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Results for “Discrete maximum principles”

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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16 records
All sourcesNASA NTRSDOE OSTI
DOE OSTI2020

Matrix-free subcell residual distribution for Bernstein finite elements: Monolithic limiting

This paper is focused on the aspects of limiting in residual distribution (RD) schemes for high-order finite element approximations to advection problems. Both continuous and discontinuous Galerkin methods are considered in this work. Discrete maximum principles are enforced using algebraic manipulations of element contributions to the global nonlinear system. The required modifications can be carried out without calculating the element matrices and assembling their global counterparts. The components of element vectors associated with the standard Galerkin discretization are manipulated directly using localized subcell weights to achieve optimal accuracy. Low-order nonlinear RD schemes of this kind were originally developed to calculate local extremum diminishing predictors for flux-corrected transport (FCT) algorithms. In the present paper, we incorporate limiters directly into the residual distribution procedure, which makes it applicable to stationary problems and leads to well-posed nonlinear discrete problems. To circumvent the second-order accuracy barrier, the correction factors of monolithic limiting approaches and FCT schemes are adjusted using smoothness sensors based on second derivatives. Finally, the convergence behavior of presented methods is illustrated by numerical studies for two-dimensional test problems.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2024

Proximal Galerkin: A Structure-Preserving Finite Element Method for Pointwise Bound Constraints

The proximal Galerkin finite element method is a high-order, low iteration complexity, nonlinear numerical method that preserves the geometric and algebraic structure of pointwise bound constraints in infinite-dimensional function spaces. This paper introduces the proximal Galerkin method and applies it to solve free boundary problems, enforce discrete maximum principles, and develop a scalable, mesh-independent algorithm for optimal design with pointwise bound constraints. This paper also introduces the latent variable proximal point (LVPP) algorithm, from which the proximal Galerkin method derives. When analyzing the classical obstacle problem, we discover that the underlying variational inequality can be replaced by a sequence of second-order partial differential equations (PDEs) that are readily discretized and solved with, e.g., the proximal Galerkin method. Throughout this work, we arrive at several contributions that may be of independent interest. These include (1) a semilinear PDE we refer to as the entropic Poisson equation; (2) an algebraic/geometric connection between high-order positivity-preserving discretizations and certain infinite-dimensional Lie groups; and (3) a gradient-based, bound-preserving algorithm for two-field, density-based topology optimization. The complete proximal Galerkin methodology combines ideas from nonlinear programming, functional analysis, tropical algebra, and differential geometry and can potentially lead to new synergies among these areas as well as within variational and numerical analysis. Open-source implementations of our methods accompany this work to facilitate reproduction and broader adoption.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2021

Sparse invariant domain preserving discontinuous Galerkin methods with subcell convex limiting

In this paper, we develop high-order nodal discontinuous Galerkin (DG) methods for hyperbolic conservation laws that satisfy invariant domain preserving properties using subcell flux corrections and convex limiting. These methods are based on a subcell flux corrected transport (FCT) methodology that involves blending a high-order target scheme with a robust, low-order invariant domain preserving method that is obtained using a graph viscosity technique. Furthermore, the new low-order discretizations are based on sparse stencils which do not increase with the polynomial degree of the high-order DG method. As a result, the accuracy of the low-order method does not degrade when used with high-order target methods. The method is applied to both scalar conservation laws, for which the discrete maximum principle is naturally enforced, and to systems of conservation laws such as the Euler equations, for which positivity of density and a minimum principle for specific entropy are enforced. Numerical results are presented on a number of benchmark test cases.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2025

A robust fourth-order finite-difference discretization for the strongly anisotropic transport equation in magnetized plasmas

We propose a second-order temporally implicit, fourth-order-accurate spatial discretization scheme for the strongly anisotropic heat transport equation characteristic of hot, fusion-grade plasmas. Following Du Toit et al. (2018), the scheme transforms mixed-derivative diffusion fluxes (which are responsible for the lack of a discrete maximum principle) into nonlinear advective fluxes, amenable to nonlinear-solver-friendly monotonicity-preserving limiters. The scheme enables accurate multi-dimensional heat transport simulations with up to seven orders of magnitude of heat-transport-coefficient anisotropies with low cross-field numerical error pollution and excellent algorithmic performance, with the number of linear iterations scaling very weakly with grid resolution and grid anisotropy, and scaling with the square-root of the implicit timestep. We propose a multigrid preconditioning strategy based on a lower-order approximation that renders the scheme efficient and scalable under grid refinement. Several numerical tests are presented that display the expected spatial convergence rates and strong algorithmic performance, including fully nonlinear magnetohydrodynamics simulations of kink instabilities in a Bennett pinch in 2D helical geometry and of ITER in 3D toroidal geometry.

70 PLASMA PHYSICS AND FUSION TECHNOLOGY↗
DOE OSTI2020

A quadratic programming flux correction method for high-order DG discretizations of S transport

In this work, we present a new flux-fixup approach for arbitrarily high-order discontinuous Galerkin (DG) discretizations of the S N transport equation, and we demonstrate the compatibility of this approach with the Variable Eddington Factor (VEF) method. The new fixup approach is sweep-compatible: during a transport sweep (block Gauss-Seidel iteration in which the scattering source is lagged), a local quadratic programming (QP) problem is solved in each spatial element to ensure that the solution satisfies certain physical constraints, including local particle balance. In this paper, we describe two choices of physical constraints, resulting in two variants of the method: QP Zero (QPZ) and QP Maximum Principle (QPMP). In QPZ, the finite element coefficients of the solution are constrained to be nonnegative. In QPMP, they are constrained to adhere to an approximate discrete maximum principle. There are two primary takeaways in this paper. First, when the positive Bernstein basis is used for DG discretization, the QPMP method eliminates negativities, preserves high-order accuracy for smooth problems, and significantly dampens unphysical oscillations in the solution. The latter feature – the dampening of unphysical oscillations – is an improvement upon standard, simpler fixup approaches such as the approach described in (denoted as the “zero and rescale” (ZR) method in this paper). This improvement comes at a moderate computational cost, but it is not prohibitive. Our results show that, even in an unrealistic worst-case scenario where 83% of the spatial elements require a fixup, the computational cost of performing a transport sweep with fixup is only ~31% greater than performing one without fixup. The second takeaway is that the VEF method can be used to accelerate the convergence of transport sweeps even when a fixup is applied. When optically thick regions are present, transport sweeps converge slowly, regardless of whether a fixup is applied, and acceleration is needed. However, attempting to apply standard diffusion synthetic acceleration (DSA) to fixed-up transport sweeps results in divergence for optically thick problems. Our results show that the same is not true for VEF. When VEF is combined with fixed-up transport sweeps, the result is a scheme that produces a nonnegative solution, converges independently of the mean free path, and, in the case of the QPMP fixup, adheres to an approximate discrete maximum principle.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2025

Physics-based stabilized finite element approximations of the Poisson–Nernst–Planck equations

We present and analyze two stabilized finite element methods for solving numerically the Poisson–Nernst–Planck equations. The stabilization we consider is carried out by using a shock detector and a discrete graph Laplacian operator for the ion equations, whereas the discrete equation for the electric potential need not be stabilized. Discrete solutions stemmed from the first algorithm preserve both maximum and minimum discrete principles. For the second algorithm, its discrete solutions are conceived so that they hold discrete principles and obey an entropy law provided that an acuteness condition is imposed for meshes. Remarkably the latter is found to be unconditionally stable. We validate our methodology through transient numerical experiments that show convergence toward steady-state solutions.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2025

Stability analysis of the Eulerian–Lagrangian finite volume methods for nonlinear hyperbolic equations in one space dimension

In this paper, we construct a novel Eulerian–Lagrangian finite volume (ELFV) method for nonlinear scalar hyperbolic equations in one space dimension. It is well known that the exact solutions to such problems may contain shocks though the initial conditions are smooth, and direct numerical methods may suffer from restricted time step sizes. To relieve the restriction, we propose an ELFV method, where the space-time domain was separated by the partition lines originated from the cell interfaces whose slopes are obtained following the Rakine–Hugoniot junmp condition. Unfortunately, to avoid the intersection of the partition lines, the time step sizes are still limited. To fix this gap, we detect effective troubled cells (ETCs) and carefully design the influence region of each ETC, within which the partitioned space-time regions are merged together to form a new one. Then with the new partition of the space-time domain, we theoretically prove that the proposed first-order scheme with Euler forward time discretization is total-variation-diminishing and maximum-principle-preserving with at least twice larger time step constraints than the classical first order Eulerian method for Burgers’ equation. Numerical experiments verify the optimality of the designed time step sizes.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2024

Continuously bounds-preserving discontinuous Galerkin methods for hyperbolic conservation laws

For finite element approximations of transport phenomena, it is often necessary to apply a form of limiting to ensure that the discrete solution remains well-behaved and satisfies physical constraints. However, these limiting procedures are typically performed at discrete nodal locations, which is not sufficient to ensure the robustness of the scheme when the solution must be evaluated at arbitrary locations (e.g., for adaptive mesh refinement, remapping in arbitrary Lagrangian–Eulerian solvers, overset meshes, etc.). In this work, a novel limiting approach for discontinuous Galerkin methods is presented which ensures that the solution is continuously bounds-preserving (i.e., across the entire solution polynomial) for any arbitrary choice of basis, approximation order, and mesh element type. Through a modified formulation for the constraint functionals, the proposed approach requires only the solution of a single spatial scalar minimization problem per element for which a highly efficient numerical optimization procedure is presented. Here, the efficacy of this approach is shown in numerical experiments by enforcing continuous constraints in high-order unstructured discontinuous Galerkin discretizations of hyperbolic conservation laws, ranging from scalar transport with maximum principle preserving constraints to compressible gas dynamics with positivity-preserving constraints.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2021

Maximum bound principle preserving integrating factor Runge–Kutta methods for semilinear parabolic equations

A large class of semilinear parabolic equations satisfy the maximum bound principle (MBP) in the sense that the time-dependent solution preserves for any time a uniform pointwise bound imposed by its initial and boundary conditions. Here, the MBP plays a crucial role in understanding the physical meaning and the well-posedness of the mathematical model. Investigation on numerical algorithms with preservation of the MBP has attracted increasingly attentions in recent years, especially for the temporal discretizations, since the violation of MBP may lead to nonphysical solutions or even blow-ups of the algorithms. In this paper, we study high-order MBP-preserving time integration schemes by means of the integrating factor Runge-Kutta (IFRK) method. Beginning with the space-discrete system of semilinear parabolic equations, we present the IFRK method in general form and derive the sufficient conditions for the method to preserve the MBP. In particular, we show that the classic four-stage, fourth-order IFRK scheme is MBP preserving for some typical semilinear systems although not strong stability preserving, which can be instantly applied to the Allen-Cahn type of equations. To our best knowledge, this is the first time to present a fourth-order linear numerical method preserving the MBP. In addition, convergence of these numerical schemes is proved theoretically and verified numerically, as well as their efficiency by simulations of 2D and 3D long-time evolutional behaviors. Numerical experiments are also carried out for a model which is not a typical gradient flow as the Allen-Cahn type of equations.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2024

Efficient First-Order Algorithms for Large-Scale, Non-Smooth Maximum Entropy Models with Application to Wildfire Science

Maximum entropy (MaxEnt) models are a class of statistical models that use the maximum entropy principle to estimate probability distributions from data. Due to the size of modern data sets, MaxEnt models need efficient optimization algorithms to scale well for big data applications. State-of-the-art algorithms for MaxEnt models, however, were not originally designed to handle big data sets; these algorithms either rely on technical devices that may yield unreliable numerical results, scale poorly, or require smoothness assumptions that many practical MaxEnt models lack. In this paper, we present novel optimization algorithms that overcome the shortcomings of state-of-the-art algorithms for training large-scale, non-smooth MaxEnt models. Our proposed first-order algorithms leverage the Kullback–Leibler divergence to train large-scale and non-smooth MaxEnt models efficiently. For MaxEnt models with discrete probability distribution of n elements built from samples, each containing m features, the stepsize parameter estimation and iterations in our algorithms scale on the order of O(mn) operations and can be trivially parallelized. Moreover, the strong ℓ1 convexity of the Kullback–Leibler divergence allows for larger stepsize parameters, thereby speeding up the convergence rate of our algorithms. To illustrate the efficiency of our novel algorithms, we consider the problem of estimating probabilities of fire occurrences as a function of ecological features in the Western US MTBS-Interagency wildfire data set. Our numerical results show that our algorithms outperform the state of the art by one order of magnitude and yield results that agree with physical models of wildfire occurrence and previous statistical analyses of wildfire drivers.

Physics↗
DOE OSTI2020

Quantitative and three-dimensional assessment of holdup material

Nuclear material deposited in equipment, transfer lines, and ventilation systems of a processing facility is usually referred to as holdup. Operators need to know the location and amount of holdup in their facility for radiation safety and material accountability. In this work, we propose to use an array of detectors co-axial to the inspected pipe to measure the holdup material. This method is implementable into an automated system capable of crawling on surfaces and pipes of various curvatures, which would enable faster, easier, and more accurate holdup safeguards measurements. We first demonstrated that the current holdup assay procedure could lead to a non-negligible bias in the estimate of special nuclear material mass, due to the simplified assumption of deposited geometry introduced by the Generalized Geometry Holdup (GGH) model. The new approach consists of imaging the inner holdup material by characterizing the detector array’s response and unfolding it from the measured light output. Our experimental proof of principle consists of three NaI(Tl) detectors surrounding an aluminum pipe containing two cesium-137 ( 137 Cs) sources. We derived the source distribution inside the pipe by first calculating the detector response matrix using a method adaptive to the surface geometry of the object containing the measured holdup material. Creating a matrix of the detector array’s measured counts, we then proceed to solve an inverse problem, resulting in an accurately located source position and activity distribution within the response matrix’s spatial resolution. Furthermore, we then developed a simulated model of the envisioned experimental setup, which accurately described both the activity and position of the source in 2D. Finally, we extended our model onto a discretized three-dimensional model of the system, encompassing 36 detectors. The model was simulated to measure the source distribution and activity of multiple sources in pipes of varied geometries, which could then be conveniently translated to a real-time holdup measurement protocol. For the 3D simulation of four different source geometries, the model accurately localized the source position in 3D, while the activity retained a maximum relative error of ±5.32%.

46 INSTRUMENTATION RELATED TO NUCLEAR SCIENCE AND ↗
DOE OSTI2024

Alternating Direction Decomposition with Strong Bounding and Convexification (ADDSBC) for Solving Security Constrained AC Unit Commitment Problems

This project aims to develop efficient and robust computational methods for solving the security-constrained unit commitment and alternating current optimal power flow problem (SC-UC-ACOPF). The SC-UC-ACOPF problem is at the center of the short-term operation of the U.S. Power Grid. It is solved every week, every day, and every 10 minutes to plan for the optimal action of electricity generation and consumption by minimizing the generation cost and maintaining power system reliability against potential disruptions of equipment failures. In mathematical terms, SC-UC-ACOPF is a challenging large-scale mixed-integer nonlinear optimization model. This means that the decisions involve both discrete variables, e.g. the turning on and off of generators and switching of transmission lines and transformers, and continuous decisions, e.g. the amount of energy generated by each generator and the power flows in the power grid. The physics of the power flow is described by nonlinear equations involving real and reactive power and bus voltages. Another key feature is the large number of contingencies, i.e. the system needs to stay reliable in face of failure of any one equipment, such as transmission lines and generators. The U.S. power grids are extremely complicated and large scale with more than 5,000 generators, 50,000 buses, and 100,000 high-voltage transmission lines, making the SC-UC-ACOPF a very large-scale computation challenge. The research developed in this project aims to solve the SC-UC-ACOPF problems in the three timescales, i.e. weekly, daily, and every 10-min. The proposed computational methods are built on a principled algorithmic approach of decomposition and penalization. More specifically, the algorithm develops spatial and temporal decomposition by exploiting the strong temporal coupling and weak spatial coupling of the UC problem and the complementary feature, i.e. weak temporal coupling and strong spatial coupling of the ACOPF problem. The algorithm also leverages recent progresses in strong convex relaxation of ACOPF. A unique feature of the proposed approach is that it generates a valid, global upper bound on the optimal maximum profit. In this way, a global optimality gap is available to measure the quality of the solution. To further speed up computation, the research team has developed a plethora of effective heuristics to strengthen the iterative penalty-based decomposition framework. For instance, a heuristic is developed to construct inner approximations of the time coupling constraints within the time decoupled problems. Contingencies are pre-screened and low-rank matrix computation is exploited to find the almost unique solution to each contingency. A novel heuristic for line switching is proposed and tested with positive impacts on instances where line switching is beneficial. Taking a systematic approach and carefully handling every detail of the problem pays off. The TIM-GO’s performance throughout the trials and the final event was stellar. TIM-GO garnered the second highest total prize money and is ranked in the top three positions across all categories of comparison.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2021

Mixing Cell Model: A One-Dimensional Numerical Model for Assessment of Water Flow and Contaminant Transport in the Unsaturated Zone

This report describes the Mixing Cell Model code, a one dimensional model for water flow and solute transport in the unsaturated zone under steady state or transient flow conditions. The model is based on the principles and assumptions underlying mixing-cell model formulations. The unsaturated zone is discretized into a series of independent mixing cells. Each cell may have unique hydrologic, lithologic, and sorptive properties. Ordinary differential equations describe the material (water and solute) balance within each cell. Water-flow equations are derived from the continuity equation, assuming that unit gradient conditions exist at all times in each cell. Pressure gradients are considered implicitly through model discretization. Unsaturated hydraulic conductivity and moisture contents are determined by the material specific moisture-characteristic curves. Solute-transport processes include explicit treatment of advective processes, first order chain decay, and linear sorption reactions. Dispersion is addressed through implicit and explicit dispersion. Implicit dispersion is an inherent feature of all mixing-cell models and originates from the formulation of the problem in terms of mass balance around fully mixed volume elements. Expressions are provided that relate implicit dispersion to the physical dispersion of the system. Two FORTRAN codes were developed to solve the water flow and solute-transport equations: (1) the Mixing Cell Model for Flow (MCMF) solves transient water-flow problems and (2) the Mixing Cell Model for Transport (MCMT) solves the solute-transport problem. The transient water-flow problem is typically solved first by estimating the water flux through each cell in the model domain as a function of time using the MCMF code. These data are stored in either ASCII or binary files that are later read by the solute transport code (MCMT). Code output includes solute pore water concentrations, water and solute inventories in each cell and at each specified output time, and water and solute fluxes through each cell and specified output time. Computer run times for coupled transient water flow and solute transport were typically several seconds on a 2 GHz Intel Pentium IV desktop computer. The model was benchmarked against analytical solutions and finite element approximations to the partial differential equations (PDE) describing unsaturated flow and transport. Differences between the maximum solute flux estimated by the mixing cell model and the PDE models were typically less than two percent. This revision includes an option for a fixed concentration lower boundary condition for diffusive fluxes for versions 020321 and later.

54 ENVIRONMENTAL SCIENCES↗