A massively parallel combination technique for the solution of high-dimensional PDEs

Abstract

The solution of high-dimensional problems, especially high-dimensional partial differential equations (PDEs) that require the joint discretization of more than the usual three spatial dimensions and time, is one of the grand challenges in high performance computing (HPC). Due to the exponential growth of the number of unknowns - the so-called curse of dimensionality, it is in many cases not feasible to resolve the simulation domain as fine as required by the physical problem. Although the upcoming generation of exascale HPC systems theoretically provides the computational power to handle simulations that are out of reach today, it is expected that this is only achievable with new numerical algorithms that are able to efficiently exploit the massive parallelism of these systems. The sparse grid combination technique is a numerical scheme where the problem (e.g., a high-dimensional PDE) is solved on different coarse and anisotropic computational grids (so-called component grids), which are then combined to approximate the solution with a much higher target resolution than any of the individual component grids. This way, the total number of unknowns being computed is drastically reduced compared to the case when the problem is directly solved on a regular grid with the target resolution. Thus, the curse of dimensionality is mitigated. The combination technique is a promising approach to solve high-dimensional problems on future exascale systems. It offers two levels of parallelism: the component grids can be computed in parallel, independently and asynchronously of each other; and the computation of each component grid can be parallelized as well. This reduces the demand for global communication and synchronization, which is expected to be one of the limiting factors for classical discretization techniques to achieve scalability on exascale systems. Furthermore, the combination technique enables novel approaches to deal with the increasing fault rates expected from these systems. With the fault-tolerant combination technique it is possible to recover from failures without time-consuming checkpoint-restart mechanisms. In this work, new algorithms and data structures are presented that enable a massively parallel and fault-tolerant combination technique for time-dependent PDEs on large-scale HPC systems. The scalability of these algorithms is demonstrated on up to 180225 processor cores on the supercomputer Hazel Hen. Furthermore, the parallel combination technique is applied to gyrokinetic simulations in GENE, a software for the simulation of plasma microturbulence in fusion devices.