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NASA NTRS1986

Semi-implicit and fully implicit shock-capturing methods for hyperbolic conservation laws with stiff source terms

Some numerical aspects of finite-difference algorithms for nonlinear multidimensional hyperbolic conservation laws with stiff nonhomogenous (source) terms are discussed. If the stiffness is entirely dominated by the source term, a semi-implicit shock-capturing method is proposed provided that the Jacobian of the soruce terms possesses certain properties. The proposed semi-implicit method can be viewed as a variant of the Bussing and Murman point-implicit scheme with a more appropriate numerical dissipation for the computation of strong shock waves. However, if the stiffness is not solely dominated by the source terms, a fully implicit method would be a better choice. The situation is complicated by problems that are higher than one dimension, and the presence of stiff source terms further complicates the solution procedures for alternating direction implicit (ADI) methods. Several alternatives are discussed. The primary motivation for constructing these schemes was to address thermally and chemically nonequilibrium flows in the hypersonic regime. Due to the unique structure of the eigenvalues and eigenvectors for fluid flows of this type, the computation can be simplified, thus providing a more efficient solution procedure than one might have anticipated.

Yee, H. C.↗

NASA NTRS1987

Semi-implicit and fully implicit shock-capturing methods for hyperbolic conservation laws with stiff source terms

Some numerical aspects of finite-difference algorithms for nonlinear multidimensional hyperbolic conservation laws with stiff nonhomogeneous (source) terms are discussed. If the stiffness is entirely dominated by the source term, a semi-implicit shock-capturing method is proposed provided that the Jacobian of the source terms possesses certain properties. The proposed semi-implicit method can be viewed as a variant of the Bussing and Murman point-implicit scheme with a more appropriate numerical dissipation for the computation of strong shock waves. However, if the stiffness is not solely dominated by the source terms, a fully implicit method would be a better choice. The situation is complicated by problems that are higher than one dimension, and the presence of stiff source terms further complicates the solution procedures for alternating direction implicit (ADI) methods. Several alternatives are discussed. The primary motivation for constructing these schemes was to address thermally and chemically nonequilibrium flows in the hypersonic regime. Due to the unique structure of the eigenvalues and eigenvectors for fluid flows of this type, the computation can be simplified, thus providing a more efficient solution procedure than one might have anticipated.

Yee, H. C.↗

NASA NTRS1989

Semi-implicit and fully implicit shock-capturing methods for nonequilibrium flows

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Yee, H. C.↗

NASA NTRS1994

Global Asymptotic Behavior of Iterative Implicit Schemes

The global asymptotic nonlinear behavior of some standard iterative procedures in solving nonlinear systems of algebraic equations arising from four implicit linear multistep methods (LMMs) in discretizing three models of 2 x 2 systems of first-order autonomous nonlinear ordinary differential equations (ODEs) is analyzed using the theory of dynamical systems. The iterative procedures include simple iteration and full and modified Newton iterations. The results are compared with standard Runge-Kutta explicit methods, a noniterative implicit procedure, and the Newton method of solving the steady part of the ODEs. Studies showed that aside from exhibiting spurious asymptotes, all of the four implicit LMMs can change the type and stability of the steady states of the differential equations (DEs). They also exhibit a drastic distortion but less shrinkage of the basin of attraction of the true solution than standard nonLMM explicit methods. The simple iteration procedure exhibits behavior which is similar to standard nonLMM explicit methods except that spurious steady-state numerical solutions cannot occur. The numerical basins of attraction of the noniterative implicit procedure mimic more closely the basins of attraction of the DEs and are more efficient than the three iterative implicit procedures for the four implicit LMMs. Contrary to popular belief, the initial data using the Newton method of solving the steady part of the DEs may not have to be close to the exact steady state for convergence. These results can be used as an explanation for possible causes and cures of slow convergence and nonconvergence of steady-state numerical solutions when using an implicit LMM time-dependent approach in computational fluid dynamics.

Yee, H. C.↗

DOE OSTI2024

One-sweep moment-based semi-implicit-explicit integration for gray thermal radiation transport

Thermal radiation transport (TRT) is a time dependent, high dimensional partial integro-differential equation. In practical applications such as inertial confinement fusion, TRT is coupled to other physics such as hydrodynamics, plasmas, etc., and the timescales one is interested in capturing are often much slower than the radiation timescale. As a result, TRT is treated implicitly, and due to its stiffness and high dimensionality, is often a dominant computational cost in multiphysics simulations. Here we develop a new approach for implicit-explicit (IMEX) integration of gray TRT in the deterministic SN setting, which requires only one sweep per stage, with the simplest first-order method requiring only one sweep per time step. The partitioning of equations is done via a moment-based high-order low-order formulation of TRT, where the streaming operator and first two moments are used to capture the asymptotic stiff regimes of the streaming limit and diffusion limit. Absorption-reemission is treated explicitly, and although stiff, is sufficiently damped by the implicit solve that we achieve stable accurate time integration without incorporating the coupling of the high order and low order equations implicitly. Due to nonlinear coupling of the high-order and low-order equations through temperature-dependent opacities, to facilitate IMEX partitioning and higher-order methods, we use a semi-implicit integration approach amenable to nonlinear partitions. In conclusion, results are demonstrated on thick Marshak and crooked pipe benchmark problems, demonstrating orders of magnitude improvement in accuracy and wallclock compared with the standard first-order implicit integration typically used.

97 MATHEMATICS AND COMPUTING↗

NASA NTRS1994

The Dynamics of Some Iterative Implicit Schemes

Yee, H. C.↗

DOE OSTI2025

Axisymmetric gyrokinetic simulation of ASDEX-Upgrade scrape-off layer using a conservative implicit BGK collision operator

Collisions play an important role in turbulence and transport of fusion plasmas. For kinetic simulations, as the collisionality increases in the domain of interest, the size of the time step to resolve the collisional physics can become overly restrictive in an explicit time integration scheme, leading to high computational cost. With the aim of overcoming such restriction, we have implemented an implicit Bhatnagar–Gross–Krook (BGK) collision operator for use in the discontinuous Galerkin full-f gyrokinetic solver within the Gkeyll framework, which, when combined with Gkeyll's traditional explicit time integrator for collisionless advection, can significantly increase the time step in gyrokinetic simulations of highly collisional regimes. To ensure conservation of density, momentum, and energy, we utilize an iterative scheme to correct the discretized approximation to the equilibrium Maxwellian distribution to which the BGK collision operator relaxes. We have further generalized the BGK infrastructure, both the implicit scheme and the correction routine, to handle cross-species collisions. This improved implicit and conservative BGK operator is benchmarked against the more accurate but more computationally expensive Lenard–Bernstein–Dougherty (LBD) operator, which has been utilized in prior studies with Gkeyll. The implicit BGK operator enables 2D axisymmetric simulations of the ASDEX-Upgrade scrape-off layer to run 56 times faster to completion than the simulations with the LBD operator, because the BGK operator is more robust and converges at a lower resolution than is required by the LBD operator. Additionally, in this more collisional limit, we demonstrate that the results of our simulations utilizing the implicit BGK operator agreed well with simulations utilizing the more computationally expensive LBD operator.

Gyrokinetic simulations↗

NASA NTRS1983

Multiple-gridding of the Euler equations with an implicit scheme

The multiple-grid scheme of Ni (1981) for the solution of the unsteady Euler equations for quasi-one-dimensional transonic flow problems is analyzed according to its ability to accelerate convergence to a steady state solution, its applicability to an implicit scheme, its accuracy, and its stability limits. This scheme is applied successfully to McCormack's (1981) implicit method of solving quasi-one-dimensional transonic flow problems for CFL numbers significantly greater than unity. It is determined that the second order accuracy of this implicit method is preserved by employing the multiple gridding. However, stability limitations that are flow dependent are introduced into the implicit method by the use of the multiple-grid scheme which will curtail its use under certain flow conditions. A scaling modification for the multiple grid scheme is developed which further improves its performance when used with explicit and artificially-damped implicit methods without any increase in computational work.

Stubbs, R. M.↗

NASA NTRS1992

Implicit upwind-Euler solution algorithms for unstructured-grid applications

The development of implicit upwind algorithms for the solution of the three-dimensional, time-dependent Euler equations on unstructured tetrahedral meshes is described. The implicit temporal discretization involves either a two-sweep Gauss-Seide relaxation procedure, a two-sweep Point-Jacobi relaxation procedure, or a single-sweep Point-Implicit procedure; the upwind spatial discretization is based on the flux-difference splitting of Roe. Detailed descriptions of the three implicit solution algorithms are given, and calculations for the Boeing 747 transport configuration are presented to demonstrate the algorithms. Advantages and disadvantages of the implicit algorithms are discussed. A steady-state solution for the 747 configuration, obtained at transonic flow conditions using a mesh of over 100,000 cells, required less than one hour of CPU time on a Cray-2 computer, thus demonstrating the speed and robustness of the general capability.

Batina, John T.↗

NASA NTRS1993

Implicit upwind solution algorithms for three-dimensional unstructured meshes

Batina, John T.↗

NASA NTRS1992

Implicit upwind-Euler solution algorithms for unstructured-grid applications

The development of implicit upwind algorithms for the solution of the three-dimensional, time-dependent Euler equations on unstructured tetrahdral meshes is described. The implicit temporal discretization involves either a two-sweep Gauss-Seidel relaxation procedure, a two-sweep Point-Jacobi relaxation procedure, or a single-sweep Point-Implicit procedure; the upwind spatial discretization is based on the flux-difference splitting of Roe. Detailed descriptions of the three implicit solution algorithms are given, and calculations for the Boeing 747 transport configuration are presented to demonstrate the algorithms. Advantages and disadvantages of the implicit algorithms are discussed. A steady-state solution for the 747 configuration, obtained at transonic flow conditions using s mesh of over 100,000 cells, required less than one hour of CPU time on a Cray-2 computer, thus demonstrating the speed and robustness of the general capability.

Batina, John T.↗

NASA NTRS1997

Implicit Kalman filtering

For an implicitly defined discrete system, a new algorithm for Kalman filtering is developed and an efficient numerical implementation scheme is proposed. Unlike the traditional explicit approach, the implicit filter can be readily applied to ill-conditioned systems and allows for generalization to descriptor systems. The implementation of the implicit filter depends on the solution of the congruence matrix equation (A1)(Px)(AT1) = Py. We develop a general iterative method for the solution of this equation, and prove necessary and sufficient conditions for convergence. It is shown that when the system matrices of an implicit system are sparse, the implicit Kalman filter requires significantly less computer time and storage to implement as compared to the traditional explicit Kalman filter. Simulation results are presented to illustrate and substantiate the theoretical developments.

Non-NASA Center↗

NASA NTRS2013

Implicit Coupling Approach for Simulation of Charring Carbon Ablators

This study demonstrates that coupling of a material thermal response code and a flow solver with nonequilibrium gas/surface interaction for simulation of charring carbon ablators can be performed using an implicit approach. The material thermal response code used in this study is the three-dimensional version of Fully Implicit Ablation and Thermal response program, which predicts charring material thermal response and shape change on hypersonic space vehicles. The flow code solves the reacting Navier-Stokes equations using Data Parallel Line Relaxation method. Coupling between the material response and flow codes is performed by solving the surface mass balance in flow solver and the surface energy balance in material response code. Thus, the material surface recession is predicted in flow code, and the surface temperature and pyrolysis gas injection rate are computed in material response code. It is demonstrated that the time-lagged explicit approach is sufficient for simulations at low surface heating conditions, in which the surface ablation rate is not a strong function of the surface temperature. At elevated surface heating conditions, the implicit approach has to be taken, because the carbon ablation rate becomes a stiff function of the surface temperature, and thus the explicit approach appears to be inappropriate resulting in severe numerical oscillations of predicted surface temperature. Implicit coupling for simulation of arc-jet models is performed, and the predictions are compared with measured data. Implicit coupling for trajectory based simulation of Stardust fore-body heat shield is also conducted. The predicted stagnation point total recession is compared with that predicted using the chemical equilibrium surface assumption

Ablation↗

NASA NTRS2019

Effect of Spatial Filtering in Implicit Large-Eddy Simulations of Separated Flows

The relatively high Reynolds number of turbulent flows encountered in various applications puts these problems well beyond the reach of direct numerical simulation (DNS) at present. Meanwhile, lower-fidelity Reynolds-averaged Navier-Stokes (RANS) calculations are known to be not accurate enough in complex problems, such as smooth-body flow separation and other flows involving highly-unsteady phenomena. Hence, given the current infeasibility of DNS and the unsatisfactory performance of RANS, intermediate techniques such as large-eddy simulation (LES) and hybrid RANS-LES, whose fidelity lie between RANS and DNS, have received much attention for application to various problems of practical importance. Modeling of the effect of missing scales on resolved scales, also known as subgrid-scale (SGS) modeling, is an important subject for LES. SGS models can be broadly categorized as explicit or implicit approaches. The explicit approach is based on an SGS model that explicitly appears in the governing equations expressed in the form of so-called “filtered Navier-Stokes equations”, which describe the evolution of the turbulence scales resolved by the LES grid. The effect of the scales unresolved by the grid is represented by the SGS model. The implicit modeling approach, on the other hand, does not employ an explicit model but instead treats the intrinsic dissipation of the numerical discretization scheme as an implicit SGS model. An LES without an explicit SGS model is commonly termed as an implicit LES (ILES). The relative merits of one SGS modeling approach over another is a subject of ongoing debate. We have opted to employ an ILES methodology, based on high-order compact finite-difference and spatial filtering schemes, in our recent investigations of separated flow problems [1, 2]. Further discussion of our preference of ILES over explicit LES is provided in Uzun and Malik [2]. The spatial filtering operation, described in the next section, is treated as an implicit SGS model for the ILES. Some observations made during the course of our recent investigations, which pointed out to excessive numerical dissipation in certain parts of the flowfield, prompted us to take a closer look at the potential effect of the spatial filter on ILES predictions. This technical note is therefore devoted to spatial filter effects in the context of a high Reynolds number, transonic shock-induced separated flow.

Ali Uzun↗

DOE OSTI2025

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↗

DOE OSTI2024

Implementation and (Inverse Modified) Error Analysis for Implicitly Templated ODE-Nets

We focus on learning unknown dynamics from data using ODE-nets templated on implicit numerical initial value problem solvers. First, we perform inverse modified error analysis of the ODE-nets using unrolled implicit schemes for ease of interpretation. It is shown that training an ODE-net using an unrolled implicit scheme returns a close approximation of an inverse modified differential equation (IMDE). In addition, we establish a theoretical basis for hyperparameter selection when training such ODE-nets, whereas current strategies usually treat numerical integration of ODE-nets as a black box. We thus formulate an adaptive algorithm which monitors the level of error and adapts the number of (unrolled) implicit solution iterations during the training process, so that the error of the unrolled approximation is less than the current learning loss. This helps accelerate training while maintaining accuracy. Several numerical experiments are performed to demonstrate the advantages of the proposed algorithm compared to nonadaptive unrollings and validate the theoretical analysis. Here, we also note that this approach naturally allows for incorporating partially known physical terms in the equations, giving rise to what is termed “gray box” identification.

ODE-nets↗

DOE OSTI2025

Fully implicit crystal plasticity models representing orientations with modified Rodrigues parameters

Here, this work describes a crystal plasticity formulation combining several mathematical, numerical, and implementation choices to produce a highly efficient model. Specifically, the key choices in the implementation are (1) representing orientations with modified Rodrigues parameters, (2) implementing a fully coupled implicit time integration for the elastic stretch, the crystal orientations, and the model internal variables, (3) implementing the model in the NEML2 constitutive modeling framework, based on PyTorch, to vectorize the calculations and port the computation to GPUs and other hardware accelerators, and (4) an exact implementation of the consistent tangent matrix, even for arbitrary coupling to other field variables beyond the displacements, like temperature, neutron fluence, etc. The first two features of the model are, to our knowledge, novel. The paper considers each of these choices individually as well as the final model as a whole. This includes a full description of modified Rodrigues parameters, their advantages over other representations of orientations, the mathematical formulae and tools required to implement a model with modified Rodrigues parameters, and a detailed description of the geometry of the space of modified Rodrigues parameters (in an appendix). It also includes a description of a fully implicit time integration scheme for the orientations and the advantages in representing orientations with modified Rodrigues parameters in implementing such a model. The work then assess, via numerical examples, the advantages of fully coupled implicit time integration versus more common decoupled and explicit time integration schemes. These studies demonstrate the computational advantages of fully coupled integration versus other time integration algorithms, though the performance of the competing models depends on the complexity of the underlying single crystal model. The study concludes by demonstrating that the choice of time integration method affects the sharpness of the predicted texture, with explicit methods for integrating the orientations overestimating texture sharpness and implicit methods underestimating texture sharpness.

Crystal plasticity↗

DOE OSTI2025

Implicit full-F simulations of neoclassical ion transport

The development of implicit time integration capabilities for axisymmetric full-F continuum simulations of ion neoclassical transport is reported. The approach involves the implicit treatment of the gyrokinetic Vlasov equation coupled to the nonlinear Fokker–Planck collision model in the long-wavelength limit approximation. To facilitate implicit simulations, advanced preconditioning of individual physics operators is developed, and a global multi-physics preconditioner is constructed by adopting an operator splitting methodology. The algorithm is implemented in the finite-volume code COGENT and is applied to study neoclassical transport properties for both the main ion species and the lithium impurity species in the closed-field-line region of the LTX- β tokamak. The implicit COGENT simulations elucidate the role of non-local transport effects, while demonstrating substantial speedup over the corresponding explicit approach.

Dorf, Mikhail [Lawrence Livermore National Laborat↗