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NASA NTRS1990

Computational enhancement of an unsymmetric block Lanczos algorithm

An unsymmetric block Lanczos algorithm has been employed for the dynamic analysis of a large system which has arbitrary damping and/or repeated (or closely spaced) eigenvalues. In the algorithm development, the right and left Lanczos vectors are all theoretically biorthogonal to each other. However, these vectors may lose the biorthogonality owing to cancellation and roundoff errors. For the unsymmetric case there can be a breakdown, even without numerical errors. This paper describes computational techniques which have led to a robust unsymmetric block Lanczos algorithm.

Kim, Hyoung M.↗

DOE OSTI2025

Score-Based Physics-Informed Neural Networks for High-Dimensional Fokker–Planck Equations

The Fokker-Planck (FP) equation is a foundational partial differential equation (PDE) in stochastic processes involving Brownian motions. However, the curse of dimensionality (CoD) poses a formidable challenge when dealing with high-dimensional FP equations. Although Monte Carlo simulation and (vanilla) Physics-Informed Neural Networks (PINNs) have shown the potential to tackle CoD, both methods exhibit significant numerical errors in high dimensions when dealing with the probability density function (PDF) associated with Brownian motion. The point-wise PDF values tend to decrease exponentially as dimensionality increases, surpassing the precision of numerical simulations and resulting in substantial errors. In addition, due to its massive sampling, Monte Carlo fails to offer fast sampling. Modeling the logarithm likelihood (LL) via vanilla PINNs transforms the FP equation into a notoriously difficult Hamilton-Jacobi-Bellman (HJB) equation, which is impractical for PINN learning, whose error grows rapidly with dimension. To this end, we propose a novel approach utilizing a score-based solver to fit the score function in stochastic differential equations (SDEs). The score function, defined as the gradient of the LL, plays a fundamental role in inferring LL and PDF and enables fast SDE sampling, offering an effective means to overcome the CoD. Three fitting methods, Score Matching (SM), Sliced Score Matching (SSM), and Score-PINN, are introduced, each contributing unique advantages in computational complexity, accuracy, and generality. The proposed score-based SDE solver operates in two stages: first, employing score matching or Score-PINN to acquire the score function; and second, solving the LL via an ordinary differential equation (ODE) using the obtained score function. Comparative evaluations across these methods showcase varying trade-offs. The proposed methodology is evaluated across diverse SDEs, including anisotropic Ornstein-Uhlenbeck processes, geometric Brownian motion, and Brownian motion with varying eigenspace. We also test various distributions, including Gaussian, Log-normal, Laplace, and Cauchy distributions. The numerical results demonstrate the score-based SDE solver’s stability, speed, and performance across different experimental settings, solidifying its potential as a solution to CoD for high-dimensional FP equations.

97 MATHEMATICS AND COMPUTING↗

DOE OSTI2022

Quantifying Errors in Effective Cluster Interactions of Lattice Gas Cluster Expansions

The promise of lattice gas (LG) cluster expansions (CEs) is that they can describe a given system property to any level of accuracy since the orthogonal “cluster basis functions” span the complete space of available configurations. Such an approach can be constructed to an arbitrarily large surface of a finite number of distinct adsorption sites. Unfortunately, this is only true for the case of an ideal, fixed lattice decorated with components at precise lattice points (the lattice “sites”) with no distortions or relaxations subsequently allowed. Since most systems, and surfaces specifically, do not conform to such an ideal set of constraints, errors in LG CEs must be expected or CE convergence severely hampered. Beyond this, numerical errors in the provided data can complicate the proper construction of a truly predictive and/or physically significant CE. In this work, we show here how reliance on typical statistical tools like confidence intervals cannot be expected to provide an accurate representation of the uncertainty of effective cluster interactions (ECIs) in the CE due to the nature of the target ab initio data and the nature of CEs themselves. We develop a method for estimating these errors that does not rely on statistical assumptions about the model or data. We then use these ECI errors to quantify fundamental consequences on the uncertainty of ECIs in CEs built from O/Fe(100) data whose surface and adsorbates have been allowed to relax in a typical manner and from O/Fe(100) data whose surface and adsorbates are fixed in ideal lattice positions. We also quantify the effect of using a different density functional theory exchange–correlation functional, using these ECI errors to assess the significance in any deviations. In both cases, our method is shown to have remarkable utility in the quantification of errors in the ECIs of CEs. While we stick to the lattice gas convention in this work, the method is equally applicable to the Ising convention or, in principle, any linear model of sufficient complexity.

08 HYDROGEN↗

NASA NTRS2003

Efficient Low Dissipative High Order Schemes for Multiscale MHD Flows, I: Basic Theory

The objective of this paper is to extend our recently developed highly parallelizable nonlinear stable high order schemes for complex multiscale hydrodynamic applications to the viscous MHD equations. These schemes employed multiresolution wavelets as adaptive numerical dissipation controls t o limit the amount of and to aid the selection and/or blending of the appropriate types of dissipation to be used. The new scheme is formulated for both the conservative and non-conservative form of the MHD equations in curvilinear grids. The four advantages of the present approach over existing MHD schemes reported in the open literature are as follows. First, the scheme is constructed for long-time integrations of shock/turbulence/combustion MHD flows. Available schemes are too diffusive for long-time integrations and/or turbulence/combustion problems. Second, unlike exist- ing schemes for the conservative MHD equations which suffer from ill-conditioned eigen- decompositions, the present scheme makes use of a well-conditioned eigen-decomposition obtained from a minor modification of the eigenvectors of the non-conservative MHD equations t o solve the conservative form of the MHD equations. Third, this approach of using the non-conservative eigensystem when solving the conservative equations also works well in the context of standard shock-capturing schemes for the MHD equations. Fourth, a new approach to minimize the numerical error of the divergence-free magnetic condition for high order schemes is introduced. Numerical experiments with typical MHD model problems revealed the applicability of the newly developed schemes for the MHD equations.

Sjoegreen, Bjoern↗

DOE OSTI2021

Improved Prediction of Cold-Air Pools in the Weather Research and Forecasting Model Using a Truly Horizontal Diffusion Scheme for Potential Temperature

The terrain-following vertical coordinate system used by many atmospheric models, including the Weather Research and Forecasting (WRF) Model, is prone to errors in regions of complex terrain. These errors stem, in part, from the calculation of horizontal gradients within the diffusion term of the momentum or scalar evolution equations. In WRF, such gradients can be calculated along coordinate surfaces, or using metric terms that help account for grid skewness. However, neither of these options ensures a truly horizontal gradient calculation, especially if a grid cell is skewed enough that the heights of the neighboring grid points used in the calculation fall outside the vertical range of the cell. In this work, an improved scheme that uses Taylor series approximations to vertically interpolate variables to the level necessary for a truly horizontal gradient calculation is implemented in WRF for the diffusion of potential temperature. The scheme is validated using an atmosphere-at-rest configuration, in which spurious flows develop only as a result of numerical errors and can thus be used as a proxy for model performance. Following validation, the method is applied to the simulation of cold-air pools (CAPs), which occur in regions of complex terrain and are characterized by strong near-surface temperature gradients. Using the truly horizontal scheme, idealized simulations demonstrate reduced numerical mixing in a quiescent CAP, and a realistic case study in the Columbia River basin shows a reduction in positive wind speed bias by up to roughly 20% compared to observations from the Second Wind Forecast Improvement Project.

54 ENVIRONMENTAL SCIENCES↗

NASA NTRS1985

Error Reduction Program

The details of a study to select, incorporate and evaluate the best available finite difference scheme to reduce numerical error in combustor performance evaluation codes are described. The combustor performance computer programs chosen were the two dimensional and three dimensional versions of Pratt & Whitney's TEACH code. The criteria used to select schemes required that the difference equations mirror the properties of the governing differential equation, be more accurate than the current hybrid difference scheme, be stable and economical, be compatible with TEACH codes, use only modest amounts of additional storage, and be relatively simple. The methods of assessment used in the selection process consisted of examination of the difference equation, evaluation of the properties of the coefficient matrix, Taylor series analysis, and performance on model problems. Five schemes from the literature and three schemes developed during the course of the study were evaluated. This effort resulted in the incorporation of a scheme in 3D-TEACH which is usuallly more accurate than the hybrid differencing method and never less accurate.

Syed, S. A.↗

DOE OSTI2021

Machine learning based algorithms for uncertainty quantification in numerical weather prediction models

Complex numerical weather prediction models incorporate a variety of physical processes, each described by multiple alternative physical schemes with specific parameters. The selection of the physical schemes and the choice of the corresponding physical parameters during model configuration can significantly impact the accuracy of model forecasts. There is no combination of physical schemes that works best for all times, at all locations, and under all conditions. It is therefore of considerable interest to understand the interplay between the choice of physics and the accuracy of the resulting forecasts under different conditions. This paper demonstrates the use of machine learning techniques to study the uncertainty in numerical weather prediction models due to the interaction of multiple physical processes. The first problem addressed herein is the estimation of systematic model errors in output quantities of interest at future times, and the use of this information to improve the model forecasts. The second problem considered is the identification of those specific physical processes that contribute most to the forecast uncertainty in the quantity of interest under specified meteorological conditions. In order to address these questions we employ two machine learning approaches, random forests and artificial neural networks. The discrepancies between model results and observations at past times are used to learn the relationships between the choice of physical processes and the resulting forecast errors. Numerical experiments are carried out with the Weather Research and Forecasting (WRF) model. The output quantity of interest is the model precipitation, a variable that is both extremely important and very challenging to forecast. The physical processes under consideration include various micro-physics schemes, cumulus parameterizations, short wave, and long wave radiation schemes. The experiments demonstrate the strong potential of machine learning approaches to aid the study of model errors.

97 MATHEMATICS AND COMPUTING↗

NASA NTRS1976

Numerical simulation of small perturbation transonic flows

The results of a systematic study of small perturbation transonic flows are presented. Both the flow over thin airfoils and the flow over wedges were investigated. Various numerical schemes were employed in the study. The prime goal of the research was to determine the efficiency of various numerical procedures by accurately evaluating the wave drag, both by computing the pressure integral around the body and by integrating the momentum loss across the shock. Numerical errors involved in the computations that affect the accuracy of drag evaluations were analyzed. The factors that effect numerical stability and the rate of convergence of the iterative schemes were also systematically studied.

Seebass, A. R.↗

NASA NTRS1989

On an efficient and accurate method to integrate restricted three-body orbits

This work is a quantitative analysis of the advantages of the Bulirsch-Stoer (1966) method, demonstrating that this method is certainly worth considering when working with small N dynamical systems. The results, qualitatively suspected by many users, are quantitatively confirmed as follows: (1) the Bulirsch-Stoer extrapolation method is very fast and moderately accurate; (2) regularization of the equations of motion stabilizes the error behavior of the method and is, of course, essential during close approaches; and (3) when applicable, a manifold-correction algorithm reduces numerical errors to the limits of machine accuracy. In addition, for the specific case of the restricted three-body problem, even a small eccentricity for the orbit of the primaries drastically affects the accuracy of integrations, whether regularized or not; the circular restricted problem integrates much more accurately.

Murison, Marc A.↗

NASA NTRS1992

On the reliability of gravitational N-body integrations

In a self-gravitating system of point particles such as a spherical star cluster, small disturbances to an orbit grow exponentially on a time-scale comparable with the crossing time. The results of N-body integrations are therefore extremely sensitive to numerical errors: in practice it is almost impossible to follow orbits of individual particles accurately for more than a few crossing times. We demonstrate that numerical orbits in the gravitational N-body problem are often shadowed by true orbits for many crossing times. This result enhances our confidence in the use of N-body integrations to study the evolution of stellar systems.

Quinlan, Gerald D.↗

NASA NTRS1992

Numerical methods for the simulation of complex multi-body flows with applications for the integrated Space Shuttle vehicle

This project forms part of the long term computational effort to simulate the time dependent flow over the integrated Space Shuttle vehicle (orbiter, solid rocket boosters (SRB's), external tank (ET), and attach hardware) during its ascent mode for various nominal and abort flight conditions. Due to the limitations of experimental data such as wind tunnel wall effects and the difficulty of safely obtaining valid flight data, numerical simulations are undertaken to supplement the existing data base. This data can then be used to predict the aerodynamic behavior over a wide range of flight conditions. Existing computational results show relatively good overall comparison with experiments but further refinement is required to reduce numerical errors and to obtain finer agreements over a larger parameter space. One of the important goals of this project is to obtain better comparisons between numerical simulations and experiments. In the simulations performed so far, the geometry has been simplified in various ways to reduce the complexity so that useful results can be obtained in a reasonable time frame due to limitations in computer resources. In this project, the finer details of the major components of the Space Shuttle are modeled better by including more complexity in the geometry definition. Smaller components not included in early Space Shuttle simulations will now be modeled and gridded.

Chan, William M.↗

NASA NTRS1998

Annual Research Briefs, 1998

The topics contained in this progress report are direct numerical simulation of turbulent non-premixed combustion with realistic chemistry; LES of non-premixed turbulent reacting flows with conditional source term estimation; measurements of the three-dimensional scalar dissipation rate in gas-phase planar turbulent jets; direct simulation of a jet diffusion flame; on the use of interpolating wavelets in the direct numerical simulation of combustion; on the use of a dynamically adaptive wavelet collocation algorithm in DNS (direct numerical simulation) of non-premixed turbulent combustion; 2D simulations of Hall thrusters; computation of trailing-edge noise at low mach number using LES and acoustic analogy; weakly nonlinear modeling of the early stages of bypass transition; interactions between freestream turbulence and boundary layers; interfaces at the outer boundaries of turbulent motions; largest scales of turbulent wall flows; the instability of streaks in near-wall turbulence; an implementation of the v(sup 2) - f model with application to transonic flows; heat transfer predictions in cavities; a structure-based model with stropholysis effects; modeling a confined swirling coaxial jet; subgrid-scale models based on incremental unknowns for large eddy simulations; subgrid scale modeling taking the numerical error into consideration; towards a near-wall model for LES of a separated diffuser flow; on the feasibility of merging LES with RANS (Reynolds Averaging Numerical simulation) for the near-wall region of attached turbulent flows; large-eddy simulation of a separated boundary layer; numerical study of a channel flow with variable properties; on the construction of high order finite difference schemes on non-uniform meshes with good conservation properties; development of immersed boundary methods for complex geometries; and particle methods for micro and macroscale flow simulations.

Spinks, Debra↗

DOE OSTI2022

Verification of MOOSE/Bison's Heat Conduction Solver Using Combined Spatiotemporal Convergence Analysis

Bison is a computational physics code that uses the finite element method to model the thermo-mechanical response of nuclear fuel. Since Bison is used to inform high-consequence decisions, it is important that its computational results are reliable and predictive. One important step in assessing the reliability and predictive capabilities of a simulation tool is the verification process, which quantifies numerical errors in a discrete solution relative to the exact solution of the mathematical model. One step in the verification process—called code verification—ensures that the implemented numerical algorithm is a faithful representation of the underlying mathematical model, including partial differential or integral equations, initial and boundary conditions, and auxiliary relationships. In this paper, the code verification process is applied to spatiotemporal heat conduction problems in Bison. Simultaneous refinement of the discretization in space and time is employed to reveal any potential mistakes in the numerical algorithms for the interactions between the spatial and temporal components of the solution. For each verification problem, the correct spatial and temporal order of accuracy is demonstrated for both first- and second-order accurate finite elements and a variety of time-integration schemes. Furthermore, these results provide strong evidence that the Bison numerical algorithm for solving spatiotemporal problems reliably represents the underlying mathematical model in MOOSE. The selected test problems can also be used in other simulation tools that numerically solve for conduction or diffusion.

11 NUCLEAR FUEL CYCLE AND FUEL MATERIALS↗

NASA NTRS1981

Pitfalls and guidelines for the numerical evaluation of moderate-order system frequency response

The design and evaluation of a feedback control system via frequency response methods relies heavily upon numerical methods. In application, one can usually develop low order simulation models which for the most part are devoid of numerical problems. However, when complex feedback interactions, for example, between instrument control systems and their flexible mounting structure, must be evaluated, simulation models become moderate to large order and numerical problems become common. A large body of relevant numerical error analysis literature is summarized in a large language understandable to nonspecialists. The intent is to provide engineers using simulation models with an engineering feel for potential numerical problems without getting intertwined in the complexities of the associated mathematical theory. Guidelines are also provided by suggesting alternate state of the art methods which have good numerical evaluation characteristics.

Frisch, H. P.↗

NASA NTRS2017

Automatic Estimation of Verified Floating-Point Round-Off Errors via Static Analysis

This paper introduces a static analysis technique for computing formally verified round-off error bounds of floating-point functional expressions. The technique is based on a denotational semantics that computes a symbolic estimation of floating-point round-o errors along with a proof certificate that ensures its correctness. The symbolic estimation can be evaluated on concrete inputs using rigorous enclosure methods to produce formally verified numerical error bounds. The proposed technique is implemented in the prototype research tool PRECiSA (Program Round-o Error Certifier via Static Analysis) and used in the verification of floating-point programs of interest to NASA.

Moscato, Mariano↗

DOE OSTI2024

When should PIC simulations be applied to atmospheric pressure plasmas? Impact of correlation heating

Abstract Molecular dynamics simulations are used to test when the particle-in-cell (PIC) method applies to atmospheric pressure plasmas. It is found that PIC applies only when the plasma density and macroparticle weight are sufficiently small because of two effects associated with correlation heating. The first is the physical effect of disorder-induced heating (DIH). This occurs if the plasma density is large enough that a species (typically ions) is strongly correlated in the sense that the Coulomb coupling parameter exceeds one. In this situation, DIH causes ions to rapidly heat following ionization. PIC is not well suited to capture DIH because doing so requires using a macroparticle weight of one and a grid that well resolves the physical interparticle spacing. These criteria render PIC intractable for macroscale domains. The second effect is a numerical error due to artificial correlation heating (ACH). ACH is like DIH in that it is caused by the Coulomb repulsion between particles, but differs in that it is a numerical effect caused by a macroparticle weight larger than one. Like DIH, it is associated with strong correlations. However, here the macroparticle coupling strength is found to scale as Γ w 2 / 3 , where Γ is the physical coupling strength and w is the macroparticle weight. So even if the physical coupling strength of a species is small, as is expected for electrons in atmospheric pressure plasmas, a sufficiently large macroparticle weight can cause the macroparticles to be strongly coupled and therefore heat due to ACH. Furthermore, it is shown that simulations in reduced dimensions exacerbate these issues.

70 PLASMA PHYSICS AND FUSION TECHNOLOGY↗

NASA NTRS2012

A Fast and Efficient Version of the TwO-Moment Aerosol Sectional (TOMAS) Global Aerosol Microphysics Model

This study develops more computationally efficient versions of the TwO-Moment Aerosol Sectional (TOMAS) microphysics algorithms, collectively called Fast TOMAS. Several methods for speeding up the algorithm were attempted, but only reducing the number of size sections was adopted. Fast TOMAS models, coupled to the GISS GCM II-prime, require a new coagulation algorithm with less restrictive size resolution assumptions but only minor changes in other processes. Fast TOMAS models have been evaluated in a box model against analytical solutions of coagulation and condensation and in a 3-D model against the original TOMAS (TOMAS-30) model. Condensation and coagulation in the Fast TOMAS models agree well with the analytical solution but show slightly more bias than the TOMAS-30 box model. In the 3-D model, errors resulting from decreased size resolution in each process (i.e., emissions, cloud processing wet deposition, microphysics) are quantified in a series of model sensitivity simulations. Errors resulting from lower size resolution in condensation and coagulation, defined as the microphysics error, affect number and mass concentrations by only a few percent. The microphysics error in CN70CN100 (number concentrations of particles larger than 70100 nm diameter), proxies for cloud condensation nuclei, range from 5 to 5 in most regions. The largest errors are associated with decreasing the size resolution in the cloud processing wet deposition calculations, defined as cloud-processing error, and range from 20 to 15 in most regions for CN70CN100 concentrations. Overall, the Fast TOMAS models increase the computational speed by 2 to 3 times with only small numerical errors stemming from condensation and coagulation calculations when compared to TOMAS-30. The faster versions of the TOMAS model allow for the longer, multi-year simulations required to assess aerosol effects on cloud lifetime and precipitation.

Lee, Yunha↗

DOE OSTI2024

Accelerating Multivariate Functional Approximation Computation with Domain Decomposition Techniques⋆

Modeling large datasets through Multivariate Functional Approximations (MFA) provide an elegant way to handle many visualization and scientific analysis workflows. The process necessitates scalable data partitioning methods to compute MFA representations efficiently without compromising the accuracy or continuity of the reconstructed solution. We propose a domain -decomposed method for computing the MFA with B -spline bases, which reduces the total work per task and uses a restricted Additive Schwarz (RAS) method to converge the control point data degrees -of -freedom along subdomain boundaries. We provide an in-depth analysis of the parallel approach with domain decomposition solvers, aiming to minimize local subdomain error residuals and recover high -order continuity at subdomain interfaces with appropriate choices of knot overlaps. The communication cost, determined by the overlap regions in the RAS implementation, is optimized to recover the numerical error profile of the single subdomain case. Our proposed method stands in contrast to previous methods, which typically only recover either C 0 or at best C 1 continuity for arbitrary B -spline degree expansions, or those that require post -processing to blend discontinuities in the reconstructed data. We demonstrate the effectiveness of our approach using analytical and real -world datasets in 1D, 2D, and 3D through both strong and weak scaling studies. The performance results indicate that the overall cost of computing the approximation is directly proportional to the underlying nearest -neighbor communication implementation, and is only weakly dependent on the overlap region size that determines the size of the messages. This finding underscores the efficiency and scalability of our proposed method, making it a promising solution for handling large datasets in scientific workflows.

additive Schwarz solvers↗