems are of small scale, as the same LU factorization would work for the entire group members. However, for large-scale problems, iterative linear solvers often have to be used and then this appealing advantage becomes not obvious. In this paper we systematically investigate numerical performance of the ensemble method with block iterative solvers for two typical evolution problems: the heat equation and the incompressible Navier-Stokes equations. In particular, the block conjugate gradient (CG) solver is considered for the former and the block generalized minimal residual (GMRES) solver for the latter. Our numerical results demonstrate the effectiveness and efficiency of the ensemble method when working together with these block iterative solvers.
KeywordEnsemble method ensemble-based time stepping block CG block GMRES iterative linear solver
DOI10.3934/dcdsb.2020132
Indexed BySCI
Language英语
Funding ProjectU.S. National Science Foundation[DMS-1913073] ; U.S. National Science Foundation[DMS-1818438] ; U.S. Department of Energy[DE-SC0016540] ; U.S. Department of Energy[DE-SC0020270] ; National Key Research and Development Program of China[2016YFB0201304] ; National Natural Science Foundation of China[91430215] ; National Natural Science Foundation of China[91530323] ; National Natural Science Foundation of China[11501553] ; National Natural Science Foundation of China[11771440] ; State Key Laboratory of Scientific and Engineering Computing (LSEC) ; National Center for Mathematics and Interdisciplinary Sciences of Chinese Academy of Sciences (NCMIS) ; Office of the Vice President for Research at the University of South Carolina through an ASPIRE grant
WOS Research AreaMathematics
WOS SubjectMathematics, Applied
WOS IDWOS:000581913800020
PublisherAMER INST MATHEMATICAL SCIENCES-AIMS
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Document Type期刊论文
Identifierhttp://ir.amss.ac.cn/handle/2S8OKBNM/52392
Collection中国科学院数学与系统科学研究院
Corresponding AuthorWang, Zhu
Affiliation1.Univ South Carolina, Dept Math, Columbia, SC 29208 USA
2.Chinese Acad Sci, State Key Lab Sci & Engn Comp, Beijing 100190, Peoples R China
Recommended Citation
GB/T 7714
Ju, Lili,Leng, Wei,Wang, Zhu,et al. NUMERICAL INVESTIGATION OF ENSEMBLE METHODS WITH BLOCK ITERATIVE SOLVERS FOR EVOLUTION PROBLEMS[J]. DISCRETE AND CONTINUOUS DYNAMICAL SYSTEMS-SERIES B,2020,25(12):4905-4923.
APA Ju, Lili,Leng, Wei,Wang, Zhu,&Yuan, Shuai.(2020).NUMERICAL INVESTIGATION OF ENSEMBLE METHODS WITH BLOCK ITERATIVE SOLVERS FOR EVOLUTION PROBLEMS.DISCRETE AND CONTINUOUS DYNAMICAL SYSTEMS-SERIES B,25(12),4905-4923.
MLA Ju, Lili,et al."NUMERICAL INVESTIGATION OF ENSEMBLE METHODS WITH BLOCK ITERATIVE SOLVERS FOR EVOLUTION PROBLEMS".DISCRETE AND CONTINUOUS DYNAMICAL SYSTEMS-SERIES B 25.12(2020):4905-4923.
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