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Results for “implicit-explicit methods”

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NASA NTRS1983

Improvement of mixed time implicit-explicit algorithms for thermal analysis of structures

Computer implementation aspects and numerical evaluation of the recently introduced mixed time implicit-explicit algorithms in thermal analysis of structures are presented. A computationally useful method of estimating the critical time step for a linear quadrilateral element is given herein for the methods introduced by Liu and co-workers. Numerical tests confirm the stability criterion and accuracy characteristics of the methods. The superiority of these mixed time methods to the fully implicit method or the fully explicit method is also demonstrated.

Liu, W. K.↗

DOE OSTI2022

Nonequilibrium statistical mechanics and optimal prediction of partially-observed complex systems

Abstract Only a subset of degrees of freedom are typically accessible or measurable in real-world systems. As a consequence, the proper setting for empirical modeling is that of partially-observed systems. Notably, data-driven models consistently outperform physics-based models for systems with few observable degrees of freedom; e.g. hydrological systems. Here, we provide an operator-theoretic explanation for this empirical success. To predict a partially-observed system’s future behavior with physics-based models, the missing degrees of freedom must be explicitly accounted for using data assimilation and model parametrization. Data-driven models, in contrast, employ delay-coordinate embeddings and their evolution under the Koopman operator to implicitly model the effects of the missing degrees of freedom. We describe in detail the statistical physics of partial observations underlying data-driven models using novel maximum entropy and maximum caliber measures. The resulting nonequilibrium Wiener projections applied to the Mori–Zwanzig formalism reveal how data-driven models may converge to the true dynamics of the observable degrees of freedom. Additionally, this framework shows how data-driven models infer the effects of unobserved degrees of freedom implicitly, in much the same way that physics models infer the effects explicitly. This provides a unified implicit-explicit modeling framework for predicting partially-observed systems, with hybrid physics-informed machine learning methods combining both implicit and explicit aspects.

97 MATHEMATICS AND COMPUTING↗

NASA NTRS1989

Finite element formulations for compressible flows

Researchers started their studies on the development and application of computational methods for compressible flows. Particular attention was given to proper numerical treatment of sharp layers occurring in such problems and to general mesh generation capabilities for intricate computational geometries. Mainly finite element methods enhanced with several state-of-the art techniques (such as the streamline-upwind/Petrov-Galerkin, discontinuity capturing, adaptive implicit-explicit, and trouped element-by-element approximate factorization schemes) were employed.

Tezduyar, Tayfun E.↗

DOE OSTI2022

High Order Strong Stability Preserving MultiDerivative Implicit and IMEX Runge--Kutta Methods with Asymptotic Preserving Properties

In this article we present a class of high order unconditionally strong stability preserving (SSP) implicit two-derivative Runge--Kutta schemes and SSP implicit-explicit (IMEX) multi-derivative Runge--Kutta schemes where the time-step restriction is independent of the stiff term. The unconditional SSP property for a method of order $p>2$ is unique among SSP methods and depends on a backward-in-time assumption on the derivative of the operator. We show that this backward derivative condition is satisfied in many relevant cases where SSP IMEX schemes are desired. We devise unconditionally SSP implicit Runge--Kutta schemes of order up to $p=4$ and IMEX Runge--Kutta schemes of order up to $p=3$. For the multiderivative IMEX schemes, we also derive and present the order conditions, which have not appeared previously. The unconditional SSP condition ensures that these methods are positivity preserving, and we present sufficient conditions under which such methods are also asymptotic preserving when applied to a range of problems, including a hyperbolic relaxation system, the Broadwell model, and the Bhatnagar--Gross--Krook kinetic equation. We present numerical results to support the theoretical results on a variety of problems.

97 MATHEMATICS AND COMPUTING↗

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 NTRS1990

Combined AIE/EBE/GMRES approach to incompressible flows

Adaptive implicit-explicit (AIE), grouped element-by-element (GEBE), and generalized minimum residuals (GMRES) solution techniques for incompressible flows are combined. In this approach, the GEBE and GMRES iteration methods are employed to solve the equation systems resulting from the implicitly treated elements, and therefore no direct solution effort is involved. The benchmarking results demonstrate that this approach can substantially reduce the CPU time and memory requirements in large-scale flow problems. Although the description of the concepts and the numerical demonstration are based on the incompressible flows, the approach presented here is applicable to larger class of problems in computational mechanics.

Liou, J.↗

DOE OSTI2025

Semi-implicit continuum kinetic modeling of weakly collisional parallel transport in a magnetic mirror

We present implicit-explicit (IMEX) kinetic simulations of weakly collisional parallel plasma transport in magnetic mirror configurations using the continuum code COGENT. The numerical scheme employs a Jacobian-free Newton–Krylov method with algebraic multigrid preconditioning to overcome the severe time step limitations imposed by strong mirror forces in fully explicit schemes. Applied to parameters relevant to the Wisconsin HTS Axisymmetric Mirror experiment, the IMEX approach enables time steps up to 2.5×10 4 times larger than those permitted by explicit methods, resulting in a 2500× speedup in 1D–2V simulations of parallel transport with kinetic ions and Boltzmann electrons. Additionally, a reduced bounce-averaged model for a square mirror is implemented to support the computationally intensive fully kinetic simulations. The bounce-averaged formulation is used to evaluate the numerical convergence of the velocity-space discretization algorithms and to assess the role of the collision model by comparing simulations employing the nonlinear Fokker–Planck and the simplified Lenard–Bernstein–Dougherty collision operators.

Collision theories↗

DOE OSTI2024

Improving ADAM through an implicit-explicit (IMEX) time-stepping approach

The ADAM optimizer, often used in machine learning for neural network training, corresponds to an underlying ordinary differential equation (ODE) in the limit of very small learning rates. Here, this work shows that the classical ADAM algorithm is a first-order implicit-explicit (IMEX) Euler discretization of the underlying ODE. Employing the time discretization point of view, we propose new extensions of the ADAM scheme obtained by using higher-order IMEX methods to solve the ODE. Based on this approach, we derive a new optimization algorithm for neural network training that performs better than classical ADAM on several regression and classification problems.

97 MATHEMATICS AND COMPUTING↗

NASA NTRS1992

A numerical classical flutter analysis of advanced propellers

A three-dimensional Euler solver is coupled with a three-dimensional structural dynamics model to investigate flutter of propfans. An implicit-explicit hybrid scheme is used to reduce computational time for the solution of Euler equations. The aeroelastic equations are formulated in normal modes and are solved for flutter in frequency domain. The required generalized forces are obtained using a pulse response method. Computations show that the instability is dominated by the second mode frequency as was observed in experiment.

Srivastava, R.↗

DOE OSTI2022

Entropy–Preserving and Entropy–Stable Relaxation IMEX and Multirate Time–Stepping Methods

In this work, we propose entropy-preserving and entropy-stable partitioned Runge–Kutta (RK) methods. In particular, we extend the explicit relaxation Runge–Kutta methods to IMEX–RK methods and a class of explicit second-order multirate methods for stiff problems arising from scale-separable or grid-induced stiffness in a system. The proposed approaches not only mitigate system stiffness but also fully support entropy-preserving and entropy-stability properties at a discrete level. The key idea of the relaxation approach is to adjust the step completion with a relaxation parameter so that the time-adjusted solution satisfies the entropy condition at a discrete level. The relaxation parameter is computed by solving a scalar nonlinear equation at each timestep in general; however, as for a quadratic entropy function, we theoretically derive the explicit form of the relaxation parameter and numerically confirm that the relaxation parameter works the Burgers equation. Several numerical results for ordinary differential equations and the Burgers equation are presented to demonstrate the entropy-conserving/stable behavior of these methods. We also compare the relaxation approach and the incremental direction technique for the Burgers equation with and without a limiter in the presence of shocks.

97 MATHEMATICS AND COMPUTING↗

DOE OSTI2024

Sparse-grid discontinuous Galerkin methods for the Vlasov–Poisson–Lenard–Bernstein model

Sparse-grid methods have recently gained interest in reducing the computational cost of solving high-dimensional kinetic equations. In this paper, we construct adaptive and hybrid sparse-grid methods for the Vlasov–Poisson–Lenard–Bernstein (VPLB) model. This model has applications to plasma physics and is simulated in two reduced geometries: a 0x3v space homogeneous geometry and a 1x3v slab geometry. Here we use the discontinuous Galerkin (DG) method as a base discretization due to its high-order accuracy and ability to preserve important structural properties of partial differential equations. We utilize a multiwavelet basis expansion to determine the sparse-grid basis and the adaptive mesh criteria. We analyze the proposed sparse-grid methods on a suite of three test problems by computing the savings afforded by sparse-grids in comparison to standard solutions of the DG method. The results are obtained using the adaptive sparse-grid discretization library ASGarD.

97 MATHEMATICS AND COMPUTING↗

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

Development of an implicit electromagnetic capability for a hybrid gyrokinetic ion-fluid electron model

Here we report on the development and implementation of a hybrid kinetic ion–fluid electron model for electromagnetic COGENT simulations of edge plasmas. COGENT is a finite-volume gyrokinetic code that employs a locally field-aligned coordinate system combined with a mapped multi-block grid technology to handle strongly anisotropic edge plasma turbulence. The simulation model involves the long-wavelength limit of the ion gyrokinetic equation coupled to the vorticity and Ohm's law equations for the electromagnetic field perturbations. In order to handle the fast Alfvén wave time scales, an implicit-explicit time integration approach with a physics-based preconditioner is used. The model is successfully applied to the simulations of ion-scale resistive-drift ballooning turbulence in a toroidal annulus geometry. Substantial speed-up over a fully explicit time integration approach is observed.

70 PLASMA PHYSICS AND FUSION TECHNOLOGY↗

DOE OSTI2026

An implicit-explicit time splitting strategy for the far SOL plasma fluid model with DG-FEM discretization

We consider a far scrape-off layer (SOL) plasma fluid model of ions that is governed by a Braginskiitype model: a one-dimensional, nonlinear system of advection-diffusion equations coupled with a diffusion equation for neutral particles. Our motivation for studying this system arises from the coupling between the edge plasma and radio-frequency (RF) heating, where solving a far SOL plasma fluid model provides critical insights into edge plasma dynamics. Numerical simulations of plasma fluid models require advanced computational techniques to achieve both efficiency and accuracy, especially when resolving the boundary layer in magnetically confined plasmas. In this work, we propose an implicit-explicit time operator splitting strategy that allows for an efficient solution algorithm, where the diffusive terms are treated semi-implicitly requiring only a linear solve, while the advection part is handled explicitly using a strong-stability-preserving Runge-Kutta (SSP-RK3) scheme. This leads to a fully decoupled system in which the diffusion and advection sub-problems can be solved separately, simplifying the overall solution procedure and allowing for efficient parallelization, which is particularly relevant for exploring the impact of RF heating on the SOL plasma. The main challenge of the discretization is due to the strong coupling between diffusion and advection, particularly through the boundary conditions. This makes implementation of such a scheme in an accurate and stable manner nontrivial. We discuss in detail how to split the equations and manage boundary conditions to maintain stability and well-posedness for each subsystem. We also describe a spatial discretization approach, based on the discontinuous Galerkin finite element method (DG-FEM) and present numerical results for a one-dimensional system.

Burkovska, Olena [ORNL] (ORCID:0000000163101130)↗

DOE OSTI2025

Electromagnetic Transient Simulation of Photovoltaic Inverter Using Implicit-Explicit Solver

This paper introduces the implementation of electromagnetic transient (EMT) simulations of a photovoltaic (PV) inverter module using the Implicit-Explicit (ImEx) solver in the Suite of Nonlinear and Differential/Algebraic Equation Solvers (SUNDIALS). This study demonstrates the effectiveness of the ImEx solver in overcoming the challenges inherent in simulating the complex dynamics of PV inverter modules. Furthermore, using SUNDIALS’ ImEx solver module ARKODE for EMT simulation automates key aspects of the process, such as numerical integration, providing substantial benefits including enhanced consistency, faster implementation, reduced human error, and the capability to handle the complexities of advanced numerical integration. By conducting comparative simulations with an implicit method used in commercial software, the research showcases the ImEx solver’s capability in achieving high accuracy and reliability. Results indicate that leveraging the ImEx approach significantly enhances modeling fidelity and reduces simulation setup times, offering a promising tool for the EMT analysis of PV inverter systems in power electronics-dominated power grids.

Choi, Jongchan [ORNL] (ORCID:000000025952455X)↗

NASA NTRS1987

Finite element solution techniques for large-scale problems in computational fluid dynamics

Element-by-element approximate factorization, implicit-explicit and adaptive implicit-explicit approximation procedures are presented for the finite-element formulations of large-scale fluid dynamics problems. The element-by-element approximation scheme totally eliminates the need for formation, storage and inversion of large global matrices. Implicit-explicit schemes, which are approximations to implicit schemes, substantially reduce the computational burden associated with large global matrices. In the adaptive implicit-explicit scheme, the implicit elements are selected dynamically based on element level stability and accuracy considerations. This scheme provides implicit refinement where it is needed. The methods are applied to various problems governed by the convection-diffusion and incompressible Navier-Stokes equations. In all cases studied, the results obtained are indistinguishable from those obtained by the implicit formulations.

Liou, J.↗

NASA NTRS1988

Element-by-element and implicit-explicit finite element formulations for computational fluid dynamics

Preconditioner algorithms to reduce the computational effort in FEM analyses of large-scale fluid-dynamics problems are presented. A general model problem is constructed on the basis of the convection-diffusion equation and the two-dimensional vorticity/stream-function formulation of the Navier-Stokes equations; this problem is then analyzed using element-by-element, implicit-explicit, and adaptive implicit-explicit approximation schemes. Numerical results for the two-dimensional advection and rigid-body rotation of a cosine hill, flow past a circular cylinder, and driven cavity flow are presented in extensive graphs and shown to be in good agreement with those obtained using implicit methods.

Tezduyar, T. E.↗