We present a solver for the 2D high-frequency Helmholtz equation in heterogeneous acoustic media, with online parallel complexity that scales optimally as @math , where @math is the number of volume unknowns, and @math is the number of processors, as long as @math grows at most like a small fractional power of @math . The solver decomposes the domain into layers, and uses transmission conditions in boundary integral form to explicitly define "polarized traces", i.e., up- and down-going waves sampled at interfaces. Local direct solvers are used in each layer to precompute traces of local Green's functions in an embarrassingly parallel way (the offline part), and incomplete Green's formulas are used to propagate interface data in a sweeping fashion, as a preconditioner inside a GMRES loop (the online part). Adaptive low-rank partitioning of the integral kernels is used to speed up their application to interface data. The method uses second-order finite differences. The complexity scalings are empirical but motivated by an analysis of ranks of off-diagonal blocks of oscillatory integrals. They continue to hold in the context of standard geophysical community models such as BP and Marmousi 2, where convergence occurs in 5 to 10 GMRES iterations.
implemented a 3D solver using the complex-shifted Laplacian with optimal grids to minimize pollution effects in @cite_36 . Multigrid methods applied to large 3D examples have been implemented by Plessix @cite_90 , @cite_69 and, more recently, @cite_21 . A good review of iterative methods for the Helmholtz equation, including complex-shifted Laplace preconditioners, is in @cite_85 . Another review paper that discussed the difficulties generated by the high-frequency limit is @cite_71 . Finally, beautiful mathematical expositions of the Helmholtz equation and a good reviews are @cite_51 and @cite_17 .
@cite_69 @cite_36 @cite_90 @cite_21 @cite_85 @cite_71 @cite_51 @cite_17
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SUMMARY In this paper, we address the solution of three-dimensional heterogeneous Helmholtz problems discretized with second-order finite difference methods with application to acoustic waveform inversion in geophysics. In this setting, the numerical simulation of wave propagation phenomena requires the approximate solution of possibly very large indefinite linear systems of equations. For that purpose, we propose and analyse an iterative two-grid method acting on the Helmholtz operator where the coarse grid problem is solved inaccurately. A cycle of a multigrid method applied to a complex shifted Laplacian operator is used as a preconditioner for the approximate solution of this coarse problem. A single cycle of the new method is then used as a variable preconditioner of a flexible Krylov subspace method. We analyse the properties of the resulting preconditioned operator by Fourier analysis. Numerical results demonstrate the effectiveness of the algorithm on three-dimensional applications. The proposed numerical method allows us to solve three-dimensional wave propagation problems even at high frequencies on a reasonable number of cores of a distributed memory computer. Copyright © 2012 John Wiley & Sons, Ltd. In this paper we survey the development of fast iterative solvers aimed at solving 2D 3D Helmholtz problems. In the first half of the paper, a survey on some recently developed methods is given. The second half of the paper focuses on the development of the shifted Laplacian preconditioner used to accelerate the convergence of Krylov subspace methods applied to the Helmholtz equation. Numerical examples are given for some difficult problems, which had not been solved iteratively before. We investigate the parallel performance of an iterative solver for 3D heterogeneous Helmholtz problems related to applications in seismic wave propagation. For large 3D problems, the computation is no longer feasible on a single processor, and the memory requirements increase rapidly. Therefore, parallelization of the solver is needed. We employ a complex shifted-Laplace preconditioner combined with the Bi-CGSTAB iterative method and use a multigrid method to approximate the inverse of the resulting preconditioning operator. A 3D multigrid method with 2D semi-coarsening is employed. We show numerical results for large problems arising in geophysical applications. An algebraic multilevel (ML) preconditioner is presented for the Helmholtz equation in heterogeneous media. It is based on a multilevel incomplete @math factorization and preserves the inherent (complex) symmetry of the Helmholtz equation. The ML preconditioner incorporates two key components for efficiency and numerical stability: symmetric maximum weight matchings and an inverse-based pivoting strategy. The former increases the block-diagonal dominance of the system, whereas the latter controls @math for numerical stability. When applied recursively, their combined effect yields an algebraic coarsening strategy, similar to algebraic multigrid methods, even for highly indefinite matrices. The ML preconditioner is combined with a Krylov subspace method and applied as a “black-box” solver to a series of challenging two- and three-dimensional test problems, mainly from geophysical seismic imaging. The numerical results demonstrate the robustness and efficiency of the ML preconditioner, even at higher frequency regimes.