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At least 19 records

Nyström type exponential integrators for strongly magnetized charged particle dynamics

Solving for charged particle motion in electromagnetic fields (i.e. the particle pushing problem) is a computationally intensive component of particle-in-cell (PIC) methods for plasma physics simulations. This task is especially challenging when the plasma is strongly magnetized due numerical stiffness arising from the wide range of time scales between highly oscillatory gyromotion and long term macroscopic behavior. A promising approach to solve these problems is by a class of methods known as exponential integrators that can solve linear problems exactly and are A-stable. This work extends the standard exponential integration framework to derive Nyström-type exponential integrators that integrates the Newtonian equations of motion as a second-order differential equation directly. In particular, we derive second-order and third-order Nyström-type exponential integrators for strongly magnetized particle pushing problems. Numerical experiments show that the Nyström-type exponential integrators exhibit significant improvement in computation speed over the standard exponential integrators.

general physics↗

Exponential integrators for non-linear diffusion

The goal of this project is to compare the performance of exponential time integrators with traditional methods such as diagonally implicit Runge-Kutta methods in the context of solving the system of reduced magnetohydrodynamics (RMHD). In this report, we present initial results of a proof of concept study that shows that exponential integrators can be an efficient alternative to traditional integration schemes.

42 ENGINEERING↗

Comparison of exponential integrators and traditional time integration schemes for the shallow water equations

We report the time integration scheme is probably one of the most fundamental choices in the development of an ocean model. In this paper, we investigate several time integration schemes when applied to the shallow water equations. This set of equations is accurate enough for the modeling of a shallow ocean and is also relevant to study as it is the one solved for the barotropic (i.e. vertically averaged) component of a three dimensional ocean model. We analyze different time stepping algorithms for the linearized shallow water equations. High order explicit schemes are accurate but the time step is constrained by the Courant-Friedrichs-Lewy stability condition. Implicit schemes can be unconditionally stable but, in practice lack accuracy when used with large time steps. In this paper we propose a detailed comparison of such classical schemes with exponential integrators. The accuracy and the computational costs are analyzed in different configurations.

97 MATHEMATICS AND COMPUTING↗

Exploiting Kronecker structure in exponential integrators: Fast approximation of the action of φ $-$functions of matrices via quadrature

Here, in this article, we propose an algorithm for approximating the action of φ $-$ functions of matrices against vectors, which is a key operation in exponential time integrators. In particular, we consider matrices with Kronecker sum structure, which arise from problems admitting a tensor product representation. The method is based on quadrature approximations of the integral form of the φ $-$ functions combined with a scaling and modified squaring method. Owing to the Kronecker sum representation, only actions of 1D matrix exponentials are needed at each quadrature node and assembly of the full matrix can be avoided. Additionally, we derive a priori bounds for the quadrature error, which show that, as expected by classical theory, the rate of convergence of our method is supergeometric. Guided by our analysis, we construct a fast and robust method for estimating the optimal scaling factor and number of quadrature nodes that minimizes the total cost for a prescribed error tolerance. We investigate the performance of our algorithm by solving several linear and semilinear time-dependent problems in 2D and 3D. The results show that our method is accurate and orders of magnitude faster than the current state-of-the-art.

97 MATHEMATICS AND COMPUTING↗

Development of data‐driven exponential integrators with application to modeling of delay photocurrents

Abstract Radiation‐induced photocurrent effects represent a threat to microelectronic components operating in space, manmade and terrestrial radiation environments. Analysis of these threats by circuit simulations requires accurate and computationally efficient compact models. Most existing compact models are based on closed form analytic solutions of the governing equations and require empirical assumptions and idealizations that can limit their validity. In this paper we formulate an alternative numerical, data‐driven approach that learns a compact model from data representative of the type of measurements one can obtain in an experimental facility. To develop the model we start from a generic discrete‐time dynamical system and then use physics knowledge to refine its structure. Numerical studies demonstrate the potential of the model and establish some empirical guidelines for its training.

Bochev, Pavel↗

Efficient Integration of Algebraic Constraint for Exponential Time Integration

This work is a continuation of a previous project where the high efficiency of exponential integration methods for DRMHD systems was demonstrated. Often algebraic constraints must also be enforced for DRMHD systems of interest. Straightforward application of exponential methods to DRMHD equations with constraints leads to prohibitively computationally expensive methods. In this work, we propose new exponential schemes that allow the constraints to be removed from evaluation of exponential matrix functions which drastically reduces computational complexity by eliminating the need to perform computations enforcing constraints in exponential calculations while still preserving a high order of accuracy and allowing for a large time step even when the problem is stiff. This idea is similar to the W-methods and is achieved by carefully designing a method with the desired order of accuracy, even with an incomplete Jacobian matrix used as an argument of exponential-like functions. The constraints are accounted for by including them in the evaluation of the right-hand-side forcing function of the spatially discretized system. We study performance of the new methods on test problems and outline future research directions that this work opens.

70 PLASMA PHYSICS AND FUSION TECHNOLOGY↗

Exponential Runge-Kutta Parareal for non-diffusive equations

Parareal is a well-known parallel-in-time algorithm that combines a coarse and fine propagator within a parallel iteration. It allows for large-scale parallelism that leads to significantly reduced computational time compared to serial time-stepping methods. However, like many parallel-in-time methods it can fail to converge when applied to non-diffusive equations such as hyperbolic systems or dispersive nonlinear wave equations. Here, this paper explores the use of exponential integrators within the Parareal iteration. Exponential integrators are particularly interesting candidates for Parareal because of their ability to resolve fast-moving waves, even at the large stepsizes used by coarse propagators. This work begins with an introduction to exponential Parareal integrators followed by several motivating numerical experiments involving the nonlinear Schrödinger equation. These experiments are then analyzed using linear analysis that approximates the stability and convergence properties of the exponential Parareal iteration on nonlinear problems. The paper concludes with two additional numerical experiments involving the dispersive Kadomtsev-Petviashvili equation and the hyperbolic Vlasov-Poisson equation. These experiments demonstrate that exponential Parareal methods offer improved time-to-solution compared to serial exponential integrators when solving certain non-diffusive equations.

97 MATHEMATICS AND COMPUTING↗

Combining DPG in space with DPG time-marching scheme for the transient advection–reaction equation

In this article, we present a general methodology to combine the Discontinuous Petrov–Galerkin (DPG) method in space and time in the context of methods of lines for transient advection–reaction problems. We first introduce a semidiscretization in space with a DPG method redefining the ideas of optimal testing and practicality of the method in this context. Then, we apply the recently developed DPG-based time-marching scheme, which is of exponential-type, to the resulting system of Ordinary Differential Equations (ODEs). Further, we also discuss how to efficiently compute the action of the exponential of the matrix coming from the space semidiscretization without assembling the full matrix. Finally, we verify the proposed method for 1D+time advection–reaction problems showing optimal convergence rates for smooth solutions and more stable results for linear conservation laws comparing to the classical exponential integrators.

42 ENGINEERING↗

Combining DPG in space with DPG time-marching scheme for the transient advection-reaction equation

In this article, we present a general methodology to combine the Discontinuous PetrovGalerkin (DPG) method in space and time in the context of methods of lines for transient advection-reaction problems. We first introduce a semidiscretization in space with a DPG method redefining the ideas of optimal testing and practicality of the method in this context. Then, we apply the recently developed DPG-based time-marching scheme, which is of exponential-type, to the resulting system of Ordinary Differential Equations (ODEs). We also discuss how to efficiently compute the action of the exponential of the matrix coming from the space semidiscretization without assembling the full matrix. Finally, we verify the proposed method for 1D+time advection-reaction problems showing optimal convergence rates for smooth solutions and more stable results for linear conservation laws comparing to the classical exponential integrators.

97 MATHEMATICS AND COMPUTING↗

Classical eikonal from Magnus expansion

In a classical scattering problem, the classical eikonal is defined as the generator of the canonical transformation that maps in-states to out-states. It can be regarded as the classical limit of the log of the quantum S-matrix. In a classical analog of the Born approximation in quantum mechanics, the classical eikonal admits an expansion in oriented tree graphs, where oriented edges denote retarded/advanced worldline propagators. The Magnus expansion, which takes the log of a time-ordered exponential integral, offers an efficient method to compute the coefficients of the tree graphs to all orders. We exploit a Hopf algebra structure behind the Magnus expansion to develop a fast algorithm which can compute the tree coefficients up to the 12th order (over half a million trees) in less than an hour. In a relativistic setting, our methods can be applied to the post-Minkowskian (PM) expansion for gravitational binaries in the worldline formalism. We demonstrate the methods by computing the 3PM eikonal and find agreement with previous results based on amplitude methods. Importantly, the Magnus expansion yields a finite eikonal, while the naïve eikonal based on the time-symmetric propagator is infrared-divergent from 3PM on.

Black Holes↗

Fluid-Kinetic Coupling: Advanced Discretizations for Simulations on Emerging Heterogeneous Architectures (LDRD FY20-0643)

Plasma physics simulations are vital for a host of Sandia mission concerns, for fundamental science, and for clean energy in the form of fusion power. Sandia's most mature plasma physics simulation capabilities come in the form of particle-in-cell (PIC) models and magnetohydrodynamics (MHD) models. MHD models for a plasma work well in denser plasma regimes when there is enough material that the plasma approximates a fluid. PIC models, on the other hand, work well in lower-density regimes, in which there is not too much to simulate; error in PIC scales as the square root of the number of particles, making high-accuracy simulations expensive. Real-world applications, however, almost always involve a transition region between the high-density regimes where MHD is appropriate, and the low-density regimes for PIC. In such a transition region, a direct discretization of Vlasov is appropriate. Such discretizations come with their own computational costs, however; the phase-space mesh for Vlasov can involve up to six dimensions (seven if time is included), and to apply appropriate homogeneous boundary conditions in velocity space requires meshing a substantial padding region to ensure that the distribution remains sufficiently close to zero at the velocity boundaries. Moreover, for collisional plasmas, the right-hand side of the Vlasov equation is a collision operator, which is non-local in velocity space, and which may dominate the cost of the Vlasov solver. The present LDRD project endeavors to develop modern, foundational tools for the development of continuum-kinetic Vlasov solvers, using the discontinuous Petrov-Galerkin (DPG) methodology, for discretization of Vlasov, and machine-learning (ML) models to enable efficient evaluation of collision operators. DPG affords several key advantages. First, it has a built-in, robust error indicator, allowing us to adapt the mesh in a very natural way, enabling a coarse velocity-space mesh near the homogeneous boundaries, and a fine mesh where the solution has fine features. Second, it is an inherently high-order, high-intensity method, requiring extra local computations to determine so-called optimal test functions, which makes it particularly suited to modern hardware in which floating-point throughput is increasing at a faster rate than memory bandwidth. Finally, DPG is a residual-minimizing method, which enables high-accuracy computation: in typical cases, the method delivers something very close to the $L^2$ projection of the exact solution. Meanwhile, the ML-based collision model we adopt affords a cost structure that scales as the square root of a standard direct evaluation. Moreover, we design our model to conserve mass, momentum, and energy by construction, and our approach to training is highly flexible, in that it can incorporate not only synthetic data from direct-simulation Monte Carlo (DSMC) codes, but also experimental data. We have developed two DPG formulations for Vlasov-Poisson: a time-marching, backward-Euler discretization and a space-time discretization. We have conducted a number of numerical experiments to verify the approach in a 1D1V setting. In this report, we detail these formulations and experiments. We also summarize some new theoretical results developed as part of this project (published as papers previously): some new analysis of DPG for the convection-reaction problem (of which the Vlasov equation is an instance), a new exponential integrator for DPG, and some numerical exploration of various DPG-based time-marching approaches to the heat equation. As part of this work, we have contributed extensively to the Camellia open-source library; we also describe the new capabilities and their usage. We have also developed a well-documented methodology for single-species collision operators, which we applied to argon and demonstrated with numerical experiments. We summarize those results here, as well as describing at a high level a design extending the methodology to multi-species operators. We have released a new open-source library, MLC, under a BSD license; we include a summary of its capabilities as well.

70 PLASMA PHYSICS AND FUSION TECHNOLOGY↗

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↗

Partitioned exponential methods for coupled multiphysics systems

Multiphysics problems involving two or more coupled physical phenomena are ubiquitous in science and engineering. This work develops a new partitioned exponential approach for the time integration of multiphysics problems. After a possible semi-discretization in space, the class of problems under consideration is modeled by a system of ordinary differential equations where the right-hand side is a summation of two component functions, each corresponding to a given set of physical processes. The partitioned-exponential methods proposed herein evolve each component of the system via an exponential integrator, and information between partitions is exchanged via coupling terms. Here, the traditional approach to constructing exponential methods, based on the variation-of-constants formula, is not directly applicable to partitioned systems. Rather, our approach to developing new partitioned-exponential families is based on a general-structure additive formulation of the schemes. Two method formulations are considered, one based on a linear-nonlinear splitting of the right hand component functions, and another based on approximate Jacobians. The paper develops classical (non-stiff) order conditions theory for partitioned exponential schemes based on particular families of T-trees and B-series theory. Several practical methods of third order are constructed that extend the Rosenbrock-type and EPIRK families of exponential integrators. Several implementation optimizations specific to the application of these methods to reaction-diffusion systems are also discussed. Numerical experiments reveal that the new partitioned-exponential methods can perform better than traditional unpartitioned exponential methods on some problems.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗