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At least 19 records

An embedded variable step IMEX scheme for the incompressible Navier–Stokes equations

This report presents a series of implicit–explicit (IMEX) variable stepsize algorithms for the incompressible Navier–Stokes equations (NSE). Here, IMEX means the nonlinear term is treated fully explicitly while the remaining terms are treated implicitly. With the advent of new computer architectures there has been growing demand for low memory solvers of this type. The addition of time adaptivity improves the accuracy and greatly enhances the efficiency of the algorithm. We prove energy stability of an embedded first–second order IMEX pair. For the first order member of the pair, we prove stability for variable stepsizes, and analyze convergence. We believe this to be the first proof of this type for a variable stepsize IMEX scheme for the incompressible NSE. We then define and test a variable stepsize, variable order IMEX scheme using these methods. Our work contributes several firsts for IMEX NSE schemes, including an energy argument and error analysis of a two-step, variable stepsize method, and embedded error estimation for an IMEX multi-step method.

42 ENGINEERING↗

High Order Strong Stability Preserving MultiDerivative Implicit and IMEX Runge--Kutta Methods with Asymptotic Preserving Properties

In this article we present a class of high order unconditionally strong stability preserving (SSP) implicit two-derivative Runge--Kutta schemes and SSP implicit-explicit (IMEX) multi-derivative Runge--Kutta schemes where the time-step restriction is independent of the stiff term. The unconditional SSP property for a method of order $p>2$ is unique among SSP methods and depends on a backward-in-time assumption on the derivative of the operator. We show that this backward derivative condition is satisfied in many relevant cases where SSP IMEX schemes are desired. We devise unconditionally SSP implicit Runge--Kutta schemes of order up to $p=4$ and IMEX Runge--Kutta schemes of order up to $p=3$. For the multiderivative IMEX schemes, we also derive and present the order conditions, which have not appeared previously. The unconditional SSP condition ensures that these methods are positivity preserving, and we present sufficient conditions under which such methods are also asymptotic preserving when applied to a range of problems, including a hyperbolic relaxation system, the Broadwell model, and the Bhatnagar--Gross--Krook kinetic equation. We present numerical results to support the theoretical results on a variety of problems.

97 MATHEMATICS AND COMPUTING↗

A framework to evaluate IMEX schemes for atmospheric models

We present a new evaluation framework for implicit and explicit (IMEX) Runge–Kutta time-stepping schemes. The new framework uses a linearized nonhydrostatic system of normal modes. We utilize the framework to investigate the stability of IMEX methods and their dispersion and dissipation of gravity, Rossby, and acoustic waves. We test the new framework on a variety of IMEX schemes and use it to develop and analyze a set of second-order low-storage IMEX Runge–Kutta methods with a high Courant–Friedrichs–Lewy (CFL) number. We show that the new framework is more selective than the 2-D acoustic system previously used in the literature. Schemes that are stable for the 2-D acoustic system are not stable for the system of normal modes.

54 ENVIRONMENTAL SCIENCES↗

DG-IMEX method for a two-moment model for radiation transport in the $\mathscr{O}$($v$/$c$) limit

Here, we consider neutral particle systems described by moments of a phase-space density and propose a realizability-preserving numerical method to evolve a spectral two-moment model for particles interacting with a background fluid moving with nonrelativistic velocities. The system of nonlinear moment equations, with special relativistic corrections to $\mathscr{O}$($v$/$c$), expresses a balance between phase-space advection and collisions and includes velocity-dependent terms that account for spatial advection, Doppler shift, and angular aberration. The model is conservative for the correct $\mathscr{O}$($v$/$c$) Eulerian-frame number density and is consistent, to $\mathscr{O}$($v$/$c$), with Eulerian-frame energy and momentum conservation. This model is closely related to the one promoted by Lowrie et al. and similar to models currently used to study transport phenomena in large-scale simulations of astrophysical environments. The proposed numerical method is designed to preserve moment realizability, which guarantees that the moments correspond to a nonnegative phase-space density. The realizability-preserving scheme consists of the following key components: (i) a strong stability-preserving implicit-explicit (IMEX) time-integration method; (ii) a discontinuous Galerkin (DG) phase-space discretization with carefully constructed numerical uxes; (iii) a realizability-preserving implicit collision update; and(iv) a realizability-enforcing limiter. In time integration, nonlinearity of the moment model necessitates solution of nonlinear equations, which we formulate as fixed-point problems and solve with tailored iterative solvers that preserve moment realizability with guaranteed global convergence. We also analyze the simultaneous Eulerian-frame number and energy conservation properties of the semi-discrete DG scheme and propose a "spectral redistribution" scheme that promotes Eulerian-frame energy conservation. Through numerical experiments, we demonstrate the accuracy and robustness of this DG-IMEX method and investigate its Eulerian-frame energy conservation properties.

73 NUCLEAR PHYSICS AND RADIATION PHYSICS↗

Uniform accuracy of implicit-explicit Runge-Kutta (IMEX-RK) schemes for hyperbolic systems with relaxation

Implicit-explicit Runge-Kutta (IMEX-RK) schemes are popular methods to treat multiscale equations that contain a stiff part and a non-stiff part, where the stiff part is characterized by a small parameter. Here, in this work, we prove rigorously the uniform stability and uniform accuracy of a class of IMEX-RK schemes for a linear hyperbolic system with stiff relaxation. The result we obtain is optimal in the sense that it holds regardless of the value of and the order of accuracy is the same as the design order of the original scheme, i.e., there is no order reduction.

97 MATHEMATICS AND COMPUTING↗

Performance of explicit and IMEX MRI multirate methods on complex reactive flow problems within modern parallel adaptive structured grid frameworks

Large-scale multiphysics simulations are computationally challenging due to the coupling of multiple processes with widely disparate time scales. The advent of exascale computing systems exacerbates these challenges since these systems enable ever-increasing size and complexity. In recent years, there has been renewed interest in developing multirate methods as a means to handle the large range of time scales, as these methods may afford greater accuracy and efficiency than more traditional approaches of using implicit-explicit (IMEX) and low-order operator splitting schemes. However, to date there have been few performance studies that compare different classes of multirate integrators on complex application problems. In this work, we study the performance of several newly developed multirate infinitesimal (MRI) methods, implemented in the SUNDIALS solver package, on two reacting flow model problems built on structured mesh frameworks. The first model revisits prior work on a compressible reacting flow problem with complex chemistry that is implemented using BoxLib but where we now include comparisons between a new explicit MRI scheme with the multirate spectral deferred correction (SDC) methods in the original paper. The second problem uses the same complex chemistry as the first problem, combined with a simplified flow model, but runs at a large spatial scale where explicit methods become infeasible due to stability constraints. Two recently developed IMEX MRI multirate methods are tested. These methods rely on advanced features of the AMReX framework on which the model is built, such as multilevel grids and multilevel preconditioners. The results from these two problems show that MRI multirate methods can offer significant performance benefits on complex multiphysics application problems and that these methods may be combined with advanced spatial discretization to compound the advantages of both.

97 MATHEMATICS AND COMPUTING↗

Improving ADAM through an implicit-explicit (IMEX) time-stepping approach

The ADAM optimizer, often used in machine learning for neural network training, corresponds to an underlying ordinary differential equation (ODE) in the limit of very small learning rates. Here, this work shows that the classical ADAM algorithm is a first-order implicit-explicit (IMEX) Euler discretization of the underlying ODE. Employing the time discretization point of view, we propose new extensions of the ADAM scheme obtained by using higher-order IMEX methods to solve the ODE. Based on this approach, we derive a new optimization algorithm for neural network training that performs better than classical ADAM on several regression and classification problems.

97 MATHEMATICS AND COMPUTING↗

A DG-IMEX Method for Two-moment Neutrino Transport: Nonlinear Solvers for Neutrino–Matter Coupling

Neutrino-matter interactions play an important role in core-collapse supernova (CCSN) explosions as they contribute to both lepton number and/or four-momentum exchange between neutrinos and matter, and thus act as the agent for neutrino-driven explosions. Due to the multiscale nature of neutrino transport in CCSN simulations, an implicit treatment of neutrino-matter interactions is desired, which requires solutions of coupled nonlinear systems in each step of the time integration scheme. In this paper we design and compare nonlinear iterative solvers for implicit systems with energy coupling neutrino-matter interactions commonly used in CCSN simulations. Specifically, we consider electron neutrinos and antineutrinos, which interact with static matter configurations through the Bruenn 85 opacity set. The implicit systems arise from the discretization of a nonrelativistic two-moment model for neutrino transport, which employs the discontinuous Galerkin (DG) method for phase-space discretization and an implicit-explicit (IMEX) time integration scheme. In the context of this DG-IMEX scheme, we propose two approaches to formulate the nonlinear systems — a coupled approach and a nested approach. For each approach, the resulting systems are solved with Anderson-accelerated fixedpoint iteration and Newton’s method. The performance of these four iterative solvers has been compared on relaxation problems with various degree of collisionality, as well as proto-neutron star deleptonization problems with several matter profiles adopted from spherically symmetric CCSN simulations. Here, numerical results suggest that the nested Anderson-accelerated fixed-point solver is more efficient than other tested solvers for solving implicit nonlinear systems with energy coupling neutrino-matter interactions.

79 ASTRONOMY AND ASTROPHYSICS↗

IMEX Runge-Kutta Parareal for Non-diffusive Equations

Parareal is a widely studied parallel-in-time method that can achieve meaningful speedup on certain problems. However, it is well known that the method typically performs poorly on non-diffusive equations. This paper analyzes linear stability and convergence for IMEX Runge-Kutta Parareal methods on non-diffusive equations. By combining standard linear stability analysis with a simple convergence analysis, we find that certain Parareal configurations can achieve parallel speedup on non-diffusive equations. These stable configurations all posses low iteration counts, large block sizes, and a large number of processors. Numerical examples using the nonlinear Schrodinger equation demonstrate the analytical conclusions.

97 MATHEMATICS AND COMPUTING↗

Entropy–Preserving and Entropy–Stable Relaxation IMEX and Multirate Time–Stepping Methods

In this work, we propose entropy-preserving and entropy-stable partitioned Runge–Kutta (RK) methods. In particular, we extend the explicit relaxation Runge–Kutta methods to IMEX–RK methods and a class of explicit second-order multirate methods for stiff problems arising from scale-separable or grid-induced stiffness in a system. The proposed approaches not only mitigate system stiffness but also fully support entropy-preserving and entropy-stability properties at a discrete level. The key idea of the relaxation approach is to adjust the step completion with a relaxation parameter so that the time-adjusted solution satisfies the entropy condition at a discrete level. The relaxation parameter is computed by solving a scalar nonlinear equation at each timestep in general; however, as for a quadratic entropy function, we theoretically derive the explicit form of the relaxation parameter and numerically confirm that the relaxation parameter works the Burgers equation. Several numerical results for ordinary differential equations and the Burgers equation are presented to demonstrate the entropy-conserving/stable behavior of these methods. We also compare the relaxation approach and the incremental direction technique for the Burgers equation with and without a limiter in the presence of shocks.

97 MATHEMATICS AND COMPUTING↗

A review of high order strong stability preserving two-derivative explicit, implicit, and IMEX methods

High order strong stability preserving time discretizations ensure the nonlinear non-inner-product strong stability properties of spatial discretizations suited for the stable simulation of hyperbolic PDEs in a wide variety of application areas including fluid dynamics, magnetohydrodynamics, semiconductor devices, electromagnetics, and astrophysics. Over the past decade multiderivative time-stepping have been increasingly used for the time-evolution hyperbolic PDEs, so that the strong stability properties of these methods have become important. In this work we review sufficient conditions for a two-derivative multistage method to preserve the strong stability properties of spatial discretizations in a forward Euler and different conditions on the second derivative. In particular we present the strong stability preserving theory for explicit and implicit two-derivative Runge–Kutta schemes, including a special condition on the second derivative under which these implicit methods may be unconditionally strong stability preserving. This special condition is natural for the stiff component of wide range of plasma physics problems, and can be useful in the context of strong stability preserving implicit-explicit multi-derivative Runge–Kutta schemes, where the time-step restriction is then independent of the stiff term. Lastly, we present the strong stability preserving theory for implicit-explicit multi-derivative general linear methods, and some novel second and third order methods where the time-step restriction is independent of the stiff term.

97 MATHEMATICS AND COMPUTING↗

Implicit–explicit multirate infinitesimal stage-restart methods

Implicit–Explicit (IMEX) methods are flexible numerical time integration methods which solve an initial-value problem (IVP) that is split into stiff and nonstiff processes with the goal of lower computational costs than a purely implicit or explicit approach. A complementary form of flexible IVP solvers are multirate infinitesimal methods for problems split into fast- and slow-changing dynamics, that solve a multirate IVP by evolving a sequence of “fast” IVPs using any suitably accurate algorithm. This article introduces a new class of high-order implicit–explicit multirate methods that are designed for multirate IVPs in which the slow-changing dynamics are further split in an IMEX fashion. This new class, which we call implicit–explicit multirate infinitesimal stage-restart (IMEX-MRI-SR), both improves upon the previous implicit–explicit multirate infinitesimal generalized-structure additive Runge Kutta (IMEX-MRI-GARK) methods by allowing for far easier creation of new embedded methods, and extends multirate exponential Runge Kutta (MERK) methods by allowing the fast-changing dynamics to be nonlinear and the methods to be implicit. We leverage GARK theory to derive conditions for orders of accuracy up to four, and we provide second- and third-order accurate example methods, which are the first known embedded MRI methods with IMEX structure. We then perform numerical simulations demonstrating convergence rates and computational performance in both fixed-step and adaptive-step settings.

96 KNOWLEDGE MANAGEMENT AND PRESERVATION↗

Electromagnetic Transient Simulation of Photovoltaic Inverter Using Implicit-Explicit Solver

This paper introduces the implementation of electromagnetic transient (EMT) simulations of a photovoltaic (PV) inverter module using the Implicit-Explicit (ImEx) solver in the Suite of Nonlinear and Differential/Algebraic Equation Solvers (SUNDIALS). This study demonstrates the effectiveness of the ImEx solver in overcoming the challenges inherent in simulating the complex dynamics of PV inverter modules. Furthermore, using SUNDIALS’ ImEx solver module ARKODE for EMT simulation automates key aspects of the process, such as numerical integration, providing substantial benefits including enhanced consistency, faster implementation, reduced human error, and the capability to handle the complexities of advanced numerical integration. By conducting comparative simulations with an implicit method used in commercial software, the research showcases the ImEx solver’s capability in achieving high accuracy and reliability. Results indicate that leveraging the ImEx approach significantly enhances modeling fidelity and reduces simulation setup times, offering a promising tool for the EMT analysis of PV inverter systems in power electronics-dominated power grids.

Choi, Jongchan [ORNL] (ORCID:000000025952455X)↗