Computational Methods in Science and Engineering

An Adaptive Parareal Algorithm: Application to the Simulation of Molecular Dynamics Trajectories

Abstract

The aim of this article is to design parareal algorithms in the context of thermostated molecular dynamics. In its original setup, the fine and coarse propagators used in the parareal algorithm solve the same dynamics with different time-steps, with the goal of achieving accuracy in the limit of small time-step of the integrators involved. This is typically not useful in molecular dynamics, where one is interested in extremely long trajectories and where the time-step of the fine propagator is in practice chosen as large as possible, that is, close to the limit of stability of the numerical scheme. In this article, we consider a version of the parareal algorithm which is better suited to molecular dynamics simulations, and wherein the propagators involved use the same time-step while employing different potential energy landscapes to drive the dynamics. Although the parareal algorithm always converges, it suffers from various limitations in this context: intermediate blow-up of the trajectory (which makes it impossible to postprocess) may be observed; in certain cases the trajectory encounters undefined values before converging (the way the algorithm handles them might depend on the computer architecture); the algorithm does not provide any computational gain in terms of wall-clock time (compared to a standard sequential integration) in the limit of increasingly long time horizons. We highlight these issues with numerical experiments and provide some elements of theoretical analysis. We then present a modified version of the parareal algorithm wherein the algorithm adaptively divides the entire time horizon into smaller time-slabs where the aforementioned issues are circumvented. Using numerical experiments on toy examples, we show that the adaptive algorithm overcomes the various limitations of the standard parareal algorithm, thereby allowing for significantly improved gains.

Keywords

  1. parallel-in-time simulation
  2. molecular dynamics
  3. adaptive algorithm

MSC codes

  1. 65L05
  2. 65Y05
  3. 65M12

Get full access to this article

View all available purchase options and get full access to this article.

Supplementary Material


PLEASE NOTE: These supplementary files have not been peer-reviewed.


Index of Supplementary Materials

Title of paper: An adaptive parareal algorithm: application to the simulation of molecular dynamics trajectorie

Authors: Frederic Legoll, Tony Lelievre, and Upanshu Sharma

File: supplementary.pdf

Type: PDF

Contents: Complete proofs of some results of the paper.

References

1.
L. Baffico, S. Bernard, Y. Maday, G. Turinici, and G. Zérah, Parallel-in-time molecular-dynamics simulations, Phys. Rev. E, 66 (2002), 057701.
2.
G. Bal, Parallelization in Time of (Stochastic) Ordinary Differential Equations, preprint, https://www.stat.uchicago.edu/ guillaumebal/PAPERS/paralleltime.pdf.
3.
G. Bal, On the convergence and the stability of the parareal algorithm to solve partial differential equations, Domain Decomposition Methods in Science and Engineering, in R. Kornhuber, R. Hoppe, J. Périaux, O. Pironneau, O. Widlund, and J. Xu, eds., Lect. Notes Comput. Sci. Eng. 40, Springer, Berlin, 2005, pp. 425--432.
4.
G. Bal and Y. Maday, A parareal time discretization for nonlinear PDE's with application to the pricing of an American put, in Recent Developments in Domain Decomposition Methods, L.F. Pavarino and A. Toselli, eds., Lect. Notes Comput. Sci. Eng. 23, Springer, Berlin, 2002, pp. 189--202.
5.
A. Blouza, L. Boudin, and S.-M. Kaber, Parallel in time algorithms with reduction methods for solving chemical kinetics, Commun. Appl. Math. Comput. Sci., 5 (2010), pp. 241--263.
6.
N. Bou-Rabee and H. Owhadi, Long-run accuracy of variational integrators in the stochastic context, SIAM J. Numer. Anal., 48 (2010), pp. 278--297.
7.
X. Dai, C. Le Bris, F. Legoll, and Y. Maday, Symmetric parareal algorithms for Hamiltonian systems, Math. Model. Numer. Anal., 47 (2013), pp. 717--742.
8.
X. Dai and Y. Maday, Stable parareal in time method for first- and second-order hyperbolic systems, SIAM J. Sci. Comput., 35 (2013), pp. A52--A78.
9.
S. Engblom, Parallel in time simulation of multiscale stochastic chemical kinetics, SIAM Multiscale Model. Simul., 8 (2009), pp. 46--68.
10.
C. Farhat and M. Chandesris, Time-decomposed parallel time-integrators: theory and feasibility studies for fluid, structure, and fluid--structure applications, Internat. J. Numer. Methods Engrg., 58 (2003), pp. 1397--1434.
11.
P. Fischer, F. Hecht, and Y. Maday, A parareal in time semi-implicit approximation of the Navier-Stokes equations, in Domain Decomposition Methods in Science and Engineering, R. Kornhuber, R. Hoppe, J. Périaux, O. Pironneau, O. Widlund, and J. Xu, eds., Lect. Notes Comput. Sci. Eng. 40, Springer, Berlin, 2005, pp. 433--440.
12.
M. J. Gander and E. Hairer, Nonlinear convergence analysis for the parareal algorithm, in Domain Decomposition Methods in Science and Engineering, U. Langer, M. Discacciati, D. E. Keyes, O. Widlund, and W. Zulehner, eds., Lect. Notes Comput. Sci. Eng. 60, Springer, Berlin, 2008, pp. 45--56.
13.
M. J. Gander and E. Hairer, Analysis for parareal algorithms applied to Hamiltonian differential equations, J. Comput. Appl. Math., 259 (2014), pp. 2--13.
14.
I. Garrido, M. Espedal, and G. Fladmark, A convergent algorithm for time parallelization applied to reservoir simulation, in Domain Decomposition Methods in Science and Engineering, R. Kornhuber, R. Hoppe, J. Périaux, O. Pironneau, O. Widlund, and J. Xu, eds., Lect. Notes Comput. Sci. Eng. 40, Springer, Berlin, 2005, pp. 469--476.
15.
I. Garrido, B. Lee, G. E. Fladmark, and M. S. Espedal, Convergent iterative schemes for time parallelization, Math. Comp., 75 (2006), pp. 1403--1428.
16.
F. Legoll, T. Lelièvre, K. Myerscough, and G. Samaey, Parareal computation of stochastic differential equations with time-scale separation: a numerical convergence study, Comput. Vis. Sci., 23 (2020).
17.
F. Legoll, T. Lelièvre, and G. Samaey, A micro-macro parareal algorithm: Application to singularly perturbed ordinary differential equations, SIAM J. Sci. Comput., 35 (2013), pp. A1951--A1986.
18.
F. Legoll, T. Lelièvre, and U. Sharma, An Adaptive Parareal Algorithm: Application to the Simulation of Molecular Dynamics Trajectories, preprint, https://hal.archives-ouvertes.fr/hal-03189428.
19.
T. Lelièvre, M. Rousset, and G. Stoltz, Free Energy Computations, Imperial College Press, London, 2010.
20.
J.-L. Lions, Y. Maday, and G. Turinici, A “parareal" in time discretization of PDEs, C. R. Math. Acad. Sci. Paris, 332 (2001), pp. 661--668.
21.
Y. Maday, Parareal in time algorithm for kinetic systems based on model reduction, in High-Dimensional Partial Differential Equations in Science and Engineering, A. Bandrauk, M.C. Delfour, and C. Le Bris, eds., CRM Proc. Lecture Notes 41, AMS, Providence, RI, 2007, pp. 183--194.
22.
Y. Maday and O. Mula, An adaptive parareal algorithm, J. Comput. Appl. Math., 377 (2020), 112915.
23.
Y. Maday and G. Turinici, A parareal in time procedure for the control of partial differential equations, C. R. Math. Acad. Sci. Paris, 335 (2002), pp. 387--392.
24.
Y. Maday and G. Turinici, The parareal in time iterative solver: A further direction to parallel implementation, in Domain Decomposition Methods in Science and Engineering, R. Kornhuber, R. Hoppe, J. Périaux, O. Pironneau, O. Widlund, and J. Xu, eds., Lect. Notes Comput. Sci. Eng. 40, Springer, Berlin, 2005, pp. 441--448.
25.
G. Staff and E. Rønquist, Stability of the parareal algorithm, in Domain Decomposition Methods in Science and Engineering, R. Kornhuber, R. Hoppe, J. Périaux, O. Pironneau, O. Widlund, and J. Xu, eds., Lect. Notes Comput. Sci. Eng. 40, Springer, Berlin, 2005, pp. 449--456.
26.
D. Talay, Stochastic Hamiltonian dissipative systems: Exponential convergence to the invariant measure, and discretization by the implicit Euler scheme, Markov Process. Related Fields, 8 (2002), pp. 163--198.
27.
B. P. Uberuaga, M. Anghel, and A. F. Voter, Synchronization of trajectories in canonical molecular-dynamics simulations: Observation, explanation, and exploitation, J. Chem. Phys., 120 (2004), pp. 6363--6374.

Information & Authors

Information

Published In

cover image SIAM Journal on Scientific Computing
SIAM Journal on Scientific Computing
Pages: B146 - B176
ISSN (online): 1095-7197

History

Submitted: 15 April 2021
Accepted: 28 September 2021
Published online: 25 January 2022

Keywords

  1. parallel-in-time simulation
  2. molecular dynamics
  3. adaptive algorithm

MSC codes

  1. 65L05
  2. 65Y05
  3. 65M12

Authors

Affiliations

Funding Information

EuroHPC : 955701
Agence Nationale de la Recherche https://doi.org/10.13039/501100001665 : ANR-15-CE23-0019-06
Alexander von Humboldt-Stiftung https://doi.org/10.13039/100005156
Deutsche Forschungsgemeinschaft https://doi.org/10.13039/501100001659 : 390685689

Metrics & Citations

Metrics

Citations

If you have the appropriate software installed, you can download article citation data to the citation manager of your choice. Simply select your manager software from the list below and click Download.

View Options

View options

PDF

View PDF

Media

Figures

Other

Tables

Share

Share

Copy the content Link

Share with email

Email a colleague

Share on social media