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At least 109 records · Page 6

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↗

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↗

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↗

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↗

Small-Noise Analysis and Symmetrization of Implicit Monte Carlo Samplers

Implicit samplers are algorithms for producing independent, weighted samples from multivariate probability distributions. These are often applied in Bayesian data assimilation algorithms. We use Laplace asymptotic expansions to analyze two implicit samplers in the small noise regime. Our analysis suggests a symmetrization of the algorithms that leads to improved implicit sampling schemes at a relatively small additional cost. Here, computational experiments confirm the theory and show that symmetrization is effective for small noise sampling problems.

97 MATHEMATICS AND COMPUTING↗

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↗

Performance analysis and implementation details of the Energy Conserving Semi-Implicit Method code (ECsim)

We present in this work the implementation of the Energy Conserving Semi-Implicit Method in a parallel code called ECsim. This new code is a three-dimensional, fully electromagnetic particle in cell (PIC) code. It is written in C/C++ and uses MPI to allow massive parallelization. ECsim is unconditionally stable in time, eliminates the finite grid instability, and has the same cycle scheme as the explicit code with a computational cost comparable to other semi-implicit PIC codes. All these features make it a very valuable tool to address situations which have not been possible to analyze until now with other PIC codes. In this work, we show the details of the algorithm implementation and we study its performance in different systems. ECsim is compared with another semi-implicit PIC code with different time and spectral resolution, showing its ability to address situations where other codes fail.

97 MATHEMATICS AND COMPUTING↗

Implicit highly-coupled single-ion Hall-MHD formulation for hybrid particle-in-cell codes

The rudiments of a particle-based single-fluid two-temperature magnetohydrodynamic (MHD) algorithm have been outlined in Thoma et al. (2013). The extension of this algorithm to include the effect of Hall physics is described in this paper. An implicit leapfrog version of the algorithm, which allows timesteps large compared to the resistive decay time and other relevant timescales, has recently been added to a hybrid particle-in-cell code. In standard MHD the Hall term in the generalized Ohm’s law can often be neglected when the Hall parameter is small. This term must, however, be retained in regimes where it is non-negligible. The retention of displacement current in Maxwell’s equations avoids the numerical difficulties associated with the whistler mode, which are encountered in standard explicit Hall-MHD codes, and allows the algorithm to be incorporated into hybrid particle-in-cell codes, for which particles may migrate from a kinetic to fluid to MHD description based upon local ambient plasma conditions. A highly-coupled implicit Hall-MHD formalism is presented, in which displacement current can either be retained or neglected. Even when displacement current is neglected, the highly-coupled implicit formalism avoids the restrictive timesteps for the whistler mode in explicit Hall-MHD codes. A comparison of numerical and analytic dispersion analysis demonstrates the feasibility of this approach and establishes relevant constraints to assure numerical stability. The implementation of the algorithm is described, and test simulation results in 1D and 2D in both linear and nonlinear regimes are presented.

97 MATHEMATICS AND COMPUTING↗

Time-discretization of a plasma-neutral MHD model with a semi-implicit leapfrog algorithm

The semi-implicit leapfrog time-discretization is a workhorse algorithm for initial-value MHD codes to bridge between vastly separated time scales. Inclusion of atomic interactions with neutrals breaks the functional structure of the MHD equations that exploited by the leapfrog. In this work, we address how to best integrate atomic physics into the semi-implicit leapfrog. Following the Crank-Nicolson method, one approach is to time-center the atomic interactions in the linear solver and use a Newton method to include the nonlinear contributions. Alternatively, another family of methods are based on operator-splitting the terms associated with the atomic interactions using a Strang-splitting technique. These methods naturally break equations into constituent ODE and PDE parts and preserve the structure exploited by the semi-implicit leapfrog. We study the accuracy and efficiency of these methods through a battery of 0D and 1D cases and show that a second-order-in-time Douglas-Rachford inspired coupling between the ODE and PDE advances is effective in reducing the time-discretization error to be comparable to that of Crank-Nicolson with Newton iteration of the nonlinear terms. Splitting ODE and PDE parts results in independent matrix solves for each field which reduces the computational cost considerably and provides parallelization over species relative to Crank-Nicolson.

70 PLASMA PHYSICS AND FUSION TECHNOLOGY↗

Implicit shock tracking for unsteady flows by the method of lines

Here, a recently developed high-order implicit shock tracking (HOIST) framework for resolving discontinuous solutions of inviscid, steady conservation laws is extended to the unsteady case. Central to the framework is an optimization problem which simultaneously computes a discontinuity-aligned mesh and the corresponding high-order approximation to the flow, which provides nonlinear stabilization and a high-order approximation to the solution. This work extends the implicit shock tracking framework to the case of unsteady conservation laws using a method of lines discretization via a diagonally implicit Runge-Kutta method by “solving a steady problem at each timestep”. We formulate and solve an optimization problem that produces a feature-aligned mesh and solution at each Runge-Kutta stage of each timestep, and advance this solution in time by standard Runge-Kutta update formulas. A Rankine-Hugoniot based prediction of the shock location together with a high-order, untangling mesh smoothing procedure provides a high-quality initial guess for the optimization problem at each time, which results in rapid convergence of the sequential quadratic programing (SQP) optimization solver. This method is shown to deliver highly accurate solutions on coarse, high-order discretizations without nonlinear stabilization and recover the design accuracy of the Runge-Kutta scheme. We demonstrate this framework on a series of inviscid, unsteady conservation laws in both one- and two- dimensions. We also verify that our method is able to recover the design order of accuracy of our time integrator in the presence of a strong discontinuity.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

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↗

An implicit, conservative and asymptotic-preserving electrostatic particle-in-cell algorithm for arbitrarily magnetized plasmas in uniform magnetic fields

Here, we introduce a new electrostatic particle-in-cell algorithm capable of using large timesteps compared to particle gyro-period under a uniform external magnetic field. The algorithm extends earlier electrostatic fully implicit PIC implementations with a new asymptotic-preserving particle-push scheme that allows timesteps much larger than particle gyroperiods. In the large-timestep limit, the integrator preserves all particle drifts, while recovering the full orbit for small timesteps. The scheme allows for a seamless, efficient treatment of particles with coexisting magnetized and unmagnetized species, and conserves energy and charge exactly without spoiling implicit solver performance. We demonstrate by numerical experiment with several problems of variable species magnetization (diocotron instability, modified two-stream instability, and drift instability) that orders of magnitude wall-clock-time speedups vs. the standard fully implicit electrostatic PIC algorithm are possible without sacrificing solution accuracy.

70 PLASMA PHYSICS AND FUSION TECHNOLOGY↗

Implicit-explicit Runge-Kutta for radiation hydrodynamics I: Gray diffusion

Radiation hydrodynamics are a challenging multiscale and multiphysics set of equations. To capture the relevant physics of interest, one typically must time step on the hydrodynamics timescale, making explicit integration the obvious choice. On the other hand, the coupled radiation equations have a scaling such that implicit integration is effectively necessary in non-relativistic regimes. A first-order Lie-Trotter-like operator split is the most common time integration scheme used in practice, alternating between an explicit hydrodynamics step and an implicit radiation solve and energy deposition step. However, such a scheme is limited to first-order accuracy, and nonlinear coupling between the radiation and hydrodynamics equations makes a more general additive partitioning of the equations non-trivial. Here, we develop a new formulation and partitioning of radiation hydrodynamics with gray diffusion that allows us to apply (linearly) implicit-explicit Runge-Kutta time integration schemes. In conclusion, we prove conservation of total energy in the new framework, and demonstrate 2nd-order convergence in time on multiple radiative shock problems, achieving error 3–5 orders of magnitude smaller than the first-order Lie-Trotter operator split at the hydrodynamic CFL, even when Lie-Trotter applies a 3rd-order TVD Runge-Kutta scheme to the hydrodynamics equations.

73 NUCLEAR PHYSICS AND RADIATION PHYSICS↗

Hydration Free Energies of Polypeptides from Popular Implicit Solvent Models versus All-Atom Simulation Results Based on Molecular Quasichemical Theory

Calculating the hydration free energy of a macromolecule in all-atom simulations has long remained a challenge, necessitating the use of models wherein the effect of the solvent is captured without explicit account of solvent degrees of freedom. This situation has changed with developments in the molecular quasi-chemical theory (QCT)-an approach that enables calculation of the hydration free energy of macromolecules within all-atom simulations at the same resolution as is possible for small molecular solutes. The theory also provides a rigorous and physically transparent framework to conceptualize and model interactions in molecular solutions and thus provides a convenient framework to investigate the assumptions in implicit solvent models. In this study, we compare the results using molecular QCT versus predictions from EEF1, ABSINTH, and GB/SA implicit solvent models for polyglycine and polyalanine solutes covering a range of chain lengths and conformations. The hydration free energies or the differences in hydration free energies between conformers obtained from the implicit solvent models do not agree with explicit solvent results, with the deviations being largest for the group additive EEF1 and ABSINTH models. GB/SA does better in capturing the qualitative trends seen in explicit solvent results. Finally, analysis founded on QCT reveals the critical importance of the cooperativity of hydration that is inherent in the hydrophilic and hydrophobic contributions to hydration-physics that is not well captured in additive models but somewhat better accounted for by means of a dielectric in the GB/SA approach.

37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗

Perspectives on using implicit type constitutive relations in the modelling of the behaviour of non-Newtonian fluids

We discuss the benefits of using the so-called implicit type constitutive relations introduced by K. R. Rajagopal, J. Fluid Mech. 550, 243-249 (2006) and K. R. Rajagopal, Appl. Math. 48, 279-319 (2003) in the description of the behaviour of non-Newtonian fluids. In particular, we focus on the benefits of using the implicit type constitutive relations in the mathematical modelling of fluids in which the shear stress/shear rate dependence is given by an S-shaped curve, and in modelling of fluids that exhibit nonzero normal stress differences. We also discuss a thermodynamical framework that allows one to cope with the implicit type constitutive relations.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Stochastic level-set variational implicit-solvent approach to solute-solvent interfacial fluctuations

Recent years have seen the initial success of a variational implicit-solvent model (VISM), implemented with a robust level-set method, in capturing efficiently different hydration states and providing quantitatively good estimation of solvation free energies of biomolecules. The level-set minimization of the VISM solvation free-energy functional of all possible solute-solvent interfaces or dielectric boundaries predicts an equilibrium biomolecular conformation that is often close to an initial guess. In this work, we develop a theory in the form of Langevin geometrical flow to incorporate solute-solvent interfacial fluctuations into the VISM. Such fluctuations are crucial to biomolecular conformational changes and binding process. We also develop a stochastic level-set method to numerically implement such a theory. We describe the interfacial fluctuation through the “normal velocity” that is the solute-solvent interfacial force, derive the corresponding stochastic level-set equation in the sense of Stratonovich so that the surface representation is independent of the choice of implicit function, and develop numerical techniques for solving such an equation and processing the numerical data. We apply our computational method to study the dewetting transition in the system of two hydrophobic plates and a hydrophobic cavity of a synthetic host molecule cucurbit[7]uril. Numerical simulations demonstrate that our approach can describe an underlying system jumping out of a local minimum of the free-energy functional and can capture dewetting transitions of hydrophobic systems. In the case of two hydrophobic plates, we find that the wavelength of interfacial fluctuations has a strong influence to the dewetting transition. In addition, we find that the estimated energy barrier of the dewetting transition scales quadratically with the inter-plate distance, agreeing well with existing studies of molecular dynamics simulations. Our work is a first step toward the inclusion of fluctuations into the VISM and understanding the impact of interfacial fluctuations on biomolecular solvation with an implicit-solvent approach.

37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗

Iterative Implicit Monte Carlo

Here, we describe a new Monte Carlo thermal radiation transport method that is fully implicit in the value of matter temperature used to calculate thermal emission. This method involves iterating on the matter temperature until convergence at the end of the time-step value of the matter temperature is obtained. Because the method is fully implicit, it eliminates the violations of the maximum principle that can occur in Implicit Monte Carlo (IMC) simulations on the problems on which we have tested it. The method has the drawback that it is considerably more expensive than IMC for simulations with cold opaque regions. We discuss the reasons for this, and discuss some ways that the number of iterations may be reduced.

73 NUCLEAR PHYSICS AND RADIATION PHYSICS↗

Acceleration of the IMplicit–EXplicit nonhydrostatic unified model of the atmosphere on manycore processors

We present the acceleration of an IMplicit-EXplicit (IMEX) nonhydrostatic atmospheric model on manycore processors such as graphic processing units (GPUs) and Intel's Many Integrated Core (MIC) architecture. IMEX time integration methods sidestep the constraint imposed by the Courant-Friedrichs-Lewy condition on explicit methods through corrective implicit solves within each time step. In this work, we implement and evaluate the performance of IMEX on manycore processors relative to explicit methods. Using 3D-IMEX at Courant number C = 15, we obtained a speedup of about 4x relative to an explicit time stepping method run with the maximum allowable C = 1. Moreover, the unconditional stability of IMEX with respect to the fast waves means the speedup can increase significantly with the Courant number as long as the accuracy of the resulting solution is acceptable. We show a speedup of 100x at C = 150 using 1D-IMEX to demonstrate this point. Several improvements on the IMEX procedure were necessary in order to outperform our results with explicit methods: (a) reducing the number of degrees of freedom of the IMEX formulation by forming the Schur complement, (b) formulating a horizontally explicit vertically implicit 1D-IMEX scheme that has a lower workload and better scalability than 3D-IMEX, (c) using high-order polynomial preconditioners to reduce the condition number of the resulting system, and (d) using a direct solver for the 1D-IMEX method by performing and storing LU factorizations once to obtain a constant cost for any Courant number. Without all of these improvements, explicit time integration methods turned out to be difficult to beat. We discuss in detail the IMEX infrastructure required for formulating and implementing efficient methods on manycore processors. Several parametric studies are conducted to demonstrate the gain from each of the abovementioned improvements. Lastly, we validate our results with standard benchmark problems in numerical weather prediction and evaluate the performance and scalability of the IMEX method using up to 4192 GPUs and 16 Knights Landing processors.

97 MATHEMATICS AND COMPUTING↗