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DOE OSTI2017

On extreme points of the diffusion polytope

Here, we consider a class of diffusion problems defined on simple graphs in which the populations at any two vertices may be averaged if they are connected by an edge. The diffusion polytope is the convex hull of the set of population vectors attainable using finite sequences of these operations. A number of physical problems have linear programming solutions taking the diffusion polytope as the feasible region, e.g. the free energy that can be removed from plasma using waves, so there is a need to describe and enumerate its extreme points. We also review known results for the case of the complete graph Kn, and study a variety of problems for the path graph Pn and the cyclic graph Cn. Finall, we describe the different kinds of extreme points that arise, and identify the diffusion polytope in a number of simple cases. In the case of increasing initial populations on Pn the diffusion polytope is topologically an n-dimensional hypercube.

70 PLASMA PHYSICS AND FUSION TECHNOLOGY↗
DOE OSTI2018

Design and convergence analysis of the conforming virtual element method for polyharmonic problems

In the recent years, there has been a tremendous interest to numerical methods that approximate partial differential equations (PDEs) on computational meshes with arbitrarily-shaped polygonal/polyhedral (polytopal, for short) elements. A nonexhaustive list of such methods include the Mimetic Finite Difference method [4, 9, 21, 24, 28, 33, 35, 62, 64–67], the Polygonal Finite Element Method [68, 73, 74], the polygonal Discontinuous Galerkin Finite Element Methods [5, 7, 8, 10, 13–15, 18, 36, 38, 39, 41, 50], the Hybridizable Discontinuous Galerkin and Hybrid High-Order Methods [46–48, 51], the Gradient Discretization method [49, 53, 54], the Finite Volume Method [52], and the BEM-based FEM [71]. An alternative approach that also proved to be very successful is provided by the Virtual Element method (VEM), which was originally proposed in [19] for the numerical treatment of second-order elliptic problems [43, 44], and readily extended to linear and nonlinear elasticity [22, 25, 56], plate bending problems [37], Cahn-Hilliard equation [3], Stokes equations [2], Laplace-Beltrami equation [55], Darcy-Brinkam equation [76], discrete topology optimization problems [6], fracture networks problems [29], eigenvalue problems [59, 75]. The mixed virtual element formulation was proposed in [20, 34]; the nonconforming Virtual element formulations was proposed for second-order elliptic problems in [16], and later extended to general advection-reaction-diffusion problems, Stokes equation, the biharmonic problems, the iegenvalue problem, and the Schrodinger equation in [11, 30, 42, 45, 58, 80]. The p- and hp-version of the VEM were developed in [26, 27] and efficient multigrid methods for the resulting linear system of equations in [12]. A posteriori error estimates can be found in [40].

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2017

Annotations on the virtual element method for second-order elliptic problems

This document contains working annotations on the Virtual Element Method (VEM) for the approximate solution of diffusion problems with variable coefficients. To read this document you are assumed to have familiarity with concepts from the numerical discretization of Partial Differential Equations (PDEs) and, in particular, the Finite Element Method (FEM). This document is not an introduction to the FEM, for which many textbooks (also free on the internet) are available. Eventually, this document is intended to evolve into a tutorial introduction to the VEM (but this is really a long-term goal).

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2021

A FETI approach to domain decomposition for meshfree discretizations of nonlocal problems

We propose a domain decomposition method for the efficient simulation of nonlocal problems. Our approach is based on a multi-domain formulation of a nonlocal diffusion problem where the subdomains share “nonlocal” interfaces of the size of the nonlocal horizon. This system of nonlocal equations is first rewritten in terms of minimization of a nonlocal energy, then discretized with a meshfree approximation and finally solved via a Lagrange multiplier approach in a way that resembles the finite element tearing and interconnect method. Specifically, we propose a distributed projected gradient algorithm for the solution of the Lagrange multiplier system, whose unknowns determine the nonlocal interface conditions between subdomains. Several two-dimensional numerical tests on problems as large as 191 million unknowns illustrate the strong and the weak scalability of our algorithm, which outperforms the standard approach to the distributed numerical solution of the problem. Finally, this work is the first rigorous numerical study in a two-dimensional multi-domain setting for nonlocal operators with finite horizon and, as such, it is a fundamental step towards increasing the use of nonlocal models in large scale simulations.

42 ENGINEERING↗
DOE OSTI2018

MULTI-PRED: A Software Module for Predictive Modeling of Coupled Multi-Physics Systems: User's Manual

This User’s Manual describes the code module MULTI-PRED, written in FORTRAN which implements the methodology for “predictive modeling of coupled multi-physics systems (PM-CMPS)” formulated by Cacuci (2014). This methodology fully takes into account the coupling terms between the systems but requires only the computational resources that would be needed to perform predictive modeling on each system separately. The PM-CMPS methodology uses the maximum entropy principle to construct an optimal approximation of the unknown a priori distribution based on a priori known mean values and uncertainties characterizing the experimental and computational parameters and results of interest responses, called for the multi-physics models under consideration. This “maximum entropy” a priori distribution is combined, using Bayes’ theorem, with the “likelihood” provided by the multi-physics simulation models to obtain a formal posterior distribution. Subsequently, the posterior distribution thus obtained is evaluated using the saddle-point method to obtain analytical expressions for the optimally predicted values for the multi-physics models parameters and responses along with corresponding reduced uncertainties. Noteworthy, the predictive modeling methodology for the coupled systems is constructed such that the systems can be considered sequentially rather than simultaneously, while preserving exactly the same results as if the systems were treated simultaneously. Consequently, very large coupled systems, which could perhaps exceed available computational resources if treated simultaneously, can be treated with the PM-CMPS methodology presented in this work sequentially and without any loss of generality or information, requiring just the resources that would be needed if the systems were treated sequentially. Three illustrative demonstration problems are also provided. The first problem presents the application of the PM-CMPS methodology to a simple particle diffusion problem which admits a closed-form analytical solution which facilitates a rapid understanding of this methodology and its predicted results. The second demonstration problem presents the application of the PM-CMPS methodology to the problem of inverse prediction, from detector responses in the presence of counting uncertainties, of the thickness of a homogeneous slab of material containing uniformly distributed gamma-emitting sources, for optically thin and thick slabs. This problem highlights the essential role played by the relative uncertainties (or, conversely, accuracies) of measured and computed responses. The third demonstration problem presents the application of the PM-CMPS methodology to the F-area cooling towers at the Savannah River National Lab. This problem demonstrates that the PM-CMPS methodology reduces the predicted response uncertainties not only at locations where measurements are available, but also at locations where measurements are not available.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2018

Numerical simulations of chaotic and complex spatiotemporal patterns in fractional reaction–diffusion systems

The generalized fractional reaction–diffusion equations which exist in the form of noninteger order partial differential equations have now found wide application for illustrating important and useful physical phenomena, such as subdiffusive and superdiffusive scenarios. The space fractional derivatives are defined in the Riesz sense on the intervals 0 < α < 1 and 1 < α ≤ 2. We propose robust numerical techniques, such as a spectral representation of the fractional Laplacian operator in conjunction with the exponential time differencing method, and present the equivalent relationship between the Riesz fractional derivative and fractional Laplacian operator. We apply these techniques to numerically solve a range of chaotic processes, such as the Chua’s equations, Rössler system, Lorenz and Lorenz-type systems. Simulation results revealed various complex and spatiotemporal chaos, spiral chaos, intermittent chaos and spots patterns in two-dimensional space fractional reaction–diffusion problems.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2023

A Probabilistic Scheme for Semilinear Nonlocal Diffusion Equations with Volume Constraints

This work presents a probabilistic scheme for solving semilinear nonlocal diffusion equations with volume constraints and integrable kernels. The nonlocal model of interest is defined by a time-dependent semilinear partial integro-differential equation (PIDE), in which the integro-differential operator consists of both local convection-diffusion and nonlocal diffusion operators. Here, our numerical scheme is based on the direct approximation of the nonlinear Feynman–Kac formula that establishes a link between nonlinear PIDEs and stochastic differential equations. The exploitation of the Feynman–Kac representation avoids solving dense linear systems arising from nonlocal operators. Compared with existing stochastic approaches, our method can achieve first-order convergence after balancing the temporal and spatial discretization errors, which is a significant improvement of existing probabilistic/stochastic methods for nonlocal diffusion problems. Error analysis of our numerical scheme is established. The effectiveness of our approach is shown in two numerical examples. The first example considers a three-dimensional nonlocal diffusion equation to numerically verify the error analysis results. The second example presents a physics problem motivated by the study of heat transport in magnetically confined fusion plasmas.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2018

Variational Principle for Mass Transport

A variation principle for mass transport in solids is derived that recasts transport coefficients as minima of local thermodynamic average quantities. The result is independent of diffusion mechanisms and applies to amorphous and crystalline systems. This unifies different computational approaches for diffusion and provides a framework for the creation of new approximation methods with error estimation. It gives a different physical interpretation of the Green function. Lastly, the variational principle quantifies the accuracy of competing approaches for a nontrivial diffusion problem.

75 CONDENSED MATTER PHYSICS, SUPERCONDUCTIVITY AND↗
DOE OSTI2016

Probing surface recombination velocities in semiconductors using two-photon microscopy

The determination of minority-carrier lifetimes and surface recombination velocities is essential for the development of semiconductor technologies such as solar cells. The recent development of two-photon time-resolved microscopy allows for better measurements of bulk and subsurface interfaces properties. Here, we analyze the diffusion problem related to this optical technique. Our three-dimensional treatment enables us to separate lifetime (recombination) from transport effects (diffusion) in the photoluminescence intensity. It also allows us to consider surface recombination occurring at a variety of geometries: a single plane (representing an isolated exposed or buried interface), a two parallel planes (representing two inequivalent interfaces), and a spherical surface (representing the enclosing surface of a grain boundary). We provide fully analytical results and scalings directly amenable to data fitting and apply those to experimental data collected on heteroepitaxial CdTe/ZnTe/Si.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
DOE OSTI2016

Multigrid Reduction in Time for Nonlinear Parabolic Problems

The need for parallel-in-time is being driven by changes in computer architectures, where future speed-ups will be available through greater concurrency, but not faster clock speeds, which are stagnant.This leads to a bottleneck for sequential time marching schemes, because they lack parallelism in the time dimension. Multigrid Reduction in Time (MGRIT) is an iterative procedure that allows for temporal parallelism by utilizing multigrid reduction techniques and a multilevel hierarchy of coarse time grids. MGRIT has been shown to be effective for linear problems, with speedups of up to 50 times. The goal of this work is the efficient solution of nonlinear problems with MGRIT, where efficient is defined as achieving similar performance when compared to a corresponding linear problem. As our benchmark, we use the p-Laplacian, where p = 4 corresponds to a well-known nonlinear diffusion equation and p = 2 corresponds to our benchmark linear diffusion problem. When considering linear problems and implicit methods, the use of optimal spatial solvers such as spatial multigrid imply that the cost of one time step evaluation is fixed across temporal levels, which have a large variation in time step sizes. This is not the case for nonlinear problems, where the work required increases dramatically on coarser time grids, where relatively large time steps lead to worse conditioned nonlinear solves and increased nonlinear iteration counts per time step evaluation. This is the key difficulty explored by this paper. We show that by using a variety of strategies, most importantly, spatial coarsening and an alternate initial guess to the nonlinear time-step solver, we can reduce the work per time step evaluation over all temporal levels to a range similar with the corresponding linear problem. This allows for parallel scaling behavior comparable to the corresponding linear problem.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2018

Scaling Structured Multigrid to 500K+ Cores Through Coarse-Grid Redistribution

The effcient solution of sparse, linear systems resulting from the discretization of partial differential equations is crucial to the performance of many physics-based simulations. The algorithmic optimality of multilevel approaches for common discretizations makes them a good candidate for an efficient parallel solver. Yet, modern architectures for high-performance computing systems continue to challenge the parallel scalability of multilevel solvers. While algebraic multigrid methods are robust for solving a variety of problems, the increasing importance of data locality and cost of data movement in modern architectures motivates the need to carefully exploit structure in the problem. Robust logically structured variational multigrid methods, such as Black Box Multigrid (BoxMG), maintain structure throughout the multigrid hierarchy. This avoids indirection and increased coarse- grid communication costs typical in parallel algebraic multigrid. Nevertheless, the parallel scalability of structured multigrid is challenged by coarse-grid problems where the overhead in communication dominates computation. In this paper, an algorithm is introduced for redistributing coarse-grid problems through incremental agglomeration. Guided by a predictive performance model, this algorithm provides robust redistribution decisions for structured multilevel solvers. A two-dimensional diffusion problem is used to demonstrate the significant gain in performance of this algorithm over the previous approach that used agglomeration to one processor. In addition, the parallel scalability of this approach

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2018

Design, analysis and preliminary numerical results for the nonconforming VEM for parabolic problems

The virtual element method (VEM) is a numerical methodology for solving partial differential equations on unstructured polytopal meshes. In this work, we extend the nonconforming high-order formulation suitable to time-dependent diffusion problems with possibly nonlinear forcing terms. Coupling high-order virtual element formulations in space with time-marching schemes based on Backward Differention Formulas (BDFs) makes a fully discrete method with optimal order of convergence in the Method of Lines framework. We investigate and assess the performance of the method through theoretical analysis and a set of numerical experiments.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2019

Development of a Novel Accelerator for Neutron Transport Solution Using the Galerkin Spectral Element Methods (Final Report)

This report summarizes the results of a three-year research project sponsored by the U.S. Department of Energy (DOE) Nuclear Energy University Program (NEUP) to develop and implement advanced acceleration schemes for the DOE NEAMS neutronics code PROTEUSSN. The project team included the University of Massachusetts Lowell, The Ohio State University, University of Michigan, and Argonne National Laboratory. The PROTEUS code is a high-fidelity capable deterministic neutron transport code based on unstructured finite element meshes, which solves the steady-state and transient neutron transport problem using the 2nd-order discrete ordinate method (SN2ND), the method of characteristics (MOC), and the advanced nodal transport method (NODAL). The DSA scheme has been implemented in PROTEUS to speed up SN transport calculations. The existing DSA scheme employs a consistent finite element formulation on the same fine mesh structure as the SN solution While the use of consistent discretizations makes the DSA method effective, it does not necessarily make it efficient because the numerical solution of a discretized elliptic diffusion problem itself can be costly, particularly when the problem size becomes large. We developed a new discontinuous Galerkin (DG) discretization of the diffusion equation, called DG-DSA, which can effectively and efficiently accelerate the SN transport iterations. As compared with the previous work, the novelty of our method is that the diffusion equation is solved on a coarse-mesh grid using the DG methods, and the DG diffusion discretization incorporates local hp adaptation, i.e., local adaptation of mesh size and/or polynomial degree, based on local total cross section (or optical thickness). Therefore, the resulting number of degrees of freedom (DOF) of the DG discretization is much less than the conventional consistent DSA discretizations, and thus DG-DSA can achieve significant improvement in computational efficiency. We implemented this scheme in PROTEUS-SN. In addition, we developed a new stabilization scheme named linear prolongation CMFD (lpCMFD). A novel feature of this scheme is that the conventional flat flux ratio–based scaling approach is replaced with a linear interpolation of the scalar flux differences at the coarse-mesh cell edges between the neutron transport and CMFD calculations. Fourier convergence analysis and numerical results show that lpCMFD is unconditionally stable and more effective than other CMFD based on acceleration schemes such as pCMFD, odCMFD. We also developed a new nonlinear diffusion acceleration scheme for solving neutron transport equations. This scheme, called LR-NDA, employs a local refinement approach on the framework of CMFD by solving a local boundary value problem of the scalar flux on the coarse-mesh structure to replace the piecewise constant scalar flux obtained by CMFD. The refined flux is then used to update the scalar flux in the neutron transport source iteration. It has been demonstrated that that LR-NDA is much more effective and stable than CMFD for a wide range of optical thicknesses. LR-NDA is a local adaptive method, which means LR-NDA does not necessarily require local refinement for all the coarse-mesh cells on the problem domain, i.e., it can be used only for relatively optically thick regions where the standard CMFD scheme would encounter the convergence problem.

73 NUCLEAR PHYSICS AND RADIATION PHYSICS↗
DOE OSTI2021

Algebraic Multigrid with Optimal Interpolation and Adaptive Smoothers (Final Report)

The project team continued with work on developing new bootstrap AMG techniques for solving symmetric and non-symmetric PDE systems. The focus of this work is to derive more reliable measures of the quality of the coarse space set than the convergence rate of the standard F-relaxation form of CR and a more robust form of interpolation than the so-called ideal form. We have successfully derived a sharp variant of CR that gives the precise convergence rate of the two-grid method using this optimal interpolation and, in addition, we derived a new Generalized Bootstrap AMG setup algorithm that uses as its main tool a multilevel eigensolver for the generalized eigenvalue problem involving the system matrix and the symmetrized smoother. In addition, the approach allows for general block smoothers with overlap. We have applied the method to scalar diffusion problems, linear elasticity, and Maxwell’s and the method shows marked improvements over existing AMG methods for these problems. In addition, the team worked with CASC members on new forms of ideal AMG interpolation.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2016

Finite-volume scheme for anisotropic diffusion

In this paper, we apply a special finite-volume scheme, limited to smooth temperature distributions and Cartesian grids, to test the importance of connectivity of the finite volumes. The area of application is nuclear fusion plasma with field line aligned temperature gradients and extreme anisotropy. We apply the scheme to the anisotropic heat-conduction equation, and compare its results with those of existing finite-volume schemes for anisotropic diffusion. Also, we introduce a general model adaptation of the steady diffusion equation for extremely anisotropic diffusion problems with closed field lines.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
DOE OSTI2022

Space-Time Block Preconditioning for Incompressible Flow

Parallel-in-time methods have become increasingly popular in the simulation of time-dependent numerical PDEs, allowing for the efficient use of additional message passing interface processes when spatial parallelism saturates. Most methods treat the solution and parallelism in space and time separately. In contrast, all-at-once methods solve the full space-time system directly, largely treating time as simply another spatial dimension. All-at-once methods offer a number of benefits over separate treatment of space and time, most notably significantly increased parallelism and faster time to solution (when applicable). However, the development of fast, scalable all-at-once methods has largely been limited to time-dependent (advection-)diffusion problems. This paper introduces the concept of space-time block preconditioning for the all-at-once solution of incompressible flow. By extending well-known concepts of spatial block preconditioning to the space-time setting, we develop a block preconditioner whose application requires the solution of a space-time (advection-)diffusion equation in the velocity block, coupled with a pressure Schur complement approximation consisting of independent spatial solves at each time-step, and a space-time matrix-vector multiplication. The new method is tested on four classical models in incompressible flow. Finally, the results indicate perfect scalability in refinement of spatial and temporal mesh spacing, perfect scalability in nonlinear Picard iteration count when applied to a nonlinear Navier--Stokes problem, and minimal overhead in terms of number of preconditioner applications compared with sequential time-stepping.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2022

An efficient high-order numerical solver for diffusion equations with strong anisotropy

In this paper, we present an interior penalty discontinuous Galerkin finite element scheme for solving diffusion problems with strong anisotropy arising in magnetized plasmas for fusion applications. Additionally, we demonstrate the accuracy produced by the high-order scheme and develop an efficient preconditioning technique to solve the corresponding linear system, which is robust to the mesh size and anisotropy of the problem. Several numerical tests are provided to validate the accuracy and efficiency of the proposed algorithm.

97 MATHEMATICS AND COMPUTING↗