论文标题

gparareal:使用高斯工艺仿真的时间平行的ODE求解器

GParareal: A time-parallel ODE solver using Gaussian process emulation

论文作者

Pentland, Kamran, Tamborrino, Massimiliano, Sullivan, T. J., Buchanan, James, Appel, L. C.

论文摘要

当在整个集成间隔内需要高数值准确性时,用于整合初始值问题(IVP)的顺序数值方法可能会非常昂贵。一种补救措施是以平行方式集成,使用便宜的(粗)求解器串行地“预测”解决方案,并使用昂贵的(精细)求解器“纠正”这些值,该求解器在许多时间间隔间并行运行。在这项工作中,我们提出了一种时间平行的算法(GPARAREAL),该算法通过使用高斯工艺模拟器对校正项进行建模,即精细溶液和粗解决方案之间的差异来解决IVP。这种方法与经典的瘫痪算法相比有利,我们在许多IVP上证明,Gparareal的迭代比迭代次数少于偏移,从而导致并行加速增加。 Gparareal还设法找到了对瘫痪失败的某些IVP的解决方案,并且具有能够使用Legacy Solutions档案的其他优势,例如IVP先前运行的解决方案对于不同的初始条件,以进一步加速该方法的收敛性 - 现有的时间并行方法没有。

Sequential numerical methods for integrating initial value problems (IVPs) can be prohibitively expensive when high numerical accuracy is required over the entire interval of integration. One remedy is to integrate in a parallel fashion, "predicting" the solution serially using a cheap (coarse) solver and "correcting" these values using an expensive (fine) solver that runs in parallel on a number of temporal subintervals. In this work, we propose a time-parallel algorithm (GParareal) that solves IVPs by modelling the correction term, i.e. the difference between fine and coarse solutions, using a Gaussian process emulator. This approach compares favourably with the classic parareal algorithm and we demonstrate, on a number of IVPs, that GParareal can converge in fewer iterations than parareal, leading to an increase in parallel speed-up. GParareal also manages to locate solutions to certain IVPs where parareal fails and has the additional advantage of being able to use archives of legacy solutions, e.g. solutions from prior runs of the IVP for different initial conditions, to further accelerate convergence of the method -- something that existing time-parallel methods do not do.

扫码加入交流群

加入微信交流群

微信交流群二维码

扫码加入学术交流群,获取更多资源