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A higher order approximate static condensation method for multi-material diffusion problems

The paper studies an approximate static condensation method for the diffusion problem with discontinuous diffusion coefficients. The method allows for a general polygonal mesh which is unfitted to the material interfaces. Moreover, the interfaces can be discontinuous across the mesh edges as typical for numerical reconstructions using the volume or moment-of-fluid methods. We apply a mimetic finite difference method to solve local diffusion problems and use P 1 (mortar) edge elements to couple local problems into the global system. The condensation process and the properties of the resulting algebraic system are discussed. It is demonstrated that the method is second order accurate on smooth solutions and performs well for problems with high contrast in diffusion coefficients. Experiments also show the robustness with respect to position of the material interfaces against the underlying mesh.

97 MATHEMATICS AND COMPUTING↗

Stability analysis of nonlinear two-grid method for multigroup neutron diffusion problems

We present theoretical analysis of a nonlinear acceleration method for solving multigroup neutron diffusion problems. This method is formulated with two energy grids that are defined by (i) fine-energy groups structure and (ii) coarse grid with just a single energy group. The coarse-grid equations are derived by averaging of the multigroup diffusion equations over energy. The method uses a nonlinear prolongation operator. We perform stability analysis of iteration algorithms for inhomogeneous (fixed-source) and eigenvalue neutron diffusion problems. To apply Fourier analysis the equations of the method are linearized about solutions of infinite-medium problems. The developed analysis enables us to predict convergence properties of this two-grid method in different types of problems. Numerical results of problems in 2D Cartesian geometry are presented to confirm theoretical predictions.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Overlapping localized exponential time differencing methods for diffusion problems

The localized exponential time differencing (ETD) based on overlapping domain decomposition has been recently introduced for extreme-scale phase field simulations of coarsening dynamics, which displays excellent parallel scalability in supercomputers. This paper serves as the first step toward building a solid mathematical foundation for this approach. We study the overlapping localized ETD schemes for a model time-dependent diffusion equation discretized in space by the standard central difference. Two methods are proposed and analyzed for solving the fully discrete localized ETD systems: the first one is based on Schwarz iteration applied at each time step and involves solving stationary problems in the subdomains at each iteration, while the second one is based on the Schwarz waveform relaxation algorithm in which time-dependent subdomain problems are solved at each iteration. The convergences of the associated iterative solutions to the corresponding fully discrete localized ETD solution and to the exact semidiscrete solution are rigorously proved. Finally, numerical experiments are also carried out to confirm theoretical results and to compare the performance of the two methods.

58 GEOSCIENCES↗

A Low-Rank Multigrid Method for the Stochastic Steady-State Diffusion Problem

We study a multigrid method for solving large linear systems of equations with tensor product structure here. Such systems are obtained from stochastic finite element discretization of stochastic partial differential equations such as the steady-state diffusion problem with random coefficients. When the variance in the problem is not too large, the solution can be well approximated by a low-rank object. In the proposed multigrid algorithm, the matrix iterates are truncated to low rank to reduce memory requirements and computational effort. The technique is proved convergent with an analytic error bound. Numerical experiments show its effectiveness in solving the Galerkin systems compared to the original multigrid solver, especially when the number of degrees of freedom associated with the spatial discretization is large.

97 MATHEMATICS AND COMPUTING↗

An accurate and asymptotically compatible collocation scheme for nonlocal diffusion problems

Here, in this paper, we develop and analyze a collocation scheme for solving the linear nonlocal diffusion problem with general kernels. To approximate the nonlocal diffusion operator, we take a classic trapezoidal rule based on the linear interpolation as the starting point, and then carefully derive a new improved quadrature rule, which is not only more accurate but also could avoid the evaluations of singular integrals. We then use this rule to construct a collocation scheme for solving the nonlocal diffusion equations, that produces a symmetric positive definite stiffness matrix with Toeplitz structure. The proposed scheme is rigorously shown to be of second order accurate with respect to the mesh size for the nonlocal problem with fixed horizon, and in particular, it can achieve higher order accuracy for the commonly used kernels in the literature. Furthermore, we also prove that the scheme is asymptotically compatible, i.e., the approximate solution of the nonlocal diffusion problem converges to the exact solution of the corresponding local PDE problem when the horizon and the mesh size both go to zero. Finally, numerical experiments are presented to verify the theoretical results.

97 MATHEMATICS AND COMPUTING↗

First-Order Hyperbolic System Method for Time-Dependent Advection-Diffusion Problems

A time-dependent extension of the first-order hyperbolic system method for advection-diffusion problems is introduced. Diffusive/viscous terms are written and discretized as a hyperbolic system, which recovers the original equation in the steady state. The resulting scheme offers advantages over traditional schemes: a dramatic simplification in the discretization, high-order accuracy in the solution gradients, and orders-of-magnitude convergence acceleration. The hyperbolic advection-diffusion system is discretized by the second-order upwind residual-distribution scheme in a unified manner, and the system of implicit-residual-equations is solved by Newton's method over every physical time step. The numerical results are presented for linear and nonlinear advection-diffusion problems, demonstrating solutions and gradients produced to the same order of accuracy, with rapid convergence over each physical time step, typically less than five Newton iterations.

Mazaheri, Alireza↗

Approximate static condensation algorithm for solving multi-material diffusion problems on meshes non-aligned with material interfaces

In this study, we describe a new algorithm for solving multi-material diffusion problem when material interfaces are not aligned with the mesh. In this case interface reconstruction methods are used to construct approximate representation of interfaces between materials. They produce so-called multi-material cells, in which materials are represented by material polygons that contain only one material. The reconstructed interface is not continuous between cells. Finally, we suggest the new method for solving multi-material diffusion problems on such meshes and compare its performance with known homogenization methods.

36 MATERIALS SCIENCE↗

Efficient shallow Ritz method for 1D diffusion problems

This paper studies the shallow Ritz method for solving the one-dimensional diffusion problem. It is shown that the shallow Ritz method improves the order of approximation dramatically for non-smooth problems. To realize this optimal or nearly optimal order of the shallow Ritz approximation, we develop a damped block Newton (dBN) method that alternates between updates of the linear and non-linear parameters. Per each iteration, the linear and the non-linear parameters are updated by exact inversion and one step of a modified, damped Newton method applied to a reduced non-linear system, respectively. The computational cost of each dBN iteration is $\mathcal{O}$(n). Starting with the non-linear parameters as a uniform partition of the interval, numerical experiments show that the dBN is capable of efficiently moving mesh points to nearly optimal locations. In conclusion, to improve the efficiency of the dBN further, we propose an adaptive damped block Newton (AdBN) method by combining the dBN with the adaptive neuron enhancement (ANE) method [28].

Diffusion problems↗

Nonoverlapping Localized Exponential Time Differencing Methods for Diffusion Problems

In this paper, we propose nonoverlapping localized exponential time differencing (ETD) methods for diffusion problems. The model time-dependent diffusion equation is first reformulated on subdomains based on the nonoverlapping domain decomposition, in which Neumann boundary conditions are imposed on the interfaces for the subdomain problems and Dirichlet type conditions are enforced to form a space-time interface problem. After spatial discretization by standard central finite differences and temporal integration with the first or second order ETD methods, the fully discrete interface problem is obtained. Such an interface problem is then solved iteratively either at each time step or over the whole time interval: the former involves the solution of stationary problems in each subdomain at each iteration while the latter involves the solution of time-dependent subdomain problems at each iteration. For both approaches, we prove that localized ETD solutions conserve mass exactly and converge in time to the exact space semidiscrete solution. Numerical experiments in two dimensions are also presented to illustrate the performance of the proposed methods.

Mass conservation↗

An experimental comparison of a space-time multigrid method with PFASST for a reaction-diffusion problem

We consider two parallel-in-time approaches applied to a (reaction) diffusion problem, possibly non-linear. In particular, we consider PFASST (Parallel Full Approximation Scheme in Space and Time) and space-time multigrid strategies. For both approaches, we start from an integral formulation of the continuous time dependent problem. Then, a collocation form for PFASST and a discontinuous Galerkin discretization in time for the space-time multi-grid are employed, resulting in the same discrete solution at the time nodes. Strong and weak scaling of both multilevel strategies are compared for varying orders of the temporal discretization. Moreover, we investigate the respective convergence behavior for non-linear problems and highlight quantitative differences in execution times

97 MATHEMATICS AND COMPUTING↗

Existence, uniqueness and regularity of a time-periodic probability density distribution arising in a sedimentation-diffusion problem

The sedimentation and diffusion of a nonneutrally buoyant Brownian particle in vertical fluid-filled cylinder of finite length which is instantaneously inverted at regular intervals are investigated analytically. A one-dimensional convective-diffusive equation is derived to describe the temporal and spatial evolution of the probability density; a periodicity condition is formulated; the applicability of Fredholm theory is established; and the parameter-space regions are determined within which the existence and uniqueness of solutions are guaranteed. Numerical results for sample problems are presented graphically and briefly characterized.

Nitsche, Ludwig C.↗

Reduced-order modeling for nonlocal diffusion problems

In several settings, diffusive behavior is observed to not follow the rate of spread predicted by parabolic partial differential equations (PDEs) such as the heat equation. Such behaviors, often referred to as anomalous diffusion, can be modeled using nonlocal equations for which points at a finite distance apart can interact. An example of such models is provided by fractional derivative equations. Because of the nonlocal interactions, discretized nonlocal systems have less sparsity, often significantly less, compared with corresponding discretized PDE systems. As such, the need for reduced-order surrogates that can be used to cheaply determine approximate solutions is much more acute for nonlocal models compared with that for PDEs. In this paper, we consider the construction, application, and testing of proper orthogonal decomposition (POD) reduced models for an integral equation model for nonlocal diffusion. For certain modeling parameters, the model we consider allows for discontinuous solutions and includes fractional Laplacian kernels as a special case. Preliminary computational results illustrate the potential of using POD to obtain accurate approximations of solutions of nonlocal diffusion equations at much lower costs compared with, for example, standard finite element methods. Copyright © 2016 John Wiley & Sons, Ltd.

97 MATHEMATICS AND COMPUTING↗

Ensemble Grouping Strategies for Embedded Stochastic Collocation Methods Applied to Anisotropic Diffusion Problems

Previous work has demonstrated that propagating groups of samples, called ensembles, together through forward simulations can dramatically reduce the aggregate cost of sampling-based uncertainty propagation methods [E. Phipps, M. D'Elia, H. C. Edwards, M. Hoemmen, J. Hu, and S. Rajamanickam, SIAM J. Sci. Comput., 39 (2017), pp. C162--C193]. However, critical to the success of this approach when applied to challenging problems of scientific interest is the grouping of samples into ensembles to minimize the total computational work. For example, the total number of linear solver iterations for ensemble systems may be strongly influenced by which samples form the ensemble when applying iterative linear solvers to parameterized and stochastic linear systems. In this paper we explore sample grouping strategies for local adaptive stochastic collocation methods applied to PDEs with uncertain input data, in particular canonical anisotropic diffusion problems where the diffusion coefficient is modeled by truncated Karhunen--Loève expansions. Finally, we demonstrate that a measure of the total anisotropy of the diffusion coefficient is a good surrogate for the number of linear solver iterations for each sample and therefore provides a simple and effective metric for grouping samples.

97 MATHEMATICS AND COMPUTING↗

Multigrid approaches to non-linear diffusion problems on unstructured meshes

The efficiency of three multigrid methods for solving highly non-linear diffusion problems on two-dimensional unstructured meshes is examined. The three multigrid methods differ mainly in the manner in which the nonlinearities of the governing equations are handled. These comprise a non-linear full approximation storage (FAS) multigrid method which is used to solve the non-linear equations directly, a linear multigrid method which is used to solve the linear system arising from a Newton linearization of the non-linear system, and a hybrid scheme which is based on a non-linear FAS multigrid scheme, but employs a linear solver on each level as a smoother. Results indicate that all methods are equally effective at converging the non-linear residual in a given number of grid sweeps, but that the linear solver is more efficient in cpu time due to the lower cost of linear versus non-linear grid sweeps.

Mavriplis, Dimitri J.↗

A GPU Accelerated Mixed‐Precision Finite Difference Informed Random Walker (FDiRW) Solver for Strongly Inhomogeneous Diffusion Problems

In nature, many complex multi‐physics coupling problems exhibit significant diffusivity inhomogeneity, where one process occurs several orders of magnitude faster than others temporally. Simulating rapid diffusion alongside slower processes demands intensive computational resources due to the necessity for small time steps. To address these computational challenges, we have developed an efficient numerical solver named Finite Difference informed Random Walker (FDiRW). In this study, we propose a GPU‐accelerated, mixed‐precision configuration for the FDiRW solver to maximize efficiency through GPU multi‐threaded parallel computation and lower precision computation. Numerical evaluation results reveal that the proposed GPU‐accelerated mixed‐precision FDiRW solver can achieve a 117× speedup over the CPU baseline, while an additional 1.75× speedup is achieved by employing lower precision GPU computation. Notably, for large model sizes, the GPU‐accelerated mixed‐precision FDiRW solver demonstrates strong scaling with the number of nodes used in simulation. When simulating radionuclide absorption processes by porous wasteform particles with a medium‐sized model of 192 × 192 × 192, this approach reduces the total computational time to 10 min, enabling the simulation of larger systems with strongly inhomogeneous diffusivity.

97 MATHEMATICS AND COMPUTING↗