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All sourcesNASA NTRSDOE OSTI
DOE OSTI2011

Including the effects of temperature-dependent opacities in the implicit Monte Carlo algorithm

The Implicit Monte Carlo technique of Fleck and Cummings is often employed to numerically simulate radiative transfer. This method achieves greater stability than one with a fully explicit time discretization by estimating the t{sup n+1} value of T{sup 4} from the thermal emission term, which is proportional to T{sup 4}. In the Fleck and Cummings algorithm, this results in decreasing the absorption by the so-called 'Fleck factor', and adding a corresponding amount of effective scattering. We show how to include the effects of the temperature-dependent opacity to the estimated t{sup n+1} value of the thermal emission term. This results in the addition to the 'Fleck factor' of a term that depends on (d{sigma})/(dT) . We demonstrate that this modification allows for more accurate solutions with much larger time steps for problems with opacities that have a strong temperature dependence.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2016

An implicit δf particle-in-cell method with sub-cycling and orbit averaging for Lorentz ions

A second order implicit δf Lorentz ion hybrid model with sub-cycling and orbit averaging has been developed to study low-frequency, quasi-neutral plasmas. Models using the full Lorentz force equations of motion for ions may be useful for verifying gyrokinetic ion simulation models in applications where higher order terms may be important. In the presence of a strong external magnetic field, previous Lorentz ion models are limited to simulating very short time scales due to the small time step required for resolving the ion gyromotion. Here, we use a simplified model for ion Landau damped ion acoustic waves in a uniform magnetic field as a test bed for developing efficient time stepping methods to be used with the Lorentz ion hybrid model. A detailed linear analysis of the model is derived to validate simulations and to examine the significance of ion Bernstein waves in the Lorentz ion model. Linear analysis of a gyrokinetic ion model is also performed, and excellent agreement with the dispersion results from the Lorentz ion model is demonstrated for the ion acoustic wave. The sub-cycling/orbit averaging algorithm is shown to produce accurate finite-Larmor-radius effects using large macro-time steps sizes, and numerical damping of high frequency fluctuations can be achieved by formulating the field model in terms of the perturbed flux density. Furthermore, a CPU–GPU implementation of the sub-cycling/orbit averaging is presented and is shown to achieve a significant speedup over an equivalent serial code.

Computer Science↗
DOE OSTI2018

Implicit–explicit (IMEX) Runge–Kutta methods for non-hydrostatic atmospheric models

Abstract. The efficient simulation of non-hydrostatic atmospheric dynamics requires time integration methods capable of overcoming the explicit stability constraints on time step size arising from acoustic waves. In this work, we investigate various implicit–explicit (IMEX) additive Runge–Kutta (ARK) methods for evolving acoustic waves implicitly to enable larger time step sizes in a global non-hydrostatic atmospheric model. The IMEX formulations considered include horizontally explicit – vertically implicit (HEVI) approaches as well as splittings that treat some horizontal dynamics implicitly. In each case, the impact of solving nonlinear systems in each implicit ARK stage in a linearly implicit fashion is also explored. The accuracy and efficiency of the IMEX splittings, ARK methods, and solver options are evaluated on a gravity wave and baroclinic wave test case. HEVI splittings that treat some vertical dynamics explicitly do not show a benefit in solution quality or run time over the most implicit HEVI formulation. While splittings that implicitly evolve some horizontal dynamics increase the maximum stable step size of a method, the gains are insufficient to overcome the additional cost of solving a globally coupled system. Solving implicit stage systems in a linearly implicit manner limits the solver cost but this is offset by a reduction in step size to achieve the desired accuracy for some methods. Overall, the third-order ARS343 and ARK324 methods performed the best, followed by the second-order ARS232 and ARK232 methods.

54 ENVIRONMENTAL SCIENCES↗
DOE OSTI2017

Implicit mesh discontinuous Galerkin methods and interfacial gauge methods for high-order accurate interface dynamics, with applications to surface tension dynamics, rigid body fluid–structure interaction, and free surface flow: Part I

In this two-part paper, a high-order accurate implicit mesh discontinuous Galerkin (dG) framework is developed for fluid interface dynamics, facilitating precise computation of interfacial fluid flow in evolving geometries. The framework uses implicitly defined meshes—wherein a reference quadtree or octree grid is combined with an implicit representation of evolving interfaces and moving domain boundaries—and allows physically prescribed interfacial jump conditions to be imposed or captured with high-order accuracy. Part one discusses the design of the framework, including: (i) high-order quadrature for implicitly defined elements and faces; (ii) high-order accurate discretisation of scalar and vector-valued elliptic partial differential equations with interfacial jumps in ellipticity coefficient, leading to optimal-order accuracy in the maximum norm and discrete linear systems that are symmetric positive (semi)definite; (iii) the design of incompressible fluid flow projection operators, which except for the influence of small penalty parameters, are discretely idempotent; and (iv) the design of geometric multigrid methods for elliptic interface problems on implicitly defined meshes and their use as preconditioners for the conjugate gradient method. Also discussed is a variety of aspects relating to moving interfaces, including: (v) dG discretisations of the level set method on implicitly defined meshes; (vi) transferring state between evolving implicit meshes; (vii) preserving mesh topology to accurately compute temporal derivatives; (viii) high-order accurate reinitialisation of level set functions; and (ix) the integration of adaptive mesh refinement. In part two, several applications of the implicit mesh dG framework in two and three dimensions are presented, including examples of single phase flow in nontrivial geometry, surface tension-driven two phase flow with phase-dependent fluid density and viscosity, rigid body fluid–structure interaction, and free surface flow. A class of techniques known as interfacial gauge methods is adopted to solve the corresponding incompressible Navier–Stokes equations, which, compared to archetypical projection methods, have a weaker coupling between fluid velocity, pressure, and interface position, and allow high-order accurate numerical methods to be developed more easily. Convergence analyses conducted throughout the work demonstrate high-order accuracy in the maximum norm for all of the applications considered; for example, fourth-order spatial accuracy in fluid velocity, pressure, and interface location is demonstrated for surface tension-driven two phase flow in 2D and 3D. Specific application examples include: vortex shedding in nontrivial geometry, capillary wave dynamics revealing fine-scale flow features, falling rigid bodies tumbling in unsteady flow, and free surface flow over a submersed obstacle, as well as high Reynolds number soap bubble oscillation dynamics and vortex shedding induced by a type of Plateau–Rayleigh instability in water ripple free surface flow. In conclusion, these last two examples compare numerical results with experimental data and serve as an additional means of validation; they also reveal physical phenomena not visible in the experiments, highlight how small-scale interfacial features develop and affect macroscopic dynamics, and demonstrate the wide range of spatial scales often at play in interfacial fluid flow.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2017

Implicit mesh discontinuous Galerkin methods and interfacial gauge methods for high-order accurate interface dynamics, with applications to surface tension dynamics, rigid body fluid–structure interaction, and free surface flow: Part II

Here, in this two-part paper, a high-order accurate implicit mesh discontinuous Galerkin (dG) framework is developed for fluid interface dynamics, facilitating precise computation of interfacial fluid flow in evolving geometries. The framework uses implicitly defined meshes—wherein a reference quadtree or octree grid is combined with an implicit representation of evolving interfaces and moving domain boundaries—and allows physically prescribed interfacial jump conditions to be imposed or captured with high-order accuracy. Part one discusses the design of the framework, including: (i) high-order quadrature for implicitly defined elements and faces; (ii) high-order accurate discretisation of scalar and vector-valued elliptic partial differential equations with interfacial jumps in ellipticity coefficient, leading to optimal-order accuracy in the maximum norm and discrete linear systems that are symmetric positive (semi)definite; (iii) the design of incompressible fluid flow projection operators, which except for the influence of small penalty parameters, are discretely idempotent; and (iv) the design of geometric multigrid methods for elliptic interface problems on implicitly defined meshes and their use as preconditioners for the conjugate gradient method. Also discussed is a variety of aspects relating to moving interfaces, including: (v) dG discretisations of the level set method on implicitly defined meshes; (vi) transferring state between evolving implicit meshes; (vii) preserving mesh topology to accurately compute temporal derivatives; (viii) high-order accurate reinitialisation of level set functions; and (ix) the integration of adaptive mesh refinement. In part two, several applications of the implicit mesh dG framework in two and three dimensions are presented, including examples of single phase flow in nontrivial geometry, surface tension-driven two phase flow with phase-dependent fluid density and viscosity, rigid body fluid–structure interaction, and free surface flow. A class of techniques known as interfacial gauge methods is adopted to solve the corresponding incompressible Navier–Stokes equations, which, compared to archetypical projection methods, have a weaker coupling between fluid velocity, pressure, and interface position, and allow high-order accurate numerical methods to be developed more easily. Convergence analyses conducted throughout the work demonstrate high-order accuracy in the maximum norm for all of the applications considered; for example, fourth-order spatial accuracy in fluid velocity, pressure, and interface location is demonstrated for surface tension-driven two phase flow in 2D and 3D. Specific application examples include: vortex shedding in nontrivial geometry, capillary wave dynamics revealing fine-scale flow features, falling rigid bodies tumbling in unsteady flow, and free surface flow over a submersed obstacle, as well as high Reynolds number soap bubble oscillation dynamics and vortex shedding induced by a type of Plateau–Rayleigh instability in water ripple free surface flow. In these last two examples compare numerical results with experimental data and serve as an additional means of validation; they also reveal physical phenomena not visible in the experiments, highlight how small-scale interfacial features develop and affect macroscopic dynamics, and demonstrate the wide range of spatial scales often at play in interfacial fluid flow.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2017

Exactly energy conserving semi-implicit particle in cell formulation

We report a new particle in cell (PIC) method based on the semi-implicit approach. The novelty of the new method is that unlike any of its semi-implicit predecessors at the same time it retains the explicit computational cycle and conserves energy exactly. Recent research has presented fully implicit methods where energy conservation is obtained as part of a non-linear iteration procedure. The new method (referred to as Energy Conserving Semi-Implicit Method, ECSIM), instead, does not require any non-linear iteration and its computational cycle is similar to that of explicit PIC. The properties of the new method are: i) it conserves energy exactly to round-off for any time step or grid spacing; ii) it is unconditionally stable in time, freeing the user from the need to resolve the electron plasma frequency and allowing the user to select any desired time step; iii) it eliminates the constraint of the finite grid instability, allowing the user to select any desired resolution without being forced to resolve the Debye length; iv) the particle mover has a computational complexity identical to that of the explicit PIC, only the field solver has an increased computational cost. The new ECSIM is tested in a number of benchmarks where accuracy and computational performance are tested. - Highlights: • We present a new fully energy conserving semi-implicit particle in cell (PIC) method based on the implicit moment method (IMM). The new method is called Energy Conserving Implicit Moment Method (ECIMM). • The novelty of the new method is that unlike any of its predecessors at the same time it retains the explicit computational cycle and conserves energy exactly. • The new method is unconditionally stable in time, freeing the user from the need to resolve the electron plasma frequency. • The new method eliminates the constraint of the finite grid instability, allowing the user to select any desired resolution without being forced to resolve the Debye length. • These features are achieved at a reduced cost compared with either previous IMM or fully implicit implementation of PIC.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
DOE OSTI2015

A point implicit time integration technique for slow transient flow problems

We introduce a point implicit time integration technique for slow transient flow problems. The method treats the solution variables of interest (that can be located at cell centers, cell edges, or cell nodes) implicitly and the rest of the information related to same or other variables are handled explicitly. The method does not require implicit iteration; instead it time advances the solutions in a similar spirit to explicit methods, except it involves a few additional function(s) evaluation steps. Moreover, the method is unconditionally stable, as a fully implicit method would be. This new approach exhibits the simplicity of implementation of explicit methods and the stability of implicit methods. It is specifically designed for slow transient flow problems of long duration wherein one would like to perform time integrations with very large time steps. Because the method can be time inaccurate for fast transient problems, particularly with larger time steps, an appropriate solution strategy for a problem that evolves from a fast to a slow transient would be to integrate the fast transient with an explicit or semi-implicit technique and then switch to this point implicit method as soon as the time variation slows sufficiently. We have solved several test problems that result from scalar or systems of flow equations. Our findings indicate the new method can integrate slow transient problems very efficiently; and its implementation is very robust.

42 ENGINEERING↗
NASA NTRS1994

Global Asymptotic Behavior of Iterative Implicit Schemes

The global asymptotic nonlinear behavior of some standard iterative procedures in solving nonlinear systems of algebraic equations arising from four implicit linear multistep methods (LMMs) in discretizing three models of 2 x 2 systems of first-order autonomous nonlinear ordinary differential equations (ODEs) is analyzed using the theory of dynamical systems. The iterative procedures include simple iteration and full and modified Newton iterations. The results are compared with standard Runge-Kutta explicit methods, a noniterative implicit procedure, and the Newton method of solving the steady part of the ODEs. Studies showed that aside from exhibiting spurious asymptotes, all of the four implicit LMMs can change the type and stability of the steady states of the differential equations (DEs). They also exhibit a drastic distortion but less shrinkage of the basin of attraction of the true solution than standard nonLMM explicit methods. The simple iteration procedure exhibits behavior which is similar to standard nonLMM explicit methods except that spurious steady-state numerical solutions cannot occur. The numerical basins of attraction of the noniterative implicit procedure mimic more closely the basins of attraction of the DEs and are more efficient than the three iterative implicit procedures for the four implicit LMMs. Contrary to popular belief, the initial data using the Newton method of solving the steady part of the DEs may not have to be close to the exact steady state for convergence. These results can be used as an explanation for possible causes and cures of slow convergence and nonconvergence of steady-state numerical solutions when using an implicit LMM time-dependent approach in computational fluid dynamics.

Yee, H. C.↗
DOE OSTI2021

Multirate linearly-implicit GARK schemes

Many complex applications require the solution of initial-value problems where some components change fast, while others vary slowly. Multirate schemes apply different step sizes to resolve different components of the system, according to their dynamics, in order to achieve increased computational efficiency. The stiff components of the system, fast or slow, are best discretized with implicit base methods in order to ensure numerical stability. To this end, linearly implicit methods are particularly attractive as they solve only linear systems of equations at each step. This paper develops the Multirate GARK-ROS/ROW (MR-GARK-ROS/ROW) framework for linearly-implicit multirate time integration. The order conditions theory considers both exact and approximative Jacobians. The effectiveness of implicit multirate methods depends on the coupling between the slow and fast computations; an array of efficient coupling strategies and the resulting numerical schemes are analyzed. Multirate infinitesimal step linearly-implicit methods, that allow arbitrarily small micro-steps and offer extreme computational flexibility, are constructed. The new unifying framework includes existing multirate Rosenbrock(-W) methods as particular cases, and opens the possibility to develop new classes of highly effective linearly implicit multirate integrators.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2024

Implicit–explicit multirate infinitesimal stage-restart methods

Implicit–Explicit (IMEX) methods are flexible numerical time integration methods which solve an initial-value problem (IVP) that is split into stiff and nonstiff processes with the goal of lower computational costs than a purely implicit or explicit approach. A complementary form of flexible IVP solvers are multirate infinitesimal methods for problems split into fast- and slow-changing dynamics, that solve a multirate IVP by evolving a sequence of “fast” IVPs using any suitably accurate algorithm. This article introduces a new class of high-order implicit–explicit multirate methods that are designed for multirate IVPs in which the slow-changing dynamics are further split in an IMEX fashion. This new class, which we call implicit–explicit multirate infinitesimal stage-restart (IMEX-MRI-SR), both improves upon the previous implicit–explicit multirate infinitesimal generalized-structure additive Runge Kutta (IMEX-MRI-GARK) methods by allowing for far easier creation of new embedded methods, and extends multirate exponential Runge Kutta (MERK) methods by allowing the fast-changing dynamics to be nonlinear and the methods to be implicit. We leverage GARK theory to derive conditions for orders of accuracy up to four, and we provide second- and third-order accurate example methods, which are the first known embedded MRI methods with IMEX structure. We then perform numerical simulations demonstrating convergence rates and computational performance in both fixed-step and adaptive-step settings.

96 KNOWLEDGE MANAGEMENT AND PRESERVATION↗