Colloquium: Jacob Schroder, Mid-Pro
Thursday, October 24, 2019 -
3:30pm to 4:30pm
Parallel-in-Time: A Scalable and Non-Intrusive Approach with Multigrid
Prof. Jacob B. Schroder
Dept. of Mathematics and Statistics
University of New Mexico
The need for parallel-in-time algorithms is currently being driven by the rapidly changing nature of computer architectures. Future speedups will come through ever increasing numbers of processors (cores), but not faster clock speeds, which are stagnant. Previously, increasing clock-speeds could compensate for traditional sequential time stepping algorithms when the problem size increased. However, this is no longer the case, leading to the sequential time integration bottleneck and the need to parallelize in time. In this talk, we examine an optimal-scaling parallel time integration method, multigrid reduction in time (MGRIT). MGRIT applies multigrid to the time dimension by solving the (non)linear systems that arise when solving for multiple time steps simultaneously. The result is a versatile approach that is nonintrusive and wraps existing time evolution codes. MGRIT allows for various time discretizations (e.g., Runge-Kutta and multistep) and for adaptive refinement/coarsening in time and space. Nonlinear problems are handled through full approximation storage (FAS) multigrid. Some recent theoretical results, as well as practical results for a variety of problems will be presented, e.g., explicit/implicit time integration, nonlinear diffusion, powergrid systems, compressible Navier-Stokes, and machine learning.