Engineering Papers⌕ Search

SEARCH · Engineering Papers

Results for “explicit and implicit methods”

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.

Quote a phrase for an exact phrase match. Source license links do not imply unrestricted reuse.

At least 19 records
All sourcesNASA NTRSDOE OSTI
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 OSTI2025

Snap-Through Buckling Pressure Prediction of Spherical Caps: A Comparison of Analytical, Implicit, and Explicit Methods

Snap-through buckling is a nonlinear and dynamic instability that occurs in curved shell structures such as domes, pressure vessels, and aerospace panels. Unlike classical linear buckling, it involves a sudden transition between equilibrium states caused by geometric nonlinearity and rapid strain-to-kinetic energy conversion (Timoshenko & Gere, 1961; Budiansky & Roth, 1962). This study investigates the snap-through behavior of thin spherical caps using both implicit and explicit solvers in ANSYS Workbench. While implicit analysis accurately captures quasi-static response, it struggles with convergence near instability. In contrast, explicit LS-DYNA simulation naturally handles the nonlinear dynamic event with minimal tuning and computational cost.

42 ENGINEERING↗
DOE OSTI2024

Ensemble variational Fokker-Planck methods for data assimilation

Particle flow filters solve Bayesian inference problems by smoothly transforming a set of particles into samples from the posterior distribution. Particles move in state space under the flow of an McKean-Vlasov-Itˆo process. This work introduces the Variational Fokker-Planck (VFP) framework for data assimilation, a general approach that includes previously known particle flow filters as special cases. The McKean-Vlasov-Itˆo process that transforms particles is defined via an optimal drift that depends on the selected diffusion term. It is established that the underlying probability density - sampled by the ensemble of particles - converges to the Bayesian posterior probability density. For a finite number of particles the optimal drift contains a regularization term that nudges particles toward becoming independent random variables. Based on this analysis, we derive computationally-feasible approximate regularization approaches that penalize the mutual information between pairs of particles, and avoid particle collapse. Moreover, the diffusion plays a role akin to a particle rejuvenation approach that aims to alleviate particle collapse. The VFP framework is very flexible. Different assumptions on prior and intermediate probability distributions can be used to implement the optimal drift, and localization and covariance shrinkage can be applied to alleviate the curse of dimensionality. A robust implicit-explicit method is discussed for the efficient integration of stiff McKean- Vlasov-Itˆo processes. Here, the effectiveness of the VFP framework is demonstrated on three progressively more challenging test problems, namely the Lorenz ’63, Lorenz ’96 and the quasi-geostrophic equations.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2025

Realizability-preserving discontinuous Galerkin method for spectral two-moment radiation transport in special relativity

Here we present a realizability-preserving numerical method for solving a spectral two-moment model to simulate the transport of massless, neutral particles interacting with a steady background material moving with relativistic velocities. The model is obtained as the special relativistic limit of a four-momentum-conservative general relativistic two-moment model. Using a maximum-entropy closure, we solve for the Eulerian-frame energy and momentum. The proposed numerical method is designed to preserve moment realizability, which corresponds to moments defined by a nonnegative phase-space density. The realizability-preserving method is achieved with the following key components: (i) a discontinuous Galerkin phase-space discretization with specially constructed numerical fluxes in the spatial and energy dimensions; (ii) a strong stability-preserving implicit-explicit time-integration method; (iii) a realizability-preserving conserved to primitive moment solver; (iv) a realizability-preserving implicit collision solver; and (v) a realizability-enforcing limiter. Component (iii) is necessitated by the closure procedure, which closes higher order moments nonlinearly in terms of primitive moments. The nonlinear conserved to primitive and the implicit collision solves are formulated as fixed-point problems, which are solved with custom iterative solvers designed to preserve the realizability of each iterate. With a series of numerical tests, we demonstrate the accuracy and robustness of this discontinuous-Galerkin-implicit-explicit method.

79 ASTRONOMY AND ASTROPHYSICS↗
DOE OSTI2025

A Comparison of GPU-Accelerated Multiphase CFD Solvers on the Polaris Supercomputer: Part 1

This report is in support of the Innovative and Novel Computational Impact on Theory and Experiment (INCITE) program sponsored by the U.S. Department of Energy (USDOE). With INCITE-level resources, one project, titled BubblyFlow, was granted computational resources for the 2025 calendar year on the Polaris supercomputer at the Argonne Leadership Computing Facility (ALCF). The project aims to conduct simulations to understand the fundamental characteristics of turbulent bubbly flow phenomena in nature. Staff at the ALCF and Argonne’s Computational Science division, along with collaborators at the City College of New York and University of Illinois at Chicago, helped a summer student to assess the accuracy and performance of two high performance computing (HPC) codes. Both codes, ImExLBM and FluTAS, are fundamentally different in their mathematical and numerical modeling. However, both may be used to solve the same physical problem. The collaboration sought to better understand the differences between both codes in terms of accuracy and efficiency. This would ultimately help the BubblyFlow project better utilize resources and establish a knowledge-base of code capabilities in future simulation campaigns. We compare ImExLBM and FluTAS, two high-performance multiphase computational fluid dynamics (CFD) solvers, in terms of physical fidelity, time-to-solution, and parallel efficiency. We validate ImExLBM (Implicit-Explicit Lattice Boltzmann Method) against a canonical benchmark and assess it’s performance relative to FluTAS (Fluid Transport Accelerated Solver), a well-established open-source CFD code.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2024

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↗
DOE OSTI2025

Stage-local partitioned two-step runge-kutta methods for large systems of ordinary differential equations

We introduce stage-local partitioned two-step Runge-Kutta methods are an extension of standard two-step Runge-Kutta methods, which are an alternative to the standard additive two-step Runge-Kutta methods currently existing in the literature. Furthermore, these new schemes are designed with an eye towards truly N-partitioned systems and leverage local stage approximations to make several computationally interesting approximations viable. Specifically, the focus on local stage approximations makes possible the construction of truly asynchronous schemes, in the parallel sense, possible. In addition, we show that an implicit-explicit approach to these schemes can lead to methods that require the inversion of only local nonlinear systems.

Applied Dynamical Systems↗
DOE OSTI2026

thornado+FLASH-X: A Hybrid Discontinuous Galerkin–Implicit-explicit and Finite-volume Framework for Neutrino-radiation Hydrodynamics in Core-collapse Supernovae

We present neutrino-transport algorithms implemented in the toolkit for high-order neutrino-radiation hydrodynamics (thornado) and their coupling to self-gravitating hydrodynamics within the adaptive mesh refinement–based multiphysics simulation framework FLASH-X. thornado, developed primarily for simulations of core-collapse supernovae (CCSNe), employs a spectral, six-species two-moment formulation with algebraic closure and special-relativistic observer corrections accurate to $\mathcal{O}(v/c)$, and uses discontinuous Galerkin (DG) methods for phase-space discretization combined with implicit-explicit time stepping. A key development is a nonlinear neutrino–matter coupling algorithm based on nested fixed-point iteration with Anderson acceleration, enabling fully implicit treatment of collisional processes, including energy-coupling interactions such as neutrino–electron scattering and pair production. Coupling to finite-volume (FV) hydrodynamics is achieved through a hybrid DG-FV representation of the fluid variables and operator-split evolution within FLASH-X. The implementation is verified using basic transport tests with idealized opacities and relaxation and deleptonization problems with tabulated microphysics. Spherically symmetric CCSN simulations demonstrate accuracy and robustness of the coupled scheme, including close agreement with the CCSN simulation code Chimera. An axisymmetric CCSN simulation further demonstrates the viability of DG-based neutrino transport for multidimensional supernova modeling within FLASH-X. thornado’s neutrino-transport solver is GPU-enabled using OpenMP offloading or OpenACC, and all CCSN applications included in this work use the GPU implementation. Together, these results establish a foundation for future enhancements in physics fidelity, numerical algorithms, and computational performance, for increasingly realistic large-scale CCSN simulations.

Endeve, Eirik [Oak Ridge National Laboratory (ORNL↗
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 OSTI2026

Comparison between explicit and implicit discretization strategies for a dissipative thermal environment

We investigate strategies for simulating open quantum systems coupled to dissipative baths by comparing explicit wave function-based discretization [via multi-layer multi-configuration time-dependent Hartree (ML-MCTDH)] and the implicit density matrix-based master equation method [via tree tensor network hierarchical equations of motion (TTN-HEOM)]. For dissipative baths characterized by exponentially decaying bath correlation functions, the implicit discretization approach of HEOM—rooted in bath correlation function decompositions—proves significantly more efficient than explicit discretization of the bath into discrete harmonic modes. Explicit methods, like ML-MCTDH, require extensive mode discretization to approximate continuum baths, leading to computational bottlenecks. Case studies for two-level systems and a Fenna–Matthews–Olson complex model highlight TTN-HEOM’s superiority in capturing dissipative dynamics with relaxations with a minimal number of auxiliary modes, while the explicit methods are as exact as the HEOM in pure dephasing regimes. This comparison is enabled by the TENSO package, which has both ML-MCTDH and TTN-HEOM implemented using the same computational structure and propagation strategy.

37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗
DOE OSTI2025

Spectrally Stabilized Interface Capturing Formulation and Implementation in Nek5000/NekRS

This report documents the formulation of a novel level-set method for incompressible two-phase flows in the continuous Galerkin (CG) high order spectral element framework. The overall method hinges on a novel implementation of the spectral vanishing viscosity (SVV) operator for the stabilization of linear/non-linear hyperbolic problems. The multidimensional SVV convolution kernels, which in essence, have a similar effect as a high pass filter applied to the derivatives, are formulated by exploiting the tensor product form, analogous to the construction of the usual stiffness matrix system. The resulting kernels are directionally decoupled and ensure a linear, symmetric positive definite, elliptic matrix operator. The SVV formulation is demonstrated to provide a robust stabilizing mechanism through challenging linear and non-linear hyperbolic problems, including problems pertinent to the level-set formulation. The two-phase framework conceptualized herein is based on the conservative level-set (CLS) method which represents the interface between the fluids by the 0.5 iso-contour of the smoothed Heaviside function. The CLS method is augmented with a preconditioning procedure for interface normals using the signed distance function which precludes the manifestation of spurious oscillations in the vicinty of the interface. Further, the existing mixed explicit-implicit approach for the solution of Navier-Stokes equations in Nek5000, as described in Tomboulides et al, is augmented with a pressure coefficient splitting approach for the Poisson equation, which greatly accelerated the convergence of pressure solver for two-phase systems with large density ratio. The robustness and accuracy of the overall two-phase method is demonstrated through canonical challenging problems involving high density and viscosity ratios, with and without surface tension. The two-phase formulation is wholly implemented in Nek5000 and the SVV stabilization method is implemented in NekRS, which is the essential precursor to the two-phase framework, undergoing active development.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2025

Semi-implicit continuum kinetic modeling of weakly collisional parallel transport in a magnetic mirror

We present implicit-explicit (IMEX) kinetic simulations of weakly collisional parallel plasma transport in magnetic mirror configurations using the continuum code COGENT. The numerical scheme employs a Jacobian-free Newton–Krylov method with algebraic multigrid preconditioning to overcome the severe time step limitations imposed by strong mirror forces in fully explicit schemes. Applied to parameters relevant to the Wisconsin HTS Axisymmetric Mirror experiment, the IMEX approach enables time steps up to 2.5×10 4 times larger than those permitted by explicit methods, resulting in a 2500× speedup in 1D–2V simulations of parallel transport with kinetic ions and Boltzmann electrons. Additionally, a reduced bounce-averaged model for a square mirror is implemented to support the computationally intensive fully kinetic simulations. The bounce-averaged formulation is used to evaluate the numerical convergence of the velocity-space discretization algorithms and to assess the role of the collision model by comparing simulations employing the nonlinear Fokker–Planck and the simplified Lenard–Bernstein–Dougherty collision operators.

Collision theories↗
DOE OSTI2026

Asymptotic-preserving semi-implicit finite volume scheme for extended magnetohydrodynamics

A Finite Volume (FV) scheme is developed for solving the extended magnetohydrodynamic (XMHD) equations, yielding accurate results in the ideal, resistive, and Hall MHD limits. This is accomplished by first re-writing the XMHD equations such that it allows the algorithm to retain the use of ideal MHD Riemann solvers and the constrained transport method to preserve divergence-free magnetic fields. Incorporation of electron inertia and displacement current introduces additional numerical stiffness which motivates a semi-implicit FV scheme that re-formulates the XMHD model as a relaxation system. The equations are then advanced in time using an explicit 2nd-order Runge–Kutta scheme with operator splitting applied to the implicit source term updates at each sub-stage. For additional numerical stability, a density-dependent slope limiter is implemented to increase flux diffusivity at low density regions where non-ideal effects become significant. The algorithm is subsequently implemented in a scalable adaptive mesh refinement (AMR) framework. As the new algorithm retains many aspects of the ideal MHD formulations, it asymptotes naturally to the ideal MHD limit. Moreover, it shows promising results at the resistive and Hall MHD limits. This is verified against reference test problems for ideal, resistive and Hall MHD.

70 PLASMA PHYSICS AND FUSION TECHNOLOGY↗
DOE OSTI2025

Moment-based adaptive time integration for thermal radiation transport

Here, in this paper we develop a framework for moment-based adaptive time integration of deterministic multifrequency thermal radiation transpot (TRT). We generalize our recent semi-implicit-explicit (IMEX) integration framework for gray TRT to multifrequency TRT, and also introduce a semi-implicit variation that facilitates higher-order integration of TRT, where each stage is implicit in all components except opacities. To appeal to the broad literature on adaptivity with Runge–Kutta methods, we derive new embedded methods for four asymptotic preserving IMEX Runge–Kutta schemes we have found to be robust in our previous work on TRT and radiation hydrodynamics. We then use a moment-based high-order-low-order representation of the transport equations. Due to the high dimensionality, memory is always a concern in simulating TRT. We form error estimates and adaptivity in time purely based on temperature and radiation energy, for a trivial overhead in computational cost and memory usage compared with the base second order integrators. We then test the adaptivity in time on the tophat and Larsen problem, demonstrating the ability of the adaptive algorithm to naturally vary the timestep across 4–5 orders of magnitude, ranging from the dynamical timescales of the streaming regime to the thick diffusion limit.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2026

SO(3)-invariant PCA with application to molecular data

Principal component analysis (PCA) is a fundamental technique for dimensionality reduction and denoising; however, its application to three-dimensional data with arbitrary orientations -- common in structural biology -- presents significant challenges. A naive approach requires augmenting the dataset with many rotated copies of each sample, incurring prohibitive computational costs. In this paper, we extend PCA to 3D volumetric datasets with unknown orientations by developing an efficient and principled framework for SO(3)-invariant PCA that implicitly accounts for all rotations without explicit data augmentation. By exploiting underlying algebraic structure, we demonstrate that the computation involves only the square root of the total number of covariance entries, resulting in a substantial reduction in complexity. We validate the method on real-world molecular datasets, demonstrating its effectiveness and opening up new possibilities for large-scale, high-dimensional reconstruction problems.

Fraiman, Michael [Tel Aviv Univ., Tel Aviv (Israel↗
DOE OSTI2026

Explicit Monotone Stable Super-Time-stepping Methods for Finite Time Singularities

We explore a novel way to numerically resolve the scaling behavior of finite-time singularities in solutions of nonlinear parabolic PDEs. The Runge–Kutta–Legendre (RKL) and Runge–Kutta–Gegenbauer (RKG) super-time-stepping methods were originally developed for nonlinear complex physics problems with diffusion. These are multistage single step second-order, forward-in-time methods with no implicit solves. The advantage is that the time-step size for stability scales with stage number 𝑠 as $\mathcal{O}$⁡(𝑠 2 ). Many interesting nonlinear PDEs have finite-time singularities, and the presence of diffusion often limits one to using implicit or semi-implicit time-step methods for stability constraints. Finite-time singularities are particularly challenging due to the large range of scales that one desires to resolve, often with adaptive spatial grids and adaptive time steps. Here, in this study, we show two examples of nonlinear PDEs for which the self-similar singularity structure has time and space scales that are resolvable using the RKL and RKG methods, without forcing even smaller time steps. Compared to commonly used implicit numerical methods, we achieve a significantly smaller run time while maintaining comparable accuracy. We also prove numerical monotonicity for both the RKL and RKG methods under their linear stability conditions for the constant coefficient heat equation, in the case of infinite domain and periodic boundary condition, leading to a theoretical guarantee of the superiority of the RKL and RKG methods over traditional super-time-stepping methods, such as the Runge-Kutta-Chebyshev and the orthogonal Runge-Kutta-Chebyshev methods. Code can be found at https://github.com/ZT220501/SRK-Singularity.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2025

ORMATEX

The Oak Ridge Matrix Exponential (ORMATEX) software library contains methods to compute the matrix exponential and the action of the matrix exponential on a vector. Additionally, this package contains the related methods for the phi-functions which commonly appear in a wide class of exponential time integration methods. Krylov methods are provided to evaluate the matrix exponential-vector and phi-vector products for cases where the matrix is large and sparse. Utilizing these methods, ORMATEX implements performant exponential integrators for large systems of coupled ordinary differential equations (ODEs). The exponential time integration routines in ORMATEX are particularly suitable to large, stiff systems of equations. These routines may be utilized as a competitive alternative to classical implicit and explicit time integration schemes for certain classes of differential equations where the problem stiffness can be predominately explained by the linear terms.

Gurecky, William [Oak Ridge National Laboratory (O↗
DOE OSTI2025

Robust Implicit Adaptive Low Rank Time-Stepping Methods for Matrix Differential Equations

In this work, we develop implicit rank-adaptive schemes for time-dependent matrix differential equations. The dynamic low rank approximation (DLRA) is a well-known technique to capture the dynamic low rank structure based on Dirac–Frenkel time-dependent variational principle. In recent years, it has attracted a lot of attention due to its wide applicability. Our schemes are inspired by the three-step procedure used in the rank adaptive version of the unconventional robust integrator (the so called BUG integrator) (Ceruti et al. in BIT Numer Math 62(4):1149–1174, 2022) for DLRA. First, a prediction (basis update) step is made computing the approximate column and row spaces at the next time level. Second, a Galerkin evolution step is invoked using an implicit solves for the small core matrix. Finally, a truncation is made according to a prescribed error threshold. Since the DLRA is evolving the differential equation projected on to the tangent space of the low rank manifold, the error estimate of the BUG integrator contains the tangent projection (modeling) error which cannot be easily controlled by mesh refinement. This can cause convergence issue for equations with cross terms. To address this issue, we propose a simple modification, consisting of merging the row and column spaces from the explicit step truncation method together with the BUG spaces in the prediction step. In addition, we propose an adaptive strategy where the BUG spaces are only computed if the residual for the solution obtained from the prediction space by explicit step truncation method, is too large. Here, we prove stability and estimate the local truncation error of the schemes under assumptions. We benchmark the schemes in several tests, such as anisotropic diffusion, solid body rotation and the combination of the two, to show robust convergence properties.

97 MATHEMATICS AND COMPUTING↗