Examples

This page contains short examples that demonstrate basic usage of PyMGRIT. The source code for these and more examples is available in the examples folder.

Basic usage

This example demonstrates basic usage of the PyMGRIT package for solving a simple test problem with a two-level MGRIT solver, using PyMGRIT’s core routines simple_setup_problem(), Mgrit(), and mgrit.solve(). Note: This example is also considered in Quickstart.

For a given test problem, we can construct a time-multigrid hierarchy by calling simple_setup_problem(). To solve the problem, we then only need to set up an MGRIT solver mgrit with this time-multigrid hierarchy and use the solver routine mgrit.solve() of the MGRIT solver.

from pymgrit.dahlquist.dahlquist import Dahlquist
from pymgrit.core.simple_setup_problem import simple_setup_problem
from pymgrit.core.mgrit import Mgrit

# Create Dahlquist's test problem with 101 time steps in the interval [0, 5]
dahlquist = Dahlquist(t_start=0, t_stop=5, nt=101)

# Construct a two-level multigrid hierarchy for the test problem using a coarsening factor of 2
dahlquist_multilevel_structure = simple_setup_problem(problem=dahlquist, level=2, coarsening=2)

# Set up the MGRIT solver for the test problem and set the solver tolerance to 1e-10
mgrit = Mgrit(problem=dahlquist_multilevel_structure, tol=1e-10)

# Solve the test problem
info = mgrit.solve()

produces the output:

INFO - 03-02-20 11:19:03 - Start setup
INFO - 03-02-20 11:19:03 - Setup took 0.009920358657836914 s
INFO - 03-02-20 11:19:03 - Start solve
INFO - 03-02-20 11:19:03 - iter 1  | conv: 7.186185937031941e-05  | conv factor: -                       | runtime: 0.01379704475402832 s
INFO - 03-02-20 11:19:03 - iter 2  | conv: 1.2461067076355103e-06 | conv factor: 0.017340307063501627    | runtime: 0.007235527038574219 s
INFO - 03-02-20 11:19:03 - iter 3  | conv: 2.1015566145245807e-08 | conv factor: 0.016864981158092696    | runtime: 0.005523681640625 s
INFO - 03-02-20 11:19:03 - iter 4  | conv: 3.144127445017594e-10  | conv factor: 0.014960945726074891    | runtime: 0.004599332809448242 s
INFO - 03-02-20 11:19:03 - iter 5  | conv: 3.975214076032893e-12  | conv factor: 0.01264329816633959     | runtime: 0.0043201446533203125 s
INFO - 03-02-20 11:19:03 - Solve took 0.042092084884643555 s
INFO - 03-02-20 11:19:03 - Run parameter overview
  time interval             : [0.0, 5.0]
  number of time points     : 101
  max dt                    : 0.05000000000000071
  number of levels          : 2
  coarsening factors        : [2]
  cf_iter                   : 1
  nested iteration          : True
  cycle type                : V
  stopping tolerance        : 1e-10
  time communicator size    : 1
  space communicator size   : -99

and returns the residual history, setup time, and solve time in dictionary info with the following key values:

  • conv : residual history (2-norm of the residual at each iteration)

  • time_setup : setup time [in seconds]

  • time_solve : solve time [in seconds]

Multigrid hierarchy

There are several ways to create a time-multigrid hierarchy for a problem:

  1. Using PyMGRIT’s core function simple_setup_problem()

  2. Defining nt evenly spaced numbers over a specified interval [t_start, t_stop] for each grid level

  3. Specifying time intervals for each grid level

  4. Mixing options 2 and 3

Note: Option 1 is only implemented to support an easy start. We recommend to build the hierarchy manually by using one of the options 2-4.

The following example shows the four different options for creating the same three-level time-grid hierarchy and builds MGRIT solvers using the resulting four multilevel objects:

import numpy as np
from pymgrit.dahlquist.dahlquist import Dahlquist
from pymgrit.core.simple_setup_problem import simple_setup_problem
from pymgrit.core.mgrit import Mgrit

# Option 1: Use PyMGRIT's core function simple_setup_problem()
dahlquist_multilevel_structure_1 = simple_setup_problem(problem=Dahlquist(t_start=0, t_stop=5, nt=101), level=3,
                                                        coarsening=2)
Mgrit(problem=dahlquist_multilevel_structure_1, tol=1e-10).solve()

# Option 2: Build each level using t_start, t_end, and nt
dahlquist_lvl_0 = Dahlquist(t_start=0, t_stop=5, nt=101)
dahlquist_lvl_1 = Dahlquist(t_start=0, t_stop=5, nt=51)
dahlquist_lvl_2 = Dahlquist(t_start=0, t_stop=5, nt=26)
dahlquist_multilevel_structure_2 = [dahlquist_lvl_0, dahlquist_lvl_1, dahlquist_lvl_2]
Mgrit(problem=dahlquist_multilevel_structure_2, tol=1e-10).solve()

# Option 3: Specify time intervals for each grid level
t_interval = np.linspace(0, 5, 101)
dahlquist_lvl_0 = Dahlquist(t_interval=t_interval)
dahlquist_lvl_1 = Dahlquist(t_interval=t_interval[::2])  # Takes every second point from t_interval
dahlquist_lvl_2 = Dahlquist(t_interval=t_interval[::4])  # Takes every fourth point from t_interval
dahlquist_multilevel_structure_3 = [dahlquist_lvl_0, dahlquist_lvl_1, dahlquist_lvl_2]
Mgrit(problem=dahlquist_multilevel_structure_3, tol=1e-10).solve()

# Option 4: Mix options 2 and 3
dahlquist_lvl_0 = Dahlquist(t_start=0, t_stop=5, nt=101)
dahlquist_lvl_1 = Dahlquist(t_interval=dahlquist_lvl_0.t[::2])  # Using t from the upper level.
dahlquist_lvl_2 = Dahlquist(t_start=0, t_stop=5, nt=26)
dahlquist_multilevel_structure_4 = [dahlquist_lvl_0, dahlquist_lvl_1, dahlquist_lvl_2]
Mgrit(problem=dahlquist_multilevel_structure_4, tol=1e-10).solve()

Solver parameters

The MGRIT algorithm in PyMGRIT has a variety of parameters and features. This example describes the parameters of PyMGRIT’s core routine Mgrit().

from mpi4py import MPI

from pymgrit.dahlquist.dahlquist import Dahlquist
from pymgrit.core.simple_setup_problem import simple_setup_problem
from pymgrit.core.mgrit import Mgrit

# Create Dahlquist's test problem with 101 time steps in the interval [0, 5]
dahlquist = Dahlquist(t_start=0, t_stop=5, nt=101)

# Construct a two-level multigrid hierarchy for the test problem using a coarsening factor of 2
dahlquist_multilevel_structure = simple_setup_problem(problem=dahlquist, level=2, coarsening=2)

# Set up the MGRIT solver for the test problem
mgrit = Mgrit(problem=dahlquist_multilevel_structure,       # Problem structure
              transfer=None,                                # Spatial grid transfer. Automatically set if None.
              max_iter=10,                                  # Maximum number of iterations (default: 100)
              tol=1e-10,                                    # Stopping tolerance (default: 1e-7)
              nested_iteration=True,                        # Use (True) or do not use (False) nested iterations
                                                            # (default: True)
              cf_iter=1,                                    # Number of CF relaxations (default: 1)
              cycle_type='V',                               # multigrid cycling type (default: 'V'):
                                                            # 'V' -> V-cycles
                                                            # 'F' -> F-cycles
              comm_time=MPI.COMM_WORLD,                     # Time communicator (default: MPI.COMM_WORLD)
              comm_space=MPI.COMM_NULL,                     # Space communicator (default: MPI.COMM_NULL)
              weight_c=1,                                      # C - relaxation weight (default: 1)
              logging_lvl=20,                               # Logging level (default: 20):
                                                            # 10: Debug -> Runtime of all components
                                                            # 20: Info  -> Info per iteration + summary
                                                            # 30: None  -> No information
              output_fcn=None,                              # Function for saving solution values to file
                                                            # (default: None)
              output_lvl=1,                                 # Output level (default: 1):
                                                            # 0 -> output_fcn is never called
                                                            # 1 -> output_fcn is called at the end of the simulation
                                                            # 2 -> output_fcn is called after each MGRIT iteration
              t_norm=2,                                     # Temporal norm
                                                            # 1 -> One-norm
                                                            # 2 -> Two-norm
                                                            # 3 -> Infinity-norm
              random_init_guess=False                       # Use (True) or do not use (False) random initial guess
                                                            # for all unknowns (default: False)
              )

# Solve the test problem
mgrit.solve()

Output function

In this example, we show how to save and plot the MGRIT approximation of the solution of Dahlquist’s test problem. An output function is defined that saves the solution (here, a single solution value at each time point is written to an output file via the numpy function save()). This output function is passed to the MGRIT solver. Depending on the solver setting (see output_lvl in Solver parameters), the output function

import pathlib
import numpy as np
import matplotlib.pyplot as plt

from pymgrit.dahlquist.dahlquist import Dahlquist
from pymgrit.core.simple_setup_problem import simple_setup_problem
from pymgrit.core.mgrit import Mgrit


# Define output function that writes the solution to a file
def output_fcn(self):
    # Set path to solution
    path = 'results/' + 'dahlquist'
    # Create path if not existing
    pathlib.Path(path).mkdir(parents=True, exist_ok=True)
    # Save solution to file; here, we just have a single solution value at each time point.
    # Useful member variables of MGRIT solver:
    #   - self.t[0]           : local fine-grid (level 0) time interval
    #   - self.index_local[0] : indices of local fine-grid (level 0) time interval
    #   - self.u[0]           : fine-grid (level 0) solution values
    np.save(path + '/dahlquist',
            [self.u[0][i].get_values() for i in self.index_local[0]])   # Solution values at local time points

# Create Dahlquist's test problem with 101 time steps in the interval [0, 5]
dahlquist = Dahlquist(t_start=0, t_stop=5, nt=101)

# Construct a two-level multigrid hierarchy for the test problem using a coarsening factor of 2
dahlquist_multilevel_structure = simple_setup_problem(problem=dahlquist, level=2, coarsening=2)

# Set up the MGRIT solver for the test problem and set the output function
mgrit = Mgrit(problem=dahlquist_multilevel_structure, output_fcn=output_fcn)

# Solve the test problem
info = mgrit.solve()

# Plot the solution (Note: modifications necessary if more than one process is used for the simulation!)
t = np.linspace(dahlquist.t_start, dahlquist.t_end, dahlquist.nt)
sol = np.load('results/dahlquist/dahlquist.npy')
plt.plot(t, sol)
plt.xlabel('t')
plt.ylabel('u(t)')
plt.show()