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All sources NASA NTRS DOE OSTI

DOE OSTI2020

Implicit fast sweeping method for hyperbolic systems of conservation laws

Implicit time-accurate methods are often used to integrate stiff problems where explicit schemes impose severe time step restrictions. This paper presents an efficient numerical framework based on the Fast Sweeping Method (FSM) for solving linear and nonlinear hyperbolic systems of conservation laws. The solution at each discrete location is computed by sweeping the numerical domain in several predetermined directions that follow the causality of the characteristic families. The use of a fractional step strategy eliminates the need for a solution selection criterion while one-sided stencils limit the number of sweeps to at most 2 d for d space dimensions. This work focuses on the first-order implicit upwind method since it constitutes the building block for high-order conservative schemes. For problems where the degree of stiffness evolves over time, implicit-explicit hybridization can be accomplished with the same algorithm by simply switching the stencil at each time level. As opposed to traditional implicit solvers, the sweeping method does not require a local time linearization of the fluxes thereby preserving the nonlinear stability properties of the original implicit scheme. It also avoids the large computational and memory requirements associated with solving large block-diagonal systems of equations. Here, a series of one- and two-dimensional test cases are presented for the inviscid Burgers' equation and the reactive Euler equations. The results indicate that the implicit FSM can allow a major reduction in the number of time steps even in the presence of discontinuous solution profiles.

74 ATOMIC AND MOLECULAR PHYSICS↗

DOE OSTI2024

One-sweep moment-based semi-implicit-explicit integration for gray thermal radiation transport

Thermal radiation transport (TRT) is a time dependent, high dimensional partial integro-differential equation. In practical applications such as inertial confinement fusion, TRT is coupled to other physics such as hydrodynamics, plasmas, etc., and the timescales one is interested in capturing are often much slower than the radiation timescale. As a result, TRT is treated implicitly, and due to its stiffness and high dimensionality, is often a dominant computational cost in multiphysics simulations. Here we develop a new approach for implicit-explicit (IMEX) integration of gray TRT in the deterministic SN setting, which requires only one sweep per stage, with the simplest first-order method requiring only one sweep per time step. The partitioning of equations is done via a moment-based high-order low-order formulation of TRT, where the streaming operator and first two moments are used to capture the asymptotic stiff regimes of the streaming limit and diffusion limit. Absorption-reemission is treated explicitly, and although stiff, is sufficiently damped by the implicit solve that we achieve stable accurate time integration without incorporating the coupling of the high order and low order equations implicitly. Due to nonlinear coupling of the high-order and low-order equations through temperature-dependent opacities, to facilitate IMEX partitioning and higher-order methods, we use a semi-implicit integration approach amenable to nonlinear partitions. In conclusion, results are demonstrated on thick Marshak and crooked pipe benchmark problems, demonstrating orders of magnitude improvement in accuracy and wallclock compared with the standard first-order implicit integration typically used.

97 MATHEMATICS AND COMPUTING↗

NASA NTRS1994

The Dynamics of Some 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 2 x 2 systems of first-order autonomous nonlinear ordinary differential equations is analyzed using the theory of dynamical systems. With the aid of parallel Connection Machines (CM-2 and CM-5), the associated bifurcation diagrams as a function of the time step, and the complex behavior of the associated 'numerical basins of attraction' of these iterative implicit schemes are revealed and compared. Studies showed that all of the four implicit LMMs exhibit a drastic distortion and segmentation but less shrinkage of the basin of attraction of the true solution than standard explicit methods. The numerical basins of attraction of a noniterative implicit procedure mimic more closely the basins of attraction of the differential equations than the iterative implicit procedures for the four implicit LMMs.

Yee, H. C.↗

DOE OSTI2021

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↗

DOE OSTI2021

A Scalable Semi-Implicit Barotropic Mode Solver for the MPAS-Ocean

A scalable semi-implicit barotropic mode solver for the ocean component of the model for prediction across scales has been implemented as a competitor to an existing explicit-subcycling scheme to allow faster and more stable simulations while not sacrificing accuracy. The semi-implicit solver adopts the pipelined preconditioned bi-conjugate gradient stabilization algorithm as an iterative solver in conjunction with the restricted additive Schwarz preconditioner that accelerates the convergence rate of the iterative solver. The preconditioner is constructed from a linearized barotropic system that also reorders the system for optimal performance, while the semi-implicit solver deals with the fully nonlinear barotropic system that requires reassembly of the coefficient matrix for every time step. Several numerical experiments, from simple one-dimensional tests to three-dimensional real-world tests, demonstrate that the semi-implicit solver has almost the same accuracy and better parallel scalability compared with the existing scheme while allowing faster and more stable simulations. Furthermore, the semi-implicit solver accelerates the barotropic mode up to 2.9 times faster than the existing scheme on 16,320 processors, leading to an overall runtime speedup of 1.9.

97 MATHEMATICS AND COMPUTING↗

DOE OSTI2014

Nonadiabatic dynamics of electron transfer in solution: Explicit and implicit solvent treatments that include multiple relaxation time scales

The development of efficient theoretical methods for describing electron transfer (ET) reactions in condensed phases is important for a variety of chemical and biological applications. Previously, dynamical dielectric continuum theory was used to derive Langevin equations for a single collective solvent coordinate describing ET in a polar solvent. In this theory, the parameters are directly related to the physical properties of the system and can be determined from experimental data or explicit molecular dynamics simulations. Herein, we combine these Langevin equations with surface hopping nonadiabatic dynamics methods to calculate the rate constants for thermal ET reactions in polar solvents for a wide range of electronic couplings and reaction free energies. Comparison of explicit and implicit solvent calculations illustrates that the mapping from explicit to implicit solvent models is valid even for solvents exhibiting complex relaxation behavior with multiple relaxation time scales and a short-time inertial response. The rate constants calculated for implicit solvent models with a single solvent relaxation time scale corresponding to water, acetonitrile, and methanol agree well with analytical theories in the Golden rule and solvent-controlled regimes, as well as in the intermediate regime. The implicit solvent models with two relaxation time scales are in qualitative agreement with the analytical theories but quantitatively overestimate the rate constants compared to these theories. Analysis of these simulations elucidates the importance of multiple relaxation time scales and the inertial component of the solvent response, as well as potential shortcomings of the analytical theories based on single time scale solvent relaxation models. This implicit solvent approach will enable the simulation of a wide range of ET reactions via the stochastic dynamics of a single collective solvent coordinate with parameters that are relevant to experimentally accessible systems.

37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗

DOE OSTI2025

Axisymmetric gyrokinetic simulation of ASDEX-Upgrade scrape-off layer using a conservative implicit BGK collision operator

Collisions play an important role in turbulence and transport of fusion plasmas. For kinetic simulations, as the collisionality increases in the domain of interest, the size of the time step to resolve the collisional physics can become overly restrictive in an explicit time integration scheme, leading to high computational cost. With the aim of overcoming such restriction, we have implemented an implicit Bhatnagar–Gross–Krook (BGK) collision operator for use in the discontinuous Galerkin full-f gyrokinetic solver within the Gkeyll framework, which, when combined with Gkeyll's traditional explicit time integrator for collisionless advection, can significantly increase the time step in gyrokinetic simulations of highly collisional regimes. To ensure conservation of density, momentum, and energy, we utilize an iterative scheme to correct the discretized approximation to the equilibrium Maxwellian distribution to which the BGK collision operator relaxes. We have further generalized the BGK infrastructure, both the implicit scheme and the correction routine, to handle cross-species collisions. This improved implicit and conservative BGK operator is benchmarked against the more accurate but more computationally expensive Lenard–Bernstein–Dougherty (LBD) operator, which has been utilized in prior studies with Gkeyll. The implicit BGK operator enables 2D axisymmetric simulations of the ASDEX-Upgrade scrape-off layer to run 56 times faster to completion than the simulations with the LBD operator, because the BGK operator is more robust and converges at a lower resolution than is required by the LBD operator. Additionally, in this more collisional limit, we demonstrate that the results of our simulations utilizing the implicit BGK operator agreed well with simulations utilizing the more computationally expensive LBD operator.

Gyrokinetic simulations↗

NASA NTRS1983

Multiple-gridding of the Euler equations with an implicit scheme

The multiple-grid scheme of Ni (1981) for the solution of the unsteady Euler equations for quasi-one-dimensional transonic flow problems is analyzed according to its ability to accelerate convergence to a steady state solution, its applicability to an implicit scheme, its accuracy, and its stability limits. This scheme is applied successfully to McCormack's (1981) implicit method of solving quasi-one-dimensional transonic flow problems for CFL numbers significantly greater than unity. It is determined that the second order accuracy of this implicit method is preserved by employing the multiple gridding. However, stability limitations that are flow dependent are introduced into the implicit method by the use of the multiple-grid scheme which will curtail its use under certain flow conditions. A scaling modification for the multiple grid scheme is developed which further improves its performance when used with explicit and artificially-damped implicit methods without any increase in computational work.

Stubbs, R. M.↗

NASA NTRS1992

Implicit upwind-Euler solution algorithms for unstructured-grid applications

The development of implicit upwind algorithms for the solution of the three-dimensional, time-dependent Euler equations on unstructured tetrahedral meshes is described. The implicit temporal discretization involves either a two-sweep Gauss-Seide relaxation procedure, a two-sweep Point-Jacobi relaxation procedure, or a single-sweep Point-Implicit procedure; the upwind spatial discretization is based on the flux-difference splitting of Roe. Detailed descriptions of the three implicit solution algorithms are given, and calculations for the Boeing 747 transport configuration are presented to demonstrate the algorithms. Advantages and disadvantages of the implicit algorithms are discussed. A steady-state solution for the 747 configuration, obtained at transonic flow conditions using a mesh of over 100,000 cells, required less than one hour of CPU time on a Cray-2 computer, thus demonstrating the speed and robustness of the general capability.

Batina, John T.↗

NASA NTRS1993

Implicit upwind solution algorithms for three-dimensional unstructured meshes

Batina, John T.↗

NASA NTRS1992

Implicit upwind-Euler solution algorithms for unstructured-grid applications

The development of implicit upwind algorithms for the solution of the three-dimensional, time-dependent Euler equations on unstructured tetrahdral meshes is described. The implicit temporal discretization involves either a two-sweep Gauss-Seidel relaxation procedure, a two-sweep Point-Jacobi relaxation procedure, or a single-sweep Point-Implicit procedure; the upwind spatial discretization is based on the flux-difference splitting of Roe. Detailed descriptions of the three implicit solution algorithms are given, and calculations for the Boeing 747 transport configuration are presented to demonstrate the algorithms. Advantages and disadvantages of the implicit algorithms are discussed. A steady-state solution for the 747 configuration, obtained at transonic flow conditions using s mesh of over 100,000 cells, required less than one hour of CPU time on a Cray-2 computer, thus demonstrating the speed and robustness of the general capability.

Batina, John T.↗

NASA NTRS1997

Implicit Kalman filtering

For an implicitly defined discrete system, a new algorithm for Kalman filtering is developed and an efficient numerical implementation scheme is proposed. Unlike the traditional explicit approach, the implicit filter can be readily applied to ill-conditioned systems and allows for generalization to descriptor systems. The implementation of the implicit filter depends on the solution of the congruence matrix equation (A1)(Px)(AT1) = Py. We develop a general iterative method for the solution of this equation, and prove necessary and sufficient conditions for convergence. It is shown that when the system matrices of an implicit system are sparse, the implicit Kalman filter requires significantly less computer time and storage to implement as compared to the traditional explicit Kalman filter. Simulation results are presented to illustrate and substantiate the theoretical developments.

Non-NASA Center↗

NASA NTRS2013

Implicit Coupling Approach for Simulation of Charring Carbon Ablators

This study demonstrates that coupling of a material thermal response code and a flow solver with nonequilibrium gas/surface interaction for simulation of charring carbon ablators can be performed using an implicit approach. The material thermal response code used in this study is the three-dimensional version of Fully Implicit Ablation and Thermal response program, which predicts charring material thermal response and shape change on hypersonic space vehicles. The flow code solves the reacting Navier-Stokes equations using Data Parallel Line Relaxation method. Coupling between the material response and flow codes is performed by solving the surface mass balance in flow solver and the surface energy balance in material response code. Thus, the material surface recession is predicted in flow code, and the surface temperature and pyrolysis gas injection rate are computed in material response code. It is demonstrated that the time-lagged explicit approach is sufficient for simulations at low surface heating conditions, in which the surface ablation rate is not a strong function of the surface temperature. At elevated surface heating conditions, the implicit approach has to be taken, because the carbon ablation rate becomes a stiff function of the surface temperature, and thus the explicit approach appears to be inappropriate resulting in severe numerical oscillations of predicted surface temperature. Implicit coupling for simulation of arc-jet models is performed, and the predictions are compared with measured data. Implicit coupling for trajectory based simulation of Stardust fore-body heat shield is also conducted. The predicted stagnation point total recession is compared with that predicted using the chemical equilibrium surface assumption

Ablation↗

NASA NTRS2019

Effect of Spatial Filtering in Implicit Large-Eddy Simulations of Separated Flows

The relatively high Reynolds number of turbulent flows encountered in various applications puts these problems well beyond the reach of direct numerical simulation (DNS) at present. Meanwhile, lower-fidelity Reynolds-averaged Navier-Stokes (RANS) calculations are known to be not accurate enough in complex problems, such as smooth-body flow separation and other flows involving highly-unsteady phenomena. Hence, given the current infeasibility of DNS and the unsatisfactory performance of RANS, intermediate techniques such as large-eddy simulation (LES) and hybrid RANS-LES, whose fidelity lie between RANS and DNS, have received much attention for application to various problems of practical importance. Modeling of the effect of missing scales on resolved scales, also known as subgrid-scale (SGS) modeling, is an important subject for LES. SGS models can be broadly categorized as explicit or implicit approaches. The explicit approach is based on an SGS model that explicitly appears in the governing equations expressed in the form of so-called “filtered Navier-Stokes equations”, which describe the evolution of the turbulence scales resolved by the LES grid. The effect of the scales unresolved by the grid is represented by the SGS model. The implicit modeling approach, on the other hand, does not employ an explicit model but instead treats the intrinsic dissipation of the numerical discretization scheme as an implicit SGS model. An LES without an explicit SGS model is commonly termed as an implicit LES (ILES). The relative merits of one SGS modeling approach over another is a subject of ongoing debate. We have opted to employ an ILES methodology, based on high-order compact finite-difference and spatial filtering schemes, in our recent investigations of separated flow problems [1, 2]. Further discussion of our preference of ILES over explicit LES is provided in Uzun and Malik [2]. The spatial filtering operation, described in the next section, is treated as an implicit SGS model for the ILES. Some observations made during the course of our recent investigations, which pointed out to excessive numerical dissipation in certain parts of the flowfield, prompted us to take a closer look at the potential effect of the spatial filter on ILES predictions. This technical note is therefore devoted to spatial filter effects in the context of a high Reynolds number, transonic shock-induced separated flow.

Ali Uzun↗

DOE OSTI2025

A review of high order strong stability preserving two-derivative explicit, implicit, and IMEX methods

High order strong stability preserving time discretizations ensure the nonlinear non-inner-product strong stability properties of spatial discretizations suited for the stable simulation of hyperbolic PDEs in a wide variety of application areas including fluid dynamics, magnetohydrodynamics, semiconductor devices, electromagnetics, and astrophysics. Over the past decade multiderivative time-stepping have been increasingly used for the time-evolution hyperbolic PDEs, so that the strong stability properties of these methods have become important. In this work we review sufficient conditions for a two-derivative multistage method to preserve the strong stability properties of spatial discretizations in a forward Euler and different conditions on the second derivative. In particular we present the strong stability preserving theory for explicit and implicit two-derivative Runge–Kutta schemes, including a special condition on the second derivative under which these implicit methods may be unconditionally strong stability preserving. This special condition is natural for the stiff component of wide range of plasma physics problems, and can be useful in the context of strong stability preserving implicit-explicit multi-derivative Runge–Kutta schemes, where the time-step restriction is then independent of the stiff term. Lastly, we present the strong stability preserving theory for implicit-explicit multi-derivative general linear methods, and some novel second and third order methods where the time-step restriction is independent of the stiff term.

97 MATHEMATICS AND COMPUTING↗

DOE OSTI2020

Semi-implicit method to solve compressible multiphase fluid flows without acoustic time step restrictions

A new 3D multiphase numerical capability is presented here for simulating multiphase flow regimes at all Mach numbers (M). The new method is a semi-implicit extension of the finite volume discrete equation method (DEM) of Chinnaya et al. (2004), which originally used explicit time-stepping. The capability is also developed to work with another extension of the DEM to moving grids for arbitrary Lagrangian-Eularian (ALE) methods detailed in Dunn (2011). Rather than solving all phase equations simultaneously, the DEM reduces the equations to a system of single-phase Riemann solves, where each phase has its own velocity and thermodynamic state. Exchanges between the phases are modeled through source terms accounting for the phase interactions. Furthermore, since the original multiphase scheme uses an explicit time-advancement scheme, it has time step restrictions dictated by the speed of sound, which limits the model's ability to simulate weakly compressible flows which typically need to be integrated for longer time periods. Here, we extend the current multiphase formulation by implementing a pressure-correcting step to enable implicit calculations and remove acoustic time step limitations. The new semi-implicit algorithm allows use of relatively large time steps compared to an explicit method. Validation and benefits of the new implicit time-step method are illustrated using several examples including weakly compressible flows and strong shock waves. The scheme presented here is general and may be used for a variety of applications which require capabilities for handling multiphase flow at a wide range of Mach numbers. However, the goal of this research is to simulate all stages of high energy explosions, including the shock formation (high Mach numbers) and evolution of the buoyant cloud (low Mach numbers).

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

DOE OSTI2020

Exact and locally implicit source term solvers for multifluid-Maxwell systems

Recently, a family of models that couple multifluid systems to the full Maxwell equations have been used in laboratory, space, and astrophysical plasma modeling. These models are more complete descriptions of the plasma than reduced models like magnetohydrodynamic (MHD) since they are derived more closely from the full kinetic Vlasov-Maxwell system, without assumptions like quasi-neutrality, negligible electron mass, etc. Thus these models naturally retain non-ideal MHD effects like electron inertia, Hall term, pressure anisotropy/nongyrotropy, displacement current, among others. One obstacle to broader application of these model is that an explicit treatment of their source terms leads to the need to resolve rapid processes like plasma oscillation and electron cyclotron motion, even when these are not important. In this paper, we suggest two ways to address this issue. First, we derive the analytic solutions to the source update equations, which can be implemented as a practical, but less generic solver. We then develop a time-centered, locally implicit algorithm to update the source terms, allowing stepping over the fast kinetic time-scales. For a plasma with S species, the locally implicit algorithm involves inverting a local (3 S + 3) × (3 S + 3) matrix only, thus is very efficient. The performance can be further increased by using the direct update formulas to skip null calculations. In this paper, we present benchmarks illustrating the exact energy-conservation of the locally implicit solver, as well as its efficiency and robustness for both small-scale, idealized problems and largescale, complex systems. The locally implicit algorithm can be also easily extended to include other local sources, like collisions and ionization, which are difficult to solve analytically.

70 PLASMA PHYSICS AND FUSION TECHNOLOGY↗

DOE OSTI2024

Implementation and (Inverse Modified) Error Analysis for Implicitly Templated ODE-Nets

We focus on learning unknown dynamics from data using ODE-nets templated on implicit numerical initial value problem solvers. First, we perform inverse modified error analysis of the ODE-nets using unrolled implicit schemes for ease of interpretation. It is shown that training an ODE-net using an unrolled implicit scheme returns a close approximation of an inverse modified differential equation (IMDE). In addition, we establish a theoretical basis for hyperparameter selection when training such ODE-nets, whereas current strategies usually treat numerical integration of ODE-nets as a black box. We thus formulate an adaptive algorithm which monitors the level of error and adapts the number of (unrolled) implicit solution iterations during the training process, so that the error of the unrolled approximation is less than the current learning loss. This helps accelerate training while maintaining accuracy. Several numerical experiments are performed to demonstrate the advantages of the proposed algorithm compared to nonadaptive unrollings and validate the theoretical analysis. Here, we also note that this approach naturally allows for incorporating partially known physical terms in the equations, giving rise to what is termed “gray box” identification.

ODE-nets↗