|
| 1 | +{ |
| 2 | + "cells": [ |
| 3 | + { |
| 4 | + "cell_type": "markdown", |
| 5 | + "id": "5a905a68", |
| 6 | + "metadata": {}, |
| 7 | + "source": [ |
| 8 | + "# BlockIteration generator\n", |
| 9 | + "\n", |
| 10 | + "Using the formalism of block iterations, one can generate different algorithms using symbolic computations. In particular, we can use the time-multigrid formalism to determine the block iteration for Parareal and many of its extension.\n", |
| 11 | + "\n", |
| 12 | + "For instance, Parareal consist on a 2-level time-multigrid approach with 1 pre-smoothing step, and the block update formula can be obtained like this :" |
| 13 | + ] |
| 14 | + }, |
| 15 | + { |
| 16 | + "cell_type": "code", |
| 17 | + "execution_count": 1, |
| 18 | + "id": "0d19156e", |
| 19 | + "metadata": {}, |
| 20 | + "outputs": [ |
| 21 | + { |
| 22 | + "name": "stdout", |
| 23 | + "output_type": "stream", |
| 24 | + "text": [ |
| 25 | + "Found rule: \n", |
| 26 | + "\n", |
| 27 | + "u_{n+1}^{k+1}=\n", |
| 28 | + " F*u_{n}^{k}\n", |
| 29 | + " +G*u_{n}^{k+1}\n", |
| 30 | + " -G*u_{n}^{k}\n", |
| 31 | + "\n" |
| 32 | + ] |
| 33 | + } |
| 34 | + ], |
| 35 | + "source": [ |
| 36 | + "from blockops.blockIterationGenerator import MultilevelGenerator\n", |
| 37 | + "\n", |
| 38 | + "MultilevelGenerator(nBlocks=7, nLevels=2, nPreSmooth=1, nPostSmooth=0);" |
| 39 | + ] |
| 40 | + }, |
| 41 | + { |
| 42 | + "cell_type": "markdown", |
| 43 | + "id": "d58e00bc", |
| 44 | + "metadata": {}, |
| 45 | + "source": [ |
| 46 | + "Now, if we consider 2 pre-smoothing, then we get Parareal with overlap (or MGRIT with FCF relaxation) :" |
| 47 | + ] |
| 48 | + }, |
| 49 | + { |
| 50 | + "cell_type": "code", |
| 51 | + "execution_count": 2, |
| 52 | + "id": "ea75d86f", |
| 53 | + "metadata": {}, |
| 54 | + "outputs": [ |
| 55 | + { |
| 56 | + "name": "stdout", |
| 57 | + "output_type": "stream", |
| 58 | + "text": [ |
| 59 | + "Found rule: \n", |
| 60 | + "\n", |
| 61 | + "u_{n+1}^{k+1}=\n", |
| 62 | + " G*u_{n}^{k+1}\n", |
| 63 | + " +F**2*u_{n-1}^{k}\n", |
| 64 | + " -G*F*u_{n-1}^{k}\n", |
| 65 | + "\n" |
| 66 | + ] |
| 67 | + } |
| 68 | + ], |
| 69 | + "source": [ |
| 70 | + "MultilevelGenerator(nBlocks=7, nLevels=2, nPreSmooth=2, nPostSmooth=0);" |
| 71 | + ] |
| 72 | + }, |
| 73 | + { |
| 74 | + "cell_type": "markdown", |
| 75 | + "id": "4891764a", |
| 76 | + "metadata": {}, |
| 77 | + "source": [ |
| 78 | + "and this can be continued to get FCFCF[...] relaxation :" |
| 79 | + ] |
| 80 | + }, |
| 81 | + { |
| 82 | + "cell_type": "code", |
| 83 | + "execution_count": 3, |
| 84 | + "id": "8ba5dd3b", |
| 85 | + "metadata": {}, |
| 86 | + "outputs": [ |
| 87 | + { |
| 88 | + "name": "stdout", |
| 89 | + "output_type": "stream", |
| 90 | + "text": [ |
| 91 | + "Found rule: \n", |
| 92 | + "\n", |
| 93 | + "u_{n+1}^{k+1}=\n", |
| 94 | + " G*u_{n}^{k+1}\n", |
| 95 | + " +F**3*u_{n-2}^{k}\n", |
| 96 | + " -G*F**2*u_{n-2}^{k}\n", |
| 97 | + "\n" |
| 98 | + ] |
| 99 | + } |
| 100 | + ], |
| 101 | + "source": [ |
| 102 | + "MultilevelGenerator(nBlocks=7, nLevels=2, nPreSmooth=3, nPostSmooth=0);" |
| 103 | + ] |
| 104 | + }, |
| 105 | + { |
| 106 | + "cell_type": "markdown", |
| 107 | + "id": "ceb74720", |
| 108 | + "metadata": {}, |
| 109 | + "source": [ |
| 110 | + "Now, more interesting could be to build a block formula for the three-level Parareal approach :" |
| 111 | + ] |
| 112 | + }, |
| 113 | + { |
| 114 | + "cell_type": "code", |
| 115 | + "execution_count": 4, |
| 116 | + "id": "ddcd2b14", |
| 117 | + "metadata": {}, |
| 118 | + "outputs": [ |
| 119 | + { |
| 120 | + "name": "stdout", |
| 121 | + "output_type": "stream", |
| 122 | + "text": [ |
| 123 | + "Found rule: \n", |
| 124 | + "\n", |
| 125 | + "u_{n+1}^{k+1}=\n", |
| 126 | + " F*u_{n}^{k}\n", |
| 127 | + " +H*u_{n}^{k+1}\n", |
| 128 | + " -G*u_{n}^{k}\n", |
| 129 | + " +G*F*u_{n-1}^{k}\n", |
| 130 | + " -H*F*u_{n-1}^{k}\n", |
| 131 | + "\n" |
| 132 | + ] |
| 133 | + } |
| 134 | + ], |
| 135 | + "source": [ |
| 136 | + "MultilevelGenerator(nBlocks=7, nLevels=3, nPreSmooth=1, nPostSmooth=0);" |
| 137 | + ] |
| 138 | + }, |
| 139 | + { |
| 140 | + "cell_type": "markdown", |
| 141 | + "id": "12c5ce1d", |
| 142 | + "metadata": {}, |
| 143 | + "source": [ |
| 144 | + "... and even go to 4 levels eventually :" |
| 145 | + ] |
| 146 | + }, |
| 147 | + { |
| 148 | + "cell_type": "code", |
| 149 | + "execution_count": 5, |
| 150 | + "id": "4c45b9d5", |
| 151 | + "metadata": {}, |
| 152 | + "outputs": [ |
| 153 | + { |
| 154 | + "name": "stdout", |
| 155 | + "output_type": "stream", |
| 156 | + "text": [ |
| 157 | + "Found rule: \n", |
| 158 | + "\n", |
| 159 | + "u_{n+1}^{k+1}=\n", |
| 160 | + " F*u_{n}^{k}\n", |
| 161 | + " +K*u_{n}^{k+1}\n", |
| 162 | + " -G*u_{n}^{k}\n", |
| 163 | + " +G*F*u_{n-1}^{k}\n", |
| 164 | + " -K*F*u_{n-1}^{k}\n", |
| 165 | + " -T_1^0*T_2^1*\\phi_2**(-1)*\\chi_2*T_1^2*\\phi_1**(-1)*\\chi_1*T_0^1*u_{n-1}^{k}\n", |
| 166 | + " +T_1^0*T_2^1*\\phi_2**(-1)*\\chi_2*T_1^2*\\phi_1**(-1)*\\chi_1*T_0^1*F*u_{n-2}^{k}\n", |
| 167 | + " +T_1^0*T_2^1*T_3^2*\\phi_3**(-1)*\\chi_3*T_2^3*T_1^2*\\phi_1**(-1)*\\chi_1*T_0^1*u_{n-1}^{k}\n", |
| 168 | + " -T_1^0*T_2^1*T_3^2*\\phi_3**(-1)*\\chi_3*T_2^3*T_1^2*\\phi_1**(-1)*\\chi_1*T_0^1*F*u_{n-2}^{k}\n", |
| 169 | + "\n" |
| 170 | + ] |
| 171 | + } |
| 172 | + ], |
| 173 | + "source": [ |
| 174 | + "MultilevelGenerator(nBlocks=7, nLevels=4, nPreSmooth=1, nPostSmooth=0);" |
| 175 | + ] |
| 176 | + }, |
| 177 | + { |
| 178 | + "cell_type": "markdown", |
| 179 | + "id": "f3671960", |
| 180 | + "metadata": {}, |
| 181 | + "source": [ |
| 182 | + "Note that until now, the formula were automatically simplified using those notations :\n", |
| 183 | + "\n", |
| 184 | + "$$\n", |
| 185 | + "\\begin{align}\n", |
| 186 | + "F &= \\phi_0^{-1}\\chi_0 \\\\\n", |
| 187 | + "G &= T_0^1 \\phi_1^{-1}\\chi_1 T_1^0 \\\\\n", |
| 188 | + "H &= T_0^1 T_1^2 \\phi_2^{-1}\\chi_2 T_2^1 T_1^0 \\\\\n", |
| 189 | + "K &= T_0^1 T_1^2 T_2^3 \\phi_3^{-1}\\chi_3 T_3^2 T_2^1 T_1^0 \\\\\n", |
| 190 | + "...&\n", |
| 191 | + "\\end{align}\n", |
| 192 | + "$$\n", |
| 193 | + "\n", |
| 194 | + "where $0$ is the index used for the finest level, and the increases with the coarsening. $T_{i}^{j}$ is then the transfer operator to go from level $i$ to level $j$.\n", |
| 195 | + "\n", |
| 196 | + "Considering the hypothesis that if $j<i$, $T_{i}^{j} T_{j}^{i} = I$ (which means that going from a coarse level to the fine level above then back to the coarse level again does not change the solution), we can simplify the formula for 4-level Parareal above as :\n", |
| 197 | + "\n", |
| 198 | + "```latex\n", |
| 199 | + "u_{n+1}^{k+1}=\n", |
| 200 | + " F*u_{n}^{k}\n", |
| 201 | + " +K*u_{n}^{k+1}\n", |
| 202 | + " -G*u_{n}^{k}\n", |
| 203 | + " +G*F*u_{n-1}^{k}\n", |
| 204 | + " -K*F*u_{n-1}^{k}\n", |
| 205 | + " -H*G*u_{n-1}^{k}\n", |
| 206 | + " +H*G*F*u_{n-2}^{k}\n", |
| 207 | + " +K*G*u_{n-1}^{k}\n", |
| 208 | + " -K*G*F*u_{n-2}^{k}\n", |
| 209 | + "```\n", |
| 210 | + "\n", |
| 211 | + "Now, don't hesitate to play and generate all kind of Parareal-like formula !" |
| 212 | + ] |
| 213 | + } |
| 214 | + ], |
| 215 | + "metadata": { |
| 216 | + "kernelspec": { |
| 217 | + "display_name": "base", |
| 218 | + "language": "python", |
| 219 | + "name": "python3" |
| 220 | + }, |
| 221 | + "language_info": { |
| 222 | + "codemirror_mode": { |
| 223 | + "name": "ipython", |
| 224 | + "version": 3 |
| 225 | + }, |
| 226 | + "file_extension": ".py", |
| 227 | + "mimetype": "text/x-python", |
| 228 | + "name": "python", |
| 229 | + "nbconvert_exporter": "python", |
| 230 | + "pygments_lexer": "ipython3", |
| 231 | + "version": "3.13.9" |
| 232 | + } |
| 233 | + }, |
| 234 | + "nbformat": 4, |
| 235 | + "nbformat_minor": 5 |
| 236 | +} |
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