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At least 559 records · Page 31

Proximal Galerkin: A Structure-Preserving Finite Element Method for Pointwise Bound Constraints

The proximal Galerkin finite element method is a high-order, low iteration complexity, nonlinear numerical method that preserves the geometric and algebraic structure of pointwise bound constraints in infinite-dimensional function spaces. This paper introduces the proximal Galerkin method and applies it to solve free boundary problems, enforce discrete maximum principles, and develop a scalable, mesh-independent algorithm for optimal design with pointwise bound constraints. This paper also introduces the latent variable proximal point (LVPP) algorithm, from which the proximal Galerkin method derives. When analyzing the classical obstacle problem, we discover that the underlying variational inequality can be replaced by a sequence of second-order partial differential equations (PDEs) that are readily discretized and solved with, e.g., the proximal Galerkin method. Throughout this work, we arrive at several contributions that may be of independent interest. These include (1) a semilinear PDE we refer to as the entropic Poisson equation; (2) an algebraic/geometric connection between high-order positivity-preserving discretizations and certain infinite-dimensional Lie groups; and (3) a gradient-based, bound-preserving algorithm for two-field, density-based topology optimization. The complete proximal Galerkin methodology combines ideas from nonlinear programming, functional analysis, tropical algebra, and differential geometry and can potentially lead to new synergies among these areas as well as within variational and numerical analysis. Open-source implementations of our methods accompany this work to facilitate reproduction and broader adoption.

97 MATHEMATICS AND COMPUTING↗

Numerical solution of flow problems using body-fitted coordinate systems

The technique of boundary-fitted coordinate systems is based on a method of automatic numerical generation of a general curvilinear coordinate system having a coordinate line coincident with each boundary of a general multi-connected region containing any number of arbitrarily shaped bodies. Once the curvilinear coordinate system is generated, any partial differential system of interest can be solved on this coordinate system by transforming the equations and solving the resulting system in finite difference approximation on the rectangular transformed plane. This method of automatic body-fitted curvilinear coordinate generation is used to construct finite-difference solutions of the full, time dependent Navier-Stokes equations for the unsteady viscous flow about arbitrary two-dimensional airfoils, or any other two-dimensional bodies. Finally, initial results for three-dimensional applications are also presented.

Thompson, J. F.↗

Solution of elliptic partial differential equations by fast Poisson solvers using a local relaxation factor. 1: One-step method

An algorithm for solving a large class of two- and three-dimensional nonseparable elliptic partial differential equations (PDE's) is developed and tested. It uses a modified D'Yakanov-Gunn iterative procedure in which the relaxation factor is grid-point dependent. It is easy to implement and applicable to a variety of boundary conditions. It is also computationally efficient, as indicated by the results of numerical comparisons with other established methods. Furthermore, the current algorithm has the advantage of possessing two important properties which the traditional iterative methods lack; that is: (1) the convergence rate is relatively insensitive to grid-cell size and aspect ratio, and (2) the convergence rate can be easily estimated by using the coefficient of the PDE being solved.

Chang, S. C.↗

A sequence solution to the Fokker-Planck equation.

In this paper a new approach to nonlinear system analysis based on the Fokker-Planck equation is developed. The development begins as a modification of the parametrix method of partial differential equation theory and provides a sequence solution to the multidimensional time-varying Fokker-Planck equation. This sequence is simplified for the case where only a steady-state solution or a solution for the variance of a particular combination of states is desired. Equations are presented in a form suitable for obtaining numerical results using a digital computer.

Mayfield, W. W.↗

Large-scale computation of incompressible viscous flow by least-squares finite element method

The least-squares finite element method (LSFEM) based on the velocity-pressure-vorticity formulation is applied to large-scale/three-dimensional steady incompressible Navier-Stokes problems. This method can accommodate equal-order interpolations and results in symmetric, positive definite algebraic system which can be solved effectively by simple iterative methods. The first-order velocity-Bernoulli function-vorticity formulation for incompressible viscous flows is also tested. For three-dimensional cases, an additional compatibility equation, i.e., the divergence of the vorticity vector should be zero, is included to make the first-order system elliptic. The simple substitution of the Newton's method is employed to linearize the partial differential equations, the LSFEM is used to obtain discretized equations, and the system of algebraic equations is solved using the Jacobi preconditioned conjugate gradient method which avoids formation of either element or global matrices (matrix-free) to achieve high efficiency. To show the validity of this scheme for large-scale computation, we give numerical results for 2D driven cavity problem at Re = 10000 with 408 x 400 bilinear elements. The flow in a 3D cavity is calculated at Re = 100, 400, and 1,000 with 50 x 50 x 50 trilinear elements. The Taylor-Goertler-like vortices are observed for Re = 1,000.

Jiang, Bo-Nan↗

An Eulerian Vlasov-Fokker–Planck algorithm for spherical implosion simulations of inertial confinement fusion capsules

Here, we present a numerical algorithm that enables a phase-space adaptive Eulerian Vlasov–Fokker–Planck (VFP) simulation of inertial confinement fusion (ICF) capsule implosions. The approach relies on extending a recent mass, momentum, and energy conserving phase-space moving-mesh adaptivity strategy to spherical geometry. In configuration space, we employ a mesh motion partial differential equation (MMPDE) strategy while, in velocity space, the mesh is expanded/contracted and shifted with the plasma’s evolving temperature and drift velocity. The mesh motion is dealt with by transforming the underlying VFP equations into a computational (logical) coordinate, with the resulting inertial terms carefully discretized to ensure conservation. To deal with the spatial and temporally varying dynamics in a spherically imploding system, we have developed a novel nonlinear stabilization strategy for MMPDE in the configuration space. The strategy relies on a nonlinear optimization procedure that optimizes between mesh quality and the volumetric rate change of the mesh to ensure both accuracy and stability of the solution. Implosions of ICF capsules are driven by several boundary conditions: (1) an elastic moving wall boundary; (2) a time-dependent Maxwellian Dirichlet boundary; and (3) a pressure-driven Lagrangian boundary. Of these, the pressure-driven Lagrangian boundary driver is new to our knowledge. The implementation of our strategy is verified through a set of test problems, including the Guderley and Van-Dyke implosion problems — the first-ever reported using a Vlasov–Fokker–Planck model.

1D2V↗

Aging phenomena in the two-dimensional complex Ginzburg-Landau equation

The complex Ginzburg-Landau equation with additive noise is a stochastic partial differential equation that describes a remarkably wide range of physical systems which include coupled non-linear oscillators subject to external noise near a Hopf bifurcation instability and spontaneous structure formation in non-equilibrium systems, e.g., in cyclically competing populations or oscillatory chemical reactions. Here, we employ a finite-difference method to numerically solve the noisy complex Ginzburg-Landau equation on a two-dimensional domain with the goal to investigate its non-equilibrium dynamics when the system is quenched into the “defocusing spiral quadrant”. We observe slow coarsening dynamics as oppositely charged topological defects annihilate each other, and characterize the ensuing aging scaling behavior. We conclude that the physical aging features in this system are governed by non-universal aging scaling exponents. We also investigate systems with control parameters residing in the “focusing quadrant”, and identify slow aging kinetics in that regime as well. Finally, we provide heuristic criteria for the existence of slow coarsening dynamics and physical aging behavior in the complex Ginzburg-Landau equation.

75 CONDENSED MATTER PHYSICS, SUPERCONDUCTIVITY AND↗

Multigrid-Reduction-in-Time for the Rotating Shallow Water Equations

We consider multilevel time-parallel methods for the numerical solution of the rotating shallow water equations. In particular, the multigrid-reduction-in-time (MGRIT) algorithm is used for the parallel time integration. An asymptotic model is used at the coarse levels while the full model is employed at the finer levels. The asymptotic model is well-suited for highly oscillatory partial differential equations like the rotating shallow water equations because it can accurately and stably take the required large time-steps on coarse levels. Our work exploits the flexibility of the MGRIT algorithm in terms of the number of levels and relaxation schemes to show some computational benefits, especially with respect to FCF-relaxation and data reuse.

97 MATHEMATICS AND COMPUTING↗

A new form of the Saint-Venant equations for variable topography

The solution stability of river models using the one-dimensional (1D) Saint-Venant equations can be easily undermined when source terms in the discrete equations do not satisfy the Lipschitz smoothness condition for partial differential equations. Although instability issues have been previously noted, they are typically treated as model implementation issues rather than as underlying problems associated with the form of the governing equations. This study proposes a new reference slope form of the Saint-Venant equations to ensure smooth slope source terms and eliminate one source of potential numerical oscillations. It is shown that a simple algebraic transformation of channel geometry provides a smooth reference slope while preserving the correct cross-section flow area and the total Piezometric pressure gradient that drives the flow. The reference slope method ensures the slope source term in the governing equations is Lipschitz continuous while maintaining all the underlying complexity of the real-world geometry. The validity of the mathematical concept is demonstrated with the open-source Simulation Program for River Networks (SPRNT) model in a series of artificial test cases and a simulation of a small urban creek. Validation comparisons are made with analytical solutions and the Hydrologic Engineering Center's River Analysis System (HEC-RAS) model. The new method reduces numerical oscillations and instabilities without requiring ad hoc smoothing algorithms.

54 ENVIRONMENTAL SCIENCES↗

Learning subgrid-scale models with neural ordinary differential equations

We propose a new approach to learning the subgrid-scale model when simulating partial differential equations (PDEs) solved by the method of lines and their representation in chaotic ordinary differential equations, based on neural ordinary differential equations (NODEs). Solving systems with fine temporal and spatial grid scales is an ongoing computational challenge, and closure models are generally difficult to tune. Machine learning approaches have increased the accuracy and efficiency of computational fluid dynamics solvers. In this approach neural networks are used to learn the coarse- to fine-grid map, which can be viewed as subgrid-scale parameterization. We propose a strategy that uses the NODE and partial knowledge to learn the source dynamics at a continuous level. Our method inherits the advantages of NODEs and can be used to parameterize subgrid scales, approximate coupling operators, and improve the efficiency of low-order solvers. Numerical results with the two-scale Lorenz 96 ODE, the convection-diffusion PDE, and the viscous Burgers' PDE are used to illustrate this approach.

97 MATHEMATICS AND COMPUTING↗

A Green's function formulation for a nonlinear potential flow solution applicable to transonic flow

Routine determination of inviscid subsonic flow fields about wing-body-tail configurations employing a Green's function approach for numerical solution of the perturbation velocity potential equation is successfully extended into the high subsonic subcritical flow regime and into the shock-free supersonic flow regime. A modified Green's function formulation, valid throughout a range of Mach numbers including transonic, that takes an explicit accounting of the intrinsic nonlinearity in the parent governing partial differential equations is developed. Some considerations pertinent to flow field predictions in the transonic flow regime are discussed.

Baker, A. J.↗

Analytic Modeling of the Hydrodynamic, Thermal, and Structural Behavior of Foil Thrust Bearings

A simulation and modeling effort is conducted on gas foil thrust bearings. A foil bearing is a self acting hydrodynamic device capable of separating stationary and rotating components of rotating machinery by a film of air or other gaseous lubricant. Although simple in appearance these bearings have proven to be complicated devices in analysis. They are sensitive to fluid structure interaction, use a compressible gas as a lubricant, may not be in the fully continuum range of fluid mechanics, and operate in the range where viscous heat generation is significant. These factors provide a challenge to the simulation and modeling task. The Reynolds equation with the addition of Knudsen number effects due to thin film thicknesses is used to simulate the hydrodynamics. The energy equation is manipulated to simulate the temperature field of the lubricant film and combined with the ideal gas relationship, provides density field input to the Reynolds equation. Heat transfer between the lubricant and the surroundings is also modeled. The structural deformations of the bearing are modeled with a single partial differential equation. The equation models the top foil as a thin, bending dominated membrane whose deflections are governed by the biharmonic equation. A linear superposition of hydrodynamic load and compliant foundation reaction is included. The stiffness of the compliant foundation is modeled as a distributed stiffness that supports the top foil. The system of governing equations is solved numerically by a computer program written in the Mathematica computing environment. Representative calculations and comparisons with experimental results are included for a generation I gas foil thrust bearing.

Bruckner, Robert J.↗

Direct Numerical Simulation of Transition in a Swept-Wing Boundary Layer

Direct numerical simulation (DNS) is performed to examine laminar to turbulent transition due to high-frequency secondary instability of stationary crossflow vortices in a subsonic swept-wing boundary layer for a realistic natural-laminar-flow airfoil configuration. The secondary instability is introduced via inflow forcing derived from a two-dimensional, partial-differential-equation based eigenvalue computation; and the mode selected for forcing corresponds to the most amplified secondary instability mode which, in this case, derives a majority of its growth from energy production mechanisms associated with the wall-normal shear of the stationary basic state. Both the growth of the secondary instability wave and the resulting onset of laminar-turbulent transition are captured within the DNS computations. The growth of the secondary instability wave in the DNS solution compares well with linear secondary instability theory when the amplitude is small; the linear growth is followed by a region of reduced growth resulting from nonlinear effects before an explosive onset of laminar breakdown to turbulence. The peak fluctuations are concentrated near the boundary layer edge during the initial stage of transition, but rapidly propagates towards the surface during the process of laminar breakdown. Both time-averaged statistics and flow visualization based on the DNS reveal a sawtooth transition pattern that is analogous to previously documented surface flow visualizations of transition due to stationary crossflow instability. The memory of the stationary crossflow vortex is found to persist through the transition zone and well beyond the location of the maximum skin friction.

Duan, Lian↗

Semidiscrete Galerkin modelling of compressible viscous flow past a circular cone at incidence

A numerical study of the laminar and compressible boundary layer, about a circular cone in a supersonic free stream, is presented. It is thought that if accurate and efficient numerical schemes can be produced to solve the boundary layer equations, they can be joined to numerical codes that solve the inviscid outer flow. The combination of these numerical codes is competitive with the accurate, but computationally expensive, Navier-Stokes schemes. The primary goal is to develop a finite element method for the calculation of 3-D compressible laminar boundary layer about a yawed cone. The proposed method can, in principle, be extended to apply to the 3-D boundary layer of pointed bodies of arbitrary cross section. The 3-D boundary layer equations governing supersonic free stream flow about a cone are examined. The 3-D partial differential equations are reduced to 2-D integral equations by applying the Howarth, Mangler, Crocco transformations, a linear relation between viscosity, and a Blasius-type of similarity variable. This is equivalent to a Dorodnitsyn-type formulation. The reduced equations are independent of density and curvature effects, and resemble the weak form of the 2-D incompressible boundary layer equations in Cartesian coordinates. In addition the coordinate normal to the wall has been stretched, which reduces the gradients across the layer and provides high resolution near the surface. Utilizing the parabolic nature of the boundary layer equations, a finite element method is applied to the Dorodnitsyn formulation. The formulation is presented in a Petrov-Galerkin finite element form and discretized across the layer using linear interpolation functions. The finite element discretization yields a system of ordinary differential equations in the circumferential direction. The circumferential derivatives are solved by an implicit and noniterative finite difference marching scheme. Solutions are presented for a 15 deg half angle cone at angles of attack of 5 and 10 deg. The numerical solutions assume a laminar boundary layer with free stream Mach number of 7. Results include circumferential distribution of skin friction and surface heat transfer, and cross flow velocity distributions across the layer.

Meade, Andrew James, Jr.↗

Finite elements of nonlinear continua.

The finite element method is extended to a broad class of practical nonlinear problems, treating both theory and applications from a general and unifying point of view. The thermomechanical principles of continuous media and the properties of the finite element method are outlined, and are brought together to produce discrete physical models of nonlinear continua. The mathematical properties of the models are analyzed, and the numerical solution of the equations governing the discrete models is examined. The application of the models to nonlinear problems in finite elasticity, viscoelasticity, heat conduction, and thermoviscoelasticity is discussed. Other specific topics include the topological properties of finite element models, applications to linear and nonlinear boundary value problems, convergence, continuum thermodynamics, finite elasticity, solutions to nonlinear partial differential equations, and discrete models of the nonlinear thermomechanical behavior of dissipative media.

Oden, J. T.↗

Fourth order difference methods for hyperbolic IBVP's

Fourth order difference approximations of initial-boundary value problems for hyperbolic partial differential equations are considered. We use the method of lines approach with both explicit and compact implicit difference operators in space. The explicit operator satisfies an energy estimate leading to strict stability. For the implicit operator we develop boundary conditions and give a complete proof of strong stability using the Laplace transform technique. We also present numerical experiments for the linear advection equation and Burgers' equation with discontinuities in the solution or in its derivative. The first equation is used for modeling contact discontinuities in fluid dynamics, the second one for modeling shocks and rarefaction waves. The time discretization is done with a third order Runge-Kutta TVD method. For solutions with discontinuities in the solution itself we add a filter based on second order viscosity. In case of the non-linear Burger's equation we use a flux splitting technique that results in an energy estimate for certain different approximations, in which case also an entropy condition is fulfilled. In particular we shall demonstrate that the unsplit conservative form produces a non-physical shock instead of the physically correct rarefaction wave. In the numerical experiments we compare our fourth order methods with a standard second order one and with a third order TVD-method. The results show that the fourth order methods are the only ones that give good results for all the considered test problems.

Gustafsson, Bertil↗

Spectral Methods for Computational Fluid Dynamics

As a tool for large-scale computations in fluid dynamics, spectral methods were prophesized in 1944, born in 1954, virtually buried in the mid-1960's, resurrected in 1969, evangalized in the 1970's, and catholicized in the 1980's. The use of spectral methods for meteorological problems was proposed by Blinova in 1944 and the first numerical computations were conducted by Silberman (1954). By the early 1960's computers had achieved sufficient power to permit calculations with hundreds of degrees of freedom. For problems of this size the traditional way of computing the nonlinear terms in spectral methods was expensive compared with finite-difference methods. Consequently, spectral methods fell out of favor. The expense of computing nonlinear terms remained a severe drawback until Orszag (1969) and Eliasen, Machenauer, and Rasmussen (1970) developed the transform methods that still form the backbone of many large-scale spectral computations. The original proselytes of spectral methods were meteorologists involved in global weather modeling and fluid dynamicists investigating isotropic turbulence. The converts who were inspired by the successes of these pioneers remained, for the most part, confined to these and closely related fields throughout the 1970's. During that decade spectral methods appeared to be well-suited only for problems governed by ordinary diSerential eqllations or by partial differential equations with periodic boundary conditions. And, of course, the solution itself needed to be smooth. Some of the obstacles to wider application of spectral methods were: (1) poor resolution of discontinuous solutions; (2) inefficient implementation of implicit methods; and (3) drastic geometric constraints. All of these barriers have undergone some erosion during the 1980's, particularly the latter two. As a result, the applicability and appeal of spectral methods for computational fluid dynamics has broadened considerably. The motivation for the use of spectral methods in numerical calculations stems from the attractive approximation properties of orthogonal polynomial expansions.

Zang, T. A.↗

Differentiable Multiphysics Codes: A Breakthrough Technology for Simulation and Computing

This document summarizes the findings of a strategic planning exercise commissioned by the Weapons Simulation and Computing, Computational Physics (WSC/CP) program at the Lawrence Livermore National Laboratory (LLNL) in FY24. During the year, the committee met with multiple stakeholder communities to gather input, opinions, suggestions and concerns which have been incorporated throughout this document. The key findings from this exercise are summarized: • The development of multiphysics modelling and simulation (mod/sim) codes and software technologies, their deployment on exascale compute platforms, and their broad adoption across the NNSA is a major success of the Advanced Simulation and Computing (ASC) program and the Exascale Computing Project (ECP). Sustained investment in these core technologies is essential. • Today’s state of the art involves running ensembles of O(100K) simulations to perform uncertainty quantification (UQ) and design studies using multiple statistical methods such as Bayesian optimization to understand sensitivities of our models and explore parameterized design spaces. Even with exascale computing, we are practically limited to O(10) parameters in these studies since the number of simulations required to sample the space scales exponentially with the number of design parameters. • The data from these simulation ensembles is increasingly being used to train machine learned (ML) surrogates (or reduced order models, ROMs) which can then be used for optimization or real time design exploration. However, the trained surrogates are still limited in the number of parameters they can represent due to the sampling limitations previously noted. • Augmenting our suite of integrated multiphysics simulation codes, both current and emerging, with the ability to compute gradients (solution derivatives) of arbitrary simulation outputs with respect to (some or all) simulation inputs would be a breakthrough technology, opening the door to a new era of efficient and automated inverse design based on verified and validated mod/sim capabilities. • This capability, which we refer to as differentiable multiphysics codes (DMCs), would revolutionize both UQ and optimization studies by breaking the curse of dimensionality that presently limits our “gradient-free” ensemble based computing approach. A similar breakthrough occurred in the AI/ML community once the ability to compute gradients of arbitrary loss functions using back-propagation became commonplace. Gradient information from the multiphysics codes can also be used to dramatically improve the efficiency and scale of training of ML/ROM surrogates for rapid assessments. • Achieving this in our suite of codes will be a grand challenge, similar to the amount of effort that was required to transition from CPU to GPU computing. It will require buy-in from the entire WSC/CP program and beyond, including all integrated codes, physics and engineering models, third-party library dependencies and performance portability abstractions. It will also require investment in research and development of numerical methods for computing adjoints of coupled physics across multiple adaptively refined moving meshes and of stochastic (Monte Carlo) and mesh free (SPH) methods. • New software and numerical techniques, largely pioneered by the AI/ML community, make this feasible. Chief among these is automatic differentiation (AD), the ability to employ AD at point-wise locations in a physics calculation (instead of traditional black-box approaches) and the ability to perform “back-propagation in time” (or reverse mode AD) for non-linear partial differential equations (PDEs). Fundamentally, the conclusion of this strategic planning exercise is that the time is right to undertake a large scale effort in WSC, centered on the existing integrated codes, to continue the natural evolution of mod/sim in the age of AI/ML. Instead of attempting to replace mod/sim with purely data driven AI/ML models, we believe the key to success is to integrate AI/ML by building on top of the decades of hard-won knowledge and the verified/validated multiphysics modelling capability that is the hallmark of the ASC program.

97 MATHEMATICS AND COMPUTING↗