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Search indexed NASA NTRS and DOE OSTI research on propulsion, heat transfer, battery materials and energy systems. Follow report and document links to the original sources.

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All sourcesNASA NTRSDOE OSTI
DOE OSTI2015

Parameter estimation by implicit sampling

© 2015 Mathematical Sciences Publishers. Implicit sampling is a weighted sampling method that is used in data assimilation to sequentially update state estimates of a stochastic model based on noisy and incomplete data. Here we apply implicit sampling to sample the posterior probability density of parameter estimation problems. The posterior probability combines prior information about the parameter with information from a numerical model, e.g., a partial differential equation (PDE), and noisy data. The result of our computations are parameters that lead to simulations that are compatible with the data. We demonstrate the usefulness of our implicit sampling algorithm with an example from subsurface flow. For an efficient implementation, we make use of multiple grids, BFGS optimization coupled to adjoint equations, and Karhunen-Loève expansions for dimensional reduction. Several difficulties of Markov chain Monte Carlo methods, e.g., estimation of burn-in times or correlations among the samples, are avoided because the implicit samples are independent.

Morzfeld, Matthias↗
DOE OSTI2017

NUEN-618 Class Project: Actually Implicit Monte Carlo

This research describes a new method for the solution of the thermal radiative transfer (TRT) equations that is implicit in time which will be called Actually Implicit Monte Carlo (AIMC). This section aims to introduce the TRT equations, as well as the current workhorse method which is known as Implicit Monte Carlo (IMC). As the name of the method proposed here indicates, IMC is a misnomer in that it is only semi-implicit, which will be shown in this section as well.

73 NUCLEAR PHYSICS AND RADIATION PHYSICS↗
DOE OSTI2010

Implicit Methods for the Magnetohydrodynamic Description of Magnetically Confined Plasmas

Implicit algorithms are essential for predicting the slow growth and saturation of global instabilities in today’s magnetically confined fusion plasma experiments. Present day algorithms for obtaining implicit solutions to the magnetohydrodynamic (MHD) equations for highly magnetized plasma have their roots in algorithms used in the 1960s and 1970s. However, today’s computers and modern linear and non-linear solver techniques make practical much more comprehensive implicit algorithms than were previously possible. Combining these advanced implicit algorithms with highly accurate spatial representations of the vector fields describing the plasma flow and magnetic fields and with improved methods of calculating anisotropic thermal conduction now makes possible simulations of fusion experiments using realistic values of plasma parameters and actual configuration geometry.

70 PLASMA PHYSICS AND FUSION TECHNOLOGY↗
DOE OSTI2012

Reduced Variance for Material Sources in Implicit Monte Carlo

Implicit Monte Carlo (IMC), a time-implicit method due to Fleck and Cummings, is used for simulating supernovae and inertial confinement fusion (ICF) systems where x-rays tightly and nonlinearly interact with hot material. The IMC algorithm represents absorption and emission within a timestep as an effective scatter. Similarly, the IMC time-implicitness splits off a portion of a material source directly into the radiation field. We have found that some of our variance reduction and particle management schemes will allow large variances in the presence of small, but important, material sources, as in the case of ICF hot electron preheat sources. We propose a modification of our implementation of the IMC method in the Jayenne IMC Project. Instead of battling the sampling issues associated with a small source, we bypass the IMC implicitness altogether and simply deterministically update the material state with the material source if the temperature of the spatial cell is below a user-specified cutoff. We describe the modified method and present results on a test problem that show the elimination of variance for small sources.

70 PLASMA PHYSICS AND FUSION TECHNOLOGY↗
DOE OSTI2020

A Hybrid Gradient Method to Designing Bayesian Experiments for Implicit Models

Bayesian experimental design (BED) aims at designing an experiment to maximize the information gathering from the collected data. The optimal design is usually achieved by maximizing the mutual information (MI) between the data and the model parameters. When the analytical expression of the MI is unavailable, e.g.,having implicit models with intractable data distributions, a neural network-based lower bound of the MI was recently proposed and a gradient ascent method was used to maximize the lower bound [1]. However, the approach in [1] requires a pathwise sampling path to compute the gradient of the MI lower bound with respect to the design variables, and such a pathwise sampling path is usually inaccessible for implicit models. In this work, we propose a hybrid gradient approach that leverages recent advances in variational MI estimator and evolution strategies (ES)combined with black-box stochastic gradient ascent (SGA) to maximize the MI lower bound. This allows the design process to be achieved through a unified scalable procedure for implicit models without sampling path gradients. Several experiments demonstrate that our approach significantly improves the scalability of BED for implicit models in high-dimensional design space.

Zhang, Jiaxin↗
DOE OSTI2021

Implicit-Explicit Multirate Infinitesimal GARK Methods

This work focuses on the development of a new class of high-order accurate methods for multirate time integration of systems of ordinary differential equations. Unlike other recent work in this area, the proposed methods support mixed implicit-explicit (IMEX) treatment of the slow time scale. In addition to allowing this slow time scale flexibility, the proposed methods utilize a so-called infinitesimal formulation for the fast time scale through definition of a sequence of modified “fast" initial-value problems that may be solved using any viable algorithm. We name the proposed class as implicit-explicit multirate infinitesimal generalized-structure additive Runge--Kutta (IMEX-MRI-GARK) methods. In addition to defining these methods, we prove that they may be viewed as specific instances of GARK methods and derive a set of order conditions on the IMEX-MRI-GARK coefficients to guarantee both third and fourth order accuracy for the overall multirate method. Additionally, we provide three specific IMEX-MRI-GARK methods, two of order three and one of order four. We conclude with numerical simulations on two multirate test problems, demonstrating the methods' predicted convergence rates and comparing their efficiency against both legacy IMEX multirate schemes and recent third and fourth order implicit MRI-GARK methods.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2022

Extended Barton–Bandis model for rock joints under cyclic loading: Formulation and implicit algorithm

In this paper, the Barton–Bandis model for rock joints is extended to cyclic loading conditions, without any new material parameter. Also developed herein is an implicit solution algorithm for the extended Barton–Bandis model, which can also be used for the original Barton–Bandis model for which an implicit algorithm has been unavailable. To this end, we first cast the Barton–Bandis model into an incremental elasto-plastic framework, deriving an expression for the elastic shear stiffness being consistent with the original model formulation. We then extend the model formulation to cyclic loading conditions, incorporating the dependence of shear stress and dilation on the joint position and the shearing direction. The extension is achieved by introducing a few state-dependent variables which can be calculated with the existing material parameters. For robust and accurate utilization of the model, we also develop an implicit algorithm based on return mapping, which is unconditionally stable and guarantees the satisfaction of the strength criterion. We verify that the proposed model formulation and algorithm produce virtually the same results as the original Barton–Bandis model under monotonic shearing conditions. Here, we then validate the extended Barton–Bandis model against experimental data on natural rock joints under cycling loading conditions. The present work thus enables the Barton–Bandis model, which has been exceptionally popular in research and practice, to be applicable to a wider range of problems in rock mechanics and rock engineering.

58 GEOSCIENCES↗
DOE OSTI2014

Algorithmically scalable block preconditioner for fully implicit shallow-water equations in CAM-SE

Performing accurate and efficient numerical simulation of global atmospheric climate models is challenging due to the disparate length and time scales over which physical processes interact. Implicit solvers enable the physical system to be integrated with a time step commensurate with processes being studied. The dominant cost of an implicit time step is the ancillary linear system solves, so we have developed a preconditioner aimed at improving the efficiency of these linear system solves. Our preconditioner is based on an approximate block factorization of the linearized shallow-water equations and has been implemented within the spectral element dynamical core within the Community Atmospheric Model (CAM-SE). Furthermore, in this paper we discuss the development and scalability of the preconditioner for a suite of test cases with the implicit shallow-water solver within CAM-SE.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2017

Implicit sampling combined with reduced order modeling for the inversion of vadose zone hydrological data

Bayesian inverse modeling techniques are computationally expensive because many forward simulations are needed when sampling the posterior distribution of the parameters. Here, in this paper, we combine the implicit sampling method and generalized polynomial chaos expansion (gPCE) to significantly reduce the computational cost of performing Bayesian inverse modeling. There are three steps in this approach: (1) find the maximizer of the likelihood function using deterministic approaches; (2) construct a gPCE-based surrogate model using the results from a limited number of forward simulations; and (3) efficiently sample the posterior distribution of the parameters using implicit sampling method. The cost of constructing the gPCE-based surrogate model is further decreased by using sparse Bayesian learning to reduce the number of gPCE coefficients that have to be determined. We demonstrate the approach for a synthetic ponded infiltration experiment simulated with TOUGH2. The surrogate model is highly accurate with mean relative error that is < 0.035% in predicting saturation and < 0.25% in predicting the likelihood function. The posterior distribution of the parameters obtained using our proposed technique is nearly indistinguishable from the results obtained from either an implicit sampling method or a Markov chain Monte Carlo method utilizing the full mode.

54 ENVIRONMENTAL SCIENCES↗
DOE OSTI2021

A novel implicit hybrid machine learning model and its application for reinforcement learning

A novel methodology to develop implicit hybrid models is presented. PyTorch is used to integrate physics-based equations with machine learning models. Automatic differentiation of the hybrid model is leveraged to solve the implicit equations. Iterative solving enables gradient based updates to the machine learning model. The novel methodology is compared to an explicit hybrid approach on a continuously stirred tank reactor (CSTR). The novel method results in a lower modelling error. Both hybrid models effectively train with noisy data. To test the implicit hybrid model, it is employed as a reinforcement learning (RL) training model. The RL algorithm trained on the hybrid model outperforms real time optimization of the CSTR and performs nearly as well as RL trained directly on the CSTR and a traditional gradient based approach. Training RL directly on the CSTR requires over 60,000 system interactions compared to 6000 historical data points for hybrid model development.

42 ENGINEERING↗
DOE OSTI2017

Stage-parallel fully implicit Runge–Kutta solvers for discontinuous Galerkin fluid simulations

In this paper, we develop new techniques for solving the large, coupled linear systems that arise from fully implicit Runge–Kutta methods. This method makes use of the iterative preconditioned GMRES algorithm for solving the linear systems, which has seen success for fluid flow problems and discontinuous Galerkin discretizations. By transforming the resulting linear system of equations, one can obtain a method which is much less computationally expensive than the untransformed formulation, and which compares competitively with other time-integration schemes, such as diagonally implicit Runge–Kutta (DIRK) methods. We develop and test several ILU-based preconditioners effective for these large systems. We additionally employ a parallel-in-time strategy to compute the Runge–Kutta stages simultaneously. Numerical experiments are performed on the Navier–Stokes equations using Euler vortex and 2D and 3D NACA airfoil test cases in serial and in parallel settings. In conclusion, the fully implicit Radau IIA Runge–Kutta methods compare favorably with equal-order DIRK methods in terms of accuracy, number of GMRES iterations, number of matrix–vector multiplications, and wall-clock time, for a wide range of time steps.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
DOE OSTI2022

An adaptive scalable fully implicit algorithm based on stabilized finite element for reduced visco-resistive MHD

The magnetohydrodynamics (MHD) equations are continuum models used in the study of a wide range of plasma physics systems, including the evolution of complex plasma dynamics in tokamak disruptions. However, efficient numerical solution methods for MHD are extremely challenging due to disparate time and length scales, strong hyperbolic phenomena, and nonlinearity. Additionally, therefore the development of scalable, implicit MHD algorithms and high-resolution adaptive mesh refinement strategies is of considerable importance. In this work, we develop a high-order stabilized finite-element algorithm for the reduced visco-resistive MHD equations based on the MFEM finite element library (mfem.org). The scheme is fully implicit, solved with the Jacobian-free Newton-Krylov (JFNK) method with a physics-based preconditioning strategy. Our preconditioning strategy is a generalization of the physics-based preconditioning methods in Chacón et al. (2002) to adaptive, stabilized finite elements. Algebraic multigrid methods are used to invert sub-block operators to achieve scalability. A parallel adaptive mesh refinement scheme with dynamic load-balancing is implemented to efficiently resolve the multi-scale spatial features of the system. Our implementation uses the MFEM framework, which provides arbitrary-order polynomials and flexible adaptive conforming and non-conforming meshes capabilities. Results demonstrate the accuracy, efficiency, and scalability of the implicit scheme in the presence of large scale disparity. The potential of the AMR approach is demonstrated on an island coalescence problem in the high Lundquist-number regime (≥ 10 7 ) with the successful resolution of plasmoid instabilities and thin current sheets.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
DOE OSTI2024

Scalable Implicit Solvers with Dynamic Mesh Adaptation for a Relativistic Drift-Kinetic Fokker–Planck–Boltzmann Model

In this work we consider a relativistic drift-kinetic model for runaway electrons along with a Fokker–Planck operator for small-angle Coulomb collisions, a radiation damping operator, and a secondary knock-on (Boltzmann) collision source. Here, we develop a new scalable fully implicit solver utilizing finite volume and conservative finite difference schemes and dynamic mesh adaptivity. A new data management framework in the PETSc library based on the p4est library is developed to enable simulations with dynamic adaptive mesh refinement (AMR), distributed memory parallelization, and dynamic load balancing of computational work. This framework and the runaway electron solver building on the framework are able to dynamically capture both bulk Maxwellian at the low-energy region and a runaway tail at the high-energy region. To effectively capture features via the AMR algorithm, a new AMR indicator prediction strategy is proposed that is performed alongside the implicit time evolution of the solution. This strategy is complemented by the introduction of computationally cheap feature-based AMR indicators that are analyzed theoretically. Numerical results quantify the advantages of the prediction strategy in better capturing features compared with nonpredictive strategies; and we demonstrate trade-offs regarding computational costs. The robustness with respect to model parameters, algorithmic scalability, and parallel scalability are demonstrated through several benchmark problems including manufactured solutions and solutions of different physics models. We focus on demonstrating the advantages of using implicit time stepping and AMR for runaway electron simulations.

70 PLASMA PHYSICS AND FUSION TECHNOLOGY↗
DOE OSTI2024

A fully implicit, asymptotic-preserving, semi-Lagrangian algorithm for the time dependent anisotropic heat transport equation

In this paper, we extend the operator-split asymptotic-preserving, semi-Lagrangian algorithm for time dependent anisotropic heat transport equation proposed in Chacón et al. (2014) [18] to use a fully implicit time integration with backward differentiation formulas. The proposed implicit method can deal with arbitrary heat-transport anisotropy ratios $\mathcal{X}$∥ /$ \mathcal{X}$⟂ $\ggg$ 1 (with $\mathcal{X}$∥, $ \mathcal{X}$⟂ the parallel and perpendicular heat diffusivities, respectively) in complicated magnetic field topologies in an accurate and efficient manner. Further, the implicit algorithm is second-order accurate temporally and demonstrates an accurate treatment at boundary layers (e.g., island separatrices), which was not ensured by the operator-split implementation. The condition number of the resulting algebraic system is independent of the anisotropy ratio, and is inverted with preconditioned GMRES. We propose a simple preconditioner that renders the finite-dimensional linear operator compact, resulting in mesh-independent convergence rates for topologically simple magnetic fields, and convergence rates scaling as ~ (NΔt) 1/4 (with N the total mesh size and Δt the timestep) in topologically complex magnetic-field configurations. We demonstrate the accuracy and performance of the approach with test problems of varying complexity, including an analytically tractable boundary-layer problem in a straight magnetic field, and a topologically complex magnetic field featuring magnetic islands with extreme anisotropy ratios $\mathcal{X}$∥ /$ \mathcal{X}$⟂ = 10 10 ) .

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2012

Analytic treatment of source photon emission times to reduce noise in implicit Monte Carlo calculations

Statistical uncertainty is inherent to any Monte Carlo simulation of radiation transport problems. In space-angle-frequency independent radiative transfer calculations, the uncertainty in the solution is entirely due to random sampling of source photon emission times. We have developed a modification to the Implicit Monte Carlo algorithm that eliminates noise due to sampling of the emission time of source photons. In problems that are independent of space, angle, and energy, the new algorithm generates a smooth solution, while a standard implicit Monte Carlo solution is noisy. For space- and angle-dependent problems, the new algorithm exhibits reduced noise relative to standard implicit Monte Carlo in some cases, and comparable noise in all other cases. In conclusion, the improvements are limited to short time scales; over long time scales, noise due to random sampling of spatial and angular variables tends to dominate the noise reduction from the new algorithm.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
DOE OSTI2016

Semi-implicit time integration of atmospheric flows with characteristic-based flux partitioning

Here, this paper presents a characteristic-based flux partitioning for the semi-implicit time integration of atmospheric flows. Nonhydrostatic models require the solution of the compressible Euler equations. The acoustic time scale is significantly faster than the advective scale, yet it is typically not relevant to atmospheric and weather phenomena. The acoustic and advective components of the hyperbolic flux are separated in the characteristic space. High-order, conservative additive Runge-Kutta methods are applied to the partitioned equations so that the acoustic component is integrated in time implicitly with an unconditionally stable method, while the advective component is integrated explicitly. The time step of the overall algorithm is thus determined by the advective scale. Benchmark flow problems are used to demonstrate the accuracy, stability, and convergence of the proposed algorithm. The computational cost of the partitioned semi-implicit approach is compared with that of explicit time integration.

54 ENVIRONMENTAL SCIENCES↗
DOE OSTI2018

A Fast Solver for Implicit Integration of the Vlasov--Poisson System in the Eulerian Framework

In this paper, we present a domain decomposition algorithm to accelerate the solution of Eulerian-type discretizations of the linear, steady-state Vlasov equation. The steady-state solver then forms a key component in the implementation of fully implicit or nearly fully implicit temporal integrators for the nonlinear Vlasov--Poisson system. The solver relies on a particular decomposition of phase space that enables the use of sweeping techniques commonly used in radiation transport applications. The original linear system for the phase space unknowns is then replaced by a smaller linear system involving only unknowns on the boundary between subdomains, which can then be solved efficiently with Krylov methods such as GMRES. Steady-state solves are combined to form an implicit Runge--Kutta time integrator, and the Vlasov equation is coupled self-consistently to the Poisson equation via a linearized procedure or a nonlinear fixed-point method for the electric field. Finally, numerical results for standard test problems demonstrate the efficiency of the domain decomposition approach when compared to the direct application of an iterative solver to the original linear system.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2022

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

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

97 MATHEMATICS AND COMPUTING↗