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At least 145 records · Page 8

A multi-level solution algorithm for steady-state Markov chains

A new iterative algorithm, the multi-level algorithm, for the numerical solution of steady state Markov chains is presented. The method utilizes a set of recursively coarsened representations of the original system to achieve accelerated convergence. It is motivated by multigrid methods, which are widely used for fast solution of partial differential equations. Initial results of numerical experiments are reported, showing significant reductions in computation time, often an order of magnitude or more, relative to the Gauss-Seidel and optimal SOR algorithms for a variety of test problems. The multi-level method is compared and contrasted with the iterative aggregation-disaggregation algorithm of Takahashi.

Horton, Graham↗

A theory of supercritical wing sections, with computer programs and examples.

Mathematical methods for the design of supercritical wings, which depend on the numerical solution of the partial differential equations of two-dimensional gas dynamics, are developed. The main contribution is a computer program for the design of shockless transonic airfoils using the hodograph transformation and analytic continuation into the complex domain. The mathematical theory is described, and a manual for users of the programs is provided. Numerical examples are given and computational results are discussed, and the computer programs themselves are listed. The analysis routine can be used to ascertain whether the profiles behave well at off-design conditions, or to smooth coordinates and obtain a desirable shape more quickly when perfectly shockless flow is not essential.

Bauer, F.↗

Essentially nonoscillatory postprocessing filtering methods

High order accurate centered flux approximations used in the computation of numerical solutions to nonlinear partial differential equations produce large oscillations in regions of sharp transitions. Here, we present a new class of filtering methods denoted by Essentially Nonoscillatory Least Squares (ENOLS), which constructs an upgraded filtered solution that is close to the physically correct weak solution of the original evolution equation. Our method relies on the evaluation of a least squares polynomial approximation to oscillatory data using a set of points which is determined via the ENO network. Numerical results are given in one and two space dimensions for both scalar and systems of hyperbolic conservation laws. Computational running time, efficiency, and robustness of method are illustrated in various examples such as Riemann initial data for both Burgers' and Euler's equations of gas dynamics. In all standard cases, the filtered solution appears to converge numerically to the correct solution of the original problem. Some interesting results based on nonstandard central difference schemes, which exactly preserve entropy, and have been recently shown generally not to be weakly convergent to a solution of the conservation law, are also obtained using our filters.

Lafon, F.↗

Hardware acceleration for HPS algorithms in two and three dimensions

We provide a flexible, open-source framework for hardware acceleration, namely massively-parallel execution on general-purpose graphics processing units (GPUs), applied to the hierarchical Poincaré–Steklov (HPS) family of algorithms for building fast direct solvers for linear elliptic partial differential equations. To take full advantage of the power of hardware acceleration, we propose two variants of HPS algorithms to improve performance on two- and three-dimensional problems. In the two-dimensional setting, we introduce a novel recomputation strategy that minimizes costly data transfers to and from the GPU; in three dimensions, we modify and extend the adaptive discretization technique of Geldermans and Gillman [1] to greatly reduce peak memory usage. We provide an open-source implementation of these methods written in JAX, a high-level accelerated linear algebra package, which allows for the first integration of a high-order fast direct solver with automatic differentiation tools. We conclude with extensive numerical examples showing our methods are fast and accurate on two- and three-dimensional problems.

Fast direct solvers↗

Solving sparse finite element problems on neuromorphic hardware

The finite element method (FEM) is one of the most important and ubiquitous numerical methods for solving partial differential equations (PDEs) on computers for scientific and engineering discovery. Applying the FEM to larger and more detailed scientific models has driven advances in high-performance computing for decades. Here we demonstrate that scalable spiking neuromorphic hardware can directly implement the FEM by constructing a spiking neural network that solves the large, sparse, linear systems of equations at the core of the FEM. We show that for the Poisson equation, a fundamental PDE in science and engineering, our neural circuit achieves meaningful levels of numerical accuracy and close to ideal scaling on modern, inherently parallel and energy-efficient neuromorphic hardware, specifically Intel’s Loihi 2 neuromorphic platform. We illustrate extensions to irregular mesh geometries in both two and three dimensions as well as other PDEs such as linear elasticity. Our spiking neural network is constructed from a recurrent network model of the brain’s motor cortex and, in contrast to black-box deep artificial neural network-based methods for PDEs, directly translates the well-understood and trusted mathematics of the FEM to a natively spiking neuromorphic algorithm.

Applied mathematics↗

Some Finite Difference Solutions of the Laminar Compressible Boundary Layer Showing the Effects of Upstream Transpiration Cooling

Three numerical solutions of the partial differential equations describing the compressible laminar boundary layer are obtained by the finite difference method described in reports by I. Flugge-Lotz, D.C. Baxter, and this author. The solutions apply to steady-state supersonic flow without pressure gradient, over a cold wall and over an adiabatic wall, both having transpiration cooling upstream, and over an adiabatic wall with upstream cooling but without upstream transpiration. It is shown that for a given upstream wall temperature, upstream transpiration cooling affords much better protection to the adiabatic solid wall than does upstream cooling without transpiration. The results of the numerical solutions are compared with those of approximate solutions. The thermal results of the finite difference solution lie between the results of Rubesin and Inouye, and those of Libby and Pallone. When the skin-friction results of one finite difference solution are used in the thermal analysis of Rubesin and Inouye, improved agreement between the thermal results of the two methods of solution is obtained.

Howe, John T.↗

Degradation of performance in ICF implosions due to Rayleigh–Taylor instabilities: A Hamiltonian perspective

The Rayleigh–Taylor instability (RTI) is an ubiquitous phenomenon that occurs in inertial-confinement-fusion (ICF) implosions and is recognized as an important limiting factor of ICF performance. To analytically understand the RTI dynamics and its impact on ICF capsule implosions, we develop a first-principle variational theory that describes an imploding spherical shell undergoing RTI. The model is based on a thin-shell approximation and includes the dynamical coupling between the imploding spherical shell and an adiabatically compressed fluid within its interior. Using a quasilinear analysis, we study the degradation trends of key ICF performance metrics (e.g., stagnation pressure, residual kinetic energy, and areal density) as functions of initial RTI parameters (e.g., the initial amplitude and Legendre mode), as well as the 1D implosion characteristics (e.g., the convergence ratio). We compare analytical results from the theory against nonlinear results obtained by numerically integrating the governing equations of this reduced model. Our findings emphasize the need to incorporate polar flows in the calculation of residual kinetic energy and demonstrate that higher convergence ratios in ICF implosions lead to significantly greater degradation of key performance metrics.

70 PLASMA PHYSICS AND FUSION TECHNOLOGY↗

A meshless stochastic method for Poisson–Nernst–Planck equations

A plethora of biological, physical, and chemical phenomena involve transport of charged particles (ions). Its continuum-scale description relies on the Poisson–Nernst–Planck (PNP) system, which encapsulates the conservation of mass and charge. The numerical solution of these coupled partial differential equations is challenging and suffers from both the curse of dimensionality and difficulty in efficiently parallelizing. We present a novel particle-based framework to solve the full PNP system by simulating a drift–diffusion process with time- and space-varying drift. We leverage Green’s functions, kernel-independent fast multipole methods, and kernel density estimation to solve the PNP system in a meshless manner, capable of handling discontinuous initial states. The method is embarrassingly parallel, and the computational cost scales linearly with the number of particles and dimension. We use a series of numerical experiments to demonstrate both the method’s convergence with respect to the number of particles and computational cost vis-à-vis a traditional partial differential equation solver.

Chemistry↗

An infrasound source analysis of the OSIRIS-REx sample return capsule hypersonic re-entry

The OSIRIS-REx sample return capsule's hypersonic re-entry into the atmosphere is a rare opportunity to test a variety of sonic boom source models since the projectile dimensions are well characterized. While the as-flown flight path is unknown, the predicted flight path enables a rough approximation of the source Mach number and location. Six infrasound microphones deployed in the boom carpet along the predicted flight path recorded impulsive signals from the OSIRIS-REx re-entry. Using a suite of atmosphere profiles and the geometric acoustics approximation, we estimate locations with uncertainty estimates along the flight path from which the signals were emitted. Acoustic overpressure and signal duration predictions from Whitham's far field theory, Carlson's simplified sonic boom prediction method, and a drag-dominated hypersonic model are analyzed with uncertainty estimates from the location estimate. While the Carlson simplified sonic boom prediction method could be accurate, our preference is for the drag-dominated source model. Using this source model with an inviscid Burgers's equation solver for propagation, we obtained an excellent match to the recorded data. In conclusion, these results will help better inform future sample return capsule re-entry observation campaigns as well as contribute to a better understanding of high altitude infrasonic sources.

58 GEOSCIENCES↗

An implementation of a high-order generalized finite difference method for solving the time-harmonic cold plasma wave equation in toroidal geometry

A high-order physics-informed meshless finite difference numerical technique is introduced for solving the time-harmonic cold plasma wave equation in toroidal geometries, presenting a novel application of the generalized finite difference (GFD) method to plasma wave simulations. The algorithm employs an irregular distribution of computational points, with local point density informed by the shortest wavelength derived from the cold plasma dispersion relation. Numerical stability and robustness are addressed using regularization techniques. The algorithm, implemented for two spatial dimensions, solves for the wave electric field and is demonstrated to achieve convergence rates of $\mathcal{O}$($\mathcal{h}$ $\mathcal{P}$ )⁠. Verification tests reproduce plane wave solutions, and example simulations of ion cyclotron resonance heating and electron cyclotron resonance heating demonstrate its capability, approaching realistic tokamak plasma scenarios. This work contributes to laying a foundation for the GFD method to be used in more sophisticated, optimized, and physically realistic full-wave simulations in time-harmonic plasma wave research.

70 PLASMA PHYSICS AND FUSION TECHNOLOGY↗

Distributed Minimal Residual (DMR) method for acceleration of iterative algorithms

A new method for enhancing the convergence rate of iterative algorithms for the numerical integration of systems of partial differential equations was developed. It is termed the Distributed Minimal Residual (DMR) method and it is based on general Krylov subspace methods. The DMR method differs from the Krylov subspace methods by the fact that the iterative acceleration factors are different from equation to equation in the system. At the same time, the DMR method can be viewed as an incomplete Newton iteration method. The DMR method was applied to Euler equations of gas dynamics and incompressible Navier-Stokes equations. All numerical test cases were obtained using either explicit four stage Runge-Kutta or Euler implicit time integration. The formulation for the DMR method is general in nature and can be applied to explicit and implicit iterative algorithms for arbitrary systems of partial differential equations.

Lee, Seungsoo↗

Computing Edge States without Hard Truncation

We present a numerical method which accurately computes the discrete spectrum and associated bound states of semi-infinite Hamiltonians which model electronic “edge” states localized at boundaries of one- and two-dimensional crystalline materials. The problem is nontrivial since arbitrarily large finite “hard” (Dirichlet) truncations of the Hamiltonian in the infinite bulk direction tend to produce spurious bound states partially supported at the truncation. Our method, which overcomes this difficulty, is to compute the Green's function of the semi-infinite Hamiltonian by imposing an appropriate boundary condition in the bulk direction; then, the spectral data is recovered via Riesz projection. We demonstrate our method's effectiveness by studies of edge states at a graphene zig-zag edge in the presence of defects modeled both by a discrete tight-binding model and a continuum PDE model under finite difference discretization. Our method may also be used to study states localized at domain wall-type edges in one- and two-dimensional materials where the edge Hamiltonian is infinite in both directions; we demonstrate this for the case of a tight-binding model of distinct honeycomb structures joined along a zig-zag edge. Here, we expect our method to be useful for designing novel devices based on precise wave-guiding by edge states.

97 MATHEMATICS AND COMPUTING↗

Green's function methods for multiphysics simulations (Final Report)

Green's functions are important tools for analyzing mathematical properties of partial differential equations (PDEs), and for numerically solving PDEs, especially when equations for the same operator but with multiple right hand sides need to be solved simultaneously. This proposal aims at developing efficient and accurate numerical methods for computing Green's functions, which can be used to tackle a challenging question in multiphysics simulation of DOE-mission science problems: how to couple quantum physics with classical physics. The key mathematical difficulty is properly formulate a "boundary condition" for the region described by quantum physics, and conventional approaches often model such boundary conditions in an empirical way. The proposed Green's function methods use the Dirichlet-to-Neumann map to formulate a boundary condition that is non-empirical and can couple the quantum and classical regions in an in principle exact way. The key ingredient of the new methods is to construct the Dirichlet-to-Neumann map in an efficient, accurate and versatile manner. The new methods have provably low complexity and are ideally suited for massively parallel and emerging many-core computational systems.

97 MATHEMATICS AND COMPUTING↗

The modified equation approach to the stability and accuracy analysis of finite-difference methods

The stability and accuracy of finite-difference approximations to simple linear partial differential equations are analyzed by studying the modified partial differential equation. Aside from round-off error, the modified equation represents the actual partial differential equation solved when a numerical solution is computed using a finite-difference equation. The modified equation is derived by first expanding each term of a difference scheme in a Taylor series and then eliminating time derivatives higher than first order by certain algebraic manipulations. The connection between 'heuristic' stability theory based on the modified equation approach and the von Neumann (Fourier) method is established. In addition to the determination of necessary and sufficient conditions for computational stability, a truncated version of the modified equation can be used to gain insight into the nature of both dissipative and dispersive errors.

Warming, R. F.↗

A technique for accelerating iterative convergence in numerical integration, with application in transonic aerodynamics

A technique is described for the efficient numerical solution of nonlinear partial differential equations by rapid iteration. In particular, a special approach is described for applying the Aitken acceleration formula (a simple Pade approximant) for accelerating the iterative convergence. The method finds the most appropriate successive approximations, which are in a most nearly geometric sequence, for use in the Aitken formula. Simple examples are given to illustrate the use of the method. The method is then applied to the mixed elliptic-hyperbolic problem of steady, inviscid, transonic flow over an airfoil in a subsonic free stream.

Martin, E. D.↗

A technique for accelerating iterative convergence in numerical integration, with application in transonic aerodynamics

A technique is described for the efficient numerical solution of nonlinear partial differential equations by rapid iteration. In particular, a special approach is described for applying the Aitken acceleration formula (a simple Pade approximant) for accelerating the iterative convergence. The method finds the most appropriate successive approximations, which are in a most nearly geometric sequence, for use in the Aitken formula. Simple examples are given to illustrate the use of the method. The method is then applied to the mixed elliptic-hyperbolic problem of steady, inviscid, transonic flow over an airfoil in a subsonic free stream.

Martin, E. D.↗

Computation of three-dimensional nozzle-exhaust flow fields with the GIM code

A methodology is introduced for constructing numerical analogs of the partial differential equations of continuum mechanics. A general formulation is provided which permits classical finite element and many of the finite difference methods to be derived directly. The approach, termed the General Interpolants Method (GIM), can combined the best features of finite element and finite difference methods. A quasi-variational procedure is used to formulate the element equations, to introduce boundary conditions into the method and to provide a natural assembly sequence. A derivation is given in terms of general interpolation functions from this procedure. Example computations for transonic and supersonic flows in two and three dimensions are given to illustrate the utility of GIM. A three-dimensional nozzle-exhaust flow field is solved including interaction with the freestream and a coupled treatment of the shear layer. Potential applications of the GIM code to a variety of computational fluid dynamics problems is then discussed in terms of existing capability or by extension of the methodology.

Spradley, L. W.↗

Multi-level adaptive finite element methods. 1: Variation problems

A general numerical strategy for solving partial differential equations and other functional problems by cycling between coarser and finer levels of discretization is described. Optimal discretization schemes are provided together with very fast general solvers. It is described in terms of finite element discretizations of general nonlinear minimization problems. The basic processes (relaxation sweeps, fine-grid-to-coarse-grid transfers of residuals, coarse-to-fine interpolations of corrections) are directly and naturally determined by the objective functional and the sequence of approximation spaces. The natural processes, however, are not always optimal. Concrete examples are given and some new techniques are reviewed. Including the local truncation extrapolation and a multilevel procedure for inexpensively solving chains of many boundary value problems, such as those arising in the solution of time-dependent problems.

Brandt, A.↗