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NASA NTRS1993

Analysis of implicit second-order upwind-biased stencils

Truncation error and stability properties of several implicit upwind schemes for the two-dimensional Euler equations are examined. The schemes use linear data reconstruction methods to achieve second-order flux integrations where the implicit Jacobian operators are first order. The stability properties of the schemes are examined by a Von Neumann analysis of the linearized, constant-coefficient Euler equations. The choice of the data reconstruction method used to evaluate the flux integral has a dramatic effect on the convergence properties of the implicit solution method. In particular, the typical one-dimensional data reconstruction methods used with structured grids exhibit poor convergence properties compared to the unstructured grid method considered. Of the schemes examined, the one with the superior convergence properties is well-suited for both unstructured and structured grids, which has important implications for the design of implicit methods.

Roberts, Thomas W.↗

NASA NTRS1993

A transient FETI methodology for large-scale parallel implicit computations in structural mechanics, part 2

Explicit codes are often used to simulate the nonlinear dynamics of large-scale structural systems, even for low frequency response, because the storage and CPU requirements entailed by the repeated factorizations traditionally found in implicit codes rapidly overwhelm the available computing resources. With the advent of parallel processing, this trend is accelerating because explicit schemes are also easier to parallellize than implicit ones. However, the time step restriction imposed by the Courant stability condition on all explicit schemes cannot yet and perhaps will never be offset by the speed of parallel hardware. Therefore, it is essential to develop efficient and robust alternatives to direct methods that are also amenable to massively parallel processing because implicit codes using unconditionally stable time-integration algorithms are computationally more efficient than explicit codes when simulating low-frequency dynamics. Here we present a domain decomposition method for implicit schemes that requires significantly less storage than factorization algorithms, that is several times faster than other popular direct and iterative methods, that can be easily implemented on both shared and local memory parallel processors, and that is both computationally and communication-wise efficient. The proposed transient domain decomposition method is an extension of the method of Finite Element Tearing and Interconnecting (FETI) developed by Farhat and Roux for the solution of static problems. Serial and parallel performance results on the CRAY Y-MP/8 and the iPSC-860/128 systems are reported and analyzed for realistic structural dynamics problems. These results establish the superiority of the FETI method over both the serial/parallel conjugate gradient algorithm with diagonal scaling and the serial/parallel direct method, and contrast the computational power of the iPSC-860/128 parallel processor with that of the CRAY Y-MP/8 system.

Farhat, Charbel↗

NASA NTRS1995

Implicit schemes and parallel computing in unstructured grid CFD

The development of implicit schemes for obtaining steady state solutions to the Euler and Navier-Stokes equations on unstructured grids is outlined. Applications are presented that compare the convergence characteristics of various implicit methods. Next, the development of explicit and implicit schemes to compute unsteady flows on unstructured grids is discussed. Next, the issues involved in parallelizing finite volume schemes on unstructured meshes in an MIMD (multiple instruction/multiple data stream) fashion are outlined. Techniques for partitioning unstructured grids among processors and for extracting parallelism in explicit and implicit solvers are discussed. Finally, some dynamic load balancing ideas, which are useful in adaptive transient computations, are presented.

Venkatakrishnam, V.↗

NASA NTRS1992

A transient FETI methodology for large-scale parallel implicit computations in structural mechanics

Explicit codes are often used to simulate the nonlinear dynamics of large-scale structural systems, even for low frequency response, because the storage and CPU requirements entailed by the repeated factorizations traditionally found in implicit codes rapidly overwhelm the available computing resources. With the advent of parallel processing, this trend is accelerating because explicit schemes are also easier to parallelize than implicit ones. However, the time step restriction imposed by the Courant stability condition on all explicit schemes cannot yet -- and perhaps will never -- be offset by the speed of parallel hardware. Therefore, it is essential to develop efficient and robust alternatives to direct methods that are also amenable to massively parallel processing because implicit codes using unconditionally stable time-integration algorithms are computationally more efficient when simulating low-frequency dynamics. Here we present a domain decomposition method for implicit schemes that requires significantly less storage than factorization algorithms, that is several times faster than other popular direct and iterative methods, that can be easily implemented on both shared and local memory parallel processors, and that is both computationally and communication-wise efficient. The proposed transient domain decomposition method is an extension of the method of Finite Element Tearing and Interconnecting (FETI) developed by Farhat and Roux for the solution of static problems. Serial and parallel performance results on the CRAY Y-MP/8 and the iPSC-860/128 systems are reported and analyzed for realistic structural dynamics problems. These results establish the superiority of the FETI method over both the serial/parallel conjugate gradient algorithm with diagonal scaling and the serial/parallel direct method, and contrast the computational power of the iPSC-860/128 parallel processor with that of the CRAY Y-MP/8 system.

Farhat, Charbel↗

NASA NTRS1996

Multigrid Methods for Fully Implicit Oil Reservoir Simulation

In this paper we consider the simultaneous flow of oil and water in reservoir rock. This displacement process is modeled by two basic equations: the material balance or continuity equations and the equation of motion (Darcy's law). For the numerical solution of this system of nonlinear partial differential equations there are two approaches: the fully implicit or simultaneous solution method and the sequential solution method. In the sequential solution method the system of partial differential equations is manipulated to give an elliptic pressure equation and a hyperbolic (or parabolic) saturation equation. In the IMPES approach the pressure equation is first solved, using values for the saturation from the previous time level. Next the saturations are updated by some explicit time stepping method; this implies that the method is only conditionally stable. For the numerical solution of the linear, elliptic pressure equation multigrid methods have become an accepted technique. On the other hand, the fully implicit method is unconditionally stable, but it has the disadvantage that in every time step a large system of nonlinear algebraic equations has to be solved. The most time-consuming part of any fully implicit reservoir simulator is the solution of this large system of equations. Usually this is done by Newton's method. The resulting systems of linear equations are then either solved by a direct method or by some conjugate gradient type method. In this paper we consider the possibility of applying multigrid methods for the iterative solution of the systems of nonlinear equations. There are two ways of using multigrid for this job: either we use a nonlinear multigrid method or we use a linear multigrid method to deal with the linear systems that arise in Newton's method. So far only a few authors have reported on the use of multigrid methods for fully implicit simulations. Two-level FAS algorithm is presented for the black-oil equations, and linear multigrid for two-phase flow problems with strong heterogeneities and anisotropies is studied. Here we consider both possibilities. Moreover we present a novel way for constructing the coarse grid correction operator in linear multigrid algorithms. This approach has the advantage in that it preserves the sparsity pattern of the fine grid matrix and it can be extended to systems of equations in a straightforward manner. We compare the linear and nonlinear multigrid algorithms by means of a numerical experiment.

Molenaar, J.↗

NASA NTRS1997

Massively Parallel and Scalable Implicit Time Integration Algorithms for Structural Dynamics

Farhat, Charbel↗

NASA NTRS1997

The Implicit and Explicit alpha-mu Schemes

Artificial numerical dissipation is an important issue in large Reynolds number computations. In such computations, the artificial dissipation inherent in traditional numerical schemes can overwhelm the physical dissipation and yield inaccurate results on meshes of practical size. In the present work, the space-time conservation element and solution element method is used to construct new and accurate numerical schemes such that artificial numerical dissipation will not overwhelm physical dissipation. Specifically, these schemes have the property that numerical dissipation vanishes when the physical viscosity goes to zero. These new schemes therefore accurately model the physical dissipation even when it is extremely small. The method of space-time conservation element and solution element, currently under development, is a nontraditional numerical method for solving conservation laws. The method is developed on the basis of local and global flux conservation in a space-time domain, in which space and time are treated in a unified manner. Explicit solvers for model and fluid dynamic conservation laws have previously been investigated. In this paper, we introduce a new concept in the design of implicit schemes, and use it to construct two highly accurate solvers for a convection-diffusion equation. The two schemes become identical in the pure convection case, and in the pure diffusion case. The implicit schemes are applicable over the whole Reynolds number range, from purely diffusive equations to purely inviscid (convective) equations. The stability and consistency of the schemes are analyzed, and some numerical results are presented. It is shown that, in the inviscid case, the new schemes become explicit and their amplification factors are identical to those of the Leapfrog scheme. On the other hand, in the pure diffusion case, their principal amplification factor becomes the amplification factor of the Crank-Nicolson scheme. We also construct an explicit solver with the treatment of diffusion being based on that in the implicit solvers. The explicit solver has only a CFL stability limitation on the Courant number, yet it retains the second-order spatial accuracy of the implicit schemes.

Chang, Sin-Chung↗

NASA NTRS2017

Implicit Formulation of Muscle Dynamics in OpenSim

Astronauts lose bone and muscle mass during spaceflight. Exercise countermeasure is the primary method for counteracting bone and muscle mass loss in space. New spacecraft exercise device concepts are currently being developed for the NASAs new crew exploration vehicle. The NASA Digital Astronaut Project (DAP) uses computational modeling to help determine if the new exercise devices will be effective as countermeasures. The NASA Digital Astronaut Project is developing the ability to utilize predictive simulation to provide insight into the change in kinematics and kinetics with a change in device and gravitational environment (1-g versus 0-g). For example, in space exercise the subject's body weight is applied in addition to the loads prescribed for musculoskeletal maintenance. How and where these loads are applied obviously directly impacts bone and tissue loads. Additionally, due to space vehicle structural requirements, exercise devices are often placed on vibration isolation systems. This changes the apparent impedance or stiffness of the device as seen by the user. Data collection under these conditions is often impractical and limited. Predictive modeling provides a means to have a virtual subject to test hypotheses. Predictive simulation provides a virtual subject for which we are able to perform studies such as sensitivity to device loading and vibration isolation without the need for laboratory kinematic or kinetic test data.Direct Collocation optimization provides an efficient means to perform task based optimization and predictive modeling. It is relatively straight forward to structure a physical exercise task in a Direct Collocation mathematical formulation: perform a motion such that you start at an initial pose, achieve a given amount of deflection i.e a squat, return to the initial pose, and minimize muscle activation cost. Direct Collocation is advantageous in that it does not require numerical integration to evaluate the objective function. Instead, the system dynamics are transformed to discrete time and the optimizer is constrained such that the solution is not considered to be a valid unless the dynamic equations are satisfied at all time points. The simulation and optimization are effectively done simultaneously. Due to the implicit integration, time steps can be more coarse than in a differential equation solver. In a gait scenario this means that that the model constraints and cost function are evaluated at 100 nodes in the gait cycle versus 10,000 integration steps in a variable-step forward dynamic simulation. Furthermore, no time is wasted on accurate simulations of movements that are far from the optimum. Constrained optimization algorithms require a Jacobian matrix that contains the partial derivatives of each of the dynamic constraints with respect to of each of the state and control variables at all time points. This is a large but sparse matrix. An implicit dynamics formulation requires computation of the dynamic residuals f as a function of the states x and their derivatives, and controls u:f(x, dxdt, u) 0If the dynamics of musculoskeletal system are formulated implicitly, the Jacobian elements are often available analytically, eliminating the need for numerical differentiation; this is obviously computationally advantageous. Additionally, implicit formulation of musculoskeletal dynamics do not suffer from singularities from low mass bodies, zero muscle activation, or other stiff system or

physical exercise↗

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↗