论文标题

部分可观测时空混沌系统的无模型预测

A matrix-free ILU realization based on surrogates

论文作者

Drzisga, Daniel, Wagner, Andreas, Wohlmuth, Barbara

论文摘要

储层计算是预测湍流的有力工具,其简单的架构具有处理大型系统的计算效率。然而,其实现通常需要完整的状态向量测量和系统非线性知识。我们使用非线性投影函数将系统测量扩展到高维空间,然后将其输入到储层中以获得预测。我们展示了这种储层计算网络在时空混沌系统上的应用,该系统模拟了湍流的若干特征。我们表明,使用径向基函数作为非线性投影器,即使只有部分观测并且不知道控制方程,也能稳健地捕捉复杂的系统非线性。最后,我们表明,当测量稀疏、不完整且带有噪声,甚至控制方程变得不准确时,我们的网络仍然可以产生相当准确的预测,从而为实际湍流系统的无模型预测铺平了道路。

Matrix-free techniques play an increasingly important role in large-scale simulations. Schur complement techniques and massively parallel multigrid solvers for second-order elliptic partial differential equations can significantly benefit from reduced memory traffic and consumption. The matrix-free approach often restricts solver components to purely local operations, for instance, the Jacobi- or Gauss--Seidel-Smoothers in multigrid methods. An incomplete LU (ILU) decomposition cannot be calculated from local information and is therefore not amenable to an on-the-fly computation which is typically needed for matrix-free calculations. It generally requires the storage and factorization of a sparse matrix which contradicts the low memory requirements in large scale scenarios. In this work, we propose a matrix-free ILU realization. More precisely, we introduce a memory-efficient, matrix-free ILU(0)-Smoother component for low-order conforming finite elements on tetrahedral hybrid grids. Hybrid grids consist of an unstructured macro-mesh which is subdivided into a structured micro-mesh. The ILU(0) is used for degrees-of-freedom assigned to the interior of macro-tetrahedra. This ILU(0)-Smoother can be used for the efficient matrix-free evaluation of the Steklov-Poincare operator from domain-decomposition methods. After introducing and formally defining our smoother, we investigate its performance on refined macro-tetrahedra. Secondly, the ILU(0)-Smoother on the macro-tetrahedrons is implemented via surrogate matrix polynomials in conjunction with a fast on-the-fly evaluation scheme resulting in an efficient matrix-free algorithm. The polynomial coefficients are obtained by solving a least-squares problem on a small part of the factorized ILU(0) matrices to stay memory efficient. The convergence rates of this smoother with respect to the polynomial order are thoroughly studied.

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