TN-01_AReviewTimeSteppingTechniquesPreconditioningHyperbolicAnisotropicEllipticProblem ====================================================================================== .. meta:: :description: technical note :keywords: NEPTUNE,Technical,Report,2060049-TN-01,Deliverables,D1.1,and,D2.1,A,Review,of,Time,Stepping,Techniques,and,Preconditioning,for,Hyperbolic,and,Anisotropic,Elliptic,Problems,Hussam,Al,Daas1,,Tyrone,Rees1,,and,H.,Sue,Thorne2,1Scienti(cid:28)c,Computing,Department,,UKRI-STFC,2Hartree,Centre,,UKRI-STFC,March,25,,2022,1,Introduction,Exascale,targeted,plasma,modelling,will,require,the,e(cid:30)cient,and,accurate,solution,of,systems,of,hyper-,bolic,partial,di(cid:27)erential,equations,(PDEs),,and,the,corresponding,elliptic,problems,,in,the,presence,of,highly,anisotropic,dynamics.,Furthermore,,the,techniques,used,must,scale,with,the,computing,power,available,,and,be,robust,enough,to,be,portable,to,any,emerging,hardware,that,arises,in,the,future.,We,are,anticipating,that,high,order,(cid:28)nite,elements/spectral,elements,will,be,used,to,discretize,the,equations,,and,we,focus,on,methods,amenable,to,such,problems.,In,Section,2,we,investigate,the,current,state,of,the,art,in,time,advance,techniques,,while,in,Sec-,tion,3,we,turn,our,attention,to,the,state,of,the,art,for,preconditioners,of,elliptic,systems;,these,ful(cid:28)ll,deliverables,1.1,and,2.1,of,ExCALIBUR,project,NEPTUNE:,Mathematical,Support,for,Software,Im-,plementation.,We,give,a,high,level,summary,of,our,(cid:28)ndings,at,the,end,of,each,section.,2,State-of-the-art,time,stepping,techniques,for,hyperbolic,PDEs,We,consider,the,solution,of,hyperbolic,systems,of,the,form,∂u,∂t,=,A(u,,t),,together,with,appropriate,initial,and,boundary,conditions.,Stability,requirements,mean,that,explicit,methods,(such,as,forward,Euler),would,require,an,unfeasibly,small,temporal,step,size.,This,problem,which,is,compounded,by,the,fact,that,the,step,size,for,the,entire,domain,is,restricted,by,the,(cid:28)nest,mesh,patch,or,wave,velocity,,which,generally,make,explicit,methods,unsuitable,for,anisotropic,hyperbolic,equations.,We,can,make,use,of,larger,time,steps,with,an,implicit,(or,semi-implicit),method.,While,such,schemes,may,be,unconditionally,stable,,even,in,this,case,we,must,still,restrict,the,size,of,the,time,step,with,a,CFL-like,condition,to,ensure,that,the,solution,is,su(cid:30)ciently,accurate.,Also,,with,any,implicit,method,,there,is,the,requirement,to,solve,a,large,system,of,equations,at,each,time,step,,and,we,must,do,this,carefully,to,ensure,performance,on,modern,HPC,systems.,2.1,Fully,Implicit,Methods,The,Method,of,Lines,[44],is,a,technique,to,transform,a,PDE,into,system,of,ordinary,di(cid:27)erential,equations,(ODEs),by,applying,a,pre-determined,discretization,strategy,to,the,spatial,dimensions,of,the,PDE.,We,may,then,solve,the,resulting,ODE,with,an,appropriate,temporal,scheme,to,the,required,accuracy.,In,the,linear,case,,and,without,algebraic,constraints,,the,ODE,system,takes,the,form,(1),where,M,∈,Rn×n,is,a,mass,matrix,,L,∈,Rn×n,is,a,discrete,linear,operator,,and,ˆf,(t),a,time-dependent,forcing,function.,in,(0,,T,],,u(0),=,0,,M,u(cid:48)(t),=,Lu,+,ˆf,(t),One,may,solve,the,ODE,(1),by,applying,an,s-stage,Runge-Kutta,scheme:,un+1,=,un,+,δt,(cid:32),s,(cid:88),i=1,biki,,s,(cid:88),(cid:33),M,ki,=,L,un,+,δt,aijkj,+,f,(tn,+,δtci).,(2),(3),i=1,Such,schemes,are,commonly,expressed,in,terms,of,a,Runge(cid:21)Kutta,matrix,,A,=,{aij},∈,Rs×s,,weight,vector,,bT,=,(b1,,.,.,.,,,bs)T,,,and,quadrature,nodes,c,=,(c1,,.,.,.,,,cs),,often,presented,in,a,Butcher,tableau:,The,stage,vectors,{ki},are,the,solution,of,the,block,linear,system,,c,A,bT,.,,,M,,,,,.,.,.,M,,,,−,δt,,,,a11L,·,·,·,a1sL,...,.,.,.,as1L,·,·,·,assL,...,,,,,,,,,,,,,=,,,,f1,...,fs,,,,,,(4),k1,...,ks,where,fi,:=,ˆf,(tn,+δtci)+L(tn,+δtci)un.,The,di(cid:30)culty,in,applying,fully,implicit,Runge(cid:21)Kutta,methods,lies,in,solving,the,ns,×,ns,block,linear,system,(4).,The,solution,of,nonlinear,systems,requires,solves,with,the,form,(4),,but,with,L,now,being,a,linearized,operator,as,determined,by,,say,,a,Newton,or,Picard,iteration,[43,,76].,We,may,also,incorporate,constraints,(such,as,incompressiblity);,if,the,Method,of,Lines,applied,to,a,PDE,gives,the,Di(cid:27)erential,Algebraic,Equation,M,u(cid:48)(t),=,N,(u,,w,,t),0,=,G(u,,w,,t),then,an,s−stage,Runge(cid:21)Kutta,method,applied,to,this,gives,iterates,of,the,form,(cid:21),(cid:20)un+1,wn+1,=,(cid:21),(cid:20)un,wn,+,δt,s,(cid:88),i=1,(cid:21),(cid:20)ki,(cid:96)i,.,bi,In,the,linear,case,we,obtain,the,stage,vectors,ki,,(cid:96)i,by,solving,the,system,of,equations,(cid:21),0,.,.,.,,,,,,,,(cid:20)M,,,,,,,,,,,,,,,−,δt,(cid:20)M,(cid:21),0,,,,,,,,a11,as1,(cid:21),(cid:21),(cid:20)Nu,Nw,Gu,Gw,...,(cid:20)Nu,Nw,Gu,Gw,·,·,·,a1s,.,.,.,·,·,·,ass,(cid:20)Nu,Nw,Gu,Gw,...,(cid:20)Nu,Nw,Gu,Gw,(cid:21),,,,,,,,,,,,,,,(cid:21),,,,,,,,k1,(cid:96)1,...,ks,(cid:96)s,,,,,,,,=,,,,,,,,f1,g1,...,fs,gs,,,,,,,,.,(5),Again,,the,nonlinear,case,is,also,possible,,and,results,in,a,series,of,linearized,systems,of,the,form,(5).,For,more,details,see,e.g.,,[8,,Section,10.1.3],,[76,,Section,6].,In,the,following,,for,simplicity,of,exposition,,we,consider,only,the,linear,case,without,constraints,(unless,we,state,otherwise),,but,the,ideas,can,also,be,applied,in,the,more,general,case.,For,general,properties,of,such,methods,,we,refer,the,reader,to,Ascher,and,Petzold,[8,,Section,4].,In,the,speci(cid:28)c,case,that,interests,us,,the,algebraic,block,is,very,large,and,ill,conditioned,,being,the,spatial,discretization,of,a,partial,di(cid:27)erential,equation.,We,can,expect,standard,implementations,of,algorithms,for,solving,ODEs,to,fail,,as,direct,methods,would,struggle,to,solve,even,a,single,system,with,L.,Below,we,describe,the,state,of,the,art.,2.1.1,Diagonally-implicit,Runge(cid:21)Kutta,(DIRK),methods,Diagonally-implicit,Runge(cid:21)Kutta,(DIRK),methods,have,a,lower,triangular,Runge(cid:21)Kutta,matrix,,A.,This,simpli(cid:28)es,the,solution,of,(4),considerably,,as,the,implicit,solve,requires,only,a,series,of,n,×,n,systems,,rather,than,one,ns×ns,system,solve.,Kennedy,and,Carpenter,[40],performed,a,comprehensive,survey,of,DIRK,methods,for,NASA,,followed,up,by,the,development,of,several,new,methods,[41].,We,recommend,these,papers,,and,the,references,therein,,for,more,detail,on,this,class,of,methods.,DIRK,methods,can,be,further,divided,into,a,series,of,subclasses:,SDIRK,methods,are,DIRK,methods,where,A,has,a,constant,diagonal;,EDIRK,methods,are,DIRK,methods,with,an,explicit,(cid:28)rst,stage,(so,a1,1,=,0);,ESDIRK,methods,[45],are,EDIRK,methods,where,the,non-zeros,on,the,diagonal,are,constant.,Nektar++,implements,SDIRK,with,two,and,three,stages,,and,an,ESDIRK,method,with,six,stages;,Yan,et,al.,[84],gives,a,preliminary,comparison,of,the,performance,of,these,methods,against,each,other,,and,against,explicit,methods.,Pan,et,al.,[61],point,out,that,one,must,be,careful,when,choosing,the,time,step,,as,making,a,naive,choice,may,lead,to,extra,work,without,any,gain,in,accuracy,(see,,e.g.,,[57]).,They,observe,that,,when,solving,Navier-Stokes,equations,using,a,Discontinuous,Galerkin,discretization,in,the,spatial,domain,,an,ESDIRK,method,in,temporal,domain,,and,solving,the,nonlinear,system,using,a,Jacobian,Free-Newton,Krylov,method,(JFNK),[43],,then,the,error,in,one,time,step,is,the,sum,of,the,local,temporal,error,(from,ESDIRK),,and,the,averaged,spatial,error,(from,DG),and,the,averaged,algebraic,JFNK,error,(from,preconditioned,GMRES).,They,therefore,propose,a,system,,implemented,in,Nektar++,[84],,which,uses,explicit,formulae,for,the,spatial,truncation,error,and,temporal,error,to,estimate,the,errors,in,these,components.,These,are,then,used,to,choose,a,priori,a,time,step,and,a,Newton,tolerance,such,that,the,temporal,and,iterative,errors,are,smaller,than,the,spatial,errors,,thus,ensuring,that,the,accuracy,is,enough,to,ensure,su(cid:30)cient,convergence,,but,not,too,much,to,waste,CPU,time.,Since,this,method,is,based,on,local,errors,,there,is,no,guarantee,on,the,global,errors;,however,,it,suggests,a,reasonable,heuristic,which,has,been,shown,to,be,e(cid:27)ective,on,the,isentropic,vortex,,Taylor-Green,vortex,,(cid:29)at,plate,boundary,layer,,and,turbulent,(cid:29)ow,over,a,cylinder,model,problems.,While,this,approach,provides,an,upper,bound,for,the,time,step,,this,may,not,be,enough,to,maintain,stability,for,challenging,problems,,yet,the,method,is,a,promising,approach,for,automatic,simulation,pipelines.,2.1.2,High,order,implicit,Runge(cid:21)Kutta,(IRK),method,While,DIRK,schemes,are,attractive,,since,they,simplify,the,structure,of,the,linear,systems,,they,come,with,a,number,of,drawbacks,,as,outlined,in,[40].,For,a,DIRK,method,with,formal,integration,order,p,and,stage-order,q,,the,order,of,accuracy,observed,in,practice,sti(cid:27),nonlinear,PDEs,or,DAEs,is,approximately,min{p,,q,+,1}.,Stable,DIRK,methods,have,a,maximum,order,of,p,=,s,+,1,,and,the,stage-order,,q,,is,usually,1,,although,can,be,2,for,DIRK,methods,with,an,explicit,(cid:28)rst,stage.,However,,DIRK,methods,cannot,have,a,stage-order,larger,than,2.,Symplectic,DIRK,methods,can,be,at,most,4th,order,,and,have,the,additional,restriction,that,documented,methods,above,order,two,have,Runge(cid:21),Kutta,matrices,with,negatives,on,the,diagonal,,which,usually,leads,to,more,di(cid:30)cult,linear,systems,to,solve.,Overall,,DIRK,methods,have,limited,accuracy:,often,this,is,good,enough,for,the,application,,but,can,be,an,issue,for,di(cid:30)cult,modelling,problems.,Fully,implicit,Runge(cid:21)Kutta,(IRK),methods,,in,contrast,,can,have,high-order,accuracy,,since,they,may,have,any,stage-order:,an,s−stage,IRK,method,may,have,accuracy,of,order,2s.,However,,the,linear,system,solved,at,each,step,(cid:3)(4),is,formidable,,and,is,intractable,for,realistic,sized,problems,without,careful,handling,of,the,linear,algebra.,Common,IRK,methods,include,the,Gauss-Legendre,,Gauss-Lobatto,and,Gauss-Radau,families,,which,contain,classical,techniques,such,as,backward,Euler,(RadauIIA),,and,Crank-Nicolson,(LobattoIIIA).,Farrell,et,al.,[26],have,developed,a,high-level,library,called,Irksome,for,manipulating,UFL,(Uni(cid:28)ed,Form,Language),expressions,of,semidiscrete,variational,forms,to,obtain,UFL,expressions,for,the,coupled,Runge(cid:21)Kutta,stage,equations,(3),at,each,time,step.,Irksome,works,with,the,Firedrake,package,to,enable,the,e(cid:30)cient,solution,of,the,resulting,coupled,algebraic,systems,,which,are,solved,matrix-free.,Irksome,solves,the,matrix,(4),using,a,Krylov,method,with,preconditioner,blkdiag,(M,−,a1,1δtL,,·,·,·,,,M,−,as,sδtL),,,which,has,been,shown,[50],to,be,a,good,preconditioner,for,parabolic,problems.,The,system,(4),can,be,re-written,in,Kronecker,product,form,as,(I,⊗,M,−,δtA,⊗,L)k,=,f,,(6),which,is,the,Sylvester,matrix,equation.,Such,systems,arise,commonly,in,model,order,reduction,and,control,applications,,and,we,refer,the,reader,to,Simoncini’s,survey,[75],on,techniques,for,solving,matrix,equations.,This,connection,has,led,to,a,number,of,interesting,approaches,for,the,solution,of,(4),using,fully-implicit,IRK,methods,over,the,past,few,years,[37,,51,,67,,76,,77].,Southworth,et,al.,introduce,a,theoretical,and,algorithmic,preconditioning,framework,for,solving,(4),in,the,linear,[77],and,nonlinear,[76],setting.,This,framework,also,naturally,applies,to,discontinuous,Galerkin,discretizations,in,time.,Under,quite,general,assumptions,on,the,spatial,discretization,that,yield,stable,time,integration,,they,prove,that,the,preconditioned,operator,has,a,condition,number,bounded,by,a,small,,order-one,constant,,independent,of,the,spatial,mesh,and,time-step,size,,and,with,only,weak,dependence,on,number,of,stages/polynomial,order;,for,example,,the,preconditioned,operator,for,10th-order,Gauss,IRK,has,condition,number,less,than,two,,independent,of,the,spatial,discretization,and,time,step.,The,proposed,method,can,be,used,with,arbitrary,existing,preconditioners,for,backward,Euler-type,time-stepping,schemes,and,is,amenable,to,the,use,of,three-term,recursion,Krylov,methods,when,the,underlying,spatial,discretization,is,symmetric.,In,[77],,the,authors,apply,their,method,to,various,high-order,(cid:28)nite-di(cid:27)erence,and,(cid:28)nite,element,discretizations,of,linear,parabolic,and,hyperbolic,prob-,lems,,demonstrating,fast,,scalable,solution,of,up,to,10th-order,accuracy.,The,proposed,method,,in,several,cases,,can,achieve,4th-order,accuracy,using,Gauss,integration,with,roughly,half,the,number,of,preconditioner,applications,and,wallclock,time,as,required,using,standard,diagonally,IRK,methods.,In,[76],the,authors,treat,the,nonlinear,case,and,the,existence,of,di(cid:27)erential,algebraic,equations,,apply-,ing,the,method,to,the,nonlinear,Navier(cid:21)Stokes,equation.,Again,,the,method,only,requires,an,e(cid:30)cient,preconditioner,for,matrices,arising,from,classic,backward,Euler,scheme.,The,numerical,experiments,in,[76,,77],used,the,software,MFEM,[7],,and,employs,multigrid,precon-,ditioners,that,are,available,in,Hypre,(see,3).,We,highlight,that,Masud,et,al.,[51],presented,a,similar,approach,to,that,of,Southworth,et,al.,,treating,the,parabolic,case.,Common,to,all,the,approaches,described,here,are,fast,methods,for,the,solution,of,a,sequence,of,linear,systems,of,equations,of,the,form,(αiM,−,L)x,=,fi,or,(cid:20)αiM,−,L,BT,C,B,(cid:21),(cid:21),(cid:20)x1,x2,=,(cid:21),(cid:20)fi1,fi2,,,(7),depending,on,if,constraints,are,present,or,not,,where,M,is,a,mass,matrix;,L,a,linear,di(cid:27)erential,operator;,and,B,,BT,and,C,represent,the,di(cid:27)erential,algebraic,constraints.,The,αi’s,depend,on,the,values,in,the,Runge(cid:21)Kutta,matrix,A,,and,can,be,assumed,to,be,positive.,The,symmetry,and,de(cid:28)niteness,of,(7),therefore,depends,on,the,linear,di(cid:27)erential,operator,L.,We,point,to,Section,3,for,a,description,of,recent,advances,in,preconditioning,(7),for,both,the,symmetric,and,nonsymmetric,case.,2.2,Linear,Multistep,Methods,Linear,multistep,time,integration,techniques,applied,to,(1),take,the,form,0,(cid:88),j=−k,αk+jM,ui+j,=,δt,0,(cid:88),j=−k,βk+j,(L(ui+j),+,f,(ti+j)),,,for,a,given,set,of,αi,,βj;,methods,with,βk,=,0,are,explicit,(e.g.,,the,Adams-Bashforth,family),,and,non-,zero,βk,gives,implicit,methods,(e.g.,,the,Adams-Moulton,(AM),and,Backward,Di(cid:27)erentiation,Fomulae,(BDF),families).,There,are,,however,,a,number,of,drawbacks,which,limit,their,application,to,hyperbolic,PDEs.,Although,they,don’t,su(cid:27)er,from,the,accuracy,issues,of,DIRK,methods,,there,are,no,implicit,multistep,methods,which,are,A-stable,and,of,order,greater,than,two.,There,are,also,no,generally,symplectic,multistep,methods.,By,the,nature,of,multistep,methods,,which,build,approximations,to,the,solution,using,solutions,at,previous,points,in,time,,multistep,methods,are,more,memory,intensive,than,Runge(cid:21),Kutta,methods,,and,so,may,not,be,so,applicable,for,large,simulations,at,exascale.,2.3,Implicit-Explicit,(IMEX),methods,It,is,often,the,case,that,partial,di(cid:27)erential,equations,take,the,form,∂u,∂t,=,B(u,,t),+,C(u,,t),,where,the,operators,B(u,,t),and,C(u,,t),model,phenomena,on,di(cid:27)erent,time-scales;,examples,include,a,non-stationary,convection-di(cid:27)usion,equation,where,we,follow,the,convected,time,scale,,where,B(u,,t),and,C(u,,t),may,represent,the,di(cid:27)usion,and,convection,terms,,respectively,,or,coupled,multiphysics,problems,,where,mixed,(cid:29)uids,may,have,di(cid:27)erent,behaviours.,The,presence,of,the,fast,term,precludes,the,use,of,fully,explicit,integrators,,as,we,would,require,a,prohibitively,small,time-step,to,ensure,convergence.,On,the,other,hand,,using,a,fully,implicit,method,Implicit-Explicit,(IMEX),time,integration,may,ask,too,much,of,the,linear,(or,non-linear),solvers.,schemes,exploit,the,structure,of,the,problem,by,solving,for,the,slow,term,explicitly,,where,we,may,safely,take,larger,time,steps,,and,solving,for,the,fast,term,implicitly.,The,split,between,the,two,di(cid:27)erent,regimes,is,not,always,clear,,and,schemes,may,leak,sti(cid:27)ness.,IMEX,methods,also,may,su(cid:27)er,from,accuracy,issues,,and,fully,implicit,methods,may,need,to,be,used,if,a,tight,tolerance,is,required.,A,number,of,IMEX,schemes,have,recently,been,proposed,for,general,hyperbolic,problems,[16,33,62],,for,multiphysics,problems,(see,[42,,Section,3.2.2],and,the,references,therein),,and,for,plasma,modelling,[54].,Nektar++,implements,a,scheme,by,Karndarkis,et,al.,[38],for,thermal,convection,problems,[36];,we,note,that,Nektar++,uses,an,equivalence,between,IMEX,method,and,general,linear,methods,to,ease,the,switch,between,various,implicit,,explicit,and,IMEX,methods,[82].,PETSc’s,TS,package,[11,,Section,6],provides,interfaces,to,the,IMEX,methods,proposed,in,[9,16,32,39,62],(mostly,using,an,SDIRK,implicit,solver).,We,would,like,to,highlight,that,IMEX,methods,(together,with,bespoke,preconditioners,for,the,implicit,solves),have,recently,been,successfully,applied,at,scale,as,the,integrator,in,the,Uni(cid:28)ed,Model,[15,,52].,2.4,Parallel-in-time,As,the,parallel,performance,of,spatial,solvers,has,become,saturated,,there,has,been,an,increase,in,interest,in,parallel,in,time,(PinT),methods;,see,the,survey,by,Gander,[27].,The,development,of,the,parareal,method,by,Lions,,Maday,and,Turinici,in,2001,[46],was,the,catalyst,for,much,of,this,activity.,The,parareal,algorithm,combines,two,solvers;,a,cheap,,global,,‘coarse’,solver,,and,a,more,accurate,‘(cid:28)ne’,solver.,The,basic,concept,is,simple:,we,employ,a,(cid:28)ne,solver,in,parallel,,which,constitutes,the,bulk,of,the,computational,e(cid:27)ort,,and,then,combine,the,results,into,a,global,solution,using,the,coarse,solver.,While,most,results,in,the,literature,apply,this,method,to,model,problems,and,,in,particular,,those,of,a,di(cid:27)usive,nature,,there,has,been,some,success,in,applying,the,parareal,paradigm,to,real,scienti(cid:28)c,applications,with,a,hyperbolic,PDE,,most,notably,in,the,work,of,Samaddar,et,al.,on,tokamak,edge,plasma,simulations,[14,23,69(cid:21)74].,Key,in,this,work,is,the,selection,of,an,appropriate,coarse,grid,solver,,and,unfortunately,there,is,currently,little,(if,any),theoretical,guidance,on,how,which,schemes,would,prove,successful,for,other,problems.,Nevertheless,,these,studies,report,a,speed,up,of,roughly,a,factor,of,ten,by,using,parareal,over,conventional,time-stepping,techniques.,An,alternative,approach,to,parareal,is,Multigrid,Reduction,in,Time,(MGRIT),[24],,a,method,built,on,the,equivalence,between,a,traditional,time,integration,method,and,a,block,lower,triangular,system,of,equations.,The,parareal,method,is,equivalent,to,two,grid,(in,time),multigrid,method,[29],and,MGRIT,is,,in,some,ways,,the,natural,extension,,considering,a,hierarchy,of,grids.,XBraid,software,[1],is,an,implementation,of,MGRIT,,and,has,been,shown,to,give,speedups,of,up,to,a,factor,of,(cid:28)fty,over,sequential,time-stepping.,Both,parareal,and,MGRIT,struggle,on,hyperbolic,problems.,Southworth,et,al.,[78],recently,pro-,vided,a,convergence,analysis,detailing,whether,or,not,parareal,or,two-level,MGRIT,will,converge,on,a,given,problem,,as,well,as,what,spatial,or,temporal,discretizations,are,applicable,with,MGRIT.,Recent,work,by,Wathen,and,collaborators,[20,,53],and,Gander,et,al,[28],,based,on,the,development,of,block,preconditioners,for,the,large,block,lower-triangular,time-stepping,matrix,,has,potential,to,overcome,this,limitation.,We,highlight,there,is,an,ExCALIBUR,project,to,compare,the,performance,of,parallel,in,time,methods,for,exascale,use,,the,(cid:28)ndings,of,which,will,be,relevant,here.,https://excalibur.ac.uk/,projects/exposing-parallelism-parallel-in-time/,Summary,•,DIRK,time-stepping,methods,,where,applicable,,are,well,developed,,and,[40],is,a,nice,sum-,mary.,•,Fully,implicit,Runge(cid:21)Kutta,methods,were,largely,dismissed,as,impractical,for,hyperbolic,problems,,but,recent,advances,in,preconditioning,techniques,may,mean,this,is,no-longer,the,case;,Southworth,et,al.,[76,,77],describes,(and,advances),the,state,of,the,art.,•,The,theory,of,IMEX,methods,is,also,well,developed,,and,should,be,used,where,appropriate.,•,Recent,work,in,parallel-in-time,methods,may,help,break,the,inherently,sequential,nature,of,traditional,time,integration,algorithms,,which,rely,exclusively,on,the,solution,of,the,spatial,discretization,for,parallelism.,•,All,approaches,for,solving,implicit,time-stepping,problems,require,good,methods,for,solving,(variations,of),the,stationary,system;,see,Section,3.,3,State-of-the-art,approaches,for,preconditioning,elliptic,problems,discretized,with,high-order,methods,Existing,and,emerging,computing,architectures,su(cid:27)er,from,an,exponentially,growing,gap,between,the,time,necessary,to,perform,a,(cid:29)oating,point,operation,and,the,time,to,move,data,across,the,network,on,a,distributed,memory,environment.,High-order,numerical,methods,provide,higher,accuracy,with,fewer,degrees,of,freedom,,at,the,cost,of,more,arithmetic,operations,performed,per,degree,of,freedom.,Because,of,their,high,arithmetic,intensity,,high-order,methods,are,promising,candidates,to,get,the,best,performance,on,exascale,systems.,A,(cid:28)nite,element,or,discontinuous,Galerkin,method,of,polynomial,degree,p,in,d,spatial,dimensions,will,have,O(pd),degrees,of,freedom,per,element,,and,hence,the,system,matrix,will,have,O(p2d),non-,zeros,entries.,For,this,reason,the,coe(cid:30)cient,matrix,is,often,not,assembled,,and,operations,with,it,are,carried,out,in,a,matrix-free,fashion.,A,matrix-free,method,reduces,the,memory,requirements,to,O(pd),,and,,making,use,of,sum,factorization,techniques,,the,cost,of,a,matrix-vector,product,can,be,reduced,to,O(dpd+1),[60].,The,condition,number,of,the,discretized,matrix,increases,quadratically,with,the,polynomial,degree.,Due,to,the,large,bandwidth,,direct,methods,for,solving,linear,systems,are,not,an,option.,We,therefore,must,turn,to,iterative,solvers,,and,it,is,vital,that,we,pair,the,Krylov,subspace,solver,with,an,appropriate,preconditioner,to,get,good,performance.,In,this,section,,we,summarize,the,state-of-the-art,in,techniques,proposed,to,precondition,linear,systems,arising,from,the,discretization,of,elliptic,PDEs,by,using,high-order,methods.,We,point,the,reader,to,the,NEPTUNE,report,[6],for,an,overview,of,general-purpose,preconditioners,,as,well,as,the,excellent,review,by,Wathen,[83].,3.1,Preconditioning,high,order,(cid:28)nite,element,matrices,There,are,is,a,good,body,of,work,on,preconditioners,for,low,to,moderate,order,(cid:28)nite,elements,,and,there,are,some,excellent,implementations,of,algorithms,which,have,been,used,in,a,wide,variety,of,practical,situations;,see,Section,3.2.,However,,it,has,been,observed,that,such,methods,often,give,less,than,desirable,performance,when,applied,to,high,order,discretization,(however,,see,Heys,et,al.,[35],,who,show,that,AMG,can,be,applied,successfully,(cid:21),albeit,with,a,mild,p−dependence,(cid:21),with,minor,modi(cid:28)cations).,One,technique,that,has,proved,successful,,(cid:28)rst,proposed,by,Orszag,in,1980,[60],,is,to,exploit,the,spectral,equivalence,between,low-order,and,high-order,operators,,known,as,FEM-SEM,equivalence;,see,the,review,by,Canuto,,Gervasio,and,Quarteroni,[18],and,the,references,therein.,This,approach,allows,us,to,use,a,low,order,discretization,to,precondition,the,high,order,problem,,allowing,the,use,the,methods,outlined,in,Section,3.2,as,a,fast,approximation,to,this,‘ideal’,,low-order,,preconditioner.,In,practice,,the,tensor-product,of,the,Gauss-Lobatto-Legendre,points,used,to,generate,the,grid,for,spectral,element,methods,result,in,anisotropic,(cid:28)nite,element,meshes,,which,challenge,basic,multigrid,and,domain,decomposition,methods,[47].,Nevertheless,,there,has,been,considerable,success,in,the,development,of,such,methods,in,recent,years;,Pazner,and,Kolev,[64,,65],develop,a,multigrid,precondi-,tioner,for,high-order,continuous,and,discontinuous,Galerkin,methods,with,hp−re(cid:28)nement;,Chalmers,and,Warburton,[19],and,Olson,[59],apply,this,idea,to,simplexes,in,two,and,three,dimensions;,Bello-,Maldonado,and,Fischer,[13],create,a,scheme,that,uses,a,precondiioner,based,on,P,1-elements,,using,a,meshing,technique,for,rectangular,and,hexahedral,elements;,Pazner,,Dohrmann,and,Kolev,[21,,66],show,this,can,be,applied,to,(cid:28)nite,element,problems,on,H(curl),and,H(div),spaces,(using,NØdØlec,and,Raivart-Thomas,elements,,respectively).,These,methods,are,typically,independent,of,the,polynomial,degree,,mesh,size,and,,for,DG,methods,,the,penalty,parameter.,In,a,comparison,by,Sundar,,Stadler,and,Biros,[80],conclude,that,this,approach,is,more,advantageous,than,h−,or,p−,multigrid.,We,particularly,highlight,the,work,of,Pazner,,Dohrmann,and,Kolev,[66],,who,present,numerical,experiments,using,the,(cid:28)nite,element,library,MFEM,,with,which,the,construction,of,such,precondi-,tioners,requires,only,one,or,two,lines,of,code.,These,tests,corroborate,the,theoretical,properties,the,proposed,preconditioners,,and,demonstrate,the,(cid:29)exibility,and,scalability,of,the,method,on,a,range,of,challenging,three-dimensional,problems.,These,new,solvers,are,(cid:29)exible,and,easy,to,use;,any,black-box,preconditioner,for,low-order,problems,can,be,used,to,create,an,e(cid:27)ective,and,e(cid:30)cient,preconditioner,for,the,corresponding,high-order,problem.,The,lor_solvers,miniapp,,and,its,parallel,counterpart,plor_solvers,,illustrate,the,construction,of,low-order-re(cid:28)ned,discretizations,and,solvers,,and,come,distributed,with,MFEM’s,source,code,,available,at,https://github.com/mfem/mfem.,An,alternative,approach,is,to,use,the,observation,of,Pavarino,[63],that,additive,Schwartz,,together,with,an,additive,coarse,space,of,order,one,and,a,vertex-centered,space,decomposition,,is,robust,with,respect,to,both,p,and,h,for,symmetric,and,coercive,problems.,The,local,solves,for,such,problems,are,dense,,and,solved,with,a,direct,method,,and,also,the,coarse-grid,operator,is,also,fairly,dense,and,can,quickly,become,expensive.,However,,in,recent,years,good,methods,for,solving,this,system,have,become,available;,see,,e.g.,,Lottes,and,Fischer,[47].,Recently,Brubeck,and,Farrell,[17],introduced,a,p−robust,preconditioner,which,uses,the,additive,Schwarz,method,with,vertex,patches,combined,with,a,low-order,coarse,space,as,a,solver,for,symmetric,and,coercive,problems.,By,constructing,a,tensor,product,basis,that,diagonalizes,the,blocks,in,the,sti(cid:27)ness,matrix,for,the,internal,degrees,of,freedom,of,each,individual,cell,,they,show,that,the,patch,problem,is,as,sparse,as,a,low-order,(cid:28)nite,di(cid:27)erence,discretization,and,having,a,sparse,Cholesky,fac-,torization,allows,them,to,scale,to,large,polynomial,degree,p,and,a(cid:27)ord,the,assembly,and,factorization,of,the,matrices,in,the,vertex-patch,problems.,They,successfully,apply,their,method,to,the,Poisson,equation,and,the,mixed,formulation,of,linear,elasticity,both,with,constant,coe(cid:30)cient,problems,and,claim,that,the,theory,of,[10],suggests,that,it,would,remain,e(cid:27)ective,for,spatially,varying,coe(cid:30)cients.,In,their,conclusion,,they,state,that,the,downside,of,their,approach:,(1),its,narrow,applicability;,it,will,not,be,e(cid:27)ective,on,more,general,problems,(tested,on,Poisson,and,mixed,formulation,of,linear,elasticity),,especially,for,those,where,the,dominant,terms,include,mixed,derivatives,and,mixed,vector,components.,(2),their,method,relies,on,having,a,good,quality,mesh,,with,its,performance,depending,on,the,minimal,angle.,Finally,,we,highlight,that,even,explicit,time,integration,methods,require,the,solution,of,a,mass,matrix,at,each,time,step;,while,this,is,trivial,in,low-order,,it,is,less,obviously,the,case,for,high-order,problems,,as,the,condition,number,of,the,mass,matrix,grows,algebraically,with,the,polynomial,order.,Ainsworth,and,Jiang,[2],describe,an,e(cid:30)cient,preconditioner,for,the,mass,matrix,,independent,of,h,and,p,,based,on,a,speci(cid:28)c,choice,of,hierarchical,basis,,which,involves,only,diagonal,solves.,3.2,Preconditioners,for,low,order,problems,The,methods,described,above,depend,on,a,robust,and,e(cid:30)cient,linear,solver,for,low-order,(cid:28)nite,element,systems.,Outside,of,basic,PDEs,on,uniform,grids,,where,,where,Fast,Multipole,Methods,and,Fast,Fourier,Transforms,may,be,successfuly,applied,[31],,the,choice,is,between,multigrid,methods,and,domain,decomposition,methods.,3.2.1,Multigrid,methods,Multigrid,methods,[81],are,split,into,algebraic,(AMG),and,geometric,(GMG),variants.,AMG,meth-,ods,use,the,algebraic,properties,of,the,assembled,matrix,to,restrict,to,coarser,grids,,whereas,GMG,solvers,use,information,about,the,underlying,mesh,connectivity.,GMG,solvers,can,be,over,an,order,of,magnitude,faster,than,the,best,AMG,solvers,[31],,since,they,can,be,used,matrix-free,,and,operators,can,be,modi(cid:28)ed,on,di(cid:27)erent,levels,,which,can,be,advantageous,when,solving,,e.g.,,advection,di(cid:27)usion,problems,[68],,or,when,needing,to,accommodate,non-standard,boundary,conditions.,However,,there,are,excellent,robust,AMG,implementations,available,which,work,well,o(cid:27)-the-shelf,for,a,wide,range,of,problems,,which,we,describe,below,,and,AMG,solvers,and,preconditioners,are,some,of,the,fastest,black-box,numerical,methods,to,solve,linear,systems.,The,convergence,of,AMG,solvers,is,well,established,for,symmetric,positive,de(cid:28)nite,(SPD),lin-,ear,systems,resulting,from,the,discretization,of,general,elliptic,PDEs,or,the,spatial,discretization,of,parabolic,PDEs.,Hyperbolic,PDEs,remain,a,challenge,for,AMG,,as,well,as,other,fast,linear,solvers,,in,part,because,the,resulting,linear,systems,are,often,highly,nonsymmetric.,Nevertheless,,modern,AMG,implementations,can,perform,well,on,a,wide,range,of,problems.,The,HYPRE,library,[25],,originating,from,the,Lawrence,Livermore,National,Laboratories,,con-,tains,a,number,of,high,quality,implementations,of,multigrid,preconditioners.,BoomerAMG,[34],is,a,parallel,implementation,of,the,classical,Ruge-St(cid:252)ben,AMG,method,,and,o(cid:27)ers,a,range,of,coarsening,,interpolation,,and,smoothing,options.,Trilinos’s,ML,preconditioner,[30],,developed,by,Sanida,National,Laboratory,,is,another,fully,fea-,tured,algebraic,multigrid,implementation,,o(cid:27)ering,a,range,of,multilevel,schemes,,smooothers,,and,coarse,solvers.,PETSc’s,GAMG,preconditioner,[11,,Section,4.4.5],uses,a,smoothed,aggregation,coarsening,strat-,egy,,and,o(cid:27)ers,a,reference,implementation,of,the,classical,Ruge-St(cid:252)ben,method.,It,also,provides,unsmoothed,aggregation,,which,can,be,useful,for,unsymmetric,problems.,Note,that,both,HYPRE,and,ML,are,also,available,via,the,PETSc,interface.,Notay’s,AGMG,method,[55,56],is,another,aggregation-based,algebraic,multigrid,method,which,can,be,applied,to,any,system,matrix,that,has,positive,digonal,entries.,The,implementation,can,use,MPI,,multithreading,,or,both.,It,is,well,known,that,AMG,methods,don’t,perform,well,‘out-of-the-box‘,for,anisotropic,problems,,and,may,require,some,problem-speci(cid:28)c,tuning;,the,PETSc,documention,[11,,Section,4.4.5],gives,some,advice,for,this.,Manteu(cid:27)el,et,al.,[49],present,a,new,variation,on,classical,AMG,for,nonsymmetric,matrices,(denoted,(cid:96)AIR),,based,on,a,local,approximation,to,the,ideal,restriction,operator,,coupled,with,F-relaxation.,They,demonstrate,the,e(cid:30)cacy,of,the,proposed,preconditioner,on,systems,arising,from,the,discrete,form,of,the,advection-di(cid:27)usion-reaction,equation.,(cid:96)AIR,is,shown,to,be,a,robust,solver,for,various,discretizations,of,the,advection-di(cid:27)usion-reaction,equation,,including,time-dependent,and,steady-state,,from,purely,advective,to,purely,di(cid:27)usive.,Convergence,is,robust,for,discretizations,on,unstructured,meshes,and,using,higher-order,(cid:28)nite,elements,,and,is,particularly,e(cid:27)ective,on,upwind,discontinuous,Galerkin,discretizations.,(cid:96)−AIR,available,in,PyAMG,[58],,and,an,implementation,through,HYPRE,is,underway.,In,a,related,,Manteu(cid:27)el,et,al.,[48],present,a,reduction-based,AMG,method,developed,for,upwind,discretizations,of,hyperbolic,PDEs,,based,on,the,concept,of,a,Neumann,approximation,to,ideal,restric-,tion,(nAIR).,nAIR,can,be,seen,as,a,variation,of,local,AIR,((cid:96)AIR),speci(cid:28)cally,targeting,matrices,with,triangular,structure.,Although,less,versatile,than,(cid:96)AIR,,setup,times,for,nAIR,can,be,substantially,faster,for,problems,with,high,connectivity.,nAIR,is,shown,to,be,an,e(cid:27)ective,and,scalable,solver,of,steady,state,transport,for,discontinuous,,upwind,discretizations,,with,unstructured,meshes,,and,up,to,6th-order,(cid:28)nite,elements,,o(cid:27)ering,a,signi(cid:28)cant,improvement,over,existing,AMG,methods.,nAIR,is,also,shown,to,be,e(cid:27)ective,on,several,classes,of,nearly,triangular,matrices,resulting,from,curvilinear,(cid:28)nite,elements,and,arti(cid:28)cial,di(cid:27)usion.,3.2.2,Domain,decomposition,methods,Domain,decomposition,methods,are,among,the,most,e(cid:30)cient,for,solving,sparse,linear,systems,of,equations,on,massively,parallel,architectures;,see,,e.g.,,the,book,for,Dolean,,Jolivet,and,Nataf,[22],for,a,recent,overview,of,the,(cid:28)eld.,Their,e(cid:27)ectiveness,relies,on,a,judiciously,chosen,coarse,space.,Spillane,et,al.,introduced,GenEO,,a,spectral,coarse,space,,in,[79].,GenEO,proved,to,be,very,attractive,as,it,can,be,constructed,e(cid:30)ciently,and,adapts,to,the,underlying,problem,and,its,di(cid:30)culty,with,minimum,amount,of,e(cid:27)ort,from,the,user,perspective.,This,method,is,theoretically,proved,to,be,e(cid:30)cient,and,robust,with,respect,to,the,problem,size,,mesh,,discretization,type,and,order,and,parameters,for,elliptic,PDEs,[3,12].,That,is,,the,preconditioner,can,be,constructed,e(cid:30)ciently,such,that,the,condition,number,of,the,preconditioned,matrix,is,bounded,from,above,by,a,user,de(cid:28)ned,number.,Al,Daas,et,al.,[4],have,recently,extended,GenEO,to,be,applicable,as,a,black-box,method,to,precon-,dition,general,sparse,linear,system.,They,assessed,the,e(cid:30)ciency,and,scalability,of,the,algebraic,GenEO,using,a,variety,of,very,challenging,problems,arising,from,a,wide,range,of,applications,and,including,highly,non,symmetric,problems,such,as,the,advection,dominated,advection-di(cid:27)usion,equation.,Com-,parisons,against,state-of-the-art,multigrid,preconditioners,illustrated,the,robustness,and,e(cid:30)ciency,of,algebraic,GenEO.,Al,Daas,et,al.,[5],recently,introduced,an,algebraic,extension,of,GenEO,for,the,diagonally,weighted,normal,equation,matrix.,Their,motivation,was,to,precondition,iterative,methods,for,solving,linear,least-squares,problems.,The,weighted,normal,equation,matrix,also,arises,in,block,preconditioning,where,a,preconditioner,is,required,for,the,(approximate),Schur,complement,matrix.,The,preconditioner,proposed,in,[5],can,be,directly,employed,within,a,block,preconditioner,resulting,in,a,robust,,e(cid:30)cient,and,scalable,precondtioner,for,the,(approximate),Schur,complement,matrix.,Implementations,of,the,Algebraic,GenEO,methods,proposed,in,[4,,5],are,available,through,the,PETSc,preconditioner,PCHPDDM,,and,only,require,the,coe(cid:30)cient,matrix.,Summary,•,The,most,promising,method,solving,matrices,from,high,order,elliptic,PDEs,is,to,precondition,with,a,low,order,(cid:28)nite,element,operator;,low-order,solvers,have,become,robust,enough,to,solve,the,resulting,(challenging),linear,systems,[66].,•,Multigrid,and,Domain,Decomposition,based,precondtioners,are,the,leading,contenders,for,performant,parallel,iterative,solves,on,anisotropic,elliptic,problems,of,low,order.,•,There,are,several,excellent,algebraic,multigrid,packages,available,that,are,highly,parallel.,However,,to,get,good,performance,it,is,vital,to,tune,the,parameters,for,a,given,problem.,A,well-implemented,geometric,multigrid,method,would,give,superior,performance,to,an,algebraic,multigrid.,•,The,GenEO,method,[79],is,the,domain,decomposition,method,with,most,promise,,with,a,good,trade,o(cid:27),between,performance,and,ease,of,setup;,the,recent,development,of,fully,algebraic,variations,[4,,5],make,this,even,more,the,case.,References,[1],XBraid:,Parallel,multigrid,in,time.,http://llnl.gov/casc/xbraid.,[2],Mark,Ainsworth,and,Shuai,Jiang.,Preconditioning,the,Mass,Matrix,for,High,Order,Finite,Element,Approximation,on,Tetrahedra.,SIAM,Journal,on,Scienti(cid:28)c,Computing,,43(1):A384(cid:21)A414,,January,2021.,[3],H.,Al,Daas,,L.,Grigori,,P.,Jolivet,,and,P.-H.,Tournier.,A,multilevel,Schwarz,preconditioner,based,on,a,hierarchy,of,robust,coarse,spaces.,SIAM,Journal,on,Scienti(cid:28)c,Computing,,43(3):A1907(cid:21),A1928,,2021/07/01,2021.,[4],H.,Al,Daas,,P.,Jolivet,,and,T.,Rees.,E(cid:30)cient,algebraic,two-level,schwarz,preconditioner,for,sparse,matrices,,2022.,[5],H.,Al,Daas,,P.,Jolivet,,and,J.,A.,Scott.,A,robust,algebraic,domain,decomposition,preconditioner,for,sparse,normal,equations,,2022.,In,press.,preprint:https://arxiv.org/abs/2107.09006.,[6],V.,Alexandrov,,A.,Lebedev,,E.,Sahin,,and,S.,Thorne.,Linear,systems,of,equations,and,precon-,ditionersrelating,to,the,NEPTUNE,Programme.,NEPTUNE,Technical,Report,2047353-TN-04,,CCFE,Culham,,April,2021.,[7],R.,Anderson,,J.,Andrej,,A.,Barker,,J.,Bramwell,,J.-S.,Camier,,J.,Cerveny,V.,Dobrev,,Y.,Dudouit,,A.,Fisher,,Tz.,Kolev,,W.,Pazner,,M.,Stowell,,V.,Tomov,,I.,Akkerman,,J.,Dahm,,D.,Medina,,and,S.,Zampini.,MFEM:,A,modular,(cid:28)nite,element,methods,library.,Computers,&,Mathematics,with,Applications,,81:42(cid:21)74,,2021.,[8],Uri,M.,Ascher,and,Linda,R.,Petzold.,Computer,Methods,for,Ordinary,Di(cid:27)erential,Equations,and,Di(cid:27)erential-Algebraic,Equations.,SIAM,,August,1998.,[9],Uri,M.,Ascher,,Steven,J.,Ruuth,,and,Raymond,J.,Spiteri.,Implicit-explicit,Runge-Kutta,methods,for,time-dependent,partial,di(cid:27)erential,equations.,Applied,Numerical,Mathematics,,25(2):151(cid:21)167,,November,1997.,[10],O.,Axelsson,and,J.,KarÆtson.,Equivalent,operator,preconditioning,for,elliptic,problems.,Numerical,Algorithms,,50(3):297(cid:21)380,,2009.,[11],S.,Balay,,S.,Abhyankar,,M.,Adams,,J.,Brown,,P.,Brune,,K.,Buschelman,,L.,Dalcin,,A.,Dener,,V.,Eijkhout,,W.,Gropp,,D.,Karpeyev,,D.,Kaushik,,M.,Knepley,,D.,May,,L.,Curfman,McInnes,,R.,Mills,,T.,Munson,,K.,Rupp,,P.,Sanan,,B.,Smith,,S.,Zampini,,H.,Zhang,,and,H.,Zhang.,PETSc,Users,Manual.,2019.,[12],Peter,Bastian,,Robert,Scheichl,,Linus,Seelinger,,and,Arne,Strehlow.,Multilevel,spectral,domain,decomposition.,SIAM,Journal,on,Scienti(cid:28)c,Computing,,pages,S1(cid:21)S26,,2022/03/16,2022.,[13],Pedro,D.,Bello-Maldonado,and,Paul,F.,Fischer.,Scalable,Low-Order,Finite,Element,Precondi-,tioners,for,High-Order,Spectral,Element,Poisson,Solvers.,SIAM,Journal,on,Scienti(cid:28)c,Computing,,41(5):S2(cid:21)S18,,January,2019.,[14],L.,A.,Berry,,W.,Elwasif,,J.,M.,Reynolds-Barredo,,D.,Samaddar,,R.,Sanchez,,and,D.,E.,Newman.,Event-based,parareal:,A,data-(cid:29)ow,based,implementation,of,parareal.,Journal,of,Computational,Physics,,231(17):5945(cid:21)5954,,July,2012.,[15],Jack,Betteridge,,Thomas,H.,Gibson,,Ivan,G.,Graham,,and,Eike,H.,M(cid:252)ller.,Multigrid,precon-,ditioners,for,the,hybridised,discontinuous,galerkin,discretisation,of,the,shallow,water,equations.,Journal,of,Computational,Physics,,426:109948,,2021.,[16],S.,Boscarino,,L.,Pareschi,,and,G.,Russo.,Implicit-Explicit,Runge(cid:21)Kutta,Schemes,for,Hyperbolic,Systems,and,Kinetic,Equations,in,the,Di(cid:27)usion,Limit.,SIAM,Journal,on,Scienti(cid:28)c,Computing,,35(1):A22(cid:21)A51,,January,2013.,[17],Pablo,D,Brubeck,and,Patrick,E,Farrell.,A,scalable,and,robust,vertex-star,relaxation,for,high-order,fem,,2021.,[18],Claudio,Canuto,,Paola,Gervasio,,and,Al(cid:28)o,Quarteroni.,Finite-Element,Preconditioning,of,G-NI,Spectral,Methods.,SIAM,Journal,on,Scienti(cid:28)c,Computing,,31(6):4422(cid:21)4451,,January,2010.,[19],Noel,Chalmers,and,T.,Warburton.,Low-Order,Preconditioning,of,High-Order,Triangular,Finite,Elements.,SIAM,Journal,on,Scienti(cid:28)c,Computing,,40(6):A4040(cid:21)A4059,,January,2018.,[20],Federico,Danieli,,Ben,S.,Southworth,,and,Andrew,J.,Wathen.,Space-time,block,preconditioning,for,incompressible,(cid:29)ow.,arXiv:2101.07003,[cs,,math],,January,2021.,[21],Clark,R.,Dohrmann.,Spectral,Equivalence,of,Low-Order,Discretizations,for,High-Order,H(curl),and,H(div),Spaces.,SIAM,Journal,on,Scienti(cid:28)c,Computing,,43(6):A3992(cid:21)A4014,,January,2021.,[22],Victorita,Dolean,,Pierre,Jolivet,,and,Frederic,Nataf.,An,Introduction,to,Domain,Decomposition,Methods:,Algorithms,,Theory,,and,Parallel,Implementation.,SIAM,,December,2015.,[23],Wael,R.,Elwasif,,Samantha,S.,Foley,,David,E.,Bernholdt,,Lee,A.,Berry,,Debasmita,Samaddar,,David,E.,Newman,,and,Raul,Sanchez.,A,dependency-driven,formulation,of,parareal:,Parallel-in-,time,solution,of,PDEs,as,a,many-task,application.,In,Proceedings,of,the,2011,ACM,International,Workshop,on,Many,Task,Computing,on,Grids,and,Supercomputers,,pages,15(cid:21)24.,Association,for,Computing,Machinery,,New,York,,NY,,USA,,November,2011.,[24],R.,D.,Falgout,,S.,Friedho(cid:27),,Tz.,V.,Kolev,,S.,P.,MacLachlan,,and,J.,B.,Schroder.,Parallel,Time,Integration,with,Multigrid.,SIAM,Journal,on,Scienti(cid:28)c,Computing,,36(6):C635(cid:21)C661,,January,2014.,[25],Robert,D.,Falgout,and,Ulrike,Meier,Yang.,Hypre:,A,Library,of,High,Performance,Preconditioners.,In,Peter,M.,A.,Sloot,,Alfons,G.,Hoekstra,,C.,J.,Kenneth,Tan,,and,Jack,J.,Dongarra,,editors,,Computational,Science,(cid:22),ICCS,2002,,pages,632(cid:21)641,,Berlin,,Heidelberg,,2002.,Springer.,[26],Patrick,E.,Farrell,,Robert,C.,Kirby,,and,Jorge,Marchena-MenØndez.,Irksome:,Automating,runge(cid:21)kutta,time-stepping,for,(cid:28)nite,element,methods.,ACM,Trans.,Math.,Softw.,,47(4),,sep,2021.,[27],Martin,J.,Gander.,50,Years,of,Time,Parallel,Time,Integration.,In,Thomas,Carraro,,Michael,Geiger,,Stefan,K(cid:246)rkel,,and,Rolf,Rannacher,,editors,,Multiple,Shooting,and,Time,Domain,Decomposition,Methods,,pages,69(cid:21)113,,Cham,,2015.,Springer,International,Publishing.,[28],Martin,J.,Gander,,Jun,Liu,,Shu-Lin,Wu,,Xiaoqiang,Yue,,and,Tao,Zhou.,ParaDiag:,Parallel-,in-time,algorithms,based,on,the,diagonalization,technique.,arXiv:2005.09158,[cs,,math],,April,2021.,[29],Martin,J.,Gander,and,Stefan,Vandewalle.,Analysis,of,the,Parareal,Time-Parallel,Time-Integration,Method.,SIAM,Journal,on,Scienti(cid:28)c,Computing,,29(2):556(cid:21)578,,January,2007.,[30],M.W.,Gee,,C.M.,Siefert,,J.J.,Hu,,R.S.,Tuminaro,,and,M.G.,Sala.,Ml,5.0,smoothed,aggregation,user’s,guide.,Technical,Report,SAND2006-2649,,Sandia,National,Laboratories,,2006.,[31],Amir,Gholami,,Dhairya,Malhotra,,Hari,Sundar,,and,George,Biros.,FFT,,FMM,,or,Multigrid?,A,comparative,Study,of,State-Of-the-Art,Poisson,Solvers,for,Uniform,and,Nonuniform,Grids,in,the,Unit,Cube.,SIAM,Journal,on,Scienti(cid:28)c,Computing,,38(3):C280(cid:21)C306,,January,2016.,[32],F.,X.,Giraldo,,J.,F.,Kelly,,and,E.,M.,Constantinescu.,Implicit-Explicit,Formulations,of,a,Three-,Dimensional,Nonhydrostatic,Uni(cid:28)ed,Model,of,the,Atmosphere,(NUMA).,SIAM,Journal,on,Sci-,enti(cid:28)c,Computing,,35(5):B1162(cid:21)B1194,,January,2013.,[33],Sigal,Gottlieb,,Zachary,J.,Grant,,Jingwei,Hu,,and,Ruiwen,Shu.,High,Order,Strong,Stability,Pre-,serving,MultiDerivative,Implicit,and,IMEX,Runge(cid:21)Kutta,Methods,with,Asymptotic,Preserving,Properties.,SIAM,Journal,on,Numerical,Analysis,,60(1):423(cid:21)449,,February,2022.,[34],Van,Emden,Henson,and,Ulrike,Meier,Yang.,BoomerAMG:,A,parallel,algebraic,multigrid,solver,and,preconditioner.,Applied,Numerical,Mathematics,,41(1):155(cid:21)177,,April,2002.,[35],J.,J.,Heys,,T.,A.,Manteu(cid:27)el,,S.,F.,McCormick,,and,L.,N.,Olson.,Algebraic,multigrid,for,higher-,order,(cid:28)nite,elements.,Journal,of,Computational,Physics,,204(2):520(cid:21)532,,April,2005.,[36],Mohammad,Z.,Hossain,,Chris,D.,Cantwell,,and,Spencer,J.,Sherwin.,A,spectral/hp,element,method,for,thermal,convection.,International,Journal,for,Numerical,Methods,in,Fluids,,93(7):2380(cid:21)2395,,2021.,[37],Xiangmin,Jiao,,Xuebin,Wang,,and,Qiao,Chen.,Optimal,and,Low-Memory,Near-Optimal,Precon-,ditioning,of,Fully,Implicit,Runge(cid:21)Kutta,Schemes,for,Parabolic,PDEs.,SIAM,Journal,on,Scienti(cid:28)c,Computing,,43(5):A3527(cid:21)A3551,,January,2021.,[38],George,Em,Karniadakis,,Moshe,Israeli,,and,Steven,A,Orszag.,High-order,splitting,methods,for,the,incompressible,Navier-Stokes,equations.,Journal,of,Computational,Physics,,97(2):414(cid:21)443,,December,1991.,[39],Christopher,A.,Kennedy,and,Mark,H.,Carpenter.,Additive,Runge(cid:21)Kutta,schemes,for,convec-,tion(cid:21)di(cid:27)usion(cid:21)reaction,equations.,Applied,Numerical,Mathematics,,44(1):139(cid:21)181,,January,2003.,[40],Christopher,A.,Kennedy,and,Mark,H.,Carpenter.,Diagonally,Implicit,Runge-Kutta,Methods,for,Ordinary,Di(cid:27)erential,Equations.,A,Review.,Technical,Report,NF1676L-19716,,March,2016.,[41],Christopher,A.,Kennedy,and,Mark,H.,Carpenter.,Diagonally,implicit,Runge(cid:21)Kutta,methods,for,sti(cid:27),ODEs.,Applied,Numerical,Mathematics,,146:221(cid:21)244,,December,2019.,[42],David,E,Keyes,,Lois,C,McInnes,,Carol,Woodward,,William,Gropp,,Eric,Myra,,Michael,Per-,nice,,John,Bell,,Jed,Brown,,Alain,Clo,,Je(cid:27)rey,Connors,,Emil,Constantinescu,,Don,Estep,,Kate,Evans,,Charbel,Farhat,,Ammar,Hakim,,Glenn,Hammond,,Glen,Hansen,,Judith,Hill,,Tobin,Isaac,,Xiangmin,Jiao,,Kirk,Jordan,,Dinesh,Kaushik,,Efthimios,Kaxiras,,Alice,Koniges,,Kihwan,Lee,,Aaron,Lott,,Qiming,Lu,,John,Magerlein,,Reed,Maxwell,,Michael,McCourt,,Miriam,Mehl,,Roger,Pawlowski,,Amanda,P,Randles,,Daniel,Reynolds,,Beatrice,RiviŁre,,Ulrich,R(cid:252)de,,Tim,Scheibe,,John,Shadid,,Brendan,Sheehan,,Mark,Shephard,,Andrew,Siegel,,Barry,Smith,,Xianzhu,Tang,,Cian,Wilson,,and,Barbara,Wohlmuth.,Multiphysics,simulations:,Challenges,and,opportunities.,The,International,Journal,of,High,Performance,Computing,Applications,,27(1):4(cid:21)83,,February,2013.,[43],D.,A.,Knoll,and,D.,E.,Keyes.,Jacobian-free,Newton(cid:21)Krylov,methods:,A,survey,of,approaches,and,applications.,Journal,of,Computational,Physics,,193(2):357(cid:21)397,,January,2004.,[44],Heinz-Otto,Kreiss,and,Godela,Scherer.,Method,of,Lines,for,Hyperbolic,Di(cid:27)erential,Equations.,SIAM,Journal,on,Numerical,Analysis,,29(3):640(cid:21)646,,June,1992.,[45],A.,Kv(cid:230)rnł.,Singly,Diagonally,Implicit,Runge(cid:21)Kutta,Methods,with,an,Explicit,First,Stage.,BIT,Numerical,Mathematics,,44(3):489(cid:21)502,,August,2004.,[46],J.-L.,Lions,,Y,Maday,,and,G.,Turinici.,A,‘parareal’,in,time,discretization,of,pde’s.,Comptes,Rendus,de,l’AcadØmie,des,Sciences,-,Series,I,-,Mathematics,,332:661(cid:21)668,,2001.,[47],James,W.,Lottes,and,Paul,F.,Fischer.,Hybrid,Multigrid/Schwarz,Algorithms,for,the,Spectral,Element,Method.,Journal,of,Scienti(cid:28)c,Computing,,24(1):45(cid:21)78,,July,2005.,[48],T.,A.,Manteu(cid:27)el,,S.,M(cid:252)nzenmaier,,J.,Ruge,,and,B.,S.,Southworth.,Nonsymmetric,reduction-based,algebraic,multigrid.,SIAM,Journal,on,Scienti(cid:28)c,Computing,,41(5):S242(cid:21)S268,,2021/11/17,2019.,[49],T.,A.,Manteu(cid:27)el,,J.,Ruge,,and,B.,S.,Southworth.,Nonsymmetric,algebraic,multigrid,based,on,local,approximate,ideal,restriction,((cid:96)AIR).,SIAM,Journal,on,Scienti(cid:28)c,Computing,,40(6):A4105(cid:21),A4130,,2021/11/17,2018.,[50],K.-A.,Mardal,,T.,K.,Nilssen,,and,G.,A.,Sta(cid:27).,Order-Optimal,Preconditioners,for,Implicit,Runge(cid:21)Kutta,Schemes,Applied,to,Parabolic,PDEs.,SIAM,Journal,on,Scienti(cid:28)c,Computing,,29(1):361(cid:21)375,,January,2007.,[51],Md.,Masud,Rana,,Victoria,E.,Howle,,Katharine,Long,,Ashley,Meek,,and,William,Milestone.,A,New,Block,Preconditioner,for,Implicit,Runge(cid:21)Kutta,Methods,for,Parabolic,PDE,Problems.,SIAM,Journal,on,Scienti(cid:28)c,Computing,,43(5):S475(cid:21)S495,,2021.,[52],Christopher,Maynard,,Thomas,Melvin,,and,Eike,Hermann,M(cid:252)ller.,Multigrid,preconditioners,for,the,mixed,(cid:28)nite,element,dynamical,core,of,the,lfric,atmospheric,model.,Quarterly,Journal,of,the,Royal,Meteorological,Society,,146(733):3917(cid:21)3936,,2022/03/16,2020.,[53],Eleanor,McDonald,,Jennifer,Pestana,,and,Andy,Wathen.,Preconditioning,and,Iterative,Solution,of,All-at-Once,Systems,for,Evolutionary,Partial,Di(cid:27)erential,Equations.,SIAM,Journal,on,Scienti(cid:28)c,Computing,,40(2):A1012(cid:21)A1033,,January,2018.,[54],S.,T.,Miller,,E.,C.,Cyr,,J.,N.,Shadid,,R.,M.,J.,Kramer,,E.,G.,Phillips,,S.,Conde,,and,R.,P.,Pawlowski.,IMEX,and,exact,sequence,discretization,of,the,multi-(cid:29)uid,plasma,model.,Journal,of,Computational,Physics,,397:108806,,November,2019.,[55],Yvan,Notay.,An,aggregation-based,algebraic,multigrid,method.,Electronic,Transactions,on,Nu-,merical,Analysis,,37(6):123(cid:21)146,,2010.,[56],Yvan,Notay.,Aggregation-Based,Algebraic,Multigrid,for,Convection-Di(cid:27)usion,Equations.,SIAM,Journal,on,Scienti(cid:28)c,Computing,,34(4):A2288(cid:21)A2316,,January,2012.,[57],G.,Noventa,,F.,Massa,,F.,Bassi,,A.,Colombo,,N.,Franchina,,and,A.,Ghidoni.,A,high-order,Discontinuous,Galerkin,solver,for,unsteady,incompressible,turbulent,(cid:29)ows.,Computers,&,Fluids,,139:248(cid:21)260,,November,2016.,[58],L.,N.,Olson,and,J.,B.,Schroder.,PyAMG:,Algebraic,multigrid,solvers,in,Python,v4.0,,2018.,Release,4.0.,[59],Luke,Olson.,Algebraic,Multigrid,Preconditioning,of,High-Order,Spectral,Elements,for,Elliptic,Problems,on,a,Simplicial,Mesh.,SIAM,Journal,on,Scienti(cid:28)c,Computing,,29(5):2189(cid:21)2209,,January,2007.,[60],Steven,A,Orszag.,Spectral,methods,for,problems,in,complex,geometries.,Journal,of,Computational,Physics,,37(1):70(cid:21)92,,August,1980.,[61],Yu,Pan,,Zhen-Guo,Yan,,Joaquim,Peir(cid:243),,and,Spencer,J.,Sherwin.,Development,of,a,Balanced,Adaptive,Time-Stepping,Strategy,Based,on,an,Implicit,JFNK-DG,Compressible,Flow,Solver.,Communications,on,Applied,Mathematics,and,Computation,,August,2021.,[62],Lorenzo,Pareschi,and,Giovanni,Russo.,Implicit-explicit,runge-kutta,schemes,and,applications,to,hyperbolic,systems,with,relaxation.,Journal,of,Scienti(cid:28)c,Computing,,25(1):129(cid:21)155,,November,2005.,[63],Luca,F.,Pavarino.,Additive,schwarz,methods,for,thep-version,(cid:28)nite,element,method.,Numerische,Mathematik,,66(1):493(cid:21)515,,1993.,[64],Will,Pazner.,E(cid:30)cient,low-order,re(cid:28)ned,preconditioners,for,high-order,matrix-free,continuous,and,discontinuous,galerkin,methods.,SIAM,Journal,on,Scienti(cid:28)c,Computing,,42(5):A3055(cid:21)A3083,,2022/03/17,2020.,[65],Will,Pazner,and,Tzanio,Kolev.,Uniform,Subspace,Correction,Preconditioners,for,Discontinuous,Galerkin,Methods,with,hp-Re(cid:28)nement.,Communications,on,Applied,Mathematics,and,Computa-,tion,,July,2021.,[66],Will,Pazner,,Tzanio,Kolev,,and,Clark,Dohrmann.,Low-order,preconditioning,for,the,high-order,(cid:28)nite,element,de,rham,complex,,2022.,[67],Will,Pazner,and,Per-Olof,Persson.,Stage-parallel,fully,implicit,Runge(cid:21)Kutta,solvers,for,discon-,tinuous,Galerkin,(cid:29)uid,simulations.,Journal,of,Computational,Physics,,335:700(cid:21)717,,April,2017.,[68],A.,Ramage.,A,multigrid,preconditioner,for,stabilised,discretisations,of,advection(cid:21)di(cid:27)usion,prob-,lems.,Journal,of,Computational,and,Applied,Mathematics,,110(1):187(cid:21)203,,October,1999.,[69],J.,M.,Reynolds-Barredo,,D.,E.,Newman,,R.,Sanchez,,D.,Samaddar,,L.,A.,Berry,,and,W.,R.,El-,wasif.,Mechanisms,for,the,convergence,of,time-parallelized,,parareal,turbulent,plasma,simulations.,Journal,of,Computational,Physics,,231(23):7851(cid:21)7867,,October,2012.,[70],Jose,M.,Reynolds,Barredo,,David,E.,Newman,,Raul,Sanchez,,Debasmita,Samaddar,,Lee,A.,Berry,,and,Wael,Elwasif.,Toward,the,application,of,the,Parareal,algorithm,to,5D,gyrokinetic,plasma,turbulence.,page,TP9.053,,October,2011.,[71],D.,Samaddar,,T.,A.,Casper,,S.,H.,Kim,,L.,A.,Berry,,W.,R.,Elwasif,,D.,Batchelor,,and,W.,A.,Houl-,berg.,Time,parallelization,of,advanced,operation,scenario,simulations,of,ITER,plasma.,Journal,of,Physics:,Conference,Series,,410:012032,,February,2013.,[72],D.,Samaddar,,D.,P.,Coster,,X.,Bonnin,,C.,Bergmeister,,E.,Havl(cid:237)(cid:8)ckovÆ,,L.,A.,Berry,,W.,R.,Elwasif,,and,D.,B.,Batchelor.,Temporal,parallelization,of,edge,plasma,simulations,using,the,parareal,algorithm,and,the,SOLPS,code.,Computer,Physics,Communications,,221:19(cid:21)27,,December,2017.,[73],D.,Samaddar,,D.,P.,Coster,,X.,Bonnin,,L.,A.,Berry,,W.,R.,Elwasif,,and,D.,B.,Batchelor.,Ap-,plication,of,the,parareal,algorithm,to,simulations,of,ELMs,in,ITER,plasma.,Computer,Physics,Communications,,235:246(cid:21)257,,February,2019.,[74],D.,Samaddar,,D.,E.,Newman,,and,R.,SÆnchez.,Parallelization,in,time,of,numerical,simulations,of,fully-developed,plasma,turbulence,using,the,parareal,algorithm.,Journal,of,Computational,Physics,,229(18):6558(cid:21)6573,,September,2010.,[75],V.,Simoncini.,Computational,Methods,for,Linear,Matrix,Equations.,SIAM,Review,,58(3):377(cid:21)441,,2016.,[76],Ben,S.,Southworth,,Oliver,Krzysik,,and,Will,Pazner.,Fast,solution,of,fully,implicit,runge(cid:21)kutta,and,discontinuous,galerkin,in,time,for,numerical,pdes,,part,ii:,Nonlinearities,and,daes.,SIAM,Journal,on,Scienti(cid:28)c,Computing,,44(2):A636(cid:21)A663,,2022.,[77],Ben,S.,Southworth,,Oliver,Krzysik,,Will,Pazner,,and,Hans,De,Sterck.,Fast,Solution,of,Fully,Implicit,Runge(cid:21)Kutta,and,Discontinuous,Galerkin,in,Time,for,Numerical,PDEs,,Part,I:,the,Linear,Setting.,SIAM,Journal,on,Scienti(cid:28)c,Computing,,44(1):A416(cid:21)A443,,2022.,[78],Ben,S.,Southworth,,Wayne,Mitchell,,Andreas,Hessenthaler,,and,Federico,Danieli.,Tight,Two-,Level,Convergence,of,Linear,Parareal,and,MGRIT:,Extensions,and,Implications,in,Practice.,In,Benjamin,Ong,,Jacob,Schroder,,Jemma,Shipton,,and,Stephanie,Friedho(cid:27),,editors,,Parallel-in-,Time,Integration,Methods,,pages,1(cid:21)31,,Cham,,2021.,Springer,International,Publishing.,[79],N.,Spillane,,V.,Dolean,,P.,Hauret,,F.,Nataf,,C.,Pechstein,,and,R.,Scheichl.,Abstract,robust,coarse,spaces,for,systems,of,PDEs,via,generalized,eigenproblems,in,the,overlaps.,Numerische,Mathematik,,126(4):741(cid:21)770,,2014.,[80],Hari,Sundar,,Georg,Stadler,,and,George,Biros.,Comparison,of,multigrid,algorithms,for,high-order,continuous,(cid:28)nite,element,discretizations.,Numerical,Linear,Algebra,with,Applications,,22(4):664(cid:21),680,,2015.,[81],U,Trottenberg,,C,Oosterlee,,and,A,Sch(cid:252)ller.,Multigrid.,Academic,Press,,2000.,[82],Peter,E.J.,Vos,,Claes,Eskilsson,,Alessandro,Bolis,,Sehun,Chun,,Robert,M.,Kirby,,and,Spencer,J.,Sherwin.,A,generic,framework,for,time-stepping,partial,di(cid:27)erential,equations,(PDEs):,General,linear,methods,,object-oriented,implementation,and,application,to,(cid:29)uid,problems.,International,Journal,of,Computational,Fluid,Dynamics,,25(3):107(cid:21)125,,March,2011.,[83],A.,J.,Wathen.,Preconditioning.,Acta,Numerica,,24:329(cid:21)376,,May,2015.,[84],Zhen-Guo,Yan,,Yu,Pan,,Giacomo,Castiglioni,,Koen,Hillewaert,,Joaquim,Peir(cid:243),,David,Moxey,,and,Spencer,J.,Sherwin.,Nektar++:,Design,and,implementation,of,an,implicit,,spectral/hp,element,,compressible,(cid:29)ow,solver,using,a,Jacobian-free,Newton,Krylov,approach.,Computers,&,Mathematics,with,Applications,,81:351(cid:21)372,,January,2021. :pdfembed:`src:_static/TN-01_AReviewTimeSteppingTechniquesPreconditioningHyperbolicAnisotropicEllipticProblem.pdf, height:1600, width:1100, align:middle`