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Stability and error analysis of nodal expansion method for convection-diffusion equation

The development, and stability and error analyses of nodal expansion method (NEM) for one dimensional steady-state convection diffusion equation is presented. Following the traditional procedure to develop NEM, the discrete formulation of the convection-diffusion equation, which is similar to the standard finite difference scheme, is derived. The method of discrete perturbation analysis is applied to this discrete form to study the stability of the NEM. The scheme based on the NEM is found to be stable for local Peclet number less than 4.644. A maximum principle is proved for the NEM scheme, followed by an error analysis carried out by applying the Maximum principle together with a carefully constructed comparison function. The scheme for the convection diffusion equation is of second-order. Numerical experiments are carried and the results agree with the conclusions of the stability and error analyses. (authors)

22 GENERAL STUDIES OF NUCLEAR REACTORS↗

Multifrequency radiation diffusion equations for homogeneous, refractive, lossy media and their interface conditions

We derive time-dependent multifrequency diffusion equations for homogeneous, refractive lossy media. The equations are applicable for a domain composed of several materials with distinct refractive indexes. In such applications, the fundamental radiation variable, the intensity I, is discontinuous across material interfaces. The diffusion equations evolve a variable ξ, the integral of I over all directions divided by the square of the refractive index. Attention is focused on boundary and internal interface conditions for ξ. For numerical solutions using finite elements, it is shown that at material interfaces, the usual diffusion coefficient 1/3κ of the multifrequency equation, where κ is the opacity, is modified by a tensor diffusion term consisting of integrals of the reflectivity. Numerical results are presented. For a single material simulation, the ξ equations yield the same result as diffusion equations that evolve the spectral radiation energy density. A second simulation solves a test problem that models radiation transport in a domain comprised of materials with different refractive indexes. Results qualitatively agree with those previously published.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Variationally Derived Discontinuity Factors for the Asymptotic Homogenized Diffusion Equation

Here in this work, we derive and test variational discontinuity factors (DFs) for the asymptotic homogenized diffusion equation. We begin with a functional for optimally estimating the reactor multiplication factor, then introduce asymptotic expressions for the forward and adjoint angular fluxes, and finally require that all first-order error terms vanish. In this way, the reactor multiplication factor can be calculated with second-order error. The analysis leads to (1) an alternate derivation of the asymptotic homogenized diffusion equation, (2) variational boundary conditions for large periodic systems, and (3) variational DFs to be applied between adjacent periodic regions (e.g., fuel assemblies). Numerical tests show that applying the variational DFs to the asymptotic homogenized diffusion equation yields the most accurate estimates of the reactor multiplication factor compared to other DFs for a wide range of problems. However, the resulting assembly powers are less accurate than those obtained using other DFs for many realistic problems.

22 GENERAL STUDIES OF NUCLEAR REACTORS↗

A Domain Decomposition Model Reduction Method for Linear Convection-Diffusion Equations with Random Coefficients

We developed a domain decomposition model reduction method for linear steady- state convection-diffusion equations with random coefficients. Of particular interest to this effort are the diffusion equation with random diffusivity and the convection-dominated transport equation with random velocity. We investigated two types of random fields, i.e., colored noises and discrete white noises, both of which can lead to high-dimensional parametric dependence in practice. The motivation is to exploit domain decomposition to reduce the parametric dimension of local problems in subdomains, such that an entire parametric map can be approximated with a small number of expensive partial differential equation (PDE) simulations. The new method combines domain decomposition with model reduction and sparse polynomial approximation, so as to simultaneously handle the high dimensionality and irregular behavior of the PDEs under consideration. Here, the advantages of our method lie in three aspects: (i) online-offline decomposition, i.e., the online cost is independent of the size of the triangle mesh; (ii) sparse approximation of operators involving nonaffine high-dimensional random fields; (iii) an effective strategy to capture irregular behaviors, e.g., sharp transitions of the PDE solutions. Two numerical examples are provided to demonstrate the advantageous performance of our method.

97 MATHEMATICS AND COMPUTING↗

Simulate-HEX - The multi-group diffusion equation in hexagonal-z geometry

The multigroup diffusion equation is solved for the hexagonal-z geometry by dividing each hexagon into 6 triangles. In each triangle, the Fourier solution of the wave equation is approximated by 8 plane waves to describe the intra-nodal flux accurately. In the end an efficient Finite Difference like equation is obtained. The coefficients of this equation depend on the flux solution itself and they are updated once per power/void iteration. A numerical example demonstrates the high accuracy of the method. (authors)

97 MATHEMATICS AND COMPUTING↗

Support Operators Method for the Diffusion Equation in Multiple Materials

A second-order finite difference scheme for the solution of the diffusion equation on non-uniform meshes is implemented. The method allows the heat conductivity to be discontinuous. The algorithm is formulated on a one dimensional mesh and is derived using the support operators method. A key component of the derivation is that the discrete analog of the flux operator is constructed to be the negative adjoint of the discrete divergence, in an inner product that is a discrete analog of the continuum inner product. The resultant discrete operators in the fully discretized diffusion equation are symmetric and positive definite. The algorithm is generalized to operate on meshes with cells which have mixed material properties. A mechanism to recover intermediate temperature values in mixed cells using a limited linear reconstruction is introduced. The implementation of the algorithm is verified and the linear reconstruction mechanism is compared to previous results for obtaining new material temperatures.

97 MATHEMATICS AND COMPUTING↗

IMEX Runge-Kutta Parareal for Non-diffusive Equations

Parareal is a widely studied parallel-in-time method that can achieve meaningful speedup on certain problems. However, it is well known that the method typically performs poorly on non-diffusive equations. This paper analyzes linear stability and convergence for IMEX Runge-Kutta Parareal methods on non-diffusive equations. By combining standard linear stability analysis with a simple convergence analysis, we find that certain Parareal configurations can achieve parallel speedup on non-diffusive equations. These stable configurations all posses low iteration counts, large block sizes, and a large number of processors. Numerical examples using the nonlinear Schrodinger equation demonstrate the analytical conclusions.

97 MATHEMATICS AND COMPUTING↗

Large-scale optimization-based non-negative computational framework for diffusion equations: Parallel implementation and performance studies

It is well-known that the standard Galerkin formulation, which is often the formulation of choice under the finite element method for solving self-adjoint diffusion equations, does not meet maximum principles and the non-negative constraint for anisotropic diffusion equations. Recently, optimization-based methodologies that satisfy maximum principles and the non-negative constraint for steady-state and transient diffusion-type equations have been proposed. To date, these methodologies have been tested only on small-scale academic problems. The purpose of this paper is to systematically study the performance of the non-negative methodology in the context of high performance computing (HPC). PETSc and TAO libraries are, respectively, used for the parallel environment and optimization solvers. For large-scale problems, it is important for computational scientists to understand the computational performance of current algorithms available in these scientific libraries. The numerical experiments are conducted on the state-of-the-art HPC systems, and a single-core performance model is used to better characterize the efficiency of the solvers. Furthermore, our studies indicate that the proposed non-negative computational framework for diffusion-type equations exhibits excellent strong scaling for real-world large-scale problems.

97 MATHEMATICS AND COMPUTING↗

On the anisotropic advection-diffusion equation with time dependent coefficients

The advection-diffusion equation with time dependent velocity and anisotropic time dependent diffusion tensor is examined in regard to its non-classical transport features and to the use of a non-orthogonal coordinate system. Although this equation appears in diverse physical problems, particularly in particle transport in stochastic velocity fields and in underground porous media, a detailed analysis of its solutions is lacking. In order to study the effects of the time-dependent coefficients and the anisotropic diffusion on transport, we solve analytically the equation for an initial Dirac delta pulse. Here, we discuss the solutions to three cases: one based on power-law correlation functions where the pulse diffuses faster than the classical rate ~t, a second case specically designed to display slower rate of diffusion than the classical one, and a third case to describe hydrodynamic dispersion in porous media

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Discontinuous finite element solution of the radiation diffusion equation on arbitrary polygonal meshes and locally adapted quadrilateral grids

In this paper, we propose a piece-wise linear discontinuous (PWLD) finite element discretization of the diffusion equation for arbitrary polygonal meshes. It is based on the standard diffusion form and uses the symmetric interior penalty technique, which yields a symmetric positive definite linear system matrix. A preconditioned conjugate gradient algorithm is employed to solve the linear system. Piece-wise linear approximations also allow a straightforward implementation of local mesh adaptation by allowing unrefined cells to be interpreted as polygons with an increased number of vertices. Several test cases, taken from the literature on the discretization of the radiation diffusion equation, are presented: random, sinusoidal, Shestakov, and Z meshes are used. The last numerical example demonstrates the application of the PWLD discretization to adaptive mesh refinement.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

A provably stable numerical method for the anisotropic diffusion equation in confined magnetic fields

We present a novel numerical method for solving the anisotropic diffusion equation in magnetic fields confined to a periodic box which is accurate and provably stable. We derive energy estimates of the solution of the continuous initial boundary value problem. A discrete formulation is presented using operator splitting in time with the summation by parts finite difference approximation of spatial derivatives for the perpendicular diffusion operator. Weak penalty procedures are derived for implementing both boundary conditions and parallel diffusion operator obtained by field line tracing. We prove that the fully-discrete approximation is unconditionally stable. Discrete energy estimates are shown to match the continuous energy estimate given the correct choice of penalty parameters. A nonlinear penalty parameter is shown to provide an effective method for tuning the parallel diffusion penalty and significantly minimises rounding errors. Several numerical experiments, using manufactured solutions, the “NIMROD benchmark” problem and a single island problem, are presented to verify numerical accuracy, convergence, and asymptotic preserving properties of the method. Finally, we present a magnetic field with chaotic regions and islands and show the contours of the anisotropic diffusion equation reproduce key features in the field.

70 PLASMA PHYSICS AND FUSION TECHNOLOGY↗

A Probabilistic Scheme for Semilinear Nonlocal Diffusion Equations with Volume Constraints

This work presents a probabilistic scheme for solving semilinear nonlocal diffusion equations with volume constraints and integrable kernels. The nonlocal model of interest is defined by a time-dependent semilinear partial integro-differential equation (PIDE), in which the integro-differential operator consists of both local convection-diffusion and nonlocal diffusion operators. Here, our numerical scheme is based on the direct approximation of the nonlinear Feynman–Kac formula that establishes a link between nonlinear PIDEs and stochastic differential equations. The exploitation of the Feynman–Kac representation avoids solving dense linear systems arising from nonlocal operators. Compared with existing stochastic approaches, our method can achieve first-order convergence after balancing the temporal and spatial discretization errors, which is a significant improvement of existing probabilistic/stochastic methods for nonlocal diffusion problems. Error analysis of our numerical scheme is established. The effectiveness of our approach is shown in two numerical examples. The first example considers a three-dimensional nonlocal diffusion equation to numerically verify the error analysis results. The second example presents a physics problem motivated by the study of heat transport in magnetically confined fusion plasmas.

97 MATHEMATICS AND COMPUTING↗

Virtual element approximations of the time-fractional nonlinear convection-diffusion equation on polygonal meshes

We extend the Virtual Element Method to a two-dimensional unsteady nonlinear convection-diffusion equation characterized by a fractional-order derivative with respect to the time variable. Our methodology is based on three fundamental technical components: a fractional version of the Grunwald-Letnikov approximation, discrete maximal regularity, and the regularity theory associated with non-linearity. We prove the method's well-posedness, i.e., the approximate solution's existence and uniqueness to the time-fractional convection-diffusion equation with a Lipschitz nonlinear source term. The fully discrete scheme inherently maintains stability and consistency by leveraging the discrete maximal regularity and the energy projection operator. The convergence in the L 2 -norm and H 1 -norm to various mesh configurations is validated by numerical results, underlining the practical effectiveness of the proposed method.

97 MATHEMATICS AND COMPUTING↗

A moving mesh finite difference method for equilibrium radiation diffusion equations

An efficient moving mesh finite difference method is developed for the numerical solution of equilibrium radiation diffusion equations in two dimensions. The method is based on the moving mesh partial differential equation approach and moves the mesh continuously in time using a system of meshing partial differential equations. The mesh adaptation is controlled through a Hessian-based monitor function and the so-called equidistribution and alignment principles. Several challenging issues in the numerical solution are addressed. Particularly, the radiation diffusion coefficient depends on the energy density highly nonlinearly. This nonlinearity is treated using a predictor–corrector and lagged diffusion strategy. Moreover, the nonnegativity of the energy density is maintained using a cutoff method which has been known in literature to retain the accuracy and convergence order of finite difference approximation for parabolic equations. Numerical examples with multi-material, multiple spot concentration situations are presented. Numerical results show that the method works well for radiation diffusion equations and can produce numerical solutions of good accuracy. It is also shown that a two-level mesh movement strategy can significantly improve the efficiency of the computation.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Multinomial diffusion equation

We describe a new, microscopic model for diffusion that captures diffusion induced uctuations at scales where the concept of concentration gives way to discrete par- ticles. We show that in the limit as the number of particles N ! 1, our model is equivalent to the classical stochastic diffusion equation (SDE). We test our new model and the SDE against Langevin dynamics in numerical simulations, and show that our model successfully reproduces the correct ensemble statistics, while the classical model fails.

Environmental Molecular Sciences Laboratory↗

Hermite analogs of the lowest order Raviart–Thomas mixed method for convection–diffusion equations

The Raviart–Thomas mixed finite-element method of the lowest order (Raviart and Thomas in mixed finite-element methods for second-order elliptic problems, Lecture Notes in mathematics, Springer, New York, 1977) commonly known as the RT{sub 0} method, is a well-established and popular numerical tool to solve diffusion-like problems providing flux continuity across inter-element boundaries. Douglas and Roberts extended the method to the case of more general second-order boundary-value problems including the convection–diffusion equations (cf. this journal Douglas in Comput Appl Math 1:91–103; 1982). The main drawback of these methods, however, is the poor representation of the primal variable by piecewise constant functions. The Hermite analog of the RT{sub 0} method for treating pure diffusion phenomena proposed in Ruas (J Comput Appl Math, 246:234–242; 2013) proved to be a valid alternative to attain higher order approximation of the primal variable while keeping intact the matrix structure and the quality of the discrete flux variable of the original RT{sub 0} method. Non-trivial extensions of this method are studied here that can be viewed as Hermite analogs of the two Douglas and Roberts’ versions of the RT{sub 0} method, to solve convection–diffusion equations. A detailed convergence study is carried out for one of the Hermite methods, and numerical results illustrate the performance of both of them, as compared to each other and to the corresponding mixed methods.

97 MATHEMATICS AND COMPUTING↗

Predicting Ga and Cu Profiles in Co-Evaporated Cu(In,Ga)Se 2 Using Modified Diffusion Equations and a Spreadsheet

Cu(In,Ga)Se 2 (CIGS) photovoltaic absorbers frequently develop Ga gradients during growth. These gradients vary as a function of growth recipe, and are important to device performance. Prediction of Ga profiles using classic diffusion equations is not possible because In and Ga atoms occupy the same lattice sites and thus diffuse interdependently, and there is not yet a detailed experimental knowledge of the chemical potential as a function of composition that describes this interaction. Here, we show how diffusion equations can be modified to account for site sharing between In and Ga atoms. The analysis has been implemented in an Excel spreadsheet, and outputs predicted Cu, In, and Ga profiles for entered deposition recipes. A single set of diffusion coefficients and activation energies are chosen, such that simulated elemental profiles track with published data and those from this study. Extent and limits of agreement between elemental profiles predicted from the growth recipes and the spreadsheet tool are demonstrated.

14 SOLAR ENERGY↗

Permeability and kinetic coefficients for mesoscale BCF surface step dynamics: Discrete two-dimensional deposition-diffusion equation analysis

Here, a discrete version of deposition-diffusion equations appropriate for description of step flow on a vicinal surface is analyzed for a two-dimensional grid of adsorption sites representing the stepped surface and explicitly incorporating kinks along the step edges. Model energetics and kinetics appropriately account for binding of adatoms at steps and kinks, distinct terrace and edge diffusion rates, and possible additional barriers for attachment to steps. Analysis of adatom attachment fluxes as well as limiting values of adatom densities at step edges for nonuniform deposition scenarios allows determination of both permeability and kinetic coefficients. Behavior of these quantities is assessed as a function of key system parameters including kink density, step attachment barriers, and the step edge diffusion rate.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗