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Space-Dependent Wielandt Shift Methods for Multigroup Diffusion Eigenvalue Problems

In the calculation of neutronic eigenfunctions and eigenvalues, it is often desirable to approximate the neutron transport equation by a diffusion equation that requires significantly less computational resources to solve. Even when a full transport solution is needed, the solution of the diffusion system can be used to accelerate iterative methods for calculating the transport eigenfunction and eigenvalue. The convergence rate of the basic power iteration method for eigenvalue problems is governed by the dominance ratio; realistic reactor core problems often have high dominance ratios and the power iteration method can converge slowly as a result. A common technique for accelerating the convergence of power iteration is the Wielandt shift (WS) method, which reduces the dominance ratio by 'shifting' the eigenvalue spectrum using an estimate of the desired eigenvalue. WS provides a significant speedup over power iteration if the eigenvalue estimate is close to the true eigenvalue, but it can be difficult to obtain such an estimate. In practice, the shift in the WS method can be dynamically updated in the iteration scheme, in a way that depends on the eigenvalue estimates from the most recent iterations. We present a physically-motivated Space-Dependent Wielandt Shift (SDWS) for solving multigroup diffusion eigenvalue problems. The space-dependence of the eigenvalue shift in SDWS enables a more effective acceleration of the power iteration scheme than WS at the beginning of the iteration scheme, when the current estimate of the eigenvalue is not close to the actual eigenvalue. Several variants of SDWS are discussed here, including an SDWS method that combines the strengths of SDWS (in the early iterations) with those of standard WS (in the later iterations). Numerical results from a 1-D multigroup diffusion problem demonstrate an order of magnitude speedup over power iteration and a 41% speedup over a standard WS technique. This speedup is problem-dependent and appears to be greater for 'more difficult' problems. In this summary, the term 'speedup' refers to a reduction in the number of iterations required to converge to the correct eigenvalue and eigenfunction. Because the scattering is treated fully implicitly (i.e., it is part of the left-hand side of the diffusion system and directly inverted), the computational cost of a single iteration does not vary significantly among the methods discussed in this summary. The number of iterations is therefore representative of the total computational cost for a method. We acknowledge that certain iterative solvers for linear systems (e.g., GMRES) require more computational time to converge when the system is nearly singular (i.e., when a very aggressive Wielandt shift is applied). Nonetheless, when using SDWS in the manner described in this summary, we have seen that the reduction in computational time from reducing the number of power iterations generally outweighs the extra computational time required by iterative solvers such as GMRES. (authors)

73 NUCLEAR PHYSICS AND RADIATION PHYSICS↗

Space-Dependent Wielandt Shifts for Multigroup Diffusion Eigenvalue Problems

We present a new concept—the space-dependent Wielandt shift (SDWS)—for accelerating the convergence of the power iteration (PI) scheme for multigroup diffusion k-eigenvalue problems. The SDWS improves on standard Wielandt shift (WS) techniques, which are empirical in nature and are typically effective only when the current estimate of the solution is reasonably converged. By accounting for the physics of the problem through SDWS, we are able to improve the acceleration for the initial iterates when the current estimate of the solution is not close to convergence. Numerical results from one-dimensional problems suggest that, compared to standard WS techniques, the new SDWS techniques can provide upward of a 46% reduction in the number of PIs required for convergence and a 40% reduction in the computational time required. This improvement is sensitive to several problem-dependent factors, such as the geometry and energy-dependence of the problem, the spatial discretization, and the initial guess. The reduction in computational time is also dependent on the linear solver in the PI scheme, as it is well known that WSs can significantly worsen the conditioning of the diffusion linear system. In this paper, we provide a detailed study of the impact of WSs on the performance of several iterative linear solvers. Results from our implementation of SDWS in the three-dimensional (3D) code MPACT show that SDWS can provide similar speedups for 3D multigroup diffusion eigenvalue problems. These results also show that moderate speedups can be obtained by applying SDWS to the coarse mesh finite difference (CMFD) solver in a CMFD-accelerated transport scheme. However, the benefit of doing this may be limited because all but the first few CMFD solves are relatively easy to converge, regardless of the WS used.

Nuclear Science & Technology↗

Taylor approximation variance reduction for approximation errors in PDE-constrained Bayesian inverse problems

In numerous applications, surrogate models are used as a replacement for accurate parameter-to-observable mappings when solving large-scale inverse problems governed by partial differential equations (PDEs). The surrogate model may be a computationally cheaper alternative to the accurate parameter-to-observable mappings and/or may ignore additional unknowns or sources of uncertainty. The Bayesian approximation error (BAE) approach provides a means to account for the induced uncertainties and approximation errors, i.e. the errors between the accurate parameter-to-observable mapping and the surrogate. The statistics of these errors are, however, in general unknown a priori, and are thus calculated using Monte Carlo sampling. Although the sampling is typically carried out offline, i.e. before considering the data, the process can still represent a computational bottleneck. In this work, we develop a scalable computational approach for reducing the costs associated with the sampling stage of the BAE approach. Specifically, we consider the Taylor expansion of the accurate and surrogate forward models with respect to the uncertain parameter fields either as a control variate for variance reduction or as a means to directly and efficiently approximate the mean and covariance of the approximation errors. We propose efficient methods for evaluating the expressions for the mean and covariance of the Taylor approximations based on linear(-ized) PDE solves. Furthermore, the proposed approach is independent of the dimension of the uncertain parameter, depending instead on the intrinsic dimension of the data, ensuring scalability to high-dimensional problems. The potential benefits of the proposed approach are demonstrated for two high-dimensional inverse problems governed by PDE examples, namely for the estimation of a distributed Robin boundary coefficient in a linear diffusion problem, and for a coefficient estimation problem governed by a nonlinear diffusion problem.

Bayesian approximation error↗

The arbitrary order mixed mimetic finite difference method for the diffusion equation

Here, we propose an arbitrary-order accurate mimetic finite difference (MFD) method for the approximation of diffusion problems in mixed form on unstructured polygonal and polyhedral meshes. As usual in the mimetic numerical technology, the method satisfies local consistency and stability conditions, which determines the accuracy and the well-posedness of the resulting approximation. The method also requires the definition of a high-order discrete divergence operator that is the discrete analog of the divergence operator and is acting on the degrees of freedom. The new family of mimetic methods is proved theoretically to be convergent and optimal error estimates for flux and scalar variable are derived from the convergence analysis. A numerical experiment confirms the high-order accuracy of the method in solving diffusion problems with variable diffusion tensor. It is worth mentioning that the approximation of the scalar variable presents a superconvergence effect.

97 MATHEMATICS AND COMPUTING↗

End-to-end GPU acceleration of low-order-refined preconditioning for high-order finite element discretizations

In this article, we present algorithms and implementations for the end-to-end GPU acceleration of matrix-free low-order-refined preconditioning of high-order finite element problems. The methods described here allow for the construction of effective preconditioners for high-order problems with optimal memory usage and computational complexity. The preconditioners are based on the construction of a spectrally equivalent low-order discretization on a refined mesh, which is then amenable to, for example, algebraic multigrid preconditioning. The constants of equivalence are independent of mesh size and polynomial degree. For vector finite element problems in H(curl) and H(div) (e.g., for electromagnetic or radiation diffusion problems), a specially constructed interpolation–histopolation basis is used to ensure fast convergence. Detailed performance studies are carried out to analyze the efficiency of the GPU algorithms. The kernel throughput of each of the main algorithmic components is measured, and the strong and weak parallel scalability of the methods is demonstrated. The different relative weighting and significance of the algorithmic components on GPUs and CPUs is discussed. Results on problems involving adaptively refined nonconforming meshes are shown, and the use of the preconditioners on a large-scale magnetic diffusion problem using all spaces of the finite element de Rham complex is illustrated.

97 MATHEMATICS AND COMPUTING↗

Low-Rank Solution Methods for Stochastic Eigenvalue Problems

In this report, we study efficient solution methods for stochastic eigenvalue problems arising from discretization of self-adjoint partial differential equations with random data, where the underlying operators depend linearly on the random parameters. With the stochastic Galerkin approach, the solutions are represented as generalized polynomial chaos expansions. When these solutions can be approximated well by low-rank objects, we introduce a low-rank variant of the inverse subspace iteration algorithm for computing one or several minimal eigenvalues and corresponding eigenvectors of parameter-dependent matrices. In the algorithm, the iterates are approximated by low-rank matrices, which leads to significant cost savings. Furthermore, the algorithm is tested on two benchmark problems, a stochastic diffusion problem with some poorly separated eigenvalues, and an operator derived from a discrete stochastic Stokes problem whose minimal eigenvalue is related to the inf-sup stability constant. Numerical experiments show that the low-rank algorithm produces accurate solutions compared to the Monte Carlo method, and it uses much less computational time than the original algorithm without low-rank approximation.

97 MATHEMATICS AND COMPUTING↗

Efficient Reformulation of Linear and Nonlinear Solid-Phase Diffusion in Lithium-ion Battery Models using Symmetric Polynomials: Mass Conservation and Computational Efficiency

Lithium-ion batteries are typically modeled using porous electrode theory coupled with various transport and reaction mechanisms, along with suitable discretization or approximations for the solid-phase diffusion equation. The solid-phase diffusion equation represents the main computational burden for typical pseudo-2-dimensional (p2D) models since these equations in the pseudo r -dimension must be solved at each point in the computational grid. This substantially increases the complexity of the model as well as the computational time. Traditional approaches towards simplifying solid-phase diffusion possess certain significant limitations, especially in modeling emerging electrode materials which involve phase changes and variable diffusivities. A computationally efficient representation for solid-phase diffusion is discussed in this paper based on symmetric polynomials using Orthogonal Collocation and Galerkin formulation (weak form). A systematic approach is provided to increase the accuracy of the approximation (p form in finite element methods) to enable efficient simulation with a minimal number of semi-discretized equations, ensuring mass conservation even for non-linear diffusion problems involving variable diffusivities. These methods are then demonstrated by incorporation into the full p2D model, illustrating their advantages in simulating high C-rates and short-time dynamic operation of Lithium-ion batteries.

25 ENERGY STORAGE↗

AIR Algebraic Multigrid for a Space-Time Hybridizable Discontinuous Galerkin Discretization of Advection(-Diffusion)

This article investigates the efficiency, robustness, and scalability of approximate ideal restriction (AIR) algebraic multigrid as a preconditioner in the all-at-once solution of a space-time hybridizable discontinuous Galerkin discretization of advection-dominated flows. The motivation for this study is that the time-dependent advection-diffusion equation can be seen as a “steady” advection-diffusion problem in $(d+1)$-dimensions and AIR has been shown to be a robust solver for steady advection-dominated problems. Numerical examples demonstrate the effectiveness of AIR as a preconditioner for advection-diffusion problems on fixed and time-dependent domains, using both slab-by-slab and all-at-once space-time discretizations, and in the context of uniform and space-time adaptive mesh refinement. A closer look at the geometric coarsening structure that arises in AIR also explains why AIR can provide robust, scalable, space-time convergence on advective and hyperbolic problems, while most multilevel parallel-in-time schemes struggle with such problems.

97 MATHEMATICS AND COMPUTING↗

Hierarchical model reduction driven by a proper orthogonal decomposition for parametrized advection-diffusion-reaction problems

This work combines the Hierarchical Model (HiMod) reduction technique with a standard Proper Orthogonal Decomposition (POD) to solve parametrized partial differential equations for the modeling of advection-diffusion-reaction phenomena in elongated domains (e.g., pipes). This combination leads to what we define as HiPOD model reduction, which merges the reliability of HiMod reduction with the computational efficiency of POD. Two HiPOD techniques are presented and assessed by an extensive numerical verification.

97 MATHEMATICS AND COMPUTING↗

Integral approximations to classical diffusion and smoothed particle hydrodynamics

The contribution of the paper is the approximation of a classical diffusion operator by an integral equation with a volume constraint. A particular focus is on classical diffusion problems associated with Neumann boundary conditions. By exploiting this approximation, we can also approximate other quantities such as the flux out of a domain. Our analysis of the model equation on the continuum level is closely related to the recent work on nonlocal diffusion and peridynamic mechanics. In particular, we elucidate the role of a volumetric constraint as an approximation to a classical Neumann boundary condition in the presence of physical boundary. The volume-constrained integral equation then provides the basis for accurate and robust discretization methods. An immediate application is to the understanding and improvement of the Smoothed Particle Hydrodynamics (SPH) method.

boundary conditions, smoothed particle hydrodynami↗

Hierarchical Model Reduction Driven by Machine Learning for Parametric Advection-Diffusion-Reaction Problems in the Presence of Noisy Data

Abstract We propose a new approach to generate a reliable reduced model for a parametric elliptic problem, in the presence of noisy data. The reference model reduction procedure is the directional HiPOD method, which combines Hierarchical Model reduction with a standard Proper Orthogonal Decomposition, according to an offline/online paradigm. In this paper we show that directional HiPOD looses in terms of accuracy when problem data are affected by noise. This is due to the interpolation driving the online phase, since it replicates, by definition, the noise trend. To overcome this limit, we replace interpolation with Machine Learning fitting models which better discriminate relevant physical features in the data from irrelevant unstructured noise. The numerical assessment, although preliminary, confirms the potentialities of the new approach.

97 MATHEMATICS AND COMPUTING↗

Learning Optimal Multigrid Smoothers via Neural Networks

Multigrid methods are one of the most efficient techniques for solving large sparse linear systems arising from partial differential equations (PDEs) and graph Laplacians from machine learning applications. One of the key components of multigrid is smoothing, which aims at reducing high-frequency errors on each grid level. However, finding optimal smoothing algorithms is problem-dependent and can impose challenges for many problems. In this paper, we propose an efficient adaptive framework for learning optimized smoothers from operator stencils in the form of convolutional neural networks (CNNs). Here, the CNNs are trained on small-scale problems from a given type of PDEs based on a supervised loss function derived from multigrid convergence theories and can be applied to large-scale problems of the same class of PDEs. Numerical results on anisotropic rotated Laplacian problems and variable coefficient diffusion problems demonstrate improved convergence rates and solution time compared with classical hand-crafted relaxation methods.

97 MATHEMATICS AND COMPUTING↗

An asymptotically compatible approach for Neumann-type boundary condition on nonlocal problems

In this paper we consider 2D nonlocal diffusion models with a finite nonlocal horizon parameter δ characterizing the range of nonlocal interactions, and consider the treatment of Neumann-like boundary conditions that have proven challenging for discretizations of nonlocal models. We propose a new generalization of classical local Neumann conditions by converting the local flux to a correction term in the nonlocal model, which provides an estimate for the nonlocal interactions of each point with points outside the domain. While existing 2D nonlocal flux boundary conditions have been shown to exhibit at most first order convergence to the local counter part as δ → 0, the proposed Neumann-type boundary formulation recovers the local case as O(δ 2 ) in the L∞(Ω) norm, which is optimal considering the O(δ 2 ) convergence of the nonlocal equation to its local limit away from the boundary. We analyze the application of this new boundary treatment to the nonlocal diffusion problem, and present conditions under which the solution of the nonlocal boundary value problem converges to the solution of the corresponding local Neumann problem as the horizon is reduced. To demonstrate the applicability of this nonlocal flux boundary condition to more complicated scenarios, we extend the approach to less regular domains, numerically verifying that we preserve second-order convergence for non-convex domains with corners. Finally, based on the new formulation for nonlocal boundary condition, we develop an asymptotically compatible meshfree discretization, obtaining a solution to the nonlocal diffusion equation with mixed boundary conditions that converges with O(δ 2 ) convergence.

97 MATHEMATICS AND COMPUTING↗

Discontinuous Galerkin gradient discretisations for the approximation of second-order differential operators in divergence form

We include in the gradient discretisation method (GDM) framework two numerical schemes based on discontinuous Galerkin approximations: the symmetric interior penalty Galerkin (SIPG) method, and the scheme obtained by averaging the jumps in the SIPG method. We prove that these schemes meet the main mathematical gradient discretisation properties on any kind of polytopal mesh, by adapting discrete functional analysis properties to our precise geometrical hypotheses. Therefore, these schemes inherit the general convergence properties of the GDM, which hold for instance in the cases of the p-Laplace problem and of the anisotropic and heterogeneous diffusion problem. This is illustrated by simple 1D and 2D numerical examples.

97 MATHEMATICS AND COMPUTING↗

Diffusive flux in a model of stochastically gated oxygen transport in insect respiration

Oxygen delivery to insect tissues is controlled by transport through a branched tubular network that is connected to the atmosphere by valve-like gates, known as spiracles. In certain physiological regimes, the spiracles appear to be randomly switching between open and closed states. Quantitative analysis of this regime leads a reaction-diffusion problem with stochastically switching boundary condition. We derive an expression for the diffusive flux at long times in this problem. Our approach starts with the derivation of the passage probability for a single particle that diffuses between a stochastically gated boundary, which models the opening and closing spiracle, and the perfectly absorbing boundary, which models oxygen absorption by the tissue. This passage probability is then used to derive an expression giving the diffusive flux as a function of the geometric parameters of the tube and characteristic time scales of diffusion and gate dynamics.

37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗

An adjoint view on flux consistency and strong wall boundary conditions to the Navier–Stokes equations

Inconsistent discrete expressions in the boundary treatment of Navier–Stokes solvers and in the definition of force objective functionals can lead to discrete-adjoint boundary treatments that are not a valid representation of the boundary conditions to the corresponding adjoint partial differential equations. The underlying problem is studied for an elementary 1D advection–diffusion problem first using a node-centred finite-volume discretisation. The defect of the boundary operators in the inconsistently defined discrete-adjoint problem leads to oscillations and becomes evident with the additional insight of the continuous-adjoint approach. A homogenisation of the discretisations for the primal boundary treatment and the force objective functional yields second-order functional accuracy and eliminates the defect in the discrete-adjoint boundary treatment. Subsequently, the issue is studied for aerodynamic Reynolds-averaged Navier–Stokes problems in conjunction with a standard finite-volume discretisation on median-dual grids and a strong implementation of noslip walls, found in many unstructured general-purpose flow solvers. Going out from a base-line discretisation of force objective functionals which is independent of the boundary treatment in the flow solver, two improved flux-consistent schemes are presented; based on either body wall-defined or farfield-defined control-volumes they resolve the dual inconsistency. The behaviour of the schemes is investigated on a sequence of grids in 2D and 3D.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Convective carbon dioxide dissolution in a closed porous medium at low pressure

Motivated by the persistence of natural carbon dioxide ( $\text{CO}_{2}$ ) fields, we investigate the convective dissolution of $\text{CO}_{2}$ at low pressure (below 1 MPa) in a closed system, where the pressure in the gas declines as convection proceeds. This introduces a negative feedback that reduces the convective dissolution rate even before the brine becomes saturated. We analyse the case of an ideal gas with a solubility given by Henry’s law, in the limits of very low and very high Rayleigh numbers. The equilibrium state in this system is determined by the dimensionless dissolution capacity, $\unicode[STIX]{x1D6F1}$ , which gives the fraction of the gas that can be dissolved into the underlying brine. Analytic approximations of the pure diffusion problem with $\unicode[STIX]{x1D6F1}>0$ show that the diffusive base state is no longer self-similar and that diffusive mass transfer declines rapidly with time. Direct numerical simulations at high Rayleigh numbers show that no constant flux regime exists for $\unicode[STIX]{x1D6F1}>0$ ; nevertheless, the quantity $F/C_{s}^{2}$ remains constant, where $F$ is the dissolution flux and $C_{s}$ is the dissolved concentration at the top of the domain. Simple mathematical models are developed to predict the evolution of $C_{s}$ and $F$ for high-Rayleigh-number convection in a closed system. The negative feedback that limits convection in closed systems may explain the persistence of natural $\text{CO}_{2}$ accumulations over millennial time scales.

Mechanics↗