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Results for “finite difference discretization”

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DOE OSTI2025

A robust fourth-order finite-difference discretization for the strongly anisotropic transport equation in magnetized plasmas

We propose a second-order temporally implicit, fourth-order-accurate spatial discretization scheme for the strongly anisotropic heat transport equation characteristic of hot, fusion-grade plasmas. Following Du Toit et al. (2018), the scheme transforms mixed-derivative diffusion fluxes (which are responsible for the lack of a discrete maximum principle) into nonlinear advective fluxes, amenable to nonlinear-solver-friendly monotonicity-preserving limiters. The scheme enables accurate multi-dimensional heat transport simulations with up to seven orders of magnitude of heat-transport-coefficient anisotropies with low cross-field numerical error pollution and excellent algorithmic performance, with the number of linear iterations scaling very weakly with grid resolution and grid anisotropy, and scaling with the square-root of the implicit timestep. We propose a multigrid preconditioning strategy based on a lower-order approximation that renders the scheme efficient and scalable under grid refinement. Several numerical tests are presented that display the expected spatial convergence rates and strong algorithmic performance, including fully nonlinear magnetohydrodynamics simulations of kink instabilities in a Bennett pinch in 2D helical geometry and of ITER in 3D toroidal geometry.

70 PLASMA PHYSICS AND FUSION TECHNOLOGY↗

DOE OSTI2024

CurvilinearGrids.jl: A Julia package for curvilinear coordinate transformations

Finite-difference discretizations of partial differential equations are widespread throughout the scientific community. Oftentimes finite-differences are used to compute spatial gradients of fields on a discrete grid, which is typically a uniform or rectilinear Cartesian mesh. Arbitrary multidimensional geometry is difficult to discretize directly with finite differences, however, due to non-uniform grid spacing and non-orthogonality. Curvilinear coordinate transformations can be used as a strategy to enable arbitrary geometry. While these curvilinear transformations are straightforward, the governing PDEs require additional terms (metrics) and must adhere to strict conservation laws; these criteria complicate the application of the transformation and require careful implementation.

97 MATHEMATICS AND COMPUTING↗

DOE OSTI2021

Error Estimates for the Optimal Control of a Parabolic Fractional PDE

In this work, we consider the integral definition of the fractional Laplacian and analyze a linear-quadratic optimal control problem for the so-called fractional heat equation; control constraints are also considered. We derive existence and uniqueness results, first order optimality conditions, and regularity estimates for the optimal variables. To discretize the state equation we propose a fully discrete scheme that relies on an implicit finite difference discretization in time combined with a piecewise linear finite element discretization in space. We derive stability results and a novel $L^2(0,T;L^2(\Omega))$ a priori error estimate. On the basis of the aforementioned solution technique, we propose a fully discrete scheme for our optimal control problem that discretizes the control variable with piecewise constant functions, and we derive a priori error estimates for it. We illustrate the theory with one- and two-dimensional numerical experiments.

97 MATHEMATICS AND COMPUTING↗

DOE OSTI2024

Simulation of gas mixture dynamics in a pipeline network using explicit staggered-grid discretization

Here we develop an explicit staggered finite difference discretization scheme for simulating the transport of highly heterogeneous gas mixtures through pipeline networks. This study is motivated by the proposed blending of hydrogen into natural gas pipelines to reduce end use carbon emissions while using existing pipeline systems throughout their planned lifetimes. Our computational method accommodates an arbitrary number of constituent gases with very different physical properties that may be injected into a network with significant spatiotemporal variation. In this setting, the gas flow physics are highly location- and time- dependent, so that local composition and nodal mixing must be accounted for. The resulting conservation laws are formulated in terms of pressure, partial densities and flows, and volumetric and mass fractions of the constituents. We include non-ideal equations of state that employ linear approximations of gas compressibility factors, so that the pressure dynamics propagate locally according to a variable wave speed that depends on mixture composition and density. We derive compatibility relationships for network edge boundary values that are more complex than for a homogeneous gas. The simulation method is evaluated on initial boundary value problems for a single pipe and a small network, is cross-validated with a lumped element simulation, and used to demonstrate a local monitoring and control policy for maintaining allowable concentration levels.

97 MATHEMATICS AND COMPUTING↗

DOE OSTI2021

Computing Edge States without Hard Truncation

We present a numerical method which accurately computes the discrete spectrum and associated bound states of semi-infinite Hamiltonians which model electronic “edge” states localized at boundaries of one- and two-dimensional crystalline materials. The problem is nontrivial since arbitrarily large finite “hard” (Dirichlet) truncations of the Hamiltonian in the infinite bulk direction tend to produce spurious bound states partially supported at the truncation. Our method, which overcomes this difficulty, is to compute the Green's function of the semi-infinite Hamiltonian by imposing an appropriate boundary condition in the bulk direction; then, the spectral data is recovered via Riesz projection. We demonstrate our method's effectiveness by studies of edge states at a graphene zig-zag edge in the presence of defects modeled both by a discrete tight-binding model and a continuum PDE model under finite difference discretization. Our method may also be used to study states localized at domain wall-type edges in one- and two-dimensional materials where the edge Hamiltonian is infinite in both directions; we demonstrate this for the case of a tight-binding model of distinct honeycomb structures joined along a zig-zag edge. Here, we expect our method to be useful for designing novel devices based on precise wave-guiding by edge states.

97 MATHEMATICS AND COMPUTING↗

DOE OSTI2026

Benchmarking of massively parallel phase-field codes for directional solidification

We present a detailed benchmark comparing two state-of-the-art phase-field implementations for simulating alloy solidification under experimentally relevant conditions. The study investigates the directional solidification of Al-3wt%Cu under high-velocity solidification conditions and SCN-0.46wt% camphor under microgravity conditions from National Aeronautics and Space Administration (NASA) DECLIC-DSI-R experiments. Both codes, one employing finite-difference discretization with uniform mesh and GPU-acceleration (GPU-PF) and the other one employing finite-element discretization with adaptive-mesh and CPU-parallelization (PRISMS-PF), solve the same quantitative phase-field formulation that incorporates an anti-trapping current for the solidification of dilute alloys. We evaluate the predictions of each code for dendritic morphology, primary spacing, and tip dynamics in both 2D and 3D, as well as their numerical convergence and computational performance. While existing benchmark problems have primarily focused on simplified or small-scale simulations, they do not reflect the computational and modeling challenges posed by employing experimentally relevant time and length scales. Our results provide a practical framework for assessing phase-field code performance as well as validating and facilitating their application in integrated computational materials engineering (ICME) workflows that require integration with realistic experimental data.

36 MATERIALS SCIENCE↗

DOE OSTI2022

High-order dimensionally-split Cartesian embedded boundary method for non-dissipative schemes

Centered finite-difference schemes are commonly used for high-fidelity turbulent flow simulations in canonical configurations because of their non-dissipative property and computational efficiency. However, their use in flow simulations over complex geometries is limited by the requirements of a structured grid and a stable boundary treatment in the absence of artificial (numerical) dissipation. Cartesian embedded boundary (EB) approaches provide an efficient structured-grid framework to apply difference schemes over complex domains. However, they are often restricted to low orders of accuracy because of numerical instabilities at the embedded boundaries and the issues of small-cell problem that are difficult to address with high-order accuracy. The present work discusses a systematic approach to obtain high-order EB methods with non-dissipative centered schemes in the interior. This approach, based on satisfying the primary and secondary conservation conditions, is employed to derive EB schemes that are up to sixth-order accurate in the interior and fourth-order accurate globally for hyperbolic, parabolic as well as incompletely parabolic problems. The proposed finite-difference discretization is, by construction, dimensionally split and addresses the small-cell problem without any cell/geometry transformations, thus, highly simplifying implementation in a flow solver. Various linear and non-linear numerical tests are performed to evaluate the stability and the accuracy of the proposed EB schemes.

97 MATHEMATICS AND COMPUTING↗

DOE OSTI2025

Quantum dynamics simulation of the advection-diffusion equation

The advection-diffusion equation is simulated via several quantum algorithms. Three formulations are considered: (1) Trotterization, (2) variational quantum time evolution (VarQTE), and (3) adaptive variational quantum dynamics simulation (AVQDS). These schemes were originally developed for the Hamiltonian simulation of many-body quantum systems. The finite-difference discretized operator of the transport equation is formulated as a Hamiltonian and solved without the need for ancillary qubits. Computations are conducted on a quantum simulator (IBM Qiskit Aer) and a superconducting quantum hardware (IBM Fez). The former emulates the latter without the noise. The actual hardware implementation experiences significant noise. The results of the quantum simulator are compared with data from direct numerical simulation (DNS) with infidelities of the order 10 −5 . In the quantum simulator, Trotterization is observed to have the lowest infidelity and is suitable for fault-tolerant computation. The AVQDS algorithm requires the lowest gate count and circuit depth. The VarQTE algorithm is the next best in terms of gate counts, but the number of its optimization variables is directly proportional to the number of qubits. Due to current hardware limitations, Trotterization cannot be implemented, as it has an overwhelmingly large number of operations. Meanwhile, AVQDS and VarQTE can be executed at the hardware level. These algorithms present a new paradigm for computational transport phenomena on quantum computers.

Alipanah, Hirad [Univ. of Pittsburgh, PA (United S↗

DOE OSTI2022

A Statistical Interpolation Code for Ocean Analysis and Forecasting

Abstract We present a data assimilation package for use with ocean circulation models in analysis, forecasting, and system evaluation applications. The basic functionality of the package is centered on a multivariate linear statistical estimation for a given predicted/background ocean state, observations, and error statistics. Novel features of the package include support for multiple covariance models, and the solution of the least squares normal equations either using the covariance matrix or its inverse—the information matrix. The main focus of this paper, however, is on the solution of the analysis equations using the information matrix, which offers several advantages for solving large problems efficiently. Details of the parameterization of the inverse covariance using Markov random fields are provided and its relationship to finite-difference discretizations of diffusion equations are pointed out. The package can assimilate a variety of observation types from both remote sensing and in situ platforms. The performance of the data assimilation methodology implemented in the package is demonstrated with a yearlong global ocean hindcast with a 1/4° ocean model. The code is implemented in modern Fortran, supports distributed memory, shared memory, multicore architectures, and uses climate and forecasts compliant Network Common Data Form for input/output. The package is freely available with an open source license from www.tendral.com/tsis/ .

Srinivasan, Ashwanth↗

DOE OSTI2020

Scalability of high-performance PDE solvers

Performance tests and analyses are critical to effective high-performance computing software development and are central components in the design and implementation of computational algorithms for achieving faster simulations on existing and future computing architectures for large-scale application problems. In this article, we explore performance and space-time trade-offs for important compute-intensive kernels of large-scale numerical solvers for partial differential equations (PDEs) that govern a wide range of physical applications. We consider a sequence of PDE-motivated bake-off problems designed to establish best practices for efficient high-order simulations across a variety of codes and platforms. We measure peak performance (degrees of freedom per second) on a fixed number of nodes and identify effective code optimization strategies for each architecture. In addition to peak performance, we identify the minimum time to solution at 80% parallel efficiency. The performance analysis is based on spectral and p-type finite elements but is equally applicable to a broad spectrum of numerical PDE discretizations, including finite difference, finite volume, and h-type finite elements.

97 MATHEMATICS AND COMPUTING↗

DOE OSTI2022

Flow and transport in three-dimensional discrete fracture matrix models using mimetic finite difference on a conforming multi-dimensional mesh

Here, we present a comprehensive workflow to simulate single-phase flow and transport in fractured porous media using the discrete fracture matrix approach. The workflow has three primary parts: (1) a method for conforming mesh generation of and around a three-dimensional fracture network, (2) the discretization of the governing equations using a second-order mimetic finite difference method, and (3) implementation of numerical methods for high-performance computing environments. A method to create a conforming Delaunay tetrahedralization of the volume surrounding the fracture network, where the triangular cells of the fracture mesh are faces in the volume mesh, that addresses pathological cases which commonly arise and degrade mesh quality is also provided. Our open-source subsurface simulator uses a hierarchy of process kernels (one kernel per physical process) that allows for both strong and weak coupling of the fracture and matrix domains. We provide verification tests based on analytic solutions for flow and transport, as well as numerical convergence. We also provide multiple expositions of the method in complex fracture networks. In the first example, we demonstrate that the method is robust by considering two scenarios where the fracture network acts as a barrier to flow, as the primary pathway, or offers the same resistance as the surrounding matrix. In the second test, flow and transport through a three-dimensional stochastically generated network containing 257 fractures is presented.

97 MATHEMATICS AND COMPUTING↗

DOE OSTI2021

Nonoverlapping block smoothers for the Stokes equations

Overlapping block smoothers efficiently damp the error contributions from highly oscillatory components within multigrid methods for the Stokes equations but they are computationally expensive. This paper is concentrated on the development and analysis of new block smoothers for the Stokes equations that are discretized on staggered grids. These smoothers are nonoverlapping and therefore desirable due to reduced computational costs. Traditional geometric multigrid methods are based on simple pointwise smoothers. However, using multigrid methods to efficiently solve more difficult problems such as the Stokes equations leads to computationally more expensive smoothers, for example, overlapping block smoothers. Nonoverlapping smoothers are less expensive, but have been considered less efficient in the literature. In this paper, we develop new nonoverlapping smoothers, the so-called triad-wise smoothers, and show their efficiency within multigrid methods to solve the Stokes equations. In addition, we compare overlapping and nonoverlapping smoothers by measuring their computational costs and analyzing their behavior by the use of local Fourier analysis.

97 MATHEMATICS AND COMPUTING↗

DOE OSTI2021

Optimizing multigrid reduction-in-time and Parareal coarse-grid operators for linear advection

Parallel-in-time methods, such as multigrid reduction-in-time (MGRIT) and Parareal, provide an attractive option for increasing concurrency when simulating time-dependent partial differential equations (PDEs) in modern high-performance computing environments. While these techniques have been very successful for parabolic equations, it has often been observed that their performance suffers dramatically when applied to advection-dominated problems or purely hyperbolic PDEs using standard rediscretization approaches on coarse grids. In this paper, we apply MGRIT or Parareal to the constant-coefficient linear advection equation, appealing to existing convergence theory to provide insight into the typically nonscalable or even divergent behavior of these solvers for this problem. To overcome these failings, we replace rediscretization on coarse grids with improved coarse-grid operators that are computed by applying optimization techniques to approximately minimize error estimates from the convergence theory. Therefore, one of our main findings is that, in order to obtain fast convergence as for parabolic problems, coarse-grid operators should take into account the behavior of the hyperbolic problem by tracking the characteristic curves. Our approach is tested for schemes of various orders using explicit or implicit Runge–Kutta methods combined with upwind-finite-difference spatial discretizations. In all cases, we obtain scalable convergence in just a handful of iterations, with parallel tests also showing significant speed-ups over sequential time-stepping.

97 MATHEMATICS AND COMPUTING↗

DOE OSTI2022

An immersed interface method for the 2D vorticity-velocity Navier-Stokes equations with multiple bodies

We present an immersed interface method for the vorticity-velocity form of the 2D Navier Stokes equations that directly addresses challenges posed by nonconvex immersed bodies, multiply connected domains, and the calculation of force distributions on immersed surfaces. The immersed interface method is re-interpreted as a polynomial extrapolation of flow quantities and boundary conditions into the immersed solid bodies, reducing computational cost and enabling simulations with nonconvex bodies that could not be discretized with previous immersed interface methods. In the flow, the vorticity transport equation is discretized using a conservative finite difference scheme and explicit Runge-Kutta time integration. The velocity reconstruction problem is transformed to a scalar Poisson equation that is discretized with conservative finite differences, and solved using an FFT-accelerated iterative algorithm. The use of conservative differencing throughout leads to exact enforcement of a discrete Kelvin's theorem, allowing for simulations with multiply connected domains and outflow boundaries that have challenged other immersed interface vortex methods. We also explore novel methods for recovering time-dependent pressure distributions on immersed bodies within a vorticity-based method and present a novel control volume formulation for recovering aerodynamic moments from only the vorticity and velocity fields. The method achieves second order spatial accuracy and third order temporal accuracy, and is validated on a variety of 2D flows in internal and free-space domains.

97 MATHEMATICS AND COMPUTING↗

DOE OSTI2022

Spatial resolution of different discretizations over long-time for the Dirac equation with small potentials

In this report we compare the long-time error bounds and spatial resolution of finite difference methods with different spatial discretizations for the Dirac equation with small electromagnetic potentials characterized by $\varepsilon \in (0, 1]$ a dimensionless parameter. We begin with the simple and widely used finite difference time domain (FDTD) methods, and establish rigorous error bounds of them, which are valid up to the time at $O(1/\varepsilon)$. In the error estimates, we pay particular attention to how the errors depend explicitly on the mesh size $h$ and time step $\tau$ as well as the small parameter $\varepsilon$. Based on the results, in order to obtain "correct" numerical solutions up to the time at $O(1/\varepsilon)$, the $\varepsilon$-scalability (or meshing strategy requirement) of the FDTD methods should be taken as $h = O(\varepsilon^{1/2})$ and $\tau = O(\varepsilon^{1/2})$. To improve the spatial resolution capacity, we apply the Fourier spectral method to discretize the Dirac equation in space. Error bounds of the resulting finite difference Fourier pseudospectral (FDFP) methods show that they exhibit uniform spatial errors in the long-time regime, which are optimal in space as suggested by the Shannon's sampling theorem. Extensive numerical results are reported to confirm the error bounds and demonstrate that they are sharp.

79 ASTRONOMY AND ASTROPHYSICS↗

DOE OSTI2022

Fast Solution of Fully Implicit Runge--Kutta and Discontinuous Galerkin in Time for Numerical PDEs, Part I: the Linear Setting

Fully implicit Runge--Kutta (IRK) methods have many desirable properties as time integration schemes in terms of accuracy and stability, but high-order IRK methods are not commonly used in practice with numerical PDEs due to the difficulty of solving the stage equations. This paper introduces a theoretical and algorithmic preconditioning framework for solving the systems of equations that arise from IRK methods applied to linear numerical PDEs (without algebraic constraints). Additionally, this framework also naturally applies to discontinuous Galerkin discretizations in time. Under quite general assumptions on the spatial discretization that yield stable time integration, the preconditioned operator is proven to have condition number bounded by a small, order-one constant, independent of the spatial mesh and time-step size, and with only weak dependence on number of stages/polynomial order; for example, the preconditioned operator for 10th-order Gauss IRK has condition number less than two, independent of the spatial discretization and time step. The new method can be used with arbitrary existing preconditioners for backward Euler-type time-stepping schemes and is amenable to the use of three-term recursion Krylov methods when the underlying spatial discretization is symmetric. The new method is demonstrated to be effective on various high-order finite-difference and finite element discretizations of linear parabolic and hyperbolic problems, demonstrating fast, scalable solution of up to 10th-order accuracy. The new method consistently outperforms existing block preconditioning approaches, and in several cases, the new method can achieve 4th-order accuracy using Gauss integration with roughly half the number of preconditioner applications and wallclock time as required using standard diagonally IRK methods.

97 MATHEMATICS AND COMPUTING↗

DOE OSTI2020

Nonoverlapping Localized Exponential Time Differencing Methods for Diffusion Problems

In this paper, we propose nonoverlapping localized exponential time differencing (ETD) methods for diffusion problems. The model time-dependent diffusion equation is first reformulated on subdomains based on the nonoverlapping domain decomposition, in which Neumann boundary conditions are imposed on the interfaces for the subdomain problems and Dirichlet type conditions are enforced to form a space-time interface problem. After spatial discretization by standard central finite differences and temporal integration with the first or second order ETD methods, the fully discrete interface problem is obtained. Such an interface problem is then solved iteratively either at each time step or over the whole time interval: the former involves the solution of stationary problems in each subdomain at each iteration while the latter involves the solution of time-dependent subdomain problems at each iteration. For both approaches, we prove that localized ETD solutions conserve mass exactly and converge in time to the exact space semidiscrete solution. Numerical experiments in two dimensions are also presented to illustrate the performance of the proposed methods.

Mass conservation↗

DOE OSTI2022

The Schwarz Alternating Method for the Seamless Coupling of Nonlinear Reduced Order Models and Full Order Models

Projection-based model order reduction allows for the parsimonious representation of full order models (FOMs), typically obtained through the discretization of a set of partial differential equations (PDEs) using conventional techniques (e.g., finite element, finite volume, finite difference methods) where the discretization may contain a very large number of degrees of freedom. As a result of this more compact representation, the resulting projection-based reduced order models (ROMs) can achieve considerable computational speedups, which are especially useful in real-time or multi-query analyses. One known deficiency of projection-based ROMs is that they can suffer from a lack of robustness, stability and accuracy, especially in the predictive regime, which ultimately limits their useful application. Another research gap that has prevented the widespread adoption of ROMs within the modeling and simulation community is the lack of theoretical and algorithmic foundations necessary for the “plug-and-play” integration of these models into existing multi-scale and multi-physics frameworks. This paper describes a new methodology that has the potential to address both of the aforementioned deficiencies by coupling projection-based ROMs with each other as well as with conventional FOMs by means of the Schwarz alternating method [41]. Leveraging recent work that adapted the Schwarz alternating method to enable consistent and concurrent multiscale coupling of finite element FOMs in solid mechanics [35, 36], we present a new extension of the Schwarz framework that enables FOM-ROM and ROM-ROM coupling, following a domain decomposition of the physical geometry on which a PDE is posed. In order to maintain efficiency and achieve computation speed-ups, we employ hyper-reduction via the Energy-Conserving Sampling and Weighting (ECSW) approach [13]. We evaluate the proposed coupling approach in the reproductive as well as in the predictive regime on a canonical test case that involves the dynamic propagation of a traveling wave in a nonlinear hyper-elastic material.

97 MATHEMATICS AND COMPUTING↗