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High-speed compressible flow and other advection-dominated problems of fluid dynamics

Finite element methods are described for modeling high speed compressible flows with strong advection, problems important to aerodynamics. The situations are characterized by high pressure and temperature gradients, transients and the appearance of discontinuities, factors which require mesh refinement during computations. Techniques are developed for temporal and spatial discretization of a model problem. Several observations are made regarding the explicit and implicit features of the calculations, the use of the Lax-Wendroff scheme to produce a mass-matrix for obtaining accurate results for transients, methods of performing stability analyses, and simplification techniques. Examples are provided of solving the nonlinear shallow-water equations and describing compressible flows, particularly transonic flows. Domain splitting is defined for improving the calculations at each time step and in different parts of the flow regime while simultaneously advancing the calculations towards a solution.

Zienkiewicz, O. C.↗

Constrained Local Approximate Ideal Restriction for Advection-Diffusion Problems

Herein this paper focuses on developing a reduction-based algebraic multigrid (AMG) method that is suitable for solving general (non)symmetric linear systems and is naturally robust from pure advection to pure diffusion. Initial motivation comes from a new reduction-based AMG approach, $\ell \text{AIR}$ (local approximate ideal restriction), that was developed for solving advection-dominated problems. Though this new solver is very effective in the advection-dominated regime, its performance degrades in cases where diffusion becomes dominant. This is consistent with the fact that in general, reduction-based AMG methods tend to suffer from growth in complexity and/or convergence rates as the problem size is increased, especially for diffusion-dominated problems in two or three dimensions. Motivated by the success of $\ell \text{AIR}$ in the advective regime, our aim in this paper is to generalize the AIR framework with the goal of improving the performance of the solver in diffusion-dominated regimes. To do so, we propose a novel way to combine mode constraints as used commonly in energy-minimization AMG methods with the local approximation of ideal operators used in $\ell \text{AIR}$. The resulting constrained $\ell \text{AIR}$ algorithm is able to achieve fast scalable convergence on advective and diffusive problems. In addition, it is able to achieve standard low complexity hierarchies in the diffusive regime through aggressive coarsening, something that was previously difficult for reduction-based methods.

97 MATHEMATICS AND COMPUTING↗

AIR Algebraic Multigrid for a Space-Time Hybridizable Discontinuous Galerkin Discretization of Advection(-Diffusion)

This article investigates the efficiency, robustness, and scalability of approximate ideal restriction (AIR) algebraic multigrid as a preconditioner in the all-at-once solution of a space-time hybridizable discontinuous Galerkin discretization of advection-dominated flows. The motivation for this study is that the time-dependent advection-diffusion equation can be seen as a “steady” advection-diffusion problem in $(d+1)$-dimensions and AIR has been shown to be a robust solver for steady advection-dominated problems. Numerical examples demonstrate the effectiveness of AIR as a preconditioner for advection-diffusion problems on fixed and time-dependent domains, using both slab-by-slab and all-at-once space-time discretizations, and in the context of uniform and space-time adaptive mesh refinement. A closer look at the geometric coarsening structure that arises in AIR also explains why AIR can provide robust, scalable, space-time convergence on advective and hyperbolic problems, while most multilevel parallel-in-time schemes struggle with such problems.

97 MATHEMATICS AND COMPUTING↗

Efficient Multigrid Reduction-in-Time for Method-of-Lines Discretizations of Linear Advection

Parallel-in-time methods for partial differential equations (PDEs) have been the subject of intense development over recent decades, particularly for diffusion-dominated problems. It has been widely reported in the literature, however, that many of these methods perform quite poorly for advection-dominated problems. In this report we analyze the particular iterative parallel-in-time algorithm of multigrid reduction-in-time (MGRIT) for discretizations of constant-wave-speed linear advection problems. We focus on common method-of-lines discretizations that employ upwind finite differences in space and Runge-Kutta methods in time. Using a convergence framework we developed in previous work, we prove for a subclass of these discretizations that, if using the standard approach of rediscretizing the fine-grid problem on the coarse grid, robust MGRIT convergence with respect to CFL number and coarsening factor is not possible. This poor convergence and non-robustness is caused, at least in part, by an inadequate coarse-grid correction for smooth Fourier modes in space-time known as characteristic components. We propose an alternative coarse-grid operator that provides a better correction of these modes. This coarse-grid operator is related to previous work and uses a semi-Lagrangian discretization combined with an implicitly treated truncation error correction. Theory and numerical experiments show the proposed coarse-grid operator yields fast MGRIT convergence for many of the method-of-lines discretizations considered, including for both implicit and explicit discretizations of high order. Parallel results demonstrate speed-up over sequential time-stepping.

97 MATHEMATICS AND COMPUTING↗

A dynamic likelihood approach to filtering transport processes: advection-diffusion dynamics

A Bayesian data assimilation scheme is formulated for advection-dominated advective and diffusive evolutionary problems, based upon the Dynamic Likelihood (DLF) approach to filtering. The DLF was developed specifically for hyperbolic problems –waves–, and in this paper, it is extended via a split step formulation, to handle advection-diffusion problems. In the dynamic likelihood approach, observations and their statistics are used to propagate probabilities along characteristics, evolving the likelihood in time. The estimate posterior thus inherits phase information. For advection-diffusion the advective part of the time evolution is handled on the basis of observations alone, while the diffusive part is informed through the model as well as observations. We expect, and indeed show here, that in advection-dominated problems, the DLF approach produces better estimates than other assimilation approaches, particularly when the observations are sparse and have low uncertainty. The added computational expense of the method is cubic in the total number of observations over time, which is on the same order of magnitude as a standard Kalman filter and can be mitigated by bounding the number of forward propagated observations, discarding the least informative data.

97 MATHEMATICS AND COMPUTING↗

Characteristics-based methods applied to infinite Prandtl number thermal convection in the hard turbulent regime

Characteristics-based methods for the advection-diffusion equation are presented and directly applied to study thermal convection with extremely large Rayleigh number (Ra). It is shown that the operator-splitting method for advection-diffusion problems is very accurate for determining the advected field at extremely high Peclet number (Pe). The technique presented is considered to have great potential for solving advection-dominated problems, while the Langrangian method is more accurate for lower Pe. It is noted that the accuracy of these characteristics-based methods strongly depends on the quality of interpolation. The computational time for the operator-splitting method grows with the number of time steps employed. The Langrangian method was used for simulations of convection at very high Ra, up to 3 x 10 to the 9th, and time-dependent, thermal convection solutions were obtained for infinite Prandtl number.

Malevsky, A. V.↗

Differentiable physics-enabled closure modeling for Burgers’ turbulence

Abstract Data-driven turbulence modeling is experiencing a surge in interest following algorithmic and hardware developments in the data sciences. We discuss an approach using the differentiable physics paradigm that combines known physics with machine learning to develop closure models for Burgers’ turbulence. We consider the one-dimensional Burgers system as a prototypical test problem for modeling the unresolved terms in advection-dominated turbulence problems. We train a series of models that incorporate varying degrees of physical assumptions on an a posteriori loss function to test the efficacy of models across a range of system parameters, including viscosity, time, and grid resolution. We find that constraining models with inductive biases in the form of partial differential equations that contain known physics or existing closure approaches produces highly data-efficient, accurate, and generalizable models, outperforming state-of-the-art baselines. Addition of structure in the form of physics information also brings a level of interpretability to the models, potentially offering a stepping stone to the future of closure modeling.

97 MATHEMATICS AND COMPUTING↗

Reduced order models for Lagrangian hydrodynamics

It is reported, as a mathematical model of high-speed flow and shock wave propagation in a complex multimaterial setting, Lagrangian hydrodynamics is characterized by moving meshes, advection-dominated solutions, and moving shock fronts with sharp gradients. These challenges hinder the existing projection-based model reduction schemes from being practical. We develop several variations of projection-based reduced order model techniques for Lagrangian hydrodynamics by introducing three different reduced bases for position, velocity, and energy fields. A time-windowing approach is also developed to address the challenge imposed by the advection-dominated solutions. Lagrangian hydrodynamics is formulated as a nonlinear problem, which requires a proper hyper-reduction technique. Therefore, we apply the over-sampling DEIM and SNS approaches to reduce the complexity due to the nonlinear terms. Finally, we also present both a posteriori and a priori error bounds associated with our reduced order model. We compare the performance of the spatial and time-windowing reduced order modeling approaches in terms of accuracy and speed-up with respect to the corresponding full order model for several numerical examples, namely Sedov blast, Gresho vortices, Taylor-Green vortices, and triple-point problems.

97 MATHEMATICS AND COMPUTING↗

Self-Consistent Models of Accretion Disks

The investigations of advection-dominated accretion flows (ADAFs), with emphasis on applications to X-ray binaries containing black holes and neutron stars is presented. This work is now being recognized as the standard paradigm for understanding the various spectral states of black hole X-ray Binaries (BHXBs). Topics discussed include: (1) Problem in BHXBS, namely that several of these binaries have unusually large concentrations of lithium in their companion stars; (2) A novel test to show that black holes have event horizons; (3) Application of the ADAF model to the puzzling X-ray delay in the recent outburst of the BHXB, GRO J1655-40; (4) Description of the various spectral states in BHXBS; (5) Application of the ADAF model to the famous supermassive black hole at the center of our Galaxy, Sgr A(*); (6) Writing down and solving equations describing steady-state, optically thin, advection-dominated accretion onto a Kerr black hole; (7) The effect of "photon bubble" instability on radiation dominated accretion disks; and (8) Dwarf nova disks in quiescence that have rather low magnetic Reynolds number, of order 10(exp 3).

Narayan, Ramesh↗

Variability Analysis and the Structure of Active Galactic Nuclei

This five-year Long-Term Space Astrophysics grant provided the support for several major steps in advancing our knowledge of the internal structure of active galactic nuclei. The single largest portion of this program had to do with the development and application of techniques for "reverberation mapping", the use of spectral monitoring of several different bands related by radiation reprocessing to infer the internal geometry of sources. Major steps were taken in this regard, particularly in establishing the distribution in radius of emission line material, and in relating the apparent reprocessing of continuum bands to the underlying structure of the accretion disk. Another major effort built directly upon these results. Once the case for continuum reprocessing was made by the monitoring, it next behooved us to understand the spectral output of AGN as a result of this reprocessing. As a result, our view of continuum production in AGN is now much better focussed on the key problems. A third focus of effort had to do with the nature of X-ray variability in AGN, and what it can tell us about the dynamics of extremely hot material in the immediate outskirts of the supermassive black holes that form the central engines of active galactic nuclei. In addition to these primary efforts, this grant also supported many other, smaller projects. Several of these were demonstrations of how the material spewed out of AGN in relativistic.ets generate the radiation by which we observe them. J Finally, the portion of this study that had to do with continuum production by accretion disks in AGN led naturally to several papers in which new developments were presented having to do with "advection-dominated accretion disks", those disks in which accretion appears to proceed at a substantial rate, but in which radiation processes are weak.

Krolik, Julian H.↗

Variability Analysis and the Structure of Active Galactic Nuclei

This five-year Long-Term Space Astrophysics grant provided the support for several major steps in advancing our knowledge of the internal structure of active galactic nuclei. The single largest portion of this program had to do with the development and application of techniques for 'reverberation mapping, the use of spectral monitoring of several different bands related by radiation reprocessing to infer the internal geometry of sources. Major steps were taken in d-ds regard, particularly in establishing the distribution in radius of emission line material, and in relating the apparent reprocessing of continuum bands to the underlying structure of the accretion disk. Another major effort built directly upon these results. Once the case for continuum reprocessing was made by the monitoring, it next behooved us to understand the spectral output of AGN as a result of this reprocessing. As a result, our view of continuum production in AGN is now much better focussed on the key problems. A third focus of effort had to do with the nature of X-ray variability in AGN, and what it can tell us about the dynamics of extremely hot material in the immediate outskirts of the supermassive black holes that form the central engines of active galactic nuclei. In addition to these primary efforts, this grant also supported many other, smaller projects. Several of these were demonstrations of how the material spewed out of AGN in relativistic jets generate the radiation by which we observe them. Finally, the portion of this study that had to do with continuum production by accretion disks in AGN led naturally to several papers in which new developments were presented having to do with 'advection-dominated accretion disks', those disks in which accretion appears to proceed at a substantial rate, but in which radiation processes are weak.

Krolik, Julian H.↗

Physics-Informed Neural Network Method for Forward and Backward Advection-Dispersion Equations

Advection-dispersion equations (ADEs) are commonly used to describe transport phenomena in porous media. Even though mature discretization-based numerical methods for ADEs exist, some challenges still remain, especially when it comes to solving advection-dominated forward ADEs and diffusion-dominated backward ADEs. The latter problem usually arises in the source identification context and leads to numerically unstable grid-based solutions that require a form of regularization or should be treated as an inverse problem that is computationally more expensive because it requires solving the forward problem multiple times. In this study, we propose a discretization-free approach based on the physics-informed neural network (PINN) method for solving coupled ADE and Darcy flow equations with space-dependent hydraulic conductivity. In this approach, the hydraulic conductivity, hydraulic head, and concentration fields are approximated with deep neural networks (DNNs). We assume that the conductivity field is given by its values on a grid, and we use these values to train the conductivity DNN. The head and concentration DNNs are trained by minimizing the residuals of the flow equation and ADE and using the initial and boundary conditions as additional constraints. The PINN method is applied to one- and two-dimensional forward ADE problems, where its performance for various P\'{e}clet numbers ($Pe$) is compared with the analytical and numerical solutions. We find that the PINN method is accurate with errors of less than 1\% and outperforms some conventional discretization-based methods for $Pe$ larger that 100. Next, we demonstrate that the PINN method remains accurate for the backward ADEs, with the relative errors in most cases staying under 5\% compared to the reference concentration field. Finally, we show that when available, the concentration measurements can be easily incorporated in the PINN method and significantly improve (by more than 50\% in the considered cases) the accuracy of the PINN solution of the backward ADE.

He, Qizhi↗

Fast Multigrid Reduction-in-Time for Advection via Modified Semi-Lagrangian Coarse-Grid Operators

Many iterative parallel-in-time algorithms have been shown to be highly efficient for diffusion-dominated partial differential equations (PDEs) but are inefficient or even divergent when applied to advection-dominated PDEs. We consider the application of the multigrid reduction-in-time (MGRIT) algorithm to linear advection PDEs. Here, the key to efficient time integration with this method is using a coarse-grid operator that provides a sufficiently accurate approximation to the so-called ideal coarse-grid operator. For certain classes of semi-Lagrangian discretizations, we present a novel semi-Lagrangian-based coarse-grid operator that leads to fast and scalable multilevel time integration of linear advection PDEs. The coarse-grid operator is composed of a semi-Lagrangian discretization followed by a correction term, with the correction designed so that the leading-order truncation error of the composite operator is approximately equal to that of the ideal coarse-grid operator. Parallel results show substantial speed-ups over sequential time integration for variable-wave-speed advection problems in one and two spatial dimensions, and using high-order discretizations up to order five. The proposed approach establishes the first practical method that provides small and scalable MGRIT iteration counts for advection problems.

97 MATHEMATICS AND COMPUTING↗