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DOE OSTI2026

New Time Integrators and Capabilities in SUNDIALS Versions 6.2.0-7.4.0

SUNDIALS is a well-established numerical library that provides robust and efficient time integrators and nonlinear solvers. This article overviews several significant improvements and new features added over the last 3 years to support scientific simulations run on high-performance computing systems. Notably, three new classes of one-step methods have been implemented: low storage Runge–Kutta, symplectic partitioned Runge–Kutta, and operator splitting. In addition, we describe new timestep adaptivity support for multirate methods, adjoint sensitivity analysis capabilities for explicit Runge–Kutta methods, additional options for Anderson acceleration in nonlinear solvers, and improved error handling and logging.

Computer science↗
DOE OSTI2022

Fast Solution of Fully Implicit Runge--Kutta and Discontinuous Galerkin in Time for Numerical PDEs, Part I: the Linear Setting

Fully implicit Runge--Kutta (IRK) methods have many desirable properties as time integration schemes in terms of accuracy and stability, but high-order IRK methods are not commonly used in practice with numerical PDEs due to the difficulty of solving the stage equations. This paper introduces a theoretical and algorithmic preconditioning framework for solving the systems of equations that arise from IRK methods applied to linear numerical PDEs (without algebraic constraints). Additionally, this framework also naturally applies to discontinuous Galerkin discretizations in time. Under quite general assumptions on the spatial discretization that yield stable time integration, the preconditioned operator is proven to have condition number bounded by a small, order-one constant, independent of the spatial mesh and time-step size, and with only weak dependence on number of stages/polynomial order; for example, the preconditioned operator for 10th-order Gauss IRK has condition number less than two, independent of the spatial discretization and time step. The new method can be used with arbitrary existing preconditioners for backward Euler-type time-stepping schemes and is amenable to the use of three-term recursion Krylov methods when the underlying spatial discretization is symmetric. The new method is demonstrated to be effective on various high-order finite-difference and finite element discretizations of linear parabolic and hyperbolic problems, demonstrating fast, scalable solution of up to 10th-order accuracy. The new method consistently outperforms existing block preconditioning approaches, and in several cases, the new method can achieve 4th-order accuracy using Gauss integration with roughly half the number of preconditioner applications and wallclock time as required using standard diagonally IRK methods.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2026

Efficient and flexible multirate temporal adaptivity

In this work we present two new families of multirate time step adaptivity controllers, that are designed to work with embedded multirate infinitesimal (MRI) time integration methods for adapting time steps when solving problems with multiple time scales. We compare these controllers against competing approaches on two benchmark problems, showing that the proposed methods offer dramatically improved performance and flexibility. The combination of embedded MRI methods and the proposed controllers enable adaptive simulations of problems with a potentially arbitrary number of time scales, achieving high accuracy while maintaining low computational cost. Additionally, we introduce a new set of embeddings for the family of explicit multirate exponential Runge–Kutta (MERK) methods of orders 2 through 5, resulting in the first-ever fifth-order embedded MRI method. Finally, we compare the performance of a wide range of embedded MRI methods on our benchmark problems to provide guidance on how to select an appropriate MRI method and multirate controller.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2022

Numerical methods and hypoexponential approximations for gamma distributed delay differential equations

Abstract Gamma distributed delay differential equations (DDEs) arise naturally in many modelling applications. However, appropriate numerical methods for generic gamma distributed DDEs have not previously been implemented. Modellers have therefore resorted to approximating the gamma distribution with an Erlang distribution and using the linear chain technique to derive an equivalent system of ordinary differential equations (ODEs). In this work, we address the lack of appropriate numerical tools for gamma distributed DDEs in two ways. First, we develop a functional continuous Runge–Kutta (FCRK) method to numerically integrate the gamma distributed DDE without resorting to Erlang approximation. We prove the fourth-order convergence of the FCRK method and perform numerical tests to demonstrate the accuracy of the new numerical method. Nevertheless, FCRK methods for infinite delay DDEs are not widely available in existing scientific software packages. As an alternative approach to solving gamma distributed DDEs, we also derive a hypoexponential approximation of the gamma distributed DDE. This hypoexponential approach is a more accurate approximation of the true gamma distributed DDE than the common Erlang approximation but, like the Erlang approximation, can be formulated as a system of ODEs and solved numerically using standard ODE software. Using our FCRK method to provide reference solutions, we show that the common Erlang approximation may produce solutions that are qualitatively different from the underlying gamma distributed DDE. However, the proposed hypoexponential approximations do not have this limitation. Finally, we apply our hypoexponential approximations to perform statistical inference on synthetic epidemiological data to illustrate the utility of the hypoexponential approximation.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2025

Central Compact Finite‐Difference Scheme With High Spectral Resolution for KdV Equation

This work presents a combination of cell‐node and cell‐centered compact finite difference scheme for the approximation of third derivatives involved in Korteweg–de Vries (KdV) equations. This approach employs a half‐shifted derivative construction at cell centers, avoiding the need for compact interpolation, thereby removing transfer errors; hence, it improves spectral resolution and maintains high‐order accuracy. Fourier analysis is performed to show the spectral properties of the proposed formulation, which provides higher spectral resolutions as compared to node‐based compact schemes. A filtering strategy is incorporated to suppress high‐frequency oscillations without compromising the accuracy of the numerical scheme, and the total variation diminishing Runge Kutta (TVDRK3) method is applied for time integration. Numerical experiments on linear, nonlinear, and coupled KdV systems are conducted, and a comparative analysis with cell‐node compact schemes confirms that the proposed scheme consistently reduces errors by up to an order of magnitude and achieves high spectral resolution properties.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2022

A Fast Time-Stepping Strategy for Dynamical Systems Equipped with a Surrogate Model

Simulation of complex dynamical systems arising in many applications is computationally challenging due to their size and complexity. Model order reduction, machine learning, and other types of surrogate modeling techniques offer cheaper and simpler ways to describe the dynamics of these systems but are inexact and introduce additional approximation errors. In order to overcome the computational difficulties of the full complex models, on one hand, and the limitations of surrogate models, on the other, this work proposes a new accelerated time-stepping strategy that combines information from both. This approach is based on the multirate infinitesimal general-structure additive Runge--Kutta framework. The inexpensive surrogate model is integrated with a small time step to guide the solution trajectory, and the full model is treated with a large time step to occasionally correct for the surrogate model error and ensure convergence. Here, we provide a theoretical error analysis, and several numerical experiments, to show that this approach can be significantly more efficient than using only the full or only the surrogate model for the integration.

Surrogate models↗
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↗
DOE OSTI2023

A Fully Explicit Integrator for Modeling Astrophysical Reactive Flows

Simulating complex astrophysical reacting flows is computationally expensive—reactions are stiff and typically require implicit integration methods. The reaction update is often the most expensive part of a simulation, which motivates the exploration of more economical methods. In this research note, we investigate how the explicit Runge–Kutta–Chebyshev (RKC) method performs compared to an implicit method when applied to astrophysical reactive flows. These integrators are applied to simulations of X-ray bursts arising from unstable thermonuclear burning of accreted fuel on the surface of neutron stars. We show that the RKC method performs with similar accuracy to our traditional implicit integrator, but is more computationally efficient when run on CPUs.

GPU computing↗
DOE OSTI2021

Closed-Form Solutions for the Equations of Motion of the Heavy Symmetrical Top with One Point Fixed

The equations of motion (EOM) for the heavy symmetrical top with one point fixed are highly nonlinear. The literature describes the numerical methods that are used to resolve this classical system, including modern tools, such as the Runge–Kutta fourth–order method. Finding the derivate of closed-form solutions for the EOM is more difficult and, as mentioned in the literature, discovering the solution is not always possible for all the EOM. Fortunately, a few examples are available that serve as a guide to move further in this topic. The purpose of this paper is to find a methodology that will produce the solutions for a given subset of EOMs that fulfill certain requisites. This paper summarizes the literature available on this topic and then follows with the derivation of the EOM using the Euler–Lagrange method. The Routhian method will be used to reduce the size of the expression, and it continues with the formulation of the classical cubic function, ƒ(u), through a novel process. The roots of ƒ(u) are of the utmost importance in finding the EOM closed-form solution, and once the final roots are selected, the general method that will produce the closed-form solutions is presented. Two sets of examples are included to show the validity of the process, and comparisons of the results from the closed-form solutions vs. the numerical results for these examples are shown.

Laos, Hector↗
DOE OSTI2026

A fourth order sharp immersed method for the incompressible Navier-Stokes equations with stationary and moving boundaries and interfaces

We propose a fourth order Navier-Stokes solver based on the immersed interface method (IIM), for flow problems with stationary and one-way coupled moving boundaries and interfaces. Our algorithm employs a Runge-Kutta-based projection method that maintains high-order temporal accuracy in both velocity and pressure for steady and unsteady velocity boundary conditions. Fourth order spatial accuracy is achieved through a novel fifth order IIM discretization scheme for the advection term, as well as existing high-order interface-corrected finite difference schemes for the other differential operators. Using a set of manufactured flow problems with stationary and moving boundaries, we demonstrate fourth order convergence of velocity and pressure in the infinity norm, both inside the domain and on the immersed boundaries. The solver’s performance is further validated through a range of practical flow simulations, highlighting its efficiency over a second order scheme. Finally, we showcase the ability of our immersed discretization scheme to handle interface-coupled multiphysics problems by solving a conjugate heat transfer problem with multiple immersed solids. Overall, the proposed approach robustly combines the efficiency of high order discretization schemes with the flexibility of immersed discretizations for flow problems with complex, moving boundaries and interfaces.

42 ENGINEERING↗
DOE OSTI2026

Explicit Monotone Stable Super-Time-stepping Methods for Finite Time Singularities

We explore a novel way to numerically resolve the scaling behavior of finite-time singularities in solutions of nonlinear parabolic PDEs. The Runge–Kutta–Legendre (RKL) and Runge–Kutta–Gegenbauer (RKG) super-time-stepping methods were originally developed for nonlinear complex physics problems with diffusion. These are multistage single step second-order, forward-in-time methods with no implicit solves. The advantage is that the time-step size for stability scales with stage number 𝑠 as $\mathcal{O}$⁡(𝑠 2 ). Many interesting nonlinear PDEs have finite-time singularities, and the presence of diffusion often limits one to using implicit or semi-implicit time-step methods for stability constraints. Finite-time singularities are particularly challenging due to the large range of scales that one desires to resolve, often with adaptive spatial grids and adaptive time steps. Here, in this study, we show two examples of nonlinear PDEs for which the self-similar singularity structure has time and space scales that are resolvable using the RKL and RKG methods, without forcing even smaller time steps. Compared to commonly used implicit numerical methods, we achieve a significantly smaller run time while maintaining comparable accuracy. We also prove numerical monotonicity for both the RKL and RKG methods under their linear stability conditions for the constant coefficient heat equation, in the case of infinite domain and periodic boundary condition, leading to a theoretical guarantee of the superiority of the RKL and RKG methods over traditional super-time-stepping methods, such as the Runge-Kutta-Chebyshev and the orthogonal Runge-Kutta-Chebyshev methods. Code can be found at https://github.com/ZT220501/SRK-Singularity.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2020

A framework to evaluate IMEX schemes for atmospheric models

We present a new evaluation framework for implicit and explicit (IMEX) Runge–Kutta time-stepping schemes. The new framework uses a linearized nonhydrostatic system of normal modes. We utilize the framework to investigate the stability of IMEX methods and their dispersion and dissipation of gravity, Rossby, and acoustic waves. We test the new framework on a variety of IMEX schemes and use it to develop and analyze a set of second-order low-storage IMEX Runge–Kutta methods with a high Courant–Friedrichs–Lewy (CFL) number. We show that the new framework is more selective than the 2-D acoustic system previously used in the literature. Schemes that are stable for the 2-D acoustic system are not stable for the system of normal modes.

54 ENVIRONMENTAL SCIENCES↗
DOE OSTI2022

Energy conserving and well-balanced discontinuous Galerkin methods for the Euler–Poisson equations in spherical symmetry

ABSTRACT This paper presents high-order Runge–Kutta (RK) discontinuous Galerkin methods for the Euler–Poisson equations in spherical symmetry. The scheme can preserve a general polytropic equilibrium state and achieve total energy conservation up to machine precision with carefully designed spatial and temporal discretizations. To achieve the well-balanced property, the numerical solutions are decomposed into equilibrium and fluctuation components that are treated differently in the source term approximation. One non-trivial challenge encountered in the procedure is the complexity of the equilibrium state, which is governed by the Lane–Emden equation. For total energy conservation, we present second- and third-order RK time discretization, where different source term approximations are introduced in each stage of the RK method to ensure the conservation of total energy. A carefully designed slope limiter for spherical symmetry is also introduced to eliminate oscillations near discontinuities while maintaining the well-balanced and total-energy-conserving properties. Extensive numerical examples – including a toy model of stellar core collapse with a phenomenological equation of state that results in core bounce and shock formation – are provided to demonstrate the desired properties of the proposed methods, including the well-balanced property, high-order accuracy, shock-capturing capability, and total energy conservation.

79 ASTRONOMY AND ASTROPHYSICS↗
DOE OSTI2023

CFL Optimized Forward–Backward Runge–Kutta Schemes for the Shallow-Water Equations

Abstract We present the formulation and optimization of a Runge–Kutta-type time-stepping scheme for solving the shallow-water equations, aimed at substantially increasing the effective allowable time step over that of comparable methods. This scheme, called FB-RK(3,2), uses weighted forward–backward averaging of thickness data to advance the momentum equation. The weights for this averaging are chosen with an optimization process that employs a von Neumann–type analysis, ensuring that the weights maximize the admittable Courant number. Through a simplified local truncation error analysis and numerical experiments, we show that the method is at least second-order in time for any choice of weights and exhibits low dispersion and dissipation errors for well-resolved waves. Further, we show that an optimized FB-RK(3,2) can take time steps up to 2.8 times as large as a popular three-stage, third-order strong stability-preserving Runge–Kutta method in a quasi-linear test case. In fully nonlinear shallow-water test cases relevant to oceanic and atmospheric flows, FB-RK(3,2) outperforms SSPRK3 in admittable time step by factors roughly between 1.6 and 2.2, making the scheme approximately twice as computationally efficient with little to no effect on solution quality. Significance Statement The purpose of this work is to develop and optimize time-stepping schemes for models relevant to oceanic and atmospheric flows. Specifically, for the shallow-water equations we optimize for schemes that can take time steps as large as possible while retaining solution quality. We find that our optimized schemes can take time steps between 1.6 and 2.2 times larger than schemes that cost the same number of floating point operations, translating directly to a corresponding speedup. Our ultimate goal is to use these schemes in climate-scale simulations.

54 ENVIRONMENTAL SCIENCES↗
DOE OSTI2021

IMEX Runge-Kutta Parareal for Non-diffusive Equations

Parareal is a widely studied parallel-in-time method that can achieve meaningful speedup on certain problems. However, it is well known that the method typically performs poorly on non-diffusive equations. This paper analyzes linear stability and convergence for IMEX Runge-Kutta Parareal methods on non-diffusive equations. By combining standard linear stability analysis with a simple convergence analysis, we find that certain Parareal configurations can achieve parallel speedup on non-diffusive equations. These stable configurations all posses low iteration counts, large block sizes, and a large number of processors. Numerical examples using the nonlinear Schrodinger equation demonstrate the analytical conclusions.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2024

Uniform accuracy of implicit-explicit Runge-Kutta (IMEX-RK) schemes for hyperbolic systems with relaxation

Implicit-explicit Runge-Kutta (IMEX-RK) schemes are popular methods to treat multiscale equations that contain a stiff part and a non-stiff part, where the stiff part is characterized by a small parameter. Here, in this work, we prove rigorously the uniform stability and uniform accuracy of a class of IMEX-RK schemes for a linear hyperbolic system with stiff relaxation. The result we obtain is optimal in the sense that it holds regardless of the value of and the order of accuracy is the same as the design order of the original scheme, i.e., there is no order reduction.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2021

thornado-hydro: A Discontinuous Galerkin Method for Supernova Hydrodynamics with Nuclear Equations of State

This paper describes algorithms for non-relativistic hydrodynamics in the toolkit for high-order neutrino radiation hydrodynamics (thornado), which is being developed for multiphysics simulations of core-collapse supernovae (CCSNe) and related problems with Runge–Kutta discontinuous Galerkin (RKDG) methods. More specifically, thornado employs a spectral type nodal collocation approximation, and we have extended limiters — a slope limiter to prevent non-physical oscillations and a bound-enforcing limiter to prevent non-physical states — from the standard RKDG framework to be able to accommodate a tabulated nuclear equation of state (EoS). To demonstrate the efficacy of the algorithms with a nuclear EoS, we first present numerical results from basic test problems in idealized settings in one and two spatial dimensions, employing Cartesian, spherical-polar, and cylindrical coordinates. Then, we apply the RKDG method to the problem of adiabatic collapse, shock formation, and shock propagation in spherical symmetry, initiated with a 15 M ⊙ progenitor. Herein, we find that the extended limiters improve the fidelity and robustness of the RKDG method in idealized settings. The bound-enforcing limiter improves robustness of the RKDG method in the adiabatic collapse application, while we find that slope limiting in characteristic fields is vulnerable to structures in the EoS — more specifically, in the phase transition from nuclei and nucleons to bulk nuclear matter. The success of these applications marks an important step toward applying RKDG methods to more realistic CCSN simulations with thornado in the future.

Nuclear astrophysics (1129)↗