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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 145 records · Page 8
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DOE OSTI2019

Scalable Matrix-Free Adaptive Product-Convolution Approximation for Locally Translation-Invariant Operators

We present an adaptive grid matrix-free operator approximation scheme based on a "product-convolution" interpolation of convolution operators. This scheme is appropriate for operators that are locally translation-invariant, even if these operators are high rank or full rank. Such operators arise in Schur complement methods for solving partial differential equations (PDEs), as Hessians in PDE-constrained optimization and inverse problems, as integral operators, as covariance operators, and as Dirichlet-to-Neumann maps. Constructing the approximation requires computing the impulse responses of the operator to point sources centered on nodes in an adaptively refined grid of sample points. A randomized a posteriori error estimator drives the adaptivity. Once constructed, the approximation can be efficiently applied to vectors using the fast Fourier transform. The approximation can be efficiently converted to hierarchical matrix (H-matrix) format, then inverted or factorized using scalable H-matrix arithmetic. The quality of the approximation degrades gracefully as fewer sample points are used, allowing cheap lower quality approximations to be used as preconditioners. Furthermore, this yields an automated method to construct preconditioners for locally translation-invariant Schur complements. We directly address issues related to boundaries and prove that our scheme eliminates boundary artifacts. We test the scheme on a spatially varying blurring kernel, on the nonlocal component of an interface Schur complement for the Poisson operator, and on the data misfit Hessian for an advection dominated advection-diffusion inverse problem. Numerical results show that the scheme outperforms existing methods.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2024

A mineral precipitation model based on the volume of fluid method

A novel volume of fluid method is presented for mineral precipitation coupled with fluid flow and reactive transport. The approach describes the fluid-solid interface as a smooth transitional region, which is designed to provide the same precipitation rate and viscous drag force as a sharp interface. Specifically, the governing equation of mineral precipitation is discretized by an upwind scheme, and a rigorous effective viscosity model is derived around the interface. The model is validated against analytical solutions for mineral precipitation in channel and ring-shaped structures. It also compares well with interface tracking simulations of advection-diffusion-reaction problems. Here, the methodology is finally employed to model mineral precipitation in fracture networks, which is challenging due to the low porosity and complex geometry. Compared to other approaches, the proposed model has a concise algorithm and contains no free parameters. In the modeling, only the pore space requires meshing, which improves the computational effciency especially for low-porosity media.

58 GEOSCIENCES↗
DOE OSTI2023

Efficient Multigrid Reduction-in-Time for Method-of-Lines Discretizations of Linear Advection

Parallel-in-time methods for partial differential equations (PDEs) have been the subject of intense development over recent decades, particularly for diffusion-dominated problems. It has been widely reported in the literature, however, that many of these methods perform quite poorly for advection-dominated problems. In this report we analyze the particular iterative parallel-in-time algorithm of multigrid reduction-in-time (MGRIT) for discretizations of constant-wave-speed linear advection problems. We focus on common method-of-lines discretizations that employ upwind finite differences in space and Runge-Kutta methods in time. Using a convergence framework we developed in previous work, we prove for a subclass of these discretizations that, if using the standard approach of rediscretizing the fine-grid problem on the coarse grid, robust MGRIT convergence with respect to CFL number and coarsening factor is not possible. This poor convergence and non-robustness is caused, at least in part, by an inadequate coarse-grid correction for smooth Fourier modes in space-time known as characteristic components. We propose an alternative coarse-grid operator that provides a better correction of these modes. This coarse-grid operator is related to previous work and uses a semi-Lagrangian discretization combined with an implicitly treated truncation error correction. Theory and numerical experiments show the proposed coarse-grid operator yields fast MGRIT convergence for many of the method-of-lines discretizations considered, including for both implicit and explicit discretizations of high order. Parallel results demonstrate speed-up over sequential time-stepping.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2026

Explicit Monotone Stable Super-Time-stepping Methods for Finite Time Singularities

We explore a novel way to numerically resolve the scaling behavior of finite-time singularities in solutions of nonlinear parabolic PDEs. The Runge–Kutta–Legendre (RKL) and Runge–Kutta–Gegenbauer (RKG) super-time-stepping methods were originally developed for nonlinear complex physics problems with diffusion. These are multistage single step second-order, forward-in-time methods with no implicit solves. The advantage is that the time-step size for stability scales with stage number 𝑠 as $\mathcal{O}$⁡(𝑠 2 ). Many interesting nonlinear PDEs have finite-time singularities, and the presence of diffusion often limits one to using implicit or semi-implicit time-step methods for stability constraints. Finite-time singularities are particularly challenging due to the large range of scales that one desires to resolve, often with adaptive spatial grids and adaptive time steps. Here, in this study, we show two examples of nonlinear PDEs for which the self-similar singularity structure has time and space scales that are resolvable using the RKL and RKG methods, without forcing even smaller time steps. Compared to commonly used implicit numerical methods, we achieve a significantly smaller run time while maintaining comparable accuracy. We also prove numerical monotonicity for both the RKL and RKG methods under their linear stability conditions for the constant coefficient heat equation, in the case of infinite domain and periodic boundary condition, leading to a theoretical guarantee of the superiority of the RKL and RKG methods over traditional super-time-stepping methods, such as the Runge-Kutta-Chebyshev and the orthogonal Runge-Kutta-Chebyshev methods. Code can be found at https://github.com/ZT220501/SRK-Singularity.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2016

Dynamic Mode Decomposition of Solids

Dynamic mode decomposition (DMD) is a method that has gained notoriety in the field of turbulent fluid flows as a method for decomposing the flow field into modes that could be further deconstructed to understand their influence on the overall dynamics of the system. Forays into solids and non-linear systems were considered, but not applied. In this work, DMD was applied for the first time to the heat-diffusion and reactive heat diffusion equations on a random particle pack of uniform solid spheres. A verification of a linear heat-diffusion test problem was successful, showing equality between the normal modes and Koopman modes obtained from DMD. Further application to a non-linear reactive system revealed stability limits of the underlying modes which are dependent on microstructure and chemical kinetics. This work will enable the development of reactive material models based on further analysis using DMD to quantify the statistical dependencies of transient response on microstructural characteristics.

37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗
DOE OSTI2015

The mimetic finite difference method for elliptic and parabolic problems with a staggered discretization of diffusion coefficient

Numerical schemes for nonlinear parabolic equations based on the harmonic averaging of cell-centered diffusion coefficients break down when some of these coefficients go to zero or their ratio grows. To tackle this problem, we propose new mimetic finite difference schemes that use a staggered discretization of the diffusion coefficient. The primary mimetic operator approximates div (k•); the derived (dual) mimetic operator approximates - ∇(•). The new mimetic schemes preserve symmetry and positive-definiteness of the continuum problem which allows us to use algebraic solvers with optimal complexity. We perform detailed numerical analysis of the new schemes for linear elliptic problems and a specially designed linear parabolic problem that has solution dynamics typical for nonlinear problems. We also show that the new schemes are competitive with the state-of-the-art schemes for steady-state problems but provide much more accurate solution dynamics for the transient problem.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2026

Regularization by denoising diffusion models for solving inverse PDE problems with application to full waveform inversion

Partial differential equation (PDE)-governed inverse problems are fundamental across various scientific and engineering applications; yet they face significant challenges due to nonlinearity, ill-posedness, and sensitivity to noise. Here, we introduce a computational framework, regularization by denoising using diffusion models for partial differential equations (RED-DiffEq), by integrating physics-driven inversion and data-driven learning. RED-DiffEq leverages pretrained diffusion models as a regularization mechanism for PDE-governed inverse problems. We apply RED-DiffEq to solve the full waveform inversion problem in geophysics, a challenging seismic imaging technique that seeks to reconstruct high-resolution subsurface velocity models from seismic measurement data. Our method shows enhanced accuracy and robustness compared to benchmark methods. Additionally, it exhibits strong generalization and domain decomposition capacity, enabling the inversion of more complex velocity models with larger domains than those used in training the diffusion model. Our framework can also be directly applied to diverse PDE-governed inverse problems.

Shan, Siming [Yale University, New Haven, CT (Unit↗
DOE OSTI2015

Wave-particle interactions with parallel whistler waves: Nonlinear and time-dependent effects revealed by particle-in-cell simulations

We present a self-consistent Particle-in-Cell simulation of the resonant interactions between anisotropic energetic electrons and a population of whistler waves, with parameters relevant to the Earth's radiation belt. By tracking PIC particles and comparing with test-particle simulations, we emphasize the importance of including nonlinear effects and time evolution in the modeling of wave-particle interactions, which are excluded in the resonant limit of quasi-linear theory routinely used in radiation belt studies. In particular, we show that pitch angle diffusion is enhanced during the linear growth phase, and it rapidly saturates well before a single bounce period. This calls into question the widely used bounce average performed in most radiation belt diffusion calculations. Furthermore, we discuss how the saturation is related to the fact that the domain in which the particles pitch angle diffuses is bounded, and to the well-known problem of 90° diffusion barrier.

70 PLASMA PHYSICS AND FUSION TECHNOLOGY↗
DOE OSTI2018

Initial-Boundary Value Problem for the Nonstationary Radiative Transfer Equation with Diffuse Reflection and Refraction Conditions

We consider the initial-boundary value problem for the nonstationary radiative transfer equation in a system of semitransparent bodies with the conditions of diffuse reflection and refraction of radiation. We establish the unique solvability of the problem with boundary and initial data in the complete scale of Lebesgue spaces. We obtain estimates for solutions.

42 ENGINEERING↗
DOE OSTI2016

On the Degradation of the Effectiveness of Nonlinear Diffusion Acceleration with Parallel Block Jacobi Splitting

MOOSE's radiation transport module Rattlesnake comprises a first order S N solver that can be accelerated with a flexible Nonlinear Diffusion Acceleration. At each NDA iteration, the streaming and collision operator of the S{sub N} equations are (approximately) inverted using a transport sweep. When executed on multiple processors parallel block Jacobi (PBJ) splitting is utilized lagging the processor sub-domain's incoming angular fluxes making the implemented method asynchronous, i.e. the convergence properties of NDA become dependent on the number of concurrent tasks and details of the partitioning. Within this work, we study the NDA convergence properties for the two-dimensional C5G7 benchmark problem PBJ with p = 1, 2, 4, 8, 12, 16, 24, 32, 48, 60, 72, 96 and 144 concurrent tasks. Rosa studied the convergence properties of PBJ splitting methods with and without transport synthetic acceleration (TSA) in slab geometry and two-dimensional Cartesian geometry, respectively. Rosa's iteration scheme lags both the incoming angular fluxes and the scattering source making it very similar to the method described here. Rosa found by means of Fourier analysis that convergence of unaccelerated PBJ can degrade for optically thin subdomains, i.e. for a large number of processors given a fixed domain size. Depending on the choice of parameters application of TSA can lead to an effective algorithm. In contrast to Rosa's work, this work focuses on PBJ splitting for NDA accelerated solution of the multigroup eigenvalue problem. Later, Zerr and Anistratov used their integral transport matrix method in conjunction with PBJ. This iteration scheme is different as it does not lag the scattering source. Nevertheless, Fourier analysis with Diamond Difference spatial discretization showed that the method degrades with increasing the overall size of the spatial domain while keeping the sub-domain size constant. In the case of an infinite medium, the observed spectral radius becomes unity. These references establish the iterative performance of PBJ for one-group fixed source problems discretized on rectangular cells, but for the Rattlesnake first order NDA method, an emphasis lies on multigroup eigenvalue problems. In this setting, the additional complication arises that the low order equations are not exactly inverted, but only to some iterative criterion. Further, as the low order problem is solved using Jacobian-Free Newton Krylov methods, a suitable preconditioner for the GMRES iterations is required. As the effectiveness of the preconditioners may decrease when more concurrent processes are used, we expect the low order solve to impact the overall effectiveness of the NDA method in parallel execution as well. Therefore, this work focuses on the question of how detrimental the asynchronicity of the high and low order iterative solutions is for the effectiveness of NDA solutions of realistic, unstructured grid, multigroup eigenvalue problems. The iterative convergence properties of Rattlesnake's NDA method for multigroup eigenvalue problems are studied for varying number of concurrent processes. Rattlesnake's NDA method is asynchronous because the high order transport sweep uses PBJ splitting and because the low order solve's preconditioners, algebraic multigrid and additive Schwarz, are asynchronous. We found that up to 144 processes the number of Picard iterations increases by a factor of 2-3 affecting but not destroying NDA's parallel performance for the C5G7 benchmark problem, a representative LWR (light water reactor) configuration. The solution of the NDA low order eigenvalue problem posed greater problems than expected for the solvers currently available in Rattlesnake mainly because of problems to effectively precondition the modified low-order problem. As a matter of fact, the low order problem becomes an advection-diffusion problem. Non-robustness was observed for the AMG preconditioned coarse mesh acceleration for more than 60 concurrent processes, which was fixed by increasing the number of permissible V-cycles per AMG call. For fine mesh acceleration AMG proved to be ineffective and we resorted to ASM. For both AMG and ASM, increasing number of linear iterations per nonlinear are observed when increasing the number of processes, but for ASM this problem appears to be worse. The results from this work also indicate that initial development efforts should be diverted from implementation of a high-order parallel sweeping algorithm to the effective and robust iterative solution of the low order NDA multigroup eigenvalue problem. (authors)

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2021

Analysis of Anisotropic Nonlocal Diffusion Models: Well-posedness of Fractional Problems for Anomalous Transport

We analyze the well-posedness of an anisotropic, nonlocal diffusion equation. Establishing an equivalence between weighted and unweighted anisotropic nonlocal diffusion operators in the vein of unified nonlocal vector calculus, we apply our analysis to a class of fractional-order operators and present rigorous estimates for the solution of the corresponding anisotropic anomalous diffusion equation. Furthermore, we extend our analysis to the anisotropic diffusion-advection equation and prove well-posedness for fractional orders s ∊ [0.5, 1). We also present an application of the advection-diffusion equation to anomalous transport of solutes.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2015

Applying nonlinear diffusion acceleration to the neutron transport k-Eigenvalue problem with anisotropic scattering

High-order/low-order (or moment-based acceleration) algorithms have been used to significantly accelerate the solution to the neutron transport k-eigenvalue problem over the past several years. Recently, the nonlinear diffusion acceleration algorithm has been extended to solve fixed-source problems with anisotropic scattering sources. In this paper, we demonstrate that we can extend this algorithm to k-eigenvalue problems in which the scattering source is anisotropic and a significant acceleration can be achieved. Lastly, we demonstrate that the low-order, diffusion-like eigenvalue problem can be solved efficiently using a technique known as nonlinear elimination.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2016

Dimension-independent likelihood-informed MCMC

Many Bayesian inference problems require exploring the posterior distribution of high-dimensional parameters that represent the discretization of an underlying function. This work introduces a family of Markov chain Monte Carlo (MCMC) samplers that can adapt to the particular structure of a posterior distribution over functions. Two distinct lines of research intersect in the methods developed here. First, we introduce a general class of operator-weighted proposal distributions that are well defined on function space, such that the performance of the resulting MCMC samplers is independent of the discretization of the function. Second, by exploiting local Hessian information and any associated low-dimensional structure in the change from prior to posterior distributions, we develop an inhomogeneous discretization scheme for the Langevin stochastic differential equation that yields operator-weighted proposals adapted to the non-Gaussian structure of the posterior. The resulting dimension-independent and likelihood-informed (DILI) MCMC samplers may be useful for a large class of high-dimensional problems where the target probability measure has a density with respect to a Gaussian reference measure. Two nonlinear inverse problems are used to demonstrate the efficiency of these DILI samplers: an elliptic PDE coefficient inverse problem and path reconstruction in a conditioned diffusion.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
DOE OSTI2016

Optimal Control with Restrictions for a Diffusion Risk Model Under Constant Interest Force

In this paper, we study optimal dividend problems in a diffusion risk model for two different cases depending on whether reinsurance is incorporated. In either case, the dividend rate is bounded above by a constant, and the company earns investment income at a constant force of interest. Unlike existing approaches in the literature dealing with optimal problems with interest, we allow the force of interest to be greater than the discount factor, and we use a different method to solve the corresponding Hamilton–Jacobi–Bellman (HJB) equation instead of introducing a confluent hypergeometric function. We conclude that the optimal dividend policy is of a threshold type and show that the corresponding dividend barrier is nondecreasing in the dividend rate bound. In cases where there is no reinsurance, we construct an auxiliary reflecting control problem to find the nonzero dividend barrier. If proportional reinsurance is purchased, the optimal reinsurance strategy looks somewhat strange. The optimal retention level of risk first increases monotonically with risk reserve to some possible value (less than 1) and then stays at level 1 for a while or, if 1 has been reached, finally, it decreases to 0.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
DOE OSTI2021

Data-driven acceleration of thermal radiation transfer calculations with the dynamic mode decomposition and a sequential singular value decomposition

In this work, we present a method for accelerating discrete ordinates radiative transfer calculations for radiative transfer. Our method works with nonlinear positivity fixes, in contrast to most acceleration schemes. The method is based on the dynamic mode decomposition (DMD) and using a sequence of rank-one updates to compute the singular value decomposition needed for DMD. Using a sequential method allows us to automatically determine the number of solution vectors to include in the DMD acceleration. We present results for slab geometry discrete ordinates calculations with the standard temperature linearization. Compared with positive source iteration, our results demonstrate that our acceleration method reduces the number of transport sweeps required to solve the problem by a factor of about 3 on a standard diffusive Marshak wave problem, a factor of several thousand on a cooling problem where the effective scattering ratio approaches unity, and a factor of 20 improvement in a realistic, multimaterial radiating shock problem.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2015

Algorithms for propagating uncertainty across heterogeneous domains

We address an important research area in stochastic multi-scale modeling, namely the propagation of uncertainty across heterogeneous domains characterized by partially correlated processes with vastly different correlation lengths. This class of problems arise very often when computing stochastic PDEs and particle models with stochastic/stochastic domain interaction but also with stochastic/deterministic coupling. The domains may be fully embedded, adjacent or partially overlapping. The fundamental open question we address is the construction of proper transmission boundary conditions that preserve global statistical properties of the solution across different subdomains. Often, the codes that model different parts of the domains are black-box and hence a domain decomposition technique is required. No rigorous theory or even effective empirical algorithms have yet been developed for this purpose, although interfaces defined in terms of functionals of random fields (e.g., multi-point cumulants) can overcome the computationally prohibitive problem of preserving sample-path continuity across domains. The key idea of the different methods we propose relies on combining local reduced-order representations of random fields with multi-level domain decomposition. Specifically, we propose two new algorithms: The first one enforces the continuity of the conditional mean and variance of the solution across adjacent subdomains by using Schwarz iterations. The second algorithm is based on PDE-constrained multi-objective optimization, and it allows us to set more general interface conditions. The effectiveness of these new algorithms is demonstrated in numerical examples involving elliptic problems with random diffusion coefficients, stochastically advected scalar fields, and nonlinear advection-reaction problems with random reaction rates.

Cho, Heyrim↗