Increased space-parallelism via time-simultaneous Newton-multigrid methods for nonstationary nonlinear PDE problems

We discuss how “parallel-in-space & simultaneous-in-time” Newton-multigrid approaches can be designed which improve the scaling behavior of the spatial parallelism by reducing the latency costs. The idea is to solve many time steps at once and therefore solving fewer but larger systems. These large systems are reordered and interpreted as a space-only problem leading to multigrid algorithm with semi-coarsening in space and line smoothing in time direction. The smoother is further improved by embedding it as a preconditioner in a Krylov subspace method. As a prototypical application, we concentrate on scalar partial differential equations (PDEs) with up to many thousands of time steps which are discretized in time, resp., space by finite difference, resp., finite element methods. For linear PDEs, the resulting method is closely related to multigrid waveform relaxation and its theoretical framework. In our parabolic test problems the numerical behavior of this multigrid approach is robust w.r.t. the spatial and temporal grid size and the number of simultaneously treated time steps. Moreover, we illustrate how corresponding time-simultaneous fixed-point and Newton-type solvers can be derived for nonlinear nonstationary problems that require the described solution of linearized problems in each outer nonlinear step. As the main result, we are able to generate much larger problem sizes to be treated by a large number of cores so that the combination of the robustly scaling multigrid solvers together with a larger degree of parallelism allows a faster solution procedure for nonstationary problems.