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DOE OSTI2020

Newton versus the machine: solving the chaotic three-body problem using deep neural networks

ABSTRACT Since its formulation by Sir Isaac Newton, the problem of solving the equations of motion for three bodies under their own gravitational force has remained practically unsolved. Currently, the solution for a given initialization can only be found by performing laborious iterative calculations that have unpredictable and potentially infinite computational cost, due to the system’s chaotic nature. We show that an ensemble of converged solutions for the planar chaotic three-body problem obtained using an arbitrarily precise numerical integrator can be used to train a deep artificial neural network (ANN) that, over a bounded time interval, provides accurate solutions at a fixed computational cost and up to 100 million times faster than the numerical integrator. In addition, we demonstrate the importance of training an ANN using converged solutions from an arbitrary precise integrator, relative to solutions computed by a conventional fixed precision integrator, which can introduce errors in the training data, due to numerical round-off and time discretization, that are learned by the ANN. Our results provide evidence that, for computationally challenging regions of phase space, a trained ANN can replace existing numerical solvers, enabling fast and scalable simulations of many-body systems to shed light on outstanding phenomena such as the formation of black hole binary systems or the origin of the core collapse in dense star clusters.

Breen, Philip G.↗

DOE OSTI2022

Neural network acceleration of large-scale structure theory calculations

Here, we make use of neural networks to accelerate the calculation of power spectra required for the analysis of galaxy clustering and weak gravitational lensing data. For modern perturbation theory codes, evaluation time for a single cosmology and redshift can take on the order of two seconds. In combination with the comparable time required to compute linear predictions using a Boltzmann solver, these calculations are the bottleneck for many contemporary large-scale structure analyses. Here, we construct neural network-based surrogate models for Lagrangian perturbation theory (LPT) predictions of matter power spectra, real and redshift space galaxy power spectra, and galaxy-matter cross power spectra that attain ~ 0.1% (at one sigma) accuracy over a broad range of scales in a ωCDM parameter space. The neural network surrogates can be evaluated in approximately one millisecond, a factor of 1000 times faster than the full Boltzmann code and LPT computations. In a simulated full-shape redshift space galaxy power spectrum analysis, we demonstrate that the posteriors obtained using our surrogates are accurate compared to those obtained using the full LPT model. We make our surrogate models public at https://github.com/sfschen/EmulateLSS, so that others may take advantage of the speed gains they provide to enable rapid iteration on analysis settings, something that is essential in complex contemporary large-scale structure analyses.

79 ASTRONOMY AND ASTROPHYSICS↗

DOE OSTI2021

Cross Section Generation Capability in Griffin

The Griffin code is a Multiphysics Object-Oriented Simulation Environment (MOOSE) based reactor multiphysics analysis application jointly developed by Idaho National Laboratory and Argonne National Laboratory. The code includes a variety of steady-state solvers for fixed-source, k-eigenvalue, adjoint, and subcritical multiplication, as well as transient solvers for point-kinetics, improved quasi-static, and spatial dynamics. The code reads multigroup cross sections in the ISOXML format generated from external deterministic or Monte Carlo cross section generation codes. The implementation of the cross section generation capability in Griffin was initiated last year by plugging in the cross section application programming interface (CSAPI) and reviewing the methodologies for treating particulate fuels. The focus this year was on improving the CSAPI integration and implementing advanced self-shielding methods for applications to advanced reactor problems with TRISO fuels. First, the process for cross section library generation was updated to accurately and rigorously produce isotopic cross section data. Second, the equivalent Dancoff factor cell method performing slowing down calculations on the fly for the resonance treatment was implemented in CSAPI to improve the accuracy of effective multigroup cross sections in the resonance energy range. Third, the iterative local spatial self-shielding method was implemented under the calculation framework of the equivalent Dancoff factor cell method to accurately deal with the double heterogeneity effect of particulate fuel. The updated CSAPI with the advanced self-shielding methods, together with the cross section libraries generated based on the improved process, were tested for pin-cell, unit-cell, and fuel assembly problems with various resonance self-shielding conditions based on very high temperature reactor, high temperature test reactor, and Empire benchmark cores, indicating that the updated CSAPI in Griffin is able to produce multigroup cross sections accurately and efficiently. We also showed that the methodology worked well for pebble bed fuel from HTR-10, but the capability still needs to be fully integrated into CSAPI. In the future, further benchmark tests will be performed for various thermal reactor core problems, including particulate fuel-based pebble bed reactors.

73 NUCLEAR PHYSICS AND RADIATION PHYSICS↗

NASA NTRSDate not supplied

USM3D-ME Contributions to the 5th AIAA High Lift Prediction Workshop

This paper presents the results of Reynolds-averaged Navier-Stokes (RANS) simulations conducted by NASA’s flow solver, mixed-element USM3D (USM3D-ME), for the 5th AIAA High-Lift Prediction Workshop. As part of the Fixed-Grid RANS Technology Focus Group (TFG), these simulations were performed to assess the accuracy and efficiency of the USM3D-ME solutions in predicting high-lift flows. The High-Lift Common Research Model (CRM-HL) served as the primary geometry. Several CRM-HL configurations were used for three case studies: a verification study (Case 1), a configuration buildup study (Case 2), and a Reynolds-number variation study (Case 3). Overall, USM3D-ME RANS results aligned with the solutions selected by the Fixed-Grid RANS TFG and available wind tunnel data Simulations for Cases 1 and Configuration 2.1 achieved machine-zero residual convergence, with aerodynamic coefficients converging to steady-state values. However, Configurations 2.2-2.4 and Case 3 encountered iterative- and grid-convergence challenges, particularly at high angles of attack. Compared with the experimental data available for Configurations 2.2-2.4, close agreement was demonstrated at low angles of attack. However, for angles of attack approaching the maximum lift conditions, the predicted lift coefficient and pitching moment deviated from experimental values. The drag-coefficient predictions were in a relatively good agreement, however, slight overpredictions were observed at the highest angle of attack corresponding to the maximum-lift condition. Although iterative convergence for Configurations 2.2-2.4 at high angles of attack remains a persistent challenge, averaging aerodynamic coefficients over the last 5000 iterations yielded satisfactory agreement with the available wind tunnel experimental data. During the workshop, the lack of iterative convergence was attributed to the vortex structures emanating from the slat brackets. To investigate this issue further, post-workshop simulations were conducted on Configuration 2.2. In one study, RANS simulations were performed on a simplified geometry with the slat brackets removed. The second study focused on performing URANS simulations on the original Configuration 2.2 geometry. Preliminary results from both studies are presented and compared with wind tunnel data for Configuration 2.2. Consistent with the findings of other participants in the Fixed-Grid RANS TFG, this study emphasizes the necessity for further exploration and advancement in RANS technology for predicting high-lift flows.

CFD↗

NASA NTRSDate not supplied

USM3D-ME Contributions to the 5th AIAA High Lift Prediction Workshop

This paper presents the results of Reynolds-averaged Navier-Stokes (RANS) simulations conducted by the NASA flow solver, mixed-element USM3D (USM3D-ME), for the 5th AIAA High-Lift Prediction Workshop. As part of the Fixed-Grid RANS Technology Focus Group (TFG), these simulations were performed to assess the accuracy and efficiency of the USM3D-ME solutions in predicting high-lift flows. The High-Lift Common Research Model (CRM-HL) served as the primary geometry. Several CRM-HL configurations were used for three case studies: a verification study (Case 1), a configuration buildup study (Case 2), and a Reynolds-number variation study (Case 3). Overall, USM3D-ME RANS results aligned with the solutions selected by the Fixed-Grid RANS TFG and available wind tunnel data. Simulations for Case 1 and Configuration 2.1 achieved machine-zero residual convergence, with aerodynamic coefficients converging to steady-state values. However, Configurations 2.2-2.4 and Case 3 encountered iterative- and grid-convergence challenges, particularly at high angles of attack. Compared with the experimental data available for Configurations 2.2-2.4, close agreement was demonstrated at low angles of attack. However, for angles of attack approaching the maximum lift conditions, the predicted lift coefficient and pitching moment deviated from experimental values. The drag-coefficient predictions were in relatively good agreement, however, slight overpredictions were observed at the highest angle of attack corresponding to the maximum-lift condition. Although iterative convergence for Configurations 2.2-2.4 at high angles of attack remains a persistent challenge, averaging aerodynamic coefficients over the last 5000 iterations yielded satisfactory agreement with the available wind tunnel experimental data. During the workshop, the lack of iterative convergence was attributed to the vortex structures emanating from the slat brackets. To investigate this issue further, post-workshop simulations were conducted on Configuration 2.2. In one study, RANS simulations were performed on a simplified geometry with the slat brackets removed. The second study focused on performing unsteady RANS (URANS) simulations on the original Configuration 2.2 geometry. Preliminary results from both studies are presented and compared with wind tunnel data for Configuration 2.2. Consistent with the findings of other participants in the Fixed-Grid RANS TFG, this study emphasizes the necessity for further exploration and advancement in RANS technology for predicting high-lift flows.

Aerodynamics↗

NASA NTRS1991

Implicit solution of three-dimensional internal turbulent flows

The scalar form of the approximate factorization method was used to develop a new code for the solution of three dimensional internal laminar and turbulent compressible flows. The Navier-Stokes equations in their Reynolds-averaged form were iterated in time until a steady solution was reached. Evidence was given to the implicit and explicit artificial damping schemes that proved to be particularly efficient in speeding up convergence and enhancing the algorithm robustness. A conservative treatment of these terms at the domain boundaries was proposed in order to avoid undesired mass and/or momentum artificial fluxes. Turbulence effects were accounted for by the zero-equation Baldwin-Lomax turbulence model and the q-omega two-equation model. The flow in a developing S-duct was then solved in the laminar regime in a Reynolds number (Re) of 790 and in the turbulent regime at Re equals 40,000 by using the Baldwin-Lomax model. The Stanitz elbow was then solved by using an invicid version of the same code at M sub inlet equals 0.4. Grid dependence and convergence rate were investigated, showing that for this solver the implicit damping scheme may play a critical role for convergence characteristics. The same flow at Re equals 2.5 times 10(exp 6) was solved with the Baldwin-Lomax and the q-omega models. Both approaches show satisfactory agreement with experiments, although the q-omega model was slightly more accurate.

Michelassi, V.↗

NASA NTRS2012

CFD Assessment of Forward Booster Separation Motor Ignition Overpressure on ET XT 718 Ice/Frost Ramp

Computational fluid dynamics assessment of the forward booster separation motor ignition over-pressure was performed on the space shuttle external tank X(sub T) 718 ice/frost ramp using the flow solver OVERFLOW. The main objective of this study was the investigation of the over-pressure during solid rocket booster separation and its affect on the local pressure and air-load environments. Delta pressure and plume impingement were investigated as a possible contributing factor to the cause of the debris loss on shuttle missions STS-125 and STS-127. A simplified computational model of the Space Shuttle Launch Vehicle was developed consisting of just the external tank and the solid rocket boosters with separation motor nozzles and plumes. The simplified model was validated by comparison to full fidelity computational model of the Space Shuttle without the separation motors. Quasi steady-state plume solutions were used to calibrate the thrust of the separation motors. Time-accurate simulations of the firing of the booster-separation motors were performed. Parametric studies of the time-step size and the number of sub-iterations were used to find the best converged solution. The computed solutions were compared to previous OVERFLOW steady-state runs of the separation motors with reaction control system jets and to ground test data. The results indicated that delta pressure from the overpressure was small and within design limits, and thus was unlikely to have contributed to the foam losses.

Tejnil, Edward↗

NASA NTRSDate not supplied

Assessment of Edge-Based Viscous Method for Corner-Flow Solutions on Graphics Processing Units

A highly efficient, edge-based viscous (EBV) discretization method has been recently implemented in a practical, unstructured-grid, node-centered, finite-volume flow solver and evaluated for Reynolds-averaged Navier-Stokes (RANS) formulations. In comparison to a well-established cell-based viscous (CBV) method, the EBV method has demonstrated multifold acceleration of all viscous-kernel computations on general unstructured mixed-element grids. The viscous kernels include evaluation of viscous fluxes, diffusion terms in turbulence models, and the corresponding Jacobian terms. In this paper, an EBV implementation of a nonlinear extension of the Spalart-Allmaras turbulence model, SA-neg-QCR2000, is presented and verified. The SA-neg-QCR2000 model is used for simulating turbulent corner flows. Previously reported EBV computations have been conducted on traditional computing architectures based on central processing units (CPU). This paper assesses benefits of the EBV method on modern high-performance computing architectures based on graphics processing units (GPU). The GPU implementations of the CBV and EBV methods are verified by comparing solutions and iterative convergence with those observed in CPU computations on the same grids. A comprehensive assessment of the EBV speedup on CPU and GPU architectures is presented for established benchmark corner flows, namely, a supersonic flow through a long square duct and a subsonic flow around a NASA juncture flow model.

CFD↗

NASA NTRSDate not supplied

Assessment of Edge-Based Viscous Method for Corner-Flow Solutions on Graphics Processing Units

CFD↗

DOE OSTI2022

Novel Solver Algorithms for Nearly Singular Linear Systems Arising in Combustion Modelling

Direct Numerical Simulations of realistic combustion devices are extremely challenging due to the wide separation of scales in the simulation, for example an internal combustion (IC) engine chamber, and the flame thickness of a high-pressure flame. The PeleLMeX solver uses adaptive mesh refinement (AMR) to evolve multi-species reacting flows in the low Mach number limit at the Exascale and relies on an embedded boundary (EB) approach to represent complex geometries. In that framework, the EB geometries often give rise to very small cut-cells along the boundary, which translate into extreme ill-conditioning of the pressure-projection, with eigenvalues that span 15-16 orders of magnitude. In this talk, we focus on the case of a typical IC piston bowl geometry for which we present on a novel approach towards solving these nearly singular linear systems with ILU-based, C-AMG smoothers on massively parallel architectures. In particular, we use scaling and equilibration algorithms to handle the non-normality of the upper triangular factors. This enables us to approximate the highly sequential triangular solve algorithm, embedded in the AMG smoothing-solve phase, with Jacobi iterations. This approximation can be written as a convergent Neumann series whose terms are composed of highly parallel sparse matrix vector multiplications. The result is an algorithm that substantially decreases setup and solve time, compared to state-of-the-art, for these challenging linear systems.

combustion modelling↗

DOE OSTI2024

Development of a Method for Shape Optimization for a Gas Turbine Fuel Injector Design Using Metal-Additive Manufacturing

Adjoint shape optimization has enabled physics-based optimal designs for aerodynamic surfaces. Additive manufacturing (AM) makes it possible to manufacture complex shapes. However, there has been a gap between optimal and manufacturable surfaces due to the inherent limitations of commercial computational fluid dynamics (CFD) codes to implement geometric constraints during adjoint computation. In such cases, the design sensitivities are exported and used to perform constrained shape modifications using parametric information stored in computer aided design (CAD) files to satisfy manufacturability constraints. However, modifying the design using adjoint methods in CFD solvers and performing constrained shape modification in CAD can lead to inconsistencies due to different shape parameterization schemes. This paper describes a method to enable the simultaneous optimization of the fluid domain and impose AM manufacturability constraints, resolving one of the key issues of geometry definition for isogeometric analysis. Similar to a grid convergence study, the proposed method verifies the consistencies between shape parameterization techniques present within commercial CAD and CFD software during mesh movement as a part of the adjoint shape optimization routine. By identifying the appropriate parameters essential to a shape optimization study, the error metric between the different parameterization techniques converges to demonstrate sufficient consistencies for justifiable exchange of data between CAD and CFD. For the identified shape optimization parameters, the error metric to measure the deviation between the two parameterization schemes lies within the AM laser-powder bed fusion (L-PBF) process tolerance. Additionally, comparison for subsequent objective function calculations between iterations of the optimization loop showed acceptable differences within 1% variation between the modified geometries obtained using the two parameterization schemes. This method provides justification for the use of multiphysics guided adjoint design sensitivities computed in CFD software to perform shape modifications in CAD to incorporate AM manufacturability constraints during the shape optimization loop such that optimal designs are also additively manufacturable.

33 ADVANCED PROPULSION SYSTEMS↗

DOE OSTI2021

Cross Section Generation Capability in Griffin

The Griffin code is a Multiphysics Object-Oriented Simulation Environment (MOOSE) based reactor multiphysics analysis application jointly developed by Idaho National Laboratory and Argonne National Laboratory. The code includes a variety of steady-state solvers for fixed-source, k-eigenvalue, adjoint, and subcritical multiplication, as well as transient solvers for point-kinetics, improved quasi-static, and spatial dynamics. The code reads multigroup cross sections in the ISOXML format generated from external deterministic or Monte Carlo cross section generation codes. The implementation of the cross section generation capability in Griffin was initiated last year by plugging in the cross section application programming interface (CSAPI) and reviewing the methodologies for treating particulate fuels. The focus this year was on improving the CSAPI integration and implementing advanced self-shielding methods for applications to advanced reactor problems with TRISO fuels. First, the process for cross section library generation was updated to accurately and rigorously produce isotopic cross section data. Second, the on-the-fly slowing down method for the resonance treatment was implemented in CSAPI to improve the accuracy of effective multigroup cross sections in the resonance energy range. Among various on-the-fly slowing down methods, the equivalent Dancoff factor cell method was employed. Third, the iterative local spatial self-shielding method was implemented under the calculation framework of the equivalent Dancoff factor cell method to accurately deal with the double heterogeneity effect of particulate fuel. The updated CSAPI with the advanced self-shielding methods, together with the cross section libraries generated based on the improved process, were tested for the very high temperature reactor (VHTR), high temperature test reactor (HTTR), and Empire benchmark problems with various resonance self-shielding conditions, indicating that the updated CSAPI in Griffin is able to produce multigroup cross sections accurately and efficiently. We also show that the methodology works well for pebble bed fuel from HTR-10, but the capability still needs to be fully integrated into CSAPI. In the future, further benchmark tests will be performed for various thermal reactor core problems, including particulate fuel-based pebble bed reactors.

22 - GENERAL STUDIES OF NUCLEAR REACTORS↗

NASA NTRS1990

Implicit solution of three-dimensional internal turbulent flows

The scalar form of the approximate factorization method was used to develop a new code for the solution of three-dimensional internal laminar and turbulent compressible flows. The Navier-Stokes equations in their Reynolds-averaged form are iterated in time until a steady solution is reached. Evidence is given to the implicit and explicit artificial damping schemes that proved to be particularly efficient in speeding up convergence and enhancing the algorithm robustness. A conservative treatment of these terms at domain boundaries is proposed in order to avoid undesired mass and/or momentum artificial fluxes. Turbulence effects are accounted for by the zero-equation Baldwin-Lomax turbulence model and the q-omega two-equation model. For the first, an investigation on the model behavior in case of multiple boundaries is performed. The flow in a developing S-duct is then solved in the laminar regime at Reynolds number (Re) 790 and in the turbulent regime at Re=40,000 using the Baldwin-Lomax model . The Stanitz elbow is then solved using an inviscid version of the same code at M(sub inlet)=0.4. Grid dependence and convergence rate are investigated showing that for this solver the implicit damping scheme may play a critical role for convergence characteristics. The same flow at Re=2.5x10(exp 6) is solved with the Baldwin-Lomax and the q-omega models. Both approaches showed satisfactory agreement with experiments, although the q-omega model is slightly more accurate.

Michelassi, V.↗

DOE OSTI2026

Fast Active-Set Thresholding Method for Nonnegative Least Squares

Nonnegative Least Squares (NNLS) is a fundamental constrained optimization problem encountered in many applications such as image deblurring, signal processing, nonnegative matrix factorization, magnetic microscopy, and hyperspectral imaging. Active-set based methods are a common class of algorithms for solving NNLS which identify the optimal variable set of the NNLS solution. They do so by iteratively solving a series of unconstrained least squares problems, identifying which variables violate the nonnegativity constraints, and then swapping variables in/out of consideration until the optimal set of variables is found. Several variations improving upon this method exist in the literature. In this work, we propose an active-set swap heuristic which further improves upon existing active-set based methods for NNLS. Our optimizations are based upon adding multiple variables to the passive set within a threshold of the smallest gradient value and removing variables within a similar threshold of the closest boundary constraint. We leverage these optimizations to yield a Fast Active-Set Thresholding NNLS (FAST-NNLS) algorithm which significantly outperforms the existing state-of-the-art NNLS algorithms for a wide range of problems. Rigorous convergence guarantees are proven for the proposed method. We demonstrate the effectiveness of our proposed method on multiple synthetic datasets and two realworld text analysis applications. In doing so, we present the most comprehensive NNLS solver comparison in the literature to date.

Cobb, Benjamin [Georgia Institute of Technology]↗

DOE OSTI2021

Preconditioners for multiphase poromechanics with strong capillarity

This paper aims to enhance the performance of Newton–Krylov solvers for coupled poromechanical problems with two-phase flow. In particular, we investigate the impact of capillary pressure on preconditioning strategies. Capillarity complicates the coupling between the solid deformation and fluid pressure degrees of freedom, as well as increases the nonlinearity of the system. Depending on the capillary pressure relation used in the constitutive formulation, the flow equations may exhibit a spectrum of advection-dominated to diffusion-dominated behavior. We propose preconditioning approaches that account for this behavior and lead to robust numerical performance within a broad range of regimes.

42 ENGINEERING↗

NASA NTRS2007

Simulation of a Periodic Jet in a Crossflow with a RANS Solver Using an Unstructured Grid

A second-order unstructured-grid code, developed and used primarily for steady aerodynamic simulations, is applied to the synthetic jet in a cross flow. The code, FUN3D, is a vertex-centered finite-volume method originally developed by Anderson[1, 2], and is currently supported by members of the Fast Adaptive Aerospace Tools team at NASA Langley. Used primarily for design[3] and analysis[4] of steady aerodynamic configurations, FUN3D incorporates a discrete adjoint capability, and supports parallel computations using MPI. A detailed description of the FUN3D code can be found in the references given above. The code is under continuous development and contains a variety of flux splitting algorithms for the inviscid terms, two methods for computing gradients, several turbulence models, and several solution methodologies; all in varying states of development. Only the most robust and reliable components, based on experiences with steady aerodynamic simulations, were employed in this work. As applied in this work, FUN3D solves the Reynolds averaged Navier-Stokes equations using the one equation turbulence model of Spalart and Allmaras[5]. The spatial discretization is formed on unstructured meshes using a vertex-centered approach. The inviscid terms are evaluated by a flux-difference splitting formulation using least-squares reconstruction and Roe-type approximate Riemann fluxes. Green-Gauss gradient evaluations are used for viscous and turbulence modeling terms. The discrete spatial operator is combined with a backward time operator which is then solved iteratively using point or line Gauss-Seidel and local time stepping in a pseudo time. For steady flows, the physical time step is set to infinity and the pseudo time step is ramped up with the iteration count. A second-order backward in time operator is used for time accurate flows with 20 to 50 steps in the pseudo time applied at each physical time step. For this effort, FUN3D was modified to support spatially varying boundary and initial conditions, and unsteady boundary conditions. Also, a specialized in/out flow boundary condition was implemented to model the action of the diaphragm. This boundary condition is described below in more detail. The grids were generated using the internally developed codes GridEX[6] for meshing the surfaces and inviscid regions of the domain, and for CAD access; and MesherX[7] for meshing the viscous regions. Grid spacing in on the surfaces and in the inviscid regions are indirectly controlled by specifying sources. The viscous layers are generated using an advancing layer technique. MeshersX allows the user to control the spatial variation of the first step off the surface, growth rates, and the termination criterion by providing small problem dependent subroutines.

Atkins, H. L.↗

DOE OSTI2021

Time-periodic steady-state solution of fluid-structure interaction and cardiac flow problems through multigrid-reduction-in-time

In this study, a time-periodic MGRIT algorithm is proposed as a means to reduce the time-to-solution of numerical algorithms by exploiting the time periodicity inherent to many applications in science and engineering. The time-periodic MGRIT algorithm is applied to a variety of linear and nonlinear single- and multiphysics problems that are periodic-in-time. It is demonstrated that the proposed parallel-in-time algorithm can obtain the same time-periodic steady-state solution as sequential time-stepping. It is shown that the required number of MGRIT iterations can be estimated a priori and that the new MGRIT variant can significantly and consistently reduce the time-to-solution compared to sequential time-stepping, irrespective of the number of dimensions, linear or nonlinear PDE models, single-physics or coupled problems and the employed computing resources. The numerical experiments demonstrate that the time-periodic MGRIT algorithm enables a greater level of parallelism yielding faster turnaround, and thus, facilitating more complex and more realistic problems to be solved.

97 MATHEMATICS AND COMPUTING↗

DOE OSTI2026

Integral Kernel Methods for Nonlinear Parabolic-Elliptic Systems

Nonlinear parabolic-elliptic systems arise in many physical, biological, and chemical phenomena such as chemotaxis, ion transport, self-gravitating particles, and Brownian vortices. Existing methods struggle with the strong coupling and high nonlinearity and nonlocality of some of these systems, especially the ill-conditioned, convection-dominated problems. To overcome numerical difficulties, current approaches rely on initial guesses, preconditioning, or iterative techniques with no convergence guarantees. They might suffer from poor scalability, large memory usage, and difficulty to parallelize. Inspired by the connection of parabolic-elliptic systems to stochastic processes, we introduce a novel meshless, monolithic, and fully explicit method that naturally encapsulates the elliptic and parabolic operators into a single step which updates each node deterministically with global information. By being fully quadrature-based, it avoids solving systems of discretized equations and does not utilize initial guesses or preconditioning, while requiring little memory and being easy to parallelize. We first derive the method in an integral kernel formulation with quadratic complexity in the number of integration nodes and then leverage kernel-independent fast multipole methods (FMM) to present a scalable algorithm with linear complexity. We provide numerical examples for the Poisson-Nernst-Planck equations in one, two, and three dimensions, together with the derivation of the integral kernel for each case. Furthermore, the examples demonstrate the fast convergence and scalability of the FMM-accelerated algorithm, as well as its suitability for convection-dominated problems, making it competitive against traditional PDE solvers.

PDE systems↗