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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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At least 109 records · Page 6
All sourcesNASA NTRSDOE OSTI
DOE OSTI2012

A multigrid method for a model of the implicit immersed boundary equations

Explicit time stepping schemes for the immersed boundary method require very small time steps in order to maintain stability. Solving the equations that arise from an implicit discretization is difficult. Recently, several different approaches have been proposed, but a complete understanding of this problem is still emerging. A multigrid method is developed and explored for solving the equations in an implicit time discretization of a model of the immersed boundary equations. The model problem consists of a scalar Poisson equation with conformation-dependent singular forces on an immersed boundary. This model does not include the inertial terms or the incompressibility constraint. The method is more efficient than an explicit method, but the efficiency gain is limited. The multigrid method alone may not be an effective solver, but when used as a preconditioner for Krylov methods, the speed-up over the explicit time method is substantial. For example, depending on the constitutive law for the boundary force, with a time step 100 times larger than the explicit method, the implicit method is about 15-100 times more efficient than the explicit method. A very attractive feature of this method is that the efficiency of the multigrid preconditioned Krylov solver is shown to be independent of the number of immersed boundary points.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
DOE OSTI2024

When ancient numerical demons meet physics-informed machine learning: adjoint-based gradients for implicit differentiable modeling

Recent advances in differentiable modeling, a genre of physics-informed machine learning that trains neural networks (NNs) together with process-based equations, have shown promise in enhancing hydrological models' accuracy, interpretability, and knowledge-discovery potential. Current differentiable models are efficient for NN-based parameter regionalization, but the simple explicit numerical schemes paired with sequential calculations (operator splitting) can incur numerical errors whose impacts on models' representation power and learned parameters are not clear. Implicit schemes, however, cannot rely on automatic differentiation to calculate gradients due to potential issues of gradient vanishing and memory demand. Here we propose a “discretize-then-optimize” adjoint method to enable differentiable implicit numerical schemes for the first time for large-scale hydrological modeling. The adjoint model demonstrates comprehensively improved performance, with Kling–Gupta efficiency coefficients, peak-flow and low-flow metrics, and evapotranspiration that moderately surpass the already-competitive explicit model. Therefore, the previous sequential-calculation approach had a detrimental impact on the model's ability to represent hydrological dynamics. Furthermore, with a structural update that describes capillary rise, the adjoint model can better describe baseflow in arid regions and also produce low flows that outperform even pure machine learning methods such as long short-term memory networks. The adjoint model rectified some parameter distortions but did not alter spatial parameter distributions, demonstrating the robustness of regionalized parameterization. Despite higher computational expenses and modest improvements, the adjoint model's success removes the barrier for complex implicit schemes to enrich differentiable modeling in hydrology.

58 GEOSCIENCES↗
DOE OSTI2010

An adaptive alpha for the implicit Monte Carlo equations

During the derivation of Fleck and Cumming's Implicit Monte Carlo (IMC) equations, a global user parameter {alpha} is introduced that may be adjusted in the range 0.5 {<=} {alpha} {<=} 1.0 in order to control the degree of 'implicitness' of the IMC approximation of the thermal radiative transfer equations. For linear (and certain nonlinear) problems, it can be shown that the IMC equations are second-order accurate in the time step size {Delta}{sub t} if {alpha} = 0.5, and they are first-order accurate otherwise. However, users almost universally choose {alpha} = 1 in an attempt to avoid unphysical temperature oscillations that can occur for problem regions in which the optical time step is large. In this paper, we provide a mathematically motivated, adaptive value of {alpha} that dynamically changes according to the space- and time-dependent problem data. We show that our {alpha} {yields} 0.5 in the limit of small {Delta}{sub t}, which automatically produces second-order accuracy. In the limit of large time steps, {alpha} > 1; this retains the 'fully implicit' time behavior that is usually employed throughout the entire problem. An adaptive {alpha} also has the advantages of being trivial to implement in current IMC implementations and allowing the elimination of a user input parameter that is a potential source of confusion. Test problems are presented to demonstrate the accuracy of the new approach.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2015

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

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

70 PLASMA PHYSICS AND FUSION TECHNOLOGY↗
DOE OSTI2021

A Scalable Gradient Free Method for Bayesian Experimental Design with Implicit Models

Bayesian experimental design (BED) is to answer the question that how to choose designs that maximize the information gathering. For implicit models, where the likelihood is intractable but sampling is possible, conventional BED methods have difficulties in efficiently estimating the posterior distribution and maximizing the mutual information (MI) between data and parameters. Recent work proposed the use of gradient ascent to maximize a lower bound on MI to deal with these issues. However, the approach requires a sampling path to compute the pathwise gradient of the MI lower bound with respect to the design variables, and such a pathwise gradient is usually inaccessible for implicit models. In this paper, we propose a novel approach that leverages recent advances in stochastic approximate gradient ascent incorporated with a smoothed variational MI estimator for efficient and robust BED. Without the necessity of pathwise gradients, our approach allows the design process to be achieved through a unified procedure with an approximate gradient for implicit models. Several experiments show that our approach outperforms baseline methods, and significantly improves the scalability of BED in high-dimensional problems.

Zhang, Jiaxin↗
DOE OSTI2020

A fully implicit, scalable, conservative nonlinear relativistic Fokker–Planck 0D-2P solver for runaway electrons

Upon application of a sufficiently strong electric field, electrons break away from thermal equilibrium and approach relativistic speeds. These highly energetic ‘runaway’ electrons (~ MeV) play a significant role in tokamak disruption physics, and therefore their accurate understanding is essential to develop reliable mitigation strategies. As such, we have developed a fully implicit solver for the 0D-2P (i.e., including two momenta coordinates) relativistic nonlinear Fokker–Planck equation (rFP). As in earlier implicit rFP studies (NORSE, CQL3D), electron–ion interactions are modeled using the Lorentz operator, and synchrotron damping using the Abraham–Lorentz–Dirac reaction term. However, our implementation improves on these earlier studies by (1) ensuring exact conservation properties for electron collisions, (2) strictly preserving positivity, and (3) being scalable algorithmically and in parallel. Key to our proposed approach is an efficient multigrid preconditioner for the linearized rFP equation, a multigrid elliptic solver for the Braams–Karney potentials, and a novel adaptive technique to determine the associated boundary values. We verify the accuracy and efficiency of the proposed scheme with numerical results ranging from small electric-field electrical conductivity measurements to the accurate reproduction of runaway tail dynamics when strong electric fields are applied.

72 PHYSICS OF ELEMENTARY PARTICLES AND FIELDS↗
DOE OSTI2018

High-order fully implicit solver for all-speed fluid dynamics: AUSM ride from nearly incompressible variable-density flows to shock dynamics

We introduce a novel Newton–Krylov (NK)-based fully implicit algorithm for solving fluid flows in a wide range of flow conditions—from variable density nearly incompressible to supersonic shock dynamics. The key enabling feature of our all-speed solver is the ability to efficiently solve conservation laws by choosing a set of independent variables that produce a well-conditioned Jacobian matrix for the linear iterations of the global nonlinear iterative solver. In particular, instead of choosing to discretize the conservative variables (density, momentum, total energy), which is traditionally used in Eulerian high-speed compressible fluid dynamics, we demonstrate superior performance by discretizing the primitive variables—pressure–velocity–temperature in the very low-Mach flow limits or density–velocity–temperature/entropy in the shock dynamics range. Moreover, our method allows us to avoid direct inversion of the mass matrix in discrete time derivatives, which is usually an additional source for stiffness, especially pronounced when going to very high-order schemes with non-orthogonal basis functions. Here, we show robust solutions obtained for discontinuous finite element discretization up to seventh-order accuracy. Another important aspect of the solution algorithm is the Advection Upstream Splitting Method (AUSM), adopted to compute numerical fluxes within our reconstructed discontinuous Galerkin (rDG) spatial discretization scheme. The use of the low-Mach modification of the hyperbolic flux operator is found to be necessary for enabling robust simulations of very stiff liquids and metals for Mach numbers below M=10 -5 , which is well known to be very computationally challenging for compressible solvers. We demonstrate that our fully implicit rDG-NK solver with the AUSM + -up flux treatment produces efficient and high-resolution numerical solutions at all speeds, ranging from vanishing Mach numbers to transonic and supersonic, without substantial modifications of the solution procedures. (At high speed, we add limiting and use a simpler preconditioning of the Krylov solver.) Numerical examples include nearly incompressible constant-property flow past a backward-facing step with heat transfer, low-Mach variable-property channel flow of water at supercritical state, phase change and melt pool dynamics for laser spot welding and selective laser melting in additive manufacturing, and Mach 3 flow in a wind tunnel with a step.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2021

Implicit Multirate GARK Methods

This article considers multirate generalized-structure additively partitioned Runge–Kutta methods for solving stiff systems of ordinary differential equations with multiple time scales. These methods treat different partitions of the system with different timesteps for a more targeted and efficient solution compared to monolithic single rate approaches. With implicit methods used across all partitions, methods must find a balance between stability and the cost of solving nonlinear equations for the stages. In order to characterize this important trade-off, we explore multirate coupling strategies, problems for assessing linear stability, and techniques to efficiently implement Newton iterations for stage equations. Unlike much of the existing multirate stability analysis which is limited in scope to particular methods, we present general statements on stability and describe fundamental limitations for certain types of multirate schemes. New implicit multirate methods up to fourth order are derived, and their accuracy and efficiency properties are verified with numerical tests.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2016

Scalable implicit incompressible resistive MHD with stabilized FE and fully-coupled Newton–Krylov-AMG

Here, we discuss that the computational solution of the governing balance equations for mass, momentum, heat transfer and magnetic induction for resistive magnetohydrodynamics (MHD) systems can be extremely challenging. These difficulties arise from both the strong nonlinear, nonsymmetric coupling of fluid and electromagnetic phenomena, as well as the significant range of time- and length-scales that the interactions of these physical mechanisms produce. This paper explores the development of a scalable, fully-implicit stabilized unstructured finite element (FE) capability for 3D incompressible resistive MHD. The discussion considers the development of a stabilized FE formulation in context of the variational multiscale (VMS) method, and describes the scalable implicit time integration and direct-to-steady-state solution capability. The nonlinear solver strategy employs Newton–Krylov methods, which are preconditioned using fully-coupled algebraic multilevel preconditioners. These preconditioners are shown to enable a robust, scalable and efficient solution approach for the large-scale sparse linear systems generated by the Newton linearization. Verification results demonstrate the expected order-of-accuracy for the stabilized FE discretization. The approach is tested on a variety of prototype problems, that include MHD duct flows, an unstable hydromagnetic Kelvin–Helmholtz shear layer, and a 3D island coalescence problem used to model magnetic reconnection. Initial results that explore the scaling of the solution methods are also presented on up to 128K processors for problems with up to 1.8B unknowns on a CrayXK7.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2018

High-order, linearly stable, partitioned solvers for general multiphysics problems based on implicit–explicit Runge–Kutta schemes

This work introduces a general framework for constructing high-order, linearly stable, partitioned solvers for multiphysics problems from a monolithic implicit–explicit Runge–Kutta (IMEX-RK) discretization of the semi-discrete equations. The generic multiphysics problem is modeled as a system of n systems of partial differential equations where the i th subsystem is coupled to the other subsystems through a coupling term that can depend on the state of all the other subsystems. This coupled system of partial differential equations reduces to a coupled system of ordinary differential equations via the method of lines where an appropriate spatial discretization is applied to each subsystem. The coupled system of ordinary differential equations is taken as a monolithic system and discretized using an IMEX-RK discretization with a specific implicit–explicit decomposition that introduces the concept of a predictor for the coupling term. We propose four coupling predictors that enable the monolithic system to be solved in a partitioned manner, i.e., subsystem-by-subsystem, and preserve the IMEX-RK structure and therefore the design order of accuracy of the monolithic scheme. The four partitioned solvers that result from these predictors are high-order accurate, allow for maximum re-use of existing single-physics software, and two of the four solvers allow the subsystems to be solved in parallel at a given stage and time step. We also analyze the stability of a coupled, linear model problem with a specific coupling structure and show that one of the partitioned solvers achieves unconditional linear stability for this problem, while the others are unconditionally stable only for certain values of the coupling strength. We demonstrate the performance of the proposed partitioned solvers on several classes of multiphysics problems including a simple linear system of ODEs, advection–diffusion–reaction systems, fluid–structure interaction problems, and particle-laden flows, where we verify the design order of the IMEX schemes and study various stability properties.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2022

Modeling wave propagation in elastic solids via high-order accurate implicit-mesh discontinuous Galerkin methods

Here, a high-order accurate implicit-mesh discontinuous Galerkin framework for wave propagation in single-phase and bi-phase solids is presented. The framework belongs to the embedded-boundary techniques and its novelty regards the spatial discretization, which enables boundary and interface conditions to be enforced with high-order accuracy on curved embedded geometries. High-order accuracy is achieved via high-order quadrature rules for implicitly-defined domains and boundaries, whilst a cell-merging strategy addresses the presence of small cut cells. The framework is used to discretize the governing equations of elastodynamics, written using a first-order hyperbolic momentum-strain formulation, and an exact Riemann solver is employed to compute the numerical flux at the interface between dissimilar materials with general anisotropic properties. The space-discretized equations are then advanced in time using explicit high-order Runge–Kutta algorithms. Several two- and three-dimensional numerical tests including dynamic adaptive mesh refinement are presented to demonstrate the high-order accuracy and the capability of the method in the elastodynamic analysis of single- and bi-phases solids containing complex geometries.

42 ENGINEERING↗
DOE OSTI2014

A set of parallel, implicit methods for a reconstructed discontinuous Galerkin method for compressible flows on 3D hybrid grids

A set of implicit methods are proposed for a third-order hierarchical WENO reconstructed discontinuous Galerkin method for compressible flows on 3D hybrid grids. An attractive feature in these methods are the application of the Jacobian matrix based on the P1 element approximation, resulting in a huge reduction of memory requirement compared with DG (P2). Also, three approaches -- analytical derivation, divided differencing, and automatic differentiation (AD) are presented to construct the Jacobian matrix respectively, where the AD approach shows the best robustness. A variety of compressible flow problems are computed to demonstrate the fast convergence property of the implemented flow solver. Furthermore, an SPMD (single program, multiple data) programming paradigm based on MPI is proposed to achieve parallelism. The numerical results on complex geometries indicate that this low-storage implicit method can provide a viable and attractive DG solution for complicated flows of practical importance.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2015

A multi-dimensional, energy- and charge-conserving, nonlinearly implicit, electromagnetic Vlasov–Darwin particle-in-cell algorithm

For decades, the Vlasov–Darwin model has been recognized to be attractive for particle-in-cell (PIC) kinetic plasma simulations in non-radiative electromagnetic regimes, to avoid radiative noise issues and gain computational efficiency. However, the Darwin model results in an elliptic set of field equations that renders conventional explicit time integration unconditionally unstable. We explore a fully implicit PIC algorithm for the Vlasov–Darwin model in multiple dimensions, which overcomes many difficulties of traditional semi-implicit Darwin PIC algorithms. The finite-difference scheme for Darwin field equations and particle equations of motion is space–time-centered, employing particle sub-cycling and orbit-averaging. This algorithm conserves total energy, local charge, canonical-momentum in the ignorable direction, and preserves the Coulomb gauge exactly. An asymptotically well-posed fluid preconditioner allows efficient use of large cell sizes, which are determined by accuracy considerations, not stability, and can be orders of magnitude larger than required in a standard explicit electromagnetic PIC simulation. Finally, we demonstrate the accuracy and efficiency properties of the algorithm with various numerical experiments in 2D–3V.

70 PLASMA PHYSICS AND FUSION TECHNOLOGY↗
DOE OSTI2023

A pseudospectral implicit particle-in-cell method with exact energy and charge conservation

The standard particle-in-cell (PIC) method employs explicit finite-difference (FD) methods (e.g. the leap-frog scheme) for both spatial and temporal integrations. Here, we employ a pseudospectral method for solving the Poisson equation and a fully implicit time integration to achieve exact energy conservation. The advantage of a pseudospectral field solver is its spectral accuracy in solving field solutions. Earlier studies of implicit time integration of PIC FD equations can enforce exact energy exchange between field and particles, resulting in exact energy-conserving schemes. Here, we prove that the exact energy conservation property can be carried over to the pseudospectral scheme. Simultaneously, we provide a solution to ensure a pseudospectral charge continuity equation. We demonstrate the new scheme in a 2D electrostatic PIC code. In conclusion, theoretical results are confirmed via numerical examples.

70 PLASMA PHYSICS AND FUSION TECHNOLOGY↗
DOE OSTI2012

An efficient mixed-precision, hybrid CPU-GPU implementation of a nonlinearly implicit one-dimensional particle-in-cell algorithm

Recently, a fully implicit, energy- and charge-conserving particle-in-cell method has been developed for multi-scale, full-f kinetic simulations [G. Chen, et al., J. Comput. Phys. 230, 18 (2011)]. The method employs a Jacobian-free Newton-Krylov (JFNK) solver and is capable of using very large timesteps without loss of numerical stability or accuracy. A fundamental feature of the method is the segregation of particle orbit integrations from the field solver, while remaining fully self-consistent. This provides great flexibility, and dramatically improves the solver efficiency by reducing the degrees of freedom of the associated nonlinear system. However, it requires a particle push per nonlinear residual evaluation, which makes the particle push the most time-consuming operation in the algorithm. This paper describes a very efficient mixed-precision, hybrid CPU-GPU implementation of the implicit PIC algorithm. The JFNK solver is kept on the CPU (in double precision), while the inherent data parallelism of the particle mover is exploited by implementing it in single-precision on a graphics processing unit (GPU) using CUDA. Performance-oriented optimizations, with the aid of an analytical performance model, the roofline model, are employed. Despite being highly dynamic, the adaptive, charge-conserving particle mover algorithm achieves up to 300 400 GOp/s (including single-precision floating-point, integer, and logic operations) on a Nvidia GeForce GTX580, corresponding to 20 25% absolute GPU efficiency (against the peak theoretical performance) and 50-70% intrinsic efficiency (against the algorithm s maximum operational throughput, which neglects all latencies). This is about 200-300 times faster than an equivalent serial CPU implementation. When the single-precision GPU particle mover is combined with a double-precision CPU JFNK field solver, overall performance gains 100 vs. the double-precision CPU-only serial version are obtained, with no apparent loss of robustness or accuracy when applied to a challenging long-time scale ion acoustic wave simulation.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
DOE OSTI2013

An analytical particle mover for the charge- and energy-conserving, nonlinearly implicit, electrostatic particle-in-cell algorithm

We propose a 1D analytical particle mover for the recent charge- and energy-conserving electrostatic particle-in-cell (PIC) algorithm in Ref. [G. Chen, L. Chacón, D.C. Barnes, An energy- and charge-conserving, implicit, electrostatic particle-in-cell algorithm, Journal of Computational Physics 230 (2011) 7018–7036]. The approach computes particle orbits exactly for a given piece-wise linear electric field. The resulting PIC algorithm maintains the exact charge and energy conservation properties of the original algorithm, but with improved performance (both in efficiency and robustness against the number of particles and timestep). We demonstrate the advantageous properties of the scheme with a challenging multiscale numerical test case, the ion acoustic wave. Using the analytical mover as a reference, we demonstrate that the choice of error estimator in the Crank–Nicolson mover has significant impact on the overall performance of the implicit PIC algorithm. The generalization of the approach to the multi-dimensional case is outlined, based on a novel and simple charge conserving interpolation scheme.

70 PLASMA PHYSICS AND FUSION TECHNOLOGY↗
DOE OSTI2018

Corrected Implicit Monte Carlo

Here in this work we develop a set of nonlinear correction equations to enforce a consistent time-implicit emission temperature for the original semi-implicit IMC equations. We present two possible forms of correction equations: one results in a set of non-linear, zero-dimensional, non-negative, explicit correction equations, and the other results in a non-linear, non-negative, Boltzman transport correction equation. The zero-dimensional correction equations adheres to the maximum principle for the material temperature, regardless of frequency-dependence, but does not prevent maximum principle violation in the photon intensity, eventually leading to material overheating. The Boltzman transport correction guarantees adherence to the maximum principle for frequency-independent simulations, at the cost of evaluating a reduced source non-linear Boltzman equation. Finally, we present numerical evidence suggesting that the Boltzman transport correction, in its current form, significantly improves time step limitations but does not guarantee adherence to the maximum principle for frequency-dependent simulations.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2018

A fully implicit, conservative, non-linear, electromagnetic hybrid particle-ion/fluid-electron algorithm

The quasi-neutral hybrid model with kinetic ions and fluid electrons is a promising approach for bridging the inherent multi-scale nature of many problems in space and laboratory plasmas. A novel, implicit, particle-in-cell based scheme for the hybrid model is derived for fully 3D electromagnetic problems with multiple ion species, which features global mass, momentum and energy conservation. The scheme includes sub-cycling and orbit-averaging for the ions, with cell-centered finite differences and implicit midpoint time advance. To reduce discrete particle noise, the scheme allows arbitrary-order shape functions for the particle-mesh interpolations and the application of conservative binomial smoothing. The algorithm is verified for a number of test problems to demonstrate the correctness of the implementation, the unique conservation properties, and the favorable stability properties of the new scheme. In particular, there is no indication of unstable growth of the finite-grid instability for a population of cold ions drifting through a uniform spatial mesh, in a set-up where several commonly used non-conservative schemes are highly unstable.

70 PLASMA PHYSICS AND FUSION TECHNOLOGY↗