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All sourcesNASA NTRSDOE OSTI
DOE OSTI2024

On the convergence of the fixed point method for solving neutron transport alpha eigenvalue problems

It was shown that the Fixed Point Method (also known as the Rayleigh Quotient Method) is several times faster than the Critical Search Method for solving neutron transport alpha eigenvalue problems. It was also shown that the Fixed Point Method is able to determine the alpha eigenvalues of sub-critical systems that are beyond the reach of the Critical Search Method. Despite these significant advances, the Fixed Point Method remains an unproven algorithm. Here, this report provides a proof.

72 PHYSICS OF ELEMENTARY PARTICLES AND FIELDS↗
DOE OSTI2020

Advanced Newton methods for geodynamical models of Stokes flow with viscoplastic rheologies

Strain localization and resulting plasticity and failure play an important role in the evolution of the lithosphere. These phenomena are commonly modeled by Stokes flows with viscoplastic rheologies. The nonlinearities of these rheologies make the numerical solution of the resulting systems challenging, and iterative methods often converge slowly or not at all. Yet accurate solutions are critical for representing the physics. Moreover, for some rheology laws, aspects of solvability are still unknown. We study a basic but representative viscoplastic rheology law. The law involves a yield stress that is independent of the dynamic pressure, referred to as von Mises yield criterion. Two commonly used variants, perfect/ideal and composite viscoplasticity, are compared. We derive both variants from energy minimization principles, and we use this perspective to argue when solutions are unique. We propose a new stress-velocity Newton solution algorithm that treats the stress as an independent variable during the Newton linearization but requires solution only of Stokes systems that are of the usual velocity-pressure form. To study different solution algorithms, we implement 2-D and 3-D finite element discretizations, and we generate Stokes problems with up to 7 orders of magnitude viscosity contrasts, in which compression or tension results in significant nonlinear localization effects. Comparing the performance of the proposed Newton method with the standard Newton method and the Picard fixed-point method, we observe a significant reduction in the number of iterations and improved stability with respect to problem nonlinearity, mesh refinement, and the polynomial order of the discretization.

Rudi, Johann↗
DOE OSTI2020

thornado-transport: Anderson- and GPU-accelerated nonlinear solvers for neutrino-matter coupling

Algorithms for neutrino-matter coupling in core-collapse supernovae (CCSNe) are investigated in the context of a spectral two-moment model, which is discretized in space with the discontinuous Galerkin method, integrated in time with implicit-explicit (IMEX) methods, and implemented in the toolkit for high-order neutrino-radiation hydrodynamics (thornado). The model considers electron neutrinos and antineutrinos and tabulated opacities from Bruenn (1985), which includes neutrino-electron scattering and pair processes. The nonlinear system arising from implicit time discretization of the equations governing neutrino-matter coupling is iterated to convergence using Anderson-accelerated fixed-point methods, which avoid formation of Jacobians and inversion of dense linear systems. Numerical experiments show that, for a given tolerance, a nested iteration scheme which aims to reduce opacity evaluations can lower the computational cost. Our initial port to GPUs, using both OpenMP and OpenACC, shows an overall speedup of up to ~ 100× when compared to results using a single CPU core. These results indicate that the algorithms implemented in thornado are well-suited to GPU acceleration.

Laiu, Paul↗
DOE OSTI2022

A Note on the Probability of Initiation Problem

The purpose of this note is to draw attention to Pál for his derivation of the Pál-Bell equation which is used by LLNL and LANL to model Probability of Initiation (POI) problems. Both laboratories credit the equation to Bell and Lee. Although the equation formulated by Bell and Lee and the equation derived by Pál appear to be the same, the equation by Bell and Lee is flawed. Scattering, which was absent in Bell’s original formulation of a POI problem, was later introduced by Bell and Lee by replacing a fission term with a scattering term. Such a replacement, however, leads to an incorrect average number $\overline{v}$ of neutrons that is produced in a fission event. By approaching a POI problem from probabilistic point of view, Pál formulates the problem as a branching process that i) describes the growth of a population of neutrons in a fissile medium, and ii) predicts $\overline{v}$ correctly. There are five reasons for writing this report. The first is to clarify the failing in Bell and Lee’s derivation. The second is to establish the origin of the equation used by the laboratories. The third is to elucidate the fixed point technique formulated by Mokhtar-Kharroubi to solve the Pál-Bell equation. The fourth is to derive the α eigenvalue that is associated with a super-critical situation. The fifth is to describe in the Appendix a second order positivity preserving technique that accelerates the convergence of the first order fixed point method developed by Mokhtar-Kharroubi.

73 NUCLEAR PHYSICS AND RADIATION PHYSICS↗
DOE OSTI2022

A Note on the Probability of Initiation Problem

The purpose of this note is to draw attention to Pál’s derivation of the Pál Bell equation which is used by LLNL and LANL to model Probability of Initiation (POI) problems. Both laboratories credit the equation to Bell and Lee. Although the equation formulated by Bell and Lee and the equation derived by Pál appear to be the same, the derivation by Bell and Lee is flawed. Scattering, which was absent in Bell’s original formulation of a POI problem, was later introduced by Bell and Lee by simply replacing a fission term with a scattering term. Such a replacement, however, leads to an inaccurate average number v̅ of neutrons that is produced by a fission event. By approaching a POI problem from probabilistic point of view, Pál formulates the problem as a branching process that determines v̅ correctly. There are six reasons for writing this report. The first is to clarify the failing in Bell and Lee’s derivation. The second is to establish the origin of the equation used by the laboratories. The third is to elucidate the fixed point technique formulated by Mokhtar-Kharroubi for solving the Pál-Bell equation. The fourth is to derive the α eigenvalue that is associated with a time dependent Pál-Bell equation. The fifth is to show in Appendix A that the non-linear fission operator of the Pál-Bell equation is descended from the operator of the Galton-Watson process of stochastic theory. The sixth is to describe in Appendix B a second order positivity preserving technique that accelerates the convergence of the first order fixed point method developed by Mokhtar-Kharroubi.

73 NUCLEAR PHYSICS AND RADIATION PHYSICS↗
DOE OSTI2025

Convergence Analysis of the Alternating Anderson–Picard Method for Nonlinear Fixed-Point Problems

Anderson acceleration (AA) has been widely used to solve nonlinear fixed-point problems due to its rapid convergence. This work focuses on a variant of AA in which multiple Picard iterations are performed between each AA step, referred to as the Alternating Anderson–Picard (AAP) method. Furthermore, despite introducing more “slow” Picard iterations, this method has been shown to be efficient and even more robust in both linear and nonlinear cases. However, there is a lack of theoretical analysis for AAP in the nonlinear case. In this paper, we address this gap by establishing the equivalence between AAP and a multisecant-GMRES method that uses GMRES to solve a multisecant linear system at each iteration. From this perspective, we show that AAP “converges” to the Newton-GMRES method. Specifically, as the residual approaches zero, the multisecant matrix, the approximate Jacobian inverse, the search direction, and the optimization gain of AAP converge to their counterparts in the Newton-GMRES method. These connections provide insights for analyzing the asymptotic convergence properties of AAP. Consequently, we show that AAP is locally 𝑞-linear convergent and provide an upper bound for the convergence factor of AAP. To validate the theoretical results, numerical examples are provided.

Anderson acceleration↗
DOE OSTI2023

An implicit particle code with exact energy and charge conservation for electromagnetic studies of dense plasmas

A collisional particle code based on implicit energy- and charge-conserving methods is presented. A modified version of the particle-suppressed Jacobian-Free Newton-Krylov method that can enhance the solver efficiency is introduced. Mathematically, it is shown that this new approach can be viewed as a fixed-point iteration method for the particle positions. The model can exactly conserve global energy and local charge and can efficiently use time steps larger than the plasma period. In conclusion, the algorithm's ability to simulate dense plasmas accurately and efficiently is quantified by simulating the dynamic compression of a plasma slab via a magnetic piston in 1D planar geometry.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2022

Convergence Analysis of Fixed Point Chance Constrained Optimal Power Flow Problems

For optimal power flow problems with chance constraints, a particularly effective method is based on a fixed point iteration applied to a sequence of deterministic power flow problems. However, a priori, the convergence of such an approach is not necessarily guaranteed. Here this article analyses the convergence conditions for this fixed point approach, and reports numerical experiments including for large IEEE networks.

24 POWER TRANSMISSION AND DISTRIBUTION↗
DOE OSTI2020

Stability Analysis of Inline ZFP Compression for Floating-Point Data in Iterative Methods

Currently, the dominating constraint in many high performance computing applications is data capacity and bandwidth, in both internode communications and even moreso in intranode data motion. A new approach to address this limitation is to make use of data compression in the form of a compressed data array. Storing data in a compressed data array and converting to standard IEEE-754 types as needed during a computation can reduce the pressure on bandwidth and storage. However, repeated conversions (lossy compression and decompression) introduce additional approximation errors, which need to be shown to not significantly affect the simulation results. Here, we extend recent work that analyzed the error of a single use of compression and decompression of the ZFP compressed data array representation to the case of time-stepping and iterative schemes, where an advancement operator is repeatedly applied in addition to the conversions. We show that the accumulated error for iterative methods involving fixed-point and time evolving iterations is bounded under standard constraints. An upper bound is established on the number of additional iterations required for the convergence of stationary fixed-point iterations. An additional analysis of traditional forward and backward error of stationary iterative methods using ZFP compressed arrays is also presented. The results of several 1D, 2D, and 3D test problems are provided to demonstrate the correctness of the theoretical bounds.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2020

Analytic and numerical bootstrap of CFTs with $O(m)\times O(n)$ global symmetry in 3D

Motivated by applications to critical phenomena and open theoretical questions, we study conformal field theories with O(m)\times O(n) O ( m ) × O ( n ) global symmetry in d=3 d = 3 spacetime dimensions. We use both analytic and numerical bootstrap techniques. Using the analytic bootstrap, we calculate anomalous dimensions and OPE coefficients as power series in \varepsilon=4-d ε = 4 − d and in 1/n 1 / n , with a method that generalizes to arbitrary global symmetry. Whenever comparison is possible, our results agree with earlier results obtained with diagrammatic methods in the literature. Using the numerical bootstrap, we obtain a wide variety of operator dimension bounds, and we find several islands (isolated allowed regions) in parameter space for O(2)\times O(n) O ( 2 ) × O ( n ) theories for various values of n n . Some of these islands can be attributed to fixed points predicted by perturbative methods like the \varepsilon ε and large- n n expansions, while others appear to arise due to fixed points that have been claimed to exist in resummations of perturbative beta functions.

72 PHYSICS OF ELEMENTARY PARTICLES AND FIELDS↗
DOE OSTI2020

Cost-optimal evaluation of centralized and distributed microgrid topologies considering voltage constraints

Optimal design of hybrid renewable mini-grids requires both economic and power quality considerations. Existing modeling approaches address these considerations via separate or loosely coupled models. Here, we extend REopt—a techno-economic optimization model developed at the National Renewable Energy Laboratory—to consider both within a single model. REopt formulates the design problem as a mixed-integer linear program that solves for a site's optimal technology mix, sizing, and operation to minimize life cycle cost. REopt has traditionally assumed a single node system. In the work presented here, we expand the REopt platform to consider multiple connected nodes with associated voltage constraints. In order to do this, we model power flow using a fixed-point linear approximation method. Additionally, we then use the model to explore design considerations of mini-grids in Sub-Saharan Africa. Specifically, we evaluate under what combinations of transmission line distance and capacity it is technically viable and economically preferable to build multiple isolated mini-grids versus an interconnected, centralized system.

32 ENERGY CONSERVATION, CONSUMPTION, AND UTILIZATI↗
DOE OSTI2025

A Quantum Approach for Implementing Fixed-Point Arithmetic in Solving Ordinary Differential Equations

Differential equations (DEs) serve as fundamental tools in mathematical modeling across scientific disciplines, yet classical numerical solvers face limitations with large-scale or computationally intensive problems. This study explores a quantum-inspired approach to solving DEs, combining quantum- inspired techniques with classical methods. It focuses on fixed- point arithmetic on quantum circuits, utilizing basic quantum gates to manipulate DE solutions. We expand upon the techniques introduced by Zanger et al. [Quantum, 5, 502 (2021)] by offering a precise computation for a fixed-point signed multiplication scheme, while also presenting a quantum circuit capable of executing the fixed-point division algorithm. We demonstrate the feasibility of our approach through the simulation of a linear Ordinary Differential Equation (ODE), where initial conditions and parameters are encoded into quantum circuits using fixed- point representation. By executing sequences of quantum gates mimicking numerical integration steps, we obtain approximate solutions to the ODE with specified fixed-point precision.

72 PHYSICS OF ELEMENTARY PARTICLES AND FIELDS↗
DOE OSTI2020

Subcritical Multiplication with a Fixed Source

In a subcritical, multiplying medium, the system multiplication describes the expected total number of neutrons created by a single source neutron. Subcriticality plays a large role in criticality safety and thus it is vital for the subcritical multiplication factor be accurate, especially as a system approaches criticality. This work examines the accuracy of calculating the system multiplication using the MCNP6.2 ® k-eigenvalue power iteration (KCODE) method when a fixed-point source is present in a multiplying medium, for near critical systems. This work compares the standard approach for calculating system multiplication, using the fixed-source calculational approach, to a new, single k-eigenvalue power iteration approach that incorporates a fixed-source component and a fission-source component into a single calculation. For the remainder of this paper, some theoretical background and numerical results for an approximate k eigenvalue approach, an accurate fixed-source approach and a new and more accurate k-eigenvalue approach to computing system multiplication are provided.

73 NUCLEAR PHYSICS AND RADIATION PHYSICS↗
DOE OSTI2026

Two-Level Sketching Alternating Anderson Acceleration for Complex Physics Applications

We present a novel two-level sketching extension of the Alternating Anderson–Picard (AAP) method for accelerating fixed-point iterations in challenging single- and multiphysics simulations governed by discretized PDEs. Our approach combines a static, physics-based projection that reduces the least-squares (LS) problem to the most informative field (e.g., via Schur-complement insight) with a dynamic, algebraic sketching stage driven by a backward stability analysis under Lipschitz continuity. We introduce inexpensive estimators for stability thresholds and cache-aware randomized selection strategies to balance computational cost against memory access overhead. The resulting algorithm solves reduced LS systems in place, minimizes memory footprints, and seamlessly alternates between low-cost Picard updates and Anderson mixing. Implemented in Julia, our two-level sketching AAP achieves up to 50% time-to-solution reductions compared to standard Anderson acceleration—without degrading convergence rates—on benchmark problems including Stokes, 𝑝-Laplacian, bidomain, and Navier–Stokes formulations at varying problem sizes. These results demonstrate the method’s robustness, scalability, and potential for integration into high-performance scientific computing frameworks. Our implementation is available open source in the AAP.jl library.

Barnafi, Nicolas [University of Chile, Santiago]↗
DOE OSTI2024

A Quantum Approach for Implementing Fixed-Point Arithmetic in Solving Ordinary Differential Equations

Differential equations (DEs) serve as fundamental tools in mathematical modeling across scientific disciplines, yet classical numerical solvers face limitations with large-scale or computationally intensive problems. This study explores a quantum-inspired approach to solving DEs, combining quantum-inspired techniques with classical methods. It focuses on fixed-point arithmetic on quantum circuits, utilizing basic quantum gates to manipulate DE solutions. We expand upon the techniques introduced by Zanger et al. [Quantum, 5, 502 (2021)] by offering a precise computation for a fixed-point signed multiplication scheme, while also presenting a quantum circuit capable of executing the fixed-point division algorithm. We demonstrate the feasibility of our approach through the simulation of a linear Ordinary Differential Equation (ODE), where initial conditions and parameters are encoded into quantum circuits using fixed-point representation. By executing sequences of quantum gates mimicking numerical integration steps, we obtain approximate solutions to the ODE with specified fixed-point precision.

46 INSTRUMENTATION RELATED TO NUCLEAR SCIENCE AND ↗
DOE OSTI2023

Probability of Initiation in Neutron Transport

We discuss the numerical solution of the nonlinear integro-differential equation for the probability of a divergent neutron chain in a stationary system (i.e., the probability of initiation (POI)). We follow the development described in Bell’s classic paper on the stochastic theory of neutron transport. As noted by Bell, the linearized form of this equation resembles the linear adjoint neutron transport equation. A matrix formalism for the discretized steady state (or forward) neutron equation in slab geometry is first developed and is then used to derive the discrete adjoint equation. A main advantage of this discrete development is that the resulting discrete adjoint equation does not depend upon how the multigroup cross sections for the forward problem are obtained. That is, we derive the discrete adjoint directly from the discrete forward equations rather than discretizing directly the adjoint equation. This also guarantees that the discrete adjoint operator is consistent with the inner product used to define the adjoint operator. We discuss three approaches for the numerical solution of the POI equations, and present numerical results on several test problems. The three solution methods are a simple fixed-point iteration, a second approach that is akin to a nonlinear Power iteration, and a third approach which uses a Newton-Krylov nonlinear solver. We also give sufficient conditions to guarantee the existence and uniqueness of nontrivial solutions to our discrete POI equations when the discrete system is supercritical, and that only the trivial solution exists when the discrete system is subcritical. Our approach is modeled after the analysis presented for the continuous POI equations by Mokhtar-Kharroubi and Jarmouni-Idrissi, and by Pazy and Rabinowitz.

42 ENGINEERING↗