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DOE OSTI2024

Implicit-explicit Runge-Kutta for radiation hydrodynamics I: Gray diffusion

Radiation hydrodynamics are a challenging multiscale and multiphysics set of equations. To capture the relevant physics of interest, one typically must time step on the hydrodynamics timescale, making explicit integration the obvious choice. On the other hand, the coupled radiation equations have a scaling such that implicit integration is effectively necessary in non-relativistic regimes. A first-order Lie-Trotter-like operator split is the most common time integration scheme used in practice, alternating between an explicit hydrodynamics step and an implicit radiation solve and energy deposition step. However, such a scheme is limited to first-order accuracy, and nonlinear coupling between the radiation and hydrodynamics equations makes a more general additive partitioning of the equations non-trivial. Here, we develop a new formulation and partitioning of radiation hydrodynamics with gray diffusion that allows us to apply (linearly) implicit-explicit Runge-Kutta time integration schemes. In conclusion, we prove conservation of total energy in the new framework, and demonstrate 2nd-order convergence in time on multiple radiative shock problems, achieving error 3–5 orders of magnitude smaller than the first-order Lie-Trotter operator split at the hydrodynamic CFL, even when Lie-Trotter applies a 3rd-order TVD Runge-Kutta scheme to the hydrodynamics equations.

73 NUCLEAR PHYSICS AND RADIATION PHYSICS↗

DOE OSTI2024

When ancient numerical demons meet physics-informed machine learning: adjoint-based gradients for implicit differentiable modeling

Recent advances in differentiable modeling, a genre of physics-informed machine learning that trains neural networks (NNs) together with process-based equations, have shown promise in enhancing hydrological models' accuracy, interpretability, and knowledge-discovery potential. Current differentiable models are efficient for NN-based parameter regionalization, but the simple explicit numerical schemes paired with sequential calculations (operator splitting) can incur numerical errors whose impacts on models' representation power and learned parameters are not clear. Implicit schemes, however, cannot rely on automatic differentiation to calculate gradients due to potential issues of gradient vanishing and memory demand. Here we propose a “discretize-then-optimize” adjoint method to enable differentiable implicit numerical schemes for the first time for large-scale hydrological modeling. The adjoint model demonstrates comprehensively improved performance, with Kling–Gupta efficiency coefficients, peak-flow and low-flow metrics, and evapotranspiration that moderately surpass the already-competitive explicit model. Therefore, the previous sequential-calculation approach had a detrimental impact on the model's ability to represent hydrological dynamics. Furthermore, with a structural update that describes capillary rise, the adjoint model can better describe baseflow in arid regions and also produce low flows that outperform even pure machine learning methods such as long short-term memory networks. The adjoint model rectified some parameter distortions but did not alter spatial parameter distributions, demonstrating the robustness of regionalized parameterization. Despite higher computational expenses and modest improvements, the adjoint model's success removes the barrier for complex implicit schemes to enrich differentiable modeling in hydrology.

58 GEOSCIENCES↗

NASA NTRS1976

Solutions to divergence form equations using the method of partial implicitization

Partial implicitization is well suited for use on vector-processing computers since the method is an explicit unconditionally stable numerical technique. So far equations cast in nondivergence form have been used, though equations cast in the divergence form would have inherently greater accuracy. Since the method of partial implicitization is applicable only to relaxing problems to their steady state and is not applicable to true transient problems, a simple mathematical manipulation can be carried out which will produce the desired partial implicitization solution to divergence form equations.

Graves, R. A., Jr.↗

NASA NTRS1978

Coefficient matrices for implicit finite difference solution of the inviscid fluid conservation law equations

Although the Navier-Stokes equations describe most flows of interest in aerodynamics, the inviscid conservation law equations may be used for small regions with viscous forces. Thus, Euler equations and several time-accurate finite difference procedures, explicit and implicit, are discussed. Although implicit techniques require more computational work, they permit larger time steps to be taken without instability. It is noted that the Jacobian matrices for Euler equations in conservation-law form have certain eigenvalue-eigenvector properties which may be used to construct conservative-form coefficient matrices. This reduces the computation time of several implicit and semiimplicit schemes. Extensions of the basic approach to other areas are suggested.

Steger, J. L.↗

NASA NTRS1979

Boundary conditions for implicit solutions to the compressible Navier-Stokes equations in finite computational domains

The admissible boundary conditions for the unsteady Navier-Stokes equations are insufficient to determine completely the flow variables at grid points on the boundaries of a finite computational domain. A general method is presented in which the boundary conditions are supplemented by conservatively differenced forms of the flow equations. For implicit algorithms, the method provides a fully implicit coupling between boundary and interior points. Implicit boundary-point computation schemes are given for most types of flow boundary encountered in internal and external flow problems. Convergence to steady state is generally faster than with locally explicit boundary-point schemes.

Thomas, P. D.↗

NASA NTRS1980

On the performance of explicit and implicit algorithms for transient thermal analysis

The status of an effort to increase the efficiency of calculating transient temperature fields in complex aerospace vehicle structures is described. The advantages and disadvantages of explicit and implicit algorithms are discussed. A promising set of implicit algorithms, known as the GEAR package is described. Four test problems, used for evaluating and comparing various algorithms, have been selected and finite element models of the configurations are discribed. These problems include a space shuttle frame component, an insulated cylinder, a metallic panel for a thermal protection system and a model of the space shuttle orbiter wing. Calculations were carried out using the SPAR finite element program, the MITAS lumped parameter program and a special purpose finite element program incorporating the GEAR algorithms. Results generally indicate a preference for implicit over explicit algorithms for solution of transient structural heat transfer problems when the governing equations are stiff. Careful attention to modeling detail such as avoiding thin or short high-conducting elements can sometimes reduce the stiffness to the extent that explicit methods become advantageous.

Adelman, H. M.↗

NASA NTRS1981

Fully implicit shock tracking

A tracking method for solving hyperbolic free boundary problems arising in fluid dynamics is presented. The principal feature of the new approach is that the implicit form is used to simultaneously treat both interior points and boundary conditions. In particular, the location of the free boundary (shock) surface is treated implicitly and coupled with all other unknowns. The method is presented in the context of unsteady one-dimensional flow in a variable area duct with an internal shock wave. The fully implicit method and other strategies for advancing the shock are compared for computing a steady solution via a time asymptotic approach. Issues regarding extension of the method to multiple dimensions are also discussed.

Bell, J. B.↗

NASA NTRS1981

A diagonal form of an implicit approximate-factorization algorithm

A modification of an implicit approximate-factorization finite-difference algorithm applied to partial differential equations is presented. This algorithm is applied to the two- and three-dimensional Euler equations in general curvilinear coordinates. The modification transforms the coupled system of equations into an uncoupled diagonal form that requires less computational work. For steady-state applications, the resulting diagonal algorithm retains the stability and accuracy characteristics of the original algorithm. The diagonal algorithm reduces the storage requirement of the implicit solution process and therefore has an important effect on the application of implicit finite-difference schemes to vector processors. Results are presented for realistic two-dimensional transonic flow fields about airfoils. Computation costs are reduced to 24-34%.

Pulliam, T. H.↗

NASA NTRS1981

Stable boundary approximations for a class of implicit schemes for the one-dimensional inviscid equations of gas dynamics

The applicability to practical calculations of recent theoretical developments in the stability analysis of difference approximations for initial-boundary-value problems of the hyperbolic type. For the numerical experiments, select the one-dimensional inviscid gas-dynamic equations in conservation-law form is selected. A class of implicit schemes based on linear multistep methods for ordinary differential equations is chosen and the use of space or space-time extrapolations as implicit or explicit boundary schemes is emphasized. Some numerical examples with various inflow-outflow conditions highlight the commonly discussed issues: explicit versus implicit boundary schemes, unconditionally stable schemes, and underspecification or overspecification of boundary conditions.

Yee, H. C.↗

NASA NTRS1981

On a fourth order accurate implicit finite difference scheme for hyperbolic conservation laws. II - Five-point schemes

This paper presents a family of two-level five-point implicit schemes for the solution of one-dimensional systems of hyperbolic conservation laws, which generalized the Crank-Nicholson scheme to fourth order accuracy (4-4) in both time and space. These 4-4 schemes are nondissipative and unconditionally stable. Special attention is given to the system of linear equations associated with these 4-4 implicit schemes. The regularity of this system is analyzed and efficiency of solution-algorithms is examined. A two-datum representation of these 4-4 implicit schemes brings about a compactification of the stencil to three mesh points at each time-level. This compact two-datum representation is particularly useful in deriving boundary treatments. Numerical results are presented to illustrate some properties of the proposed scheme.

Harten, A.↗

NASA NTRS1981

Recent advances in the development of implicit schemes for the equations of fluid dynamics

Innovations and extensions of implicit schemes for equations of fluid dynamics are presented. The notation and theory for linear multistep methods are reviewed, and extensions of work by Beam and Warming (1979) include the implementation of one-leg methods, ADI methods for equations with mixed derivatives, flux vector splitting, the P-dimensional wave equation, and boundary conditions. Numerical experiments indicate that implicit treatment of the boundary conditions is necessary for unconditional stability, and the improvement and implementation of the boundary condition theory should improve the implicit algorithms for gas dynamic equations.

Warming, R. F.↗

NASA NTRS1981

Multigrid simulation of asymptotic curved-duct flows using a semi-implicit numerical technique

Asymptotic flows inside curved ducts of rectangular as well as polar cross section are analyzed using the Navier-Stokes equations in terms of the axial velocity and vorticity and the cross-flow stream function. Numerical solutions of the three second-order coupled elliptic partial differential equations governing this flow are obtained efficiently using the coupled alternating-direction implicit (ADI) method as well as the multigrid strongly-implicit (SI) scheme. For the flow configuration studied, the ADI method is found to be more sensitive to the time steps used than is the SI scheme. Use of the multigrid-coupled-strongly-implicit (MG-SI) scheme makes it possible to efficiently obtain fine-grid solutions for configurations having strong secondary flow. It is shown that, for this asymptotic curved-duct flow, the similarity parameter of significance is the Dean's number K rather than the Reynolds number Re. Results are obtained for curved ducts with square cross sections for K up to 900, which here corresponds to Re = 9,000 for this internal flow configuration.

Ghia, K. N.↗

NASA NTRS1982

An improved semi-implicit method for structural dynamics analysis

A semi-implicit algorithm is presented for direct time integration of the structural dynamics equations. The algorithm avoids the factoring of the implicit difference solution matrix and mitigates the unacceptable accuracy losses which plagued previous semi-implicit algorithms. This substantial accuracy improvement is achieved by augmenting the solution matrix with two simple diagonal matrices of the order of the integration truncation error.

Park, K. C.↗

NASA NTRS1983

Implicit Total Variation Diminishing (TVD) schemes for steady-state calculations

The application of a new implicit unconditionally stable high resolution total variation diminishing (TVD) scheme to steady state calculations. It is a member of a one parameter family of explicit and implicit second order accurate schemes developed by Harten for the computation of weak solutions of hyperbolic conservation laws. This scheme is guaranteed not to generate spurious oscillations for a nonlinear scalar equation and a constant coefficient system. Numerical experiments show that this scheme not only has a rapid convergence rate, but also generates a highly resolved approximation to the steady state solution. A detailed implementation of the implicit scheme for the one and two dimensional compressible inviscid equations of gas dynamics is presented. Some numerical computations of one and two dimensional fluid flows containing shocks demonstrate the efficiency and accuracy of this new scheme.

Yee, H. C.↗

NASA NTRS1983

A viscous shock-layer flowfield analysis by an explicit-implicit method

An implicit analogue of a widely used explicit method to external axisymmetric laminar flows with strong entropy gradients is extended. The details of the "numerics" of the implicit part are provided in a body oriented coordinate system with a moving outer (shock) boundary during the transient part of the solutions. The limiting values of the Courant number are obtained when the shock boundary is treated explicitly. The solution algorithm outlined includes the treatment of the source term associated with the equations in weak conservation form. From the results obtained for two sample problems, it becomes clear that accuracy of predictions is, indeed, very good at higher values of the Courant number. There is a significant saving in overall computing time, depending on the Courant number used and the flow Reynolds number. These properties combined with the simplicity of programming the implicit analog may appeal to researchers for using it in the analysis of 3-D flow problems.

Gupta, R. M.↗

NASA NTRS1983

Viscous shock-layer flowfield analysis by an explicit-implicit method

The present work extends the recently reported implicit analogue of MacCormack's earlier widely-used explicit method to external axisymmetric laminar flows with strong entropy gradients. The details of the 'numerics' of the implicit part are provided in a body-oriented coordinate system with a moving outer (shock) boundary during the transient part of the solutions. The limiting values of the Courant number are obtained when the shock boundary is treated explicitly. The solution algorithm outlined includes the treatment of the source term associated with the equations in weak conservation form. From the results obtained for two sample problems, it becomes clear that accuracy of predictions is, indeed, very good at higher values of the Courant number. There is a significant saving in overall computing time, depending on the Courant number used and the flow Reynolds number. These properties combined with the simplicity of programming the implicit analogue may appeal to researchers for using it in the analysis of three-dimensional flow problems.

Gupta, R. N.↗

NASA NTRS1983

Implicit total variation diminishing (TVD) schemes for steady-state calculations

Yee, H. C.↗

NASA NTRS1983

Three-dimensional viscous-flow computations using a directionally hybrid implicit-explicit procedure

A new, directionally dependent, hybrid numerical algorithm for solving the unsteady, three-dimensional Navier-Stokes equations has been developed and used to compute the viscous supersonic flow over complex configurations, which may generate local regions of embedded subsonic or streamwise separated flows or both. The new hybrid implicit-explicit algorithm is derived from the more general implicit Beam-Warming algorithm and is particularly suitable for viscous computations in which the grid spacing in the direction outward from the body is considerably smaller than the spacing in the other two directions. Numerical results obtained from both the hybrid and implicit schemes are presented and compared on the basis of numerical stability, convergence history, and computer and core memory requirements.

Rizk, Y. M.↗