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DOE OSTI2023

Direct implicit and explicit energy-conserving particle-in-cell methods for modeling of capacitively coupled plasma devices

Achieving large-scale kinetic modeling is a crucial task for the development and optimization of modern plasma devices. With the trend of decreasing pressure in applications, such as plasma etching, kinetic simulations are necessary to self-consistently capture the particle dynamics. The standard, explicit, electrostatic, momentum-conserving particle-in-cell method suffers from restrictive stability constraints on spatial cell size and temporal time step, requiring resolution of the electron Debye length and electron plasma period, respectively. This results in a very high computational cost, making the technique prohibitive for large volume device modeling. We investigate the direct implicit algorithm and the explicit energy conserving algorithm as alternatives to the standard approach, both of which can reduce computational cost with a minimal (or controllable) impact on results. These algorithms are implemented into the well-tested EDIPIC-2D and LTP-PIC codes, and their performance is evaluated via 2D capacitively coupled plasma discharge simulations. The investigation reveals that both approaches enable the utilization of cell sizes larger than the Debye length, resulting in a reduced runtime, while incurring only minor inaccuracies in plasma parameters. The direct implicit method also allows for time steps larger than the electron plasma period; however, care must be taken to avoid numerical heating or cooling. It is demonstrated that by appropriately adjusting the ratio of cell size to time step, it is possible to mitigate this effect to an acceptable level.

70 PLASMA PHYSICS AND FUSION TECHNOLOGY↗

DOE OSTI2022

Efficient hybrid explicit-implicit learning for multiscale problems

Splitting method is a powerful method to handle application problems by splitting physics, scales, domain, and so on. Many splitting algorithms have been designed for efficient temporal discretization. Here, in this paper, our goal is to use temporal splitting concepts in designing machine learning algorithms and, at the same time, help splitting algorithms by incorporating data and speeding them up. We propose a machine learning assisted splitting scheme which improves the efficiency of the scheme meanwhile preserves the accuracy. We consider a recently introduced multiscale splitting algorithms, where the multiscale problem is solved on a coarse grid. To approximate the dynamics, only a few degrees of freedom are solved implicitly, while others explicitly. This splitting concept allows identifying degrees of freedom that need implicit treatment. In this paper, we use this splitting concept in machine learning and propose several strategies. First, the implicit part of the solution can be learned as it is more difficult to solve, while the explicit part can be computed. This provides a speed-up and data incorporation for splitting approaches. Secondly, one can design a hybrid neural network architecture because handling explicit parts requires much fewer communications among neurons and can be done efficiently. Thirdly, one can solve the coarse grid component via PDEs or other approximation methods and construct simpler neural networks for the explicit part of the solutions. We discuss these options and implement one of them by interpreting it as a machine translation task. This interpretation of the splitting scheme successfully enables us using the Transformer since it can perform model reduction for multiple time series and learn the connection between them. We also find that the splitting scheme is a great platform to predict the coarse solution with insufficient information of the target model: the target problem is partially given and we need to solve it through a known problem which approximates the target. Our machine learning model can incorporate and encode the given information from two different problems and then solve the target problems. We conduct four numerical examples and the results show that our method is stable and accurate.

97 MATHEMATICS AND COMPUTING↗

DOE OSTI2020

sta-imex (scripts to investigate stability of IMEX methods)

Set of Matlab scripts to investigate properties of IMEX time stepping methods. Scripts include discretization of a system of linearized equations. One script plots numerical dispersion against analytical dispersion of the system. Another set of scripts uses the system to break it into stiff and non stiff part to investigate stability of Implicit-Explicit Runge-Kutta methods. Scripts are based on Thuburn, J. and Woollings, T. J., Vertical Discretizations for Compressible Euler Equation Atmospheric Models Giving Optimal Representation of Normal Modes , 2005 and Lock, S.-J. and Wood, N. and Weller, H., Numerical analyses of Runge-Kutta implicit-explicit schemes for horizontally explicit, vertically implicit solutions of atmospheric models, 2014 expanding ideas from these two papers. Scripts are used to develop IMEX schemes. SAND2020-12594 M Sandia National Laboratories is a multimission laboratory managed and operated by National Technology & Engineering Solutions of Sandia, LLC, a wholly owned subsidiary of Honeywell International Inc., for the U.S. Department of Energy's National Nuclear Security Administration under contract DE-NA0003525.

Guba, Oksana↗

DOE OSTI2024

DG-IMEX method for a two-moment model for radiation transport in the $\mathscr{O}$($v$/$c$) limit

Here, we consider neutral particle systems described by moments of a phase-space density and propose a realizability-preserving numerical method to evolve a spectral two-moment model for particles interacting with a background fluid moving with nonrelativistic velocities. The system of nonlinear moment equations, with special relativistic corrections to $\mathscr{O}$($v$/$c$), expresses a balance between phase-space advection and collisions and includes velocity-dependent terms that account for spatial advection, Doppler shift, and angular aberration. The model is conservative for the correct $\mathscr{O}$($v$/$c$) Eulerian-frame number density and is consistent, to $\mathscr{O}$($v$/$c$), with Eulerian-frame energy and momentum conservation. This model is closely related to the one promoted by Lowrie et al. and similar to models currently used to study transport phenomena in large-scale simulations of astrophysical environments. The proposed numerical method is designed to preserve moment realizability, which guarantees that the moments correspond to a nonnegative phase-space density. The realizability-preserving scheme consists of the following key components: (i) a strong stability-preserving implicit-explicit (IMEX) time-integration method; (ii) a discontinuous Galerkin (DG) phase-space discretization with carefully constructed numerical uxes; (iii) a realizability-preserving implicit collision update; and(iv) a realizability-enforcing limiter. In time integration, nonlinearity of the moment model necessitates solution of nonlinear equations, which we formulate as fixed-point problems and solve with tailored iterative solvers that preserve moment realizability with guaranteed global convergence. We also analyze the simultaneous Eulerian-frame number and energy conservation properties of the semi-discrete DG scheme and propose a "spectral redistribution" scheme that promotes Eulerian-frame energy conservation. Through numerical experiments, we demonstrate the accuracy and robustness of this DG-IMEX method and investigate its Eulerian-frame energy conservation properties.

73 NUCLEAR PHYSICS AND RADIATION PHYSICS↗

DOE OSTI2017

Exactly energy conserving semi-implicit particle in cell formulation

We report a new particle in cell (PIC) method based on the semi-implicit approach. The novelty of the new method is that unlike any of its semi-implicit predecessors at the same time it retains the explicit computational cycle and conserves energy exactly. Recent research has presented fully implicit methods where energy conservation is obtained as part of a non-linear iteration procedure. The new method (referred to as Energy Conserving Semi-Implicit Method, ECSIM), instead, does not require any non-linear iteration and its computational cycle is similar to that of explicit PIC. The properties of the new method are: i) it conserves energy exactly to round-off for any time step or grid spacing; ii) it is unconditionally stable in time, freeing the user from the need to resolve the electron plasma frequency and allowing the user to select any desired time step; iii) it eliminates the constraint of the finite grid instability, allowing the user to select any desired resolution without being forced to resolve the Debye length; iv) the particle mover has a computational complexity identical to that of the explicit PIC, only the field solver has an increased computational cost. The new ECSIM is tested in a number of benchmarks where accuracy and computational performance are tested. - Highlights: • We present a new fully energy conserving semi-implicit particle in cell (PIC) method based on the implicit moment method (IMM). The new method is called Energy Conserving Implicit Moment Method (ECIMM). • The novelty of the new method is that unlike any of its predecessors at the same time it retains the explicit computational cycle and conserves energy exactly. • The new method is unconditionally stable in time, freeing the user from the need to resolve the electron plasma frequency. • The new method eliminates the constraint of the finite grid instability, allowing the user to select any desired resolution without being forced to resolve the Debye length. • These features are achieved at a reduced cost compared with either previous IMM or fully implicit implementation of PIC.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

DOE OSTI2014

Geometric multigrid for an implicit-time immersed boundary method

The immersed boundary (IB) method is an approach to fluid-structure interaction that uses Lagrangian variables to describe the deformations and resulting forces of the structure and Eulerian variables to describe the motion and forces of the fluid. Explicit time stepping schemes for the IB method require solvers only for Eulerian equations, for which fast Cartesian grid solution methods are available. Such methods are relatively straightforward to develop and are widely used in practice but often require very small time steps to maintain stability. Implicit-time IB methods permit the stable use of large time steps, but efficient implementations of such methods require significantly more complex solvers that effectively treat both Lagrangian and Eulerian variables simultaneously. Moreover, several different approaches to solving the coupled Lagrangian-Eulerian equations have been proposed, but a complete understanding of this problem is still emerging. This paper presents a geometric multigrid method for an implicit-time discretization of the IB equations. This multigrid scheme uses a generalization of box relaxation that is shown to handle problems in which the physical stiffness of the structure is very large. Numerical examples are provided to illustrate the effectiveness and efficiency of the algorithms described herein. Finally, these tests show that using multigrid as a preconditioner for a Krylov method yields improvements in both robustness and efficiency as compared to using multigrid as a solver. They also demonstrate that with a time step 100–1000 times larger than that permitted by an explicit IB method, the multigrid-preconditioned implicit IB method is approximately 50–200 times more efficient than the explicit method.

97 MATHEMATICS AND COMPUTING↗

DOE OSTI2021

Optimizing multigrid reduction-in-time and Parareal coarse-grid operators for linear advection

Parallel-in-time methods, such as multigrid reduction-in-time (MGRIT) and Parareal, provide an attractive option for increasing concurrency when simulating time-dependent partial differential equations (PDEs) in modern high-performance computing environments. While these techniques have been very successful for parabolic equations, it has often been observed that their performance suffers dramatically when applied to advection-dominated problems or purely hyperbolic PDEs using standard rediscretization approaches on coarse grids. In this paper, we apply MGRIT or Parareal to the constant-coefficient linear advection equation, appealing to existing convergence theory to provide insight into the typically nonscalable or even divergent behavior of these solvers for this problem. To overcome these failings, we replace rediscretization on coarse grids with improved coarse-grid operators that are computed by applying optimization techniques to approximately minimize error estimates from the convergence theory. Therefore, one of our main findings is that, in order to obtain fast convergence as for parabolic problems, coarse-grid operators should take into account the behavior of the hyperbolic problem by tracking the characteristic curves. Our approach is tested for schemes of various orders using explicit or implicit Runge–Kutta methods combined with upwind-finite-difference spatial discretizations. In all cases, we obtain scalable convergence in just a handful of iterations, with parallel tests also showing significant speed-ups over sequential time-stepping.

97 MATHEMATICS AND COMPUTING↗

DOE OSTI2019

Evaluation of Implicit‐Explicit Additive Runge‐Kutta Integrators for the HOMME‐NH Dynamical Core

Abstract The nonhydrostatic High‐Order Method Modeling Environment (HOMME‐NH) atmospheric dynamical core supports acoustic waves that propagate significantly faster than the advective wind speed, thus greatly limiting the time step size that can be used with standard explicit time integration methods. Resolving acoustic waves is unnecessary for accurate climate and weather prediction. This numerical stiffness is addressed herein by considering implicit‐explicit additive Runge‐Kutta (ARK IMEX) methods that can treat the acoustic waves in a stable manner without requiring implicit treatment of nonstiff modes. Various ARK IMEX methods are evaluated for their efficiency in producing accurate solutions, ability to take large time step sizes, and sensitivity to grid cell length ratio. Both the gravity wave test and baroclinic instability test from the 2012 Dynamical Core Model Intercomparison Project are used to recommend 5 of the 27 ARK IMEX methods tested for use in HOMME‐NH.

97 MATHEMATICS AND COMPUTING↗

DOE OSTI2019

Parallel-In-Time Multigrid with Adaptive Spatial Coarsening for The Linear Advection and Inviscid Burgers Equations

We apply a multigrid reduction-in-time (MGRIT) algorithm to hyperbolic partial differential equations in one spatial dimension. This study is motivated by the observation that sequential time-stepping is a computational bottleneck when attempting to implement highly concurrent algorithms; thus parallel-in-time methods are desirable. MGRIT adds parallelism by using a hierarchy of successively coarser temporal levels to accelerate the solution on the finest level. In the case of explicit time-stepping, spatial coarsening is a suitable approach to ensure that stability conditions are satisfied on all levels, and it may be useful for implicit time-stepping by producing cheaper multigrid cycles. Unfortunately, uniform spatial coarsening results in extremely slow convergence when the wave speed is near zero, even if only locally. We present an adaptive spatial coarsening strategy that addresses this issue for the variable coefficient linear advection equation and the inviscid Burgers equation using first-order explicit or implicit time-stepping methods. Serial numerical results show this method offers significant improvements over uniform coarsening and is convergent for the inviscid Burgers equation with and without shocks. Parallel scaling tests on up to 128K cores indicate that run-time improvements over serial time-stepping strategies are possible when spatial parallelism alone saturates, and that scalability is robust for oscillatory solutions which change on the scale of the grid spacing.

97 MATHEMATICS AND COMPUTING↗

DOE OSTI2017

Tempus v. 1.0

Tempus is a software framework for the time integration of ordinary differential equations (ODEs), partial differential equations (PDEs), and differential-algebraic equations (DAEs). Examples of time-integration methods available are Forward Euler, Backward Euler, Explicit Runge-Kutta and Implicit Runge-Kutta methods. Tempus can be used from small systems of equations (e.g., single ODEs for the time evolution of plasticity models) to large-scale transient simulations requiring exascale computing (e.g., flow fields around reentry vehicles and magneto-hydrodynamics). Tempus will be released as part of Trilinos under a BSD open source license.

Obert, CurtisC.↗

DOE OSTI2021

A Feynman-Kac based numerical method for the exit time probability of a class of transport problems

The exit time probability, which gives the likelihood that an initial condition leaves a prescribed region of the phase space of a dynamical system at, or before, a given time, is arguably one of the most natural and important transport problems. In this work, we present an accurate and efficient numerical method for computing this probability for systems described by non-autonomous (time-dependent) stochastic differential equations (SDEs) or their equivalent Fokker-Planck partial differential equations. The method is based on the direct approximation of the Feynman-Kac formula that establishes a link between the adjoint Fokker-Planck equation and the forward SDE. The Feynman-Kac formula is approximated using the Gauss-Hermite quadrature rules and piecewise cubic Hermite interpolating polynomials, and a GPU accelerated matrix representation is used to compute the entire time evolution of the exit time probability using a single pass of the algorithm. The method is unconditionally stable, exhibits second order convergence in space, first order convergence in time, and it is straightforward to parallelize. Applications are presented to the advection diffusion of a passive tracer in a fluid flow exhibiting chaotic advection, and to the runaway acceleration of electrons in a plasma in the presence of an electric field, collisions, and radiation damping. Benchmarks against analytical solutions as well as comparisons with explicit and implicit finite difference standard methods for the adjoint Fokker-Planck equation are presented.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

DOE OSTI2016

Towards an IMEX Monolithic ALE Method with Integrated UQ for Multiphysics Shock-hydro

A number of critical science, engineering and advanced technology applications require predictive analysis of complex shock-hydrodynamics of fluid/solid materials with possible electromagnetic interaction. The physical mechanisms include wave-phenomena, material-transport, diffusion, chemical reactions, and electromagnetics. The highly nonlinear multiple-time and length-scale response of these mechanisms include discontinuities formed from shocks, contact surfaces, and complex tabular equations-of-state (EOS). Current dominant computational solution strategies use ad-hoc combinations of operator- splitting, semi-implicit, and explicit time-integration methods and decoupled nonlinear-solvers. While these approaches have enabled progress in forward simulation, the inherited mathematical structure has not provided stability, accuracy and efficiency to resolve all the dynamical time-scales of interest, nor has it enabled integrated fast sensitivity analysis and uncertainty quantification (UQ). This draft report describes initial progress towards developing a new multiphysics shock-hydro capability that is intended to be more robust, mathematically well-structured and can readily be combined with advanced higher-order implicit/explicit (IMEX) time integration and efficient adjoint-enhanced uncertainty quantification (UQ) techniques.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

DOE OSTI2019

IMEX HDG-DG: A coupled implicit hybridized discontinuous Galerkin and explicit discontinuous Galerkin approach for shallow water systems

We propose IMEX HDG-DG schemes for planar and spherical shallow water systems. Of interest is subcritical flow, where the speed of the gravity wave is faster than that of nonlinear advection. In order to simulate these flows efficiently, we split the governing system into a stiff part describing the gravity wave and a non-stiff part associated with nonlinear advection. The former is discretized implicitly with the HDG method while an explicit Runge-Kutta DG discretization is employed for the latter. The proposed IMEX HDG-DG framework: 1) facilitates high-order solutions both in time and space; 2) avoids overly small time-step sizes; 3) requires only one linear system solve per time stage; 4) relative to DG generates smaller and sparser linear systems while promoting further parallelism; and 5) suppresses the fast modes in the system with a large time-step size. Numerical results for various test cases demonstrate that our methods are beneficial for applications where non-stiff terms are accurately treated while stiff terms are less accurately handled.

42 ENGINEERING↗

DOE OSTI2023

A Fully Explicit Integrator for Modeling Astrophysical Reactive Flows

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

GPU computing↗

DOE OSTI2013

Explicit Integration of Extremely Stiff Reaction Networks: Quasi-Steady-State Methods

A preceding paper [1] demonstrated that explicit asymptotic methods generally work much better for extremely stiff reaction networks than has previously been shown in the literature. There we showed that for systems well removed from equilibrium explicit asymptotic methods can rival standard implicit codes in speed and accuracy for solving extremely stiff differential equations. In this paper we continue the investigation of systems well removed from equilibrium by examining quasi-steady-state (QSS) methods as an alternative to asymptotic methods. We show that for systems well removed from equilibrium, QSS methods also can compete with, or even exceed, standard implicit methods, even for extremely stiff networks, and in many cases give somewhat better integration speed than for asymptotic methods. As for asymptotic methods, we will find that QSS methods give correct results, but with non-competitive integration speed as equilibrium is approached. Thus, we shall find that both asymptotic and QSS methods must be supplemented with partial equilibrium methods as equilibrium is approached to remain competitive with implicit methods.

Guidry, Mike W↗

DOE OSTI2013

Intensity statistics in the presence of translational noncrystallographic symmetry

In the case of translational noncrystallographic symmetry (tNCS), two or more copies of a component in the asymmetric unit of the crystal are present in a similar orientation. This causes systematic modulations of the reflection intensities in the diffraction pattern, leading to problems with structure determination and refinement methods that assume, either implicitly or explicitly, that the distribution of intensities is a function only of resolution. To characterize the statistical effects of tNCS accurately, it is necessary to determine the translation relating the copies, any small rotational differences in their orientations, and the size of random coordinate differences caused by conformational differences. An algorithm to estimate these parameters and refine their values against a likelihood function is presented, and it is shown that by accounting for the statistical effects of tNCS it is possible to unmask the competing statistical effects of twinning and tNCS and to more robustly assess the crystal for the presence of twinning.

59 BASIC BIOLOGICAL SCIENCES↗

DOE OSTI2015

Multirate Particle-in-Cell Time Integration Techniques of Vlasov-Maxwell Equations for Collisionless Kinetic Plasma Simulations

A multi-rate PIC formulation was developed that employs large timesteps for slow field evolution, and small (adaptive) timesteps for particle orbit integrations. Implementation is based on a JFNK solver with nonlinear elimination and moment preconditioning. The approach is free of numerical instabilities (ω pe Δt >>1, and Δx >> λ D ), and requires many fewer dofs (vs. explicit PIC) for comparable accuracy in challenging problems. Significant gains (vs. conventional explicit PIC) may be possible for large scale simulations. The paper is organized as follows: Vlasov-Maxwell Particle-in-cell (PIC) methods for plasmas; Explicit, semi-implicit, and implicit time integrations; Implicit PIC formulation (Jacobian-Free Newton-Krylov (JFNK) with nonlinear elimination allows different treatments of disparate scales, discrete conservation properties (energy, charge, canonical momentum, etc.)); Some numerical examples; and Summary.

70 PLASMA PHYSICS AND FUSION TECHNOLOGY↗

DOE OSTI2015

Fully implicit Particle-in-cell algorithms for multiscale plasma simulation

The outline of the paper is as follows: Particle-in-cell (PIC) methods for fully ionized collisionless plasmas, explicit vs. implicit PIC, 1D ES implicit PIC (charge and energy conservation, moment-based acceleration), and generalization to Multi-D EM PIC: Vlasov-Darwin model (review and motivation for Darwin model, conservation properties (energy, charge, and canonical momenta), and numerical benchmarks). The author demonstrates a fully implicit, fully nonlinear, multidimensional PIC formulation that features exact local charge conservation (via a novel particle mover strategy), exact global energy conservation (no particle self-heating or self-cooling), adaptive particle orbit integrator to control errors in momentum conservation, and canonical momenta (EM-PIC only, reduced dimensionality). The approach is free of numerical instabilities: ω pe Δt >> 1, and Δx >> λ D . It requires many fewer dofs (vs. explicit PIC) for comparable accuracy in challenging problems. Significant CPU gains (vs explicit PIC) have been demonstrated. The method has much potential for efficiency gains vs. explicit in long-time-scale applications. Moment-based acceleration is effective in minimizing N FE , leading to an optimal algorithm.

70 PLASMA PHYSICS AND FUSION TECHNOLOGY↗