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At least 37 records · Page 2

Implicit and Implicit–Explicit Strong Stability Preserving Runge–Kutta Methods with High Linear Order

Strong stability preserving (SSP) time discretizations preserve the monotonicity properties satisfied by the spatial discretization when coupled with the first order forward Euler, under a certain time-step restriction. The search for high order strong stability preserving time-stepping methods with high order and large allowable time-step has been an active area of research. It is known that implicit SSP Runge–Kutta methods exist only up to sixth order; however, if we restrict ourselves to solving only linear autonomous problems, the order conditions simplify and we can find implicit SSP Runge–Kutta methods of any linear order. In the current work we find implicit SSP Runge–Kutta methods with high linear order p lin ≤ 9 and nonlinear orders p = 2,3,4, that are optimal in terms of allowable SSP time-step. Next, we formulate a novel optimization problem for implicit–explicit (IMEX) SSP Runge–Kutta methods and find optimized IMEX SSP Runge–Kutta pairs that have high linear order p lin ≤ 7 and nonlinear orders up to p = 4. Here, we also find implicit methods with large linear stability regions that pair with known explicit SSP Runge–Kutta methods. These methods are then tested on sample problems to demonstrate the sharpness of the SSP coefficient and the typical behavior of these methods on test problems.

97 MATHEMATICS AND COMPUTING↗

High-Order/Low-Order methods for ocean modeling

We examine a High Order/Low Order (HOLO) approach for a z-level ocean model and show that the traditional semi-implicit and split-explicit methods, as well as a recent preconditioning strategy, can easily be cast in the framework of HOLO methods. The HOLO formulation admits an implicit-explicit method that is algorithmically scalable and second-order accurate, allowing timesteps much larger than the barotropic time scale. We demonstrate how HOLO approaches, in particular the implicit-explicit method, can provide a solid route for ocean simulation to heterogeneous computing and exascale environments.

16 TIDAL AND WAVE POWER↗

On a nonlocal Cahn–Hilliard model permitting sharp interfaces

A nonlocal Cahn–Hilliard model with a non-smooth potential of double-well obstacle type that promotes sharp interfaces in the solution is presented. To capture long-range interactions between particles, a nonlocal Ginzburg–Landau energy functional is defined which recovers the classical (local) model as the extent of nonlocal interactions vanish. In contrast to the local Cahn–Hilliard problem that always leads to diffuse interfaces, the proposed nonlocal model can lead to a strict separation into pure phases of the substance. In this work, the lack of smoothness of the potential is essential to guarantee the aforementioned sharp-interface property. Mathematically, this introduces additional inequality constraints that, in a weak formulation, lead to a coupled system of variational inequalities which at each time instance can be restated as a constrained optimization problem. We prove the well-posedness and regularity of the semi-discrete and continuous in time weak solutions, and derive the conditions under which pure phases are admitted. Moreover, we develop discretizations of the problem based on finite element methods and implicit–explicit time-stepping methods that can be realized efficiently. Finally, we illustrate our theoretical findings through several numerical experiments in one and two spatial dimensions that highlight the differences in features of local and nonlocal solutions and also the sharp interface properties of the nonlocal model.

97 MATHEMATICS AND COMPUTING↗

thornado-transport: Anderson- and GPU-accelerated nonlinear solvers for neutrino-matter coupling

Algorithms for neutrino-matter coupling in core-collapse supernovae (CCSNe) are investigated in the context of a spectral two-moment model, which is discretized in space with the discontinuous Galerkin method, integrated in time with implicit-explicit (IMEX) methods, and implemented in the toolkit for high-order neutrino-radiation hydrodynamics (thornado). The model considers electron neutrinos and antineutrinos and tabulated opacities from Bruenn (1985), which includes neutrino-electron scattering and pair processes. The nonlinear system arising from implicit time discretization of the equations governing neutrino-matter coupling is iterated to convergence using Anderson-accelerated fixed-point methods, which avoid formation of Jacobians and inversion of dense linear systems. Numerical experiments show that, for a given tolerance, a nested iteration scheme which aims to reduce opacity evaluations can lower the computational cost. Our initial port to GPUs, using both OpenMP and OpenACC, shows an overall speedup of up to ~ 100× when compared to results using a single CPU core. These results indicate that the algorithms implemented in thornado are well-suited to GPU acceleration.

Laiu, Paul↗

A high-order discontinuous Galerkin method for fluid–structure interaction with efficient implicit–explicit time stepping

We present a high-order accurate scheme for coupled fluid–structure interaction problems. The fluid is discretized using a discontinuous Galerkin method on unstructured tetrahedral meshes, and the structure uses a high-order volumetric continuous Galerkin finite element method. Standard radial basis functions are used for the mesh deformation. The time integration is performed using a partitioned approach based on implicit–explicit Runge–Kutta methods. The resulting scheme fully decouples the implicit solution procedures for the fluid and the solid parts, which we perform using two separate efficient parallel solvers. We demonstrate up to fifth order accuracy in time on a non-trivial test problem, on which we also show that additional subiterations are not required. We solve a benchmark problem of a cantilever beam in a shedding flow, and show good agreement with other results in the literature. Finally, we solve for the flow around a thin membrane at a high angle of attack in both 2D and 3D, and compare with the results obtained with a rigid plate.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

IMEX-a :

This report presents an efficient and accurate method for integrating a system of ordinary differential equations, particularly those arising from a spatial discretization of partially differential equations. The algorithm developed, termed the IMEX a algorithm, belongs to a class of algorithms known as implicit-explicit (IMEX) methods. The explicit step is based on a fifth order Runge-Kutta explicit step known as the Dormand-Prince algorithm, which adaptively modifies the time step by calculating the error relative to a fourth order estimation. The implicit step, which follows the explicit step, is based on a backward Euler method, a special case of the generalized trapezoidal method. Reasons for choosing both of these methods, along with the algorithm development are presented. In applications that have less stringent accuracy requirements, several other methods are available through the IMEX a toolbox, each of which simplify the fifth order Dormand-Prince explicit step: the third order Bogacki-Shampine method, the second order Midpoint method, and the first order Euler method. The performance of the algorithm is evaluated on to examples. First, a two pawl system with contact is modeled. Results predicted by the IMEX a algorithm are compared to those predicted by six widely used integration schemes. The IMEX a algorithm is demonstrated to be significantly faster (by up to an order of magnitude) and at least as accurate as all of the other methods considered. A second example, an acoustic standing wave, is presented in order to assess the accuracy of the IMEX a algorithm. Finally, sample code is given in order to demonstrate the implementation of the proposed algorithm.

Brake, Matthew Robert↗

FIERRO V.X

FIERRO is a modern C++ code intended to simulate quasi-static solid mechanics problems and transient, compressible material dynamic problems with Lagrangian methods, which have meshes with constant mass elements that move with the material. FIERRO is designed to aid a) material model research that has historically been done using commercial implicit and explicit finite element codes, b) numerical methods research, and c) computer science research. FIERRO supports user developed material models that adhere to several industry standard formats by using a C++ to Fortran interface to couple the model to the numerical solvers. FIERRO is built on the ELEMENTS library that supports a diverse suite of element types, including high-order elements, and quadrature rules. The mesh class within the ELEMENTS library is designed for efficient calculations on unstructured meshes and to minimize memory usage. FIERRO is designed to readily accommodate a range of numerical methods including continuous finite element, finite volume, and discontinuous Galerkin methods. FIERRO is designed to support explicit and implicit time integration methods. FIERRO only supports a single material in an element. No physical data exists within the code.

Morgan, Nathaniel↗

Strong Stability Preserving Integrating Factor Two-Step Runge-Kutta Methods

In this report, problems with components that feature significantly different time scales, where the stiff time-step restriction comes from a linear component, implicit-explicit (IMEX) methods alleviate this restriction if the concern is linear stability. However, when nonlinear non-inner-product stability properties are of interest, such as in the evolution of hyperbolic partial differential equations with shocks or sharp gradients, linear inner-product stability is no longer sufficient for convergence, and so strong stability preserving (SSP) methods are often needed. Where the SSP property is needed, IMEX SSP Runge-Kutta (SSP-IMEX) methods have very restrictive time-steps. An alternative to SSP-IMEX schemes is to adopt an integrating factor approach to handle the linear component exactly and step the transformed problem forward using some time-evolution method. The strong stability properties of integrating factor Runge-Kutta methods were established in Isherwood et al. (SIAM J Numer Anal 56(6):3276–3307, 2018), where it was shown that it is possible to define explicit integrating factor Runge-Kutta methods that preserve strong stability properties satisfied by each of the two components when coupled with forward Euler time-stepping. It was proved that the solution will be SSP if the transformed problem is stepped forward with an explicit SSP Runge-Kutta method that has non-decreasing abscissas. However, explicit SSP Runge-Kutta methods have an order barrier of p=4, and sometimes higher order is desired. In this work we consider explicit SSP two-step Runge-Kutta integrating factor methods to raise the order. We show that strong stability is ensured if the two-step Runge-Kutta method used to evolve the transformed problem is SSP and has non-decreasing abscissas. We find such methods up to eighth order and present their SSP coefficients. Adding a step allows us to break the fourth order barrier on explicit SSP Runge-Kutta methods; furthermore, our explicit SSP two-step Runge-Kutta methods with non-decreasing abscissas typically have larger SSP coefficients than the corresponding one-step methods. A selection of our methods are tested for convergence and demonstrate the design order. We also show, for selected methods, that the SSP time-step predicted by the theory is a lower bound of the allowable time-step for linear and nonlinear problems that satisfy the total variation diminishing (TVD) condition. We compare some of the non-decreasing abscissa SSP two-step Runge-Kutta methods to previously found methods that do not satisfy this criterion on linear and nonlinear TVD test cases to show that this non-decreasing abscissa condition is indeed necessary in practice as well as theory. We also compare these results to our SSP integrating factor Runge-Kutta methods designed in Isherwood et al. (2018).

97 MATHEMATICS AND COMPUTING↗

ARKODE: A Flexible IVP Solver Infrastructure for One-step Methods

We describe the ARKODE library of one-step time integration methods for ordinary differential equation (ODE) initial-value problems (IVPs). In addition to providing standard explicit and diagonally implicit Runge–Kutta methods, ARKODE supports one-step methods designed to treat additive splittings of the IVP, including implicit-explicit (ImEx) additive Runge–Kutta methods and multirate infinitesimal (MRI) methods. We present the role of ARKODE within the SUNDIALS suite of time integration and nonlinear solver libraries, the core ARKODE infrastructure for utilities common to large classes of one-step methods, as well as its use of “time stepper” modules enabling easy incorporation of novel algorithms into the library. Numerical results show example problems of increasing complexity, highlighting the algorithmic flexibility afforded through this infrastructure, and include a larger multiphysics application leveraging multiple algorithmic features from ARKODE and SUNDIALS.

97 MATHEMATICS AND COMPUTING↗

On the performance of exponential integrators for problems in magnetohydrodynamics

Exponential integrators have been introduced as an efficient alternative to explicit and implicit methods for integrating large stiff systems of differential equations. Over the past decades these methods have been studied theoretically and their performance was evaluated using a range of test problems. While the results of these investigations showed that exponential integrators can provide significant computational savings, the research on validating this hypothesis for large scale systems and understanding what classes of problems can particularly benefit from the use of the new techniques is in its initial stages. Resistive magnetohydrodynamic (MHD) modeling is widely used in studying large scale behavior of laboratory and astrophysical plasmas. In many problems numerical solution of MHD equations is a challenging task due to the temporal stiffness of this system in the parameter regimes of interest. In this paper we evaluate the performance of exponential integrators on large MHD problems and compare them to a state-of-the-art implicit time integrator. Both the variable and constant time step exponential methods of EPIRK-type are used to simulate magnetic reconnection and the Kevin–Helmholtz instability in plasma. Performance of these methods, which are part of the EPIC software package, is compared to the variable time step variable order BDF scheme included in the CVODE (part of SUNDIALS) library. We study performance of the methods on parallel architectures and with respect to magnitudes of important parameters such as Reynolds, Lundquist, and Prandtl numbers. We find that the exponential integrators provide superior or equal performance in most circumstances and conclude that further development of exponential methods for MHD problems is warranted and can lead to significant computational advantages for large scale stiff systems of differential equations such as MHD.

97 MATHEMATICS AND COMPUTING↗

A unified formulation of splitting-based implicit time integration schemes

Splitting-based time integration approaches such as fractional step, alternating direction implicit, operator splitting, and locally one dimensional methods partition the system of interest into components, and solve individual components implicitly in a cost-effective way. Here this work proposes a unified formulation of splitting time integration schemes in the framework of general-structure additive Runge–Kutta (GARK) methods. Specifically, we develop implicit-implicit (IMIM) GARK schemes, provide the order conditions for this class, and explain their application to partitioned systems of ordinary differential equations. We show that classical splitting methods belong to the IMIM GARK family, and therefore can be studied in this unified framework. New IMIM-GARK splitting methods are developed and tested using parabolic systems.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

FINAL REPORT: Multigrid for Systems and Time-Dependent PDEs

This report has two sections. The first section is the motivation for looking at differing discretizations on coarse grids for solving a parabolic equation using multigrid in time. The second section contains selected numerical results from the many experiments conducted. The most interesting result is that for explicit fine grid discretizations, the best coarse discretization (i.e. smallest convergence rates) is a weighting between implicit and explicit methods.

97 MATHEMATICS AND COMPUTING↗

Addressing numerical challenges in introducing a reactive transport code into a land surface model: a biogeochemical modeling proof-of-concept with CLM–PFLOTRAN 1.0

Abstract. We explore coupling to a configurable subsurface reactive transport code as a flexible and extensible approach to biogeochemistry in land surface models. A reaction network with the Community Land Model carbon–nitrogen (CLM-CN) decomposition, nitrification, denitrification, and plant uptake is used as an example. We implement the reactions in the open-source PFLOTRAN (massively parallel subsurface flow and reactive transport) code and couple it with the CLM. To make the rate formulae designed for use in explicit time stepping in CLMs compatible with the implicit time stepping used in PFLOTRAN, the Monod substrate rate-limiting function with a residual concentration is used to represent the limitation of nitrogen availability on plant uptake and immobilization. We demonstrate that CLM–PFLOTRAN predictions (without invoking PFLOTRAN transport) are consistent with CLM4.5 for Arctic, temperate, and tropical sites.Switching from explicit to implicit method increases rigor but introduces numerical challenges. Care needs to be taken to use scaling, clipping, or log transformation to avoid negative concentrations during the Newton iterations. With a tight relative update tolerance (STOL) to avoid false convergence, an accurate solution can be achieved with about 50 % more computing time than CLM in point mode site simulations using either the scaling or clipping methods. The log transformation method takes 60–100 % more computing time than CLM. The computing time increases slightly for clipping and scaling; it increases substantially for log transformation for half saturation decrease from 10-3 to 10-9 mol m-3, which normally results in decreasing nitrogen concentrations. The frequent occurrence of very low concentrations (e.g. below nanomolar) can increase the computing time for clipping or scaling by about 20 %, double for log transformation. Overall, the log transformation method is accurate and robust, and the clipping and scaling methods are efficient. When the reaction network is highly nonlinear or the half saturation or residual concentration is very low, the allowable time-step cuts may need to be increased for robustness for the log transformation method, or STOL may need to be tightened for the clipping and scaling methods to avoid false convergence.As some biogeochemical processes (e.g., methane and nitrous oxide reactions) involve very low half saturation and thresholds, this work provides insights for addressing nonphysical negativity issues and facilitates the representation of a mechanistic biogeochemical description in Earth system models to reduce climate prediction uncertainty.

58 GEOSCIENCES↗