IPSJ SIG Technical Report Vol.2014-HPC-143 No /3/3 Identity Parareal 1,2,a) 3 Parareal-in-Time (identity) Identity Parareal, Parareal-in-Time,
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1 Identity Parareal 1,2,a) 3 Parareal-in-Time (identity) Identity Parareal, Parareal-in-Time, Identity Parareal, JST CREST 3 a) taami@cc.yushu-u.ac.jp 2001 Lions Pararealin-Time [1] [2], [3] [4], [5], [6], [7], [8], [9], [10] [11], [12], [13], [14] 2. Parareal-in-Time Parareal-in-Time t {x } (x +1 F (x )) ( ) G (x ) F (x ) x (r+1) +1 = G (x (r+1) )+F (x (r) ) G (x (r) ) (1) r {x (r) } r x (r) = x c 2014 Information Processing Society of Japan 1
2 1 (a) Parareal-in-Time (b) ( T g =1/M, T c = t ) Parareal-in-Time r 100% (1) 2.1 (1) G (x ) F (x ) G (x ) (1) (API) F (x ) G (x ) 2.2 ( dt M F (x ) Mdt G (x ) ) F (x ) G (x ) M Parareal-in-Time (1) 1 P R M S(P, R, M, t) = KM K(1 + Mt)+MR(1 + t) (2) t P + R 1 K K Parareal-in-Time M 3. Identity Parareal Parareal-in-Time Identity Parareal [15], [16] Parareal-in-Time G(x) G(x) G(x) G(x) c 2014 Information Processing Society of Japan 2
3 2 (a) Identity Parareal (b) G(x) =x Parareal-in-Time x +1 = F (x ) ( ) d x(t) =f(t, x(t)) (3) dt x(t + dt) =x(t)+ f x dt + O(dt2 ) (4) x(t) Parareal-in-Time x (r+1) +1 = x (r+1) + F (x (r) ) x(r) (5) (identity) Identity Parareal (iparareal) 3.2 [15], [16], [17] F x +1 = F x =[I +(F I)] x (6) I +(F I) 1 x = [I +(F I)]x 0 (7) =0 F F I F I I + (F I)+ >j(f I)(F j I)+... (8) r x (r) x (r+1) +1 = x (r+1) + F x (r) x (r) (9) x (r) x ( ) x (r) x [ρ(f I)] j (10) x 0 j j=r+1 ρ(a) A ρ(f I) ρ(f I) F {x } c 2014 Information Processing Society of Japan 3
4 (a) (b) (c) RMS Error (Angstrom) a=1 a=2 a=4 RMS Error (Angstrom) r=1 r=2 r=4 r=6 Symplectic 2 Symplectic 4 RMS Error (Angstrom) r=1 r=2 Symplectic 2 r=4 r=6 Symplectic Delta T (fs) Delta T (fs) Delta T (fs) 3 16 : (a) (SI) (b) F (x) 2 SI iparareal (c) F (x) 4 SI iparareal 3.3 (4) iparareal (Molecular Dynamics (MD)) (fs, sec) (µs, 10 6 sec) (ms, 10 3 sec) MD (Velocity Verlet) t +1 = t + dt 6N ( x j v j ) [ x j (t +1 )=x j (t )+ v j (t )+ f ] j(t ) dt dt 2m j (11) v j (t +1 )=v j (t )+ f j(t )+f j (t +1 ) dt 2m j (12) MD 3 iparareal 3(a) (SI) 2 SI (b) (a) 2 4 SI (c) (a) 4 MD r =4 r = Burgers Burgers u t + u u x = 1 2 u Re x 2 (13) Navier- Stoes Re 0 x<1 u(x) N u j u(x j )(x j = j/n, j =0, 1,...,N 1) u N = u 0 Euler [ 1 u δ 2 ] u j (t) δu j (t) dt j = u j (t)+ Re δx 2 u j (14) δx 2 [ ] 1 δ 2 u j u j (t + dt) =u j (t)+ Re δx 2 δu u j j dt (15) δx Re = 100 Euler (2nd Runge-Kutta) 4(a) u(x) =sin(2πx) t =0.25 Euler ( ) c 2014 Information Processing Society of Japan 4
5 (a) (b) 10-3 N= N=100 N=200 N=200 Error 10-5 N=500 Error 10-5 N= N= N= Delta T Delta T 4 (a) ( Euler ) (b) iparareal (P = 16) ( R =1 R =2 ) 4(b) F (x ) iparareal R =1 R =2 Paraeral-in-Time iparareal R =2 R =1 iparareal R =2 dt Re 2N 2 (16) 4(a) (b) dt dt iparareal Parareal-in-Time 3.4 iparareal 2(a) S(P, R, t) = K Kt + R(1 + t) (17) K = P + R 1 t 1 1 t MD 6N (48N Bytes) O(N 2 ) N t 1 O(N log N) FFT 8N Bytes O(N) t 1 Burgers 4. iparareal MPI iparareal (5) y (r+1) = F (x (r) ) x (r) (18) x (r+1) +1 = x (r+1) + y (r+1) (19) [19] MPI c 2014 Information Processing Society of Japan 5
6 5 (a) (b) Procedure: 1. void bb(double *x, double *y, int n, int prev, int next) { 2. MPI Recv(x, n, MPI DOUBLE, prev,..); 3. for (int i = 0: i < n: i++) 4. x[i] += y[i]; 5. MPI Send(x, n, MPI DOUBLE, next,..); 6. } 5(a) Reduce 5(b) 12 2 P0 P11 0.4msec 4.1 ( 6(a) ) [20] 4.2 ( 6(a) ) 6(b) 12 N m =2, 4,..., msec MBytes/sec N = 10 6 N = msec 40 msec 2 GBytes/sec (P0 11 ) 3 GFlops CPU c 2014 Information Processing Society of Japan 6
7 6 (a) (b) 5. Parareal-in-Time Jülich Supercomputer Center [13], [14] iparareal [21] MPI [22] MPI Reduce 6. (identity) Pararealin-Time (Identity Parareal ) Burgers iparareal (C) ( ) CX [1] Lions, J., Maday, Y., and Turinici, G.: A parareal in time discretization of PDE s. C. R. Acad. Sci., Ser. I: Math. 332, (2001). [2] Baffico, L., Bernard, S., Maday, Y., Turinici, G., and Zérah, G.: Parallel-in-time molecular-dynamics simulations. Phys. Rev. E 66, (2002). [3] Maday, Y., Turinichi, G.: Parallel in Time Algorithms for Quantum Control: Parareal Time Discretization Scheme. IJQC 93, (2003). [4] Farhat, C. and Chandesris, M.: Time-decomposed parallel time-integrators: theory and feasibility studies for fluid, structure, and fluidstructure applications. Int. J. Numer. Meth. Engng. 58, (2003). [5] Fischer, P. F., Hecht, F., and Maday, Y.: A Parareal in c 2014 Information Processing Society of Japan 7
8 Time Semi-implicit Approximation of the Navier-Stoes Equations. LNCSE 40, (2005). [6] Gander, M. J. and Vandewalle, S.: On the Superlinear and Linear Convergence of the Parareal Algorithm. LNCSE 55, (Springer, 2007). [7] Gander, M. J. and Vandewalle, S.: Analysis of the parareal time-parallel time-integration method. SIAM J. Sci. Comput. 29, (2007). [8] Samaddar, D. and Newman, D. E., and Sánchez, R.: Parallelization in time of numerical simulations of fullydeveloped plasma turbulence using the parareal algorithm. J. Comp. Phys. 229, (2010). [9] Duarte, M., Massot, M., and Descombes, S.: Parareal operator splitting techniques for multi-scale reaction waves: Numerical analysis and strategies. ESAIM: Math. Mod. Num. Analysis 45, (2011). [10] Ruprecht, D. and Krause, R.: Explicit parallel-in-time integration of a linear acoustic-advection system. Computers & Fluids 59, (2012). [11] Aubanel, E.: Scheduling of tass in the parareal algorithm. Parallel Computing 37, (2011). [12] Elwasif, W. R., Foley, S. S., Bernholdt, D. E., Berry, L. A., Samaddar, D., Newman, D. E., and Sanchez, R.: A dependency-driven formulation of parareal: parallelin-time solution of PDEs as a many-tas application. in Proc. MTAGS 11, (2011). [13] Spec, R., Ruprecht, D., Krause, R., Emmett, M., Minion, M., Winel, M., and Gibbon, P.: A massively spacetime parallel N-Body Solver. in Proc. SC12, Technical Paper No. 92, 1 11 (2012). [14] Spec, R., Ruprecht, D., Emmett, M., Bolten, M., Krause, R.: A space-time parallel solver for the threedimensional heat equation. International Conference on Parallel Computing, B5-1 (Munich, 10-13, Sep. 2013). [15] :, Vol HPC-131, No.6, 1 8 (2011). [16] T. Taami and A. Nishida, Parareal Acceleration of Matrix Multiplication, Adv. Par. Comp. 22, (2012). [17] Bal, G.: On the Convergence and the Stability of the Parareal Algorithm to Solve Partial Differential Equations. LNCSE 40, (2005). [18] :, Vol HPC-138, No.12, 1 6 (2013). [19] Fuudome, D. and Taami, T.: Parallel Bucet-Brigade Communication Interface for Scientific Applications. in proc. EuroMPI 13, (2013). [20] Hoefler, T., Lumsdaine, A., and Rehm, W.: Implementation and Performance Analysis of Non-Blocing Collective Operations for MPI. in Proc. SC07 (IEEE Computer Society/ACM, 2007). [21] Kurza, J. and Dongarra, J.: Implementing Linear Algebra Routines on Multi-core Processors with Pipelining and a Loo Ahead. LNCS 4699, (2007). [22] Worringen, J.: Pipelining and overlapping for MPI collective operations. in Proc. IEEE Conference on Local Computer Networ, (2003). c 2014 Information Processing Society of Japan 8
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