Inexact hierarchical scale separation
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README.md

Inexact hierarchical scale separation

Hierarchical scale separation (HSS) is an iterative two-scale approximation method for large sparse systems of linear equations arising from discontinuous Galerkin (DG) discretizations. HSS splits the linear system into a coarse-scale system of reduced size corresponding to the local mean values of the solution, and a set of decoupled local fine-scale systems corresponding to the higher order solution components. This scheme then alternates between coarse-scale and fine-scale system solves until both components converge. The motivation of HSS is to promote parallelism by decoupling the fine-scale systems, and to reduce the communication overhead from classical linear solvers by only applying them to the coarse-scale system.

We propose a modified HSS scheme [1] ("inexact HSS", "IHSS") that exploits the highly parallel fine-scale solver more extensively and only approximates the coarse-scale solution in every iteration thus resulting in a significant speedup. The tolerance of the coarse-scale solver is adapted in every IHSS cycle, controlled by the residual norm of the fine-scale system. Anderson acceleration is employed in the repeated solving of the fine-scale system to stabilize the scheme.

Third party code

IHSS requires Anderson acceleration for the repeated solving of the fine-scale problems within one HSS cycle. The implementation AndAcc.m [2,3] was uploaded into our repository by kind permission of the author Homer F. Walker.

Documentation

Run p = publish('ihss.m', struct('evalCode', false)); and open(p) in the MATLAB terminal.

Authors

Florian Frank and Christopher Thiele.

Contact

florian dot frank at rice dot edu

References

[1] C Thiele, M Araya-Polo, FO Alpak, B Rivière, F Frank, Inexact hierarchical scale separation: A two-scale approach for linear systems from discontinuous Galerkin discretizations, Computers and Mathematics with Applications, 74(8), 1769–1778, 2017.

[2] HF Walker, Anderson Acceleration: Algorithms and Implementations, 2011.

[3] HF Walker, P Ni, Anderson Acceleration for Fixed-Point Iterations, SIAM Journal on Numerical Analysis, 49(4), 1715–1735, 2011.