Stabilized linear semi-implicit schemes for the nonlocal Cahn–Hilliard equation
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Du, Qiang↗
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On the stability and accuracy of partially and fully implicit schemes for phase field modeling
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Xu, Jinchao↗
Solving phase appearance/disappearance two-phase flow problems with high resolution staggered grid and fully implicit schemes by the Jacobian-free Newton–Krylov Method
The phase appearance/disappearance issue presents serious numerical challenges in two-phase flow simulations. Many existing reactor safety analysis codes use different kinds of treatments for the phase appearance/disappearance problem. However, to our best knowledge, there are no fully satisfactory solutions. Additionally, the majority of the existing reactor system analysis codes were developed using low-order numerical schemes in both space and time. In many situations, it is desirable to use high-resolution spatial discretization and fully implicit time integration schemes to reduce numerical errors. In this work, we adapted a high-resolution spatial discretization scheme on staggered grid mesh and fully implicit time integration methods (such as BDF1 and BDF2) to solve the two-phase flow problems. The discretized nonlinear system was solved by the Jacobian-free Newton Krylov (JFNK) method, which does not require the derivation and implementation of analytical Jacobian matrix. These methods were tested with a few two-phase flow problems with phase appearance/disappearance phenomena considered, such as a linear advection problem, an oscillating manometer problem, and a sedimentation problem. The JFNK method demonstrated extremely robust and stable behaviors in solving the two-phase flow problems with phase appearance/disappearance. No special treatments such as water level tracking or void fraction limiting were used. High-resolution spatial discretization and second- order fully implicit method also demonstrated their capabilities in significantly reducing numerical errors.
97 MATHEMATICS AND COMPUTING↗
EXPLICIT-IMPLICIT SCHEME FOR RELATIVISTIC RADIATION HYDRODYNAMICS
We propose an explicit-implicit scheme for numerically solving special relativistic radiation hydrodynamic equations, which ensures a conservation of total energy and momentum (matter and radiation). In our scheme, zeroth and first moment equations of the radiation transfer equation are numerically solved without employing a flux-limited diffusion approximation. For an hyperbolic term, of which the timescale is the light crossing time when the flow velocity is comparable to the speed of light, is explicitly solved using an approximate Riemann solver. Source terms describing an exchange of energy and momentum between the matter and the radiation via the gas-radiation interaction are implicitly integrated using an iteration method. The implicit scheme allows us to relax the Courant-Friedrichs-Lewy condition in optically thick media, where heating/cooling and scattering timescales could be much shorter than the dynamical timescale. We show that our numerical code can pass test problems of one- and two-dimensional radiation energy transport, and one-dimensional radiation hydrodynamics. Our newly developed scheme could be useful for a number of relativistic astrophysical problems. We also discuss how to extend our explicit-implicit scheme to the relativistic radiation magnetohydrodynamics.
79 ASTRONOMY AND ASTROPHYSICS↗
COMPARISON OF IMPLICIT SCHEMES TO SOLVE EQUATIONS OF RADIATION HYDRODYNAMICS WITH A FLUX-LIMITED DIFFUSION APPROXIMATION: NEWTON–RAPHSON, OPERATOR SPLITTING, AND LINEARIZATION
Radiation is an important process of energy transport, a force, and a basis for synthetic observations, so radiation hydrodynamics (RHD) calculations have occupied an important place in astrophysics. However, although the progress in computational technology is remarkable, their high numerical cost is still a persistent problem. In this work, we compare the following schemes used to solve the nonlinear simultaneous equations of an RHD algorithm with the flux-limited diffusion approximation: the Newton–Raphson (NR) method, operator splitting, and linearization (LIN), from the perspective of the computational cost involved. For operator splitting, in addition to the traditional simple operator splitting (SOS) scheme, we examined the scheme developed by Douglas and Rachford (DROS). We solve three test problems (the thermal relaxation mode, the relaxation and the propagation of linear waves, and radiating shock) using these schemes and then compare their dependence on the time step size. As a result, we find the conditions of the time step size necessary for adopting each scheme. The LIN scheme is superior to other schemes if the ratio of radiation pressure to gas pressure is sufficiently low. On the other hand, DROS can be the most efficient scheme if the ratio is high. Although the NR scheme can be adopted independently of the regime, especially in a problem that involves optically thin regions, the convergence tends to be worse. In all cases, SOS is not practical.
79 ASTRONOMY AND ASTROPHYSICS↗
A posteriori error estimation for multi-stage Runge–Kutta IMEX schemes
Implicit–Explicit (IMEX) schemes are widely used for time integration methods for approximating solutions to a large class of problems. In this work, we develop accurate a posteriori error estimates of a quantity-of-interest for approximations obtained from multi-stage IMEX schemes. This is done by first defining a finite element method that is nodally equivalent to an IMEX scheme, then using typical methods for adjoint-based error estimation. Furthermore, the use of a nodally equivalent finite element method allows a decomposition of the error into multiple components, each describing the effect of a different portion of the method on the total error in a quantity-of-interest.
97 MATHEMATICS AND COMPUTING↗
A conservative implicit-PIC scheme for the hybrid kinetic-ion fluid-electron plasma model on curvilinear meshes
We report that the hybrid kinetic-ion fluid-electron plasma model is widely used to study challenging multi-scale problems in space and laboratory plasma physics. Here, a novel conservative scheme for this model employing implicit particle-in-cell techniques is extended to arbitrary coordinate systems via curvilinear maps from logical to physical space. The scheme features a fully non-linear electromagnetic formulation with a multi-rate time advance - including sub-cycling and orbit-averaging for the kinetic ions. By careful choice of compatible particle-based kinetic-ion and mesh-based fluid-electron discretizations in curvilinear coordinates, as well as particle-mesh interpolations and implicit midpoint time advance, the scheme is proven to conserve total energy for arbitrary curvilinear meshes. In the electrostatic limit, the method is also proven to conserve total momentum for arbitrary curvilinear meshes. Although momentum is not conserved for arbitrary curvilinear meshes in the electromagnetic case, it is for an important subset of Cartesian tensor-packed meshes. The scheme and its novel conservation properties are demonstrated for several challenging numerical problems using different curvilinear meshes, including a merging flux-rope simulation for a space weather application, and a helical m = 1 mode simulation for magnetic fusion energy application.
97 MATHEMATICS AND COMPUTING↗
Lack of robustness and accuracy of many numerical schemes for phase-field simulations
In this paper, we study the stability, accuracy and convergence behavior of various numerical schemes for phase-field modeling through a simple ODE model. Both theoretical analysis and numerical experiments are carried out on this ODE model to demonstrate the limitation of most numerical schemes that have been used in practice. One main conclusion is that the first-order fully implicit scheme is the only robust algorithm for phase-field simulations while all other schemes (that have been analyzed) may have convergence issue if the time step size is not exceedingly small. More specifically, by rigorous analysis in most cases, we have the following conclusions: (i) The first-order fully implicit scheme converges to the correct steady state solution for all time step sizes. In the case of multiple solutions, one of the solution branches always converges to the correct steady state solution. (ii) The first-order convex splitting scheme, which is equivalent to the first-order fully implicit scheme with a different time scaling, always converges to the correct steady state solution but may seriously lack numerical accuracy for transient solutions. (iii) For the second-order fully implicit and convex splitting schemes, for any time step size $δt > 0$, there exists an initial condition $u_0$ , with $|u_0| > 1$, such that the numerical solution converges to the wrong steady state solution. (iv) For $|u_0|$ ≤ 1, all second-order schemes studied in this paper converge to the correct steady state solution although severe numerical oscillations occur for most of them if the time step size is not sufficiently small. (v) An unconditionally energy-stable scheme (such as the modified Crank–Nicolson scheme) is not necessarily better than a conditionally energy-stable scheme (such as the Crank–Nicolson scheme). Finally, most, if not all, of the above conclusions are expected to be true for more general Allen–Cahn and other phase-field models.
97 MATHEMATICS AND COMPUTING↗
Formulation and numerical analysis of a fully-coupled dynamically deforming electromagnetic wire
Here, an electromagnetic beam model is developed for the simulation of actuated electronic textiles. The beam is solved using a nonlinear director-based kinematic description with additional temperature and electric potential fields along its length. The three fields are fully coupled by mutual dependences on the deformation, Lorenz force, back electromotive force, temperature dependent constitutive responses, and the Seebeck effect. Instead of solving Maxwell's equations in full detail, a quasistatic approximation is used to solve the electric potential in the presence of a moving material medium. The current-carrying beam approximation is used to further simplify the solution space for the potential. While this formulation alleviates the spatial and temporal discretization restrictions, the coupled problem is an index-1 semi-explicit Differential Algebraic Equation requiring special treatment. The time dependent problem is solved using different Runge-Kutta methods. Diagonally implicit Runge-Kutta methods and explicit Runge-Kutta methods using implicit solution of the electric potential problem are explored. The finite element model is implemented using the open source package FEniCS, which is able to automatically generate the linearizations of the multiphysics equations required for the implicit solutions. A model problem is constructed with which to test and analyze the physical formulation and numerical solution techniques. The time stepping methods are verified using the convergence orders of the higher-order Runge-Kutta methods. Runtime comparisons show that the explicit methods are generally more computationally efficient than the implicit schemes used for this problem. For the implicit schemes, a staggered solution is significantly faster than a monolithic solution at most time step sizes. However, at very large time steps, such as those that would be used for dynamic relaxation, the monolithic solution can be more efficient than the staggered solution.
36 MATERIALS SCIENCE↗
Spark Channel Dynamics of Electrostatic Discharges (Rev. 1) [Slides]
To model spark discharges, this work implemented, verified, and validated: 1-D radial conservative Lagrangian hydrodynamic scheme (with heat conduction); Eddington/P1 radiative transfer approximation, time-implicit scheme; RLC circuit solver, time-implicit scheme (adaptable to other circuit types). Novel analytics EOS fit for air up to temperatures of ~150,000 K. Novel "seed" electron concept to initialize finite conductivity in spark without pre-heating the air in the channel, as typically used in spark modeling literature. Reasonable, if conservative (from an engineering viewpoint), agreement with experimental data for indirect (circuit) and direct (interferometry) measurements of spark. Many potential avenues of future work: Two-temperature dryodynamics (requires two-temperature EOS development); 2-D axisymmetric geometry for axial (z) variation, modeling delectric electrodes; Kinetic equations for time-dependent charged species populations.
42 ENGINEERING↗
Implementation and (Inverse Modified) Error Analysis for Implicitly Templated ODE-Nets
We focus on learning unknown dynamics from data using ODE-nets templated on implicit numerical initial value problem solvers. First, we perform inverse modified error analysis of the ODE-nets using unrolled implicit schemes for ease of interpretation. It is shown that training an ODE-net using an unrolled implicit scheme returns a close approximation of an inverse modified differential equation (IMDE). In addition, we establish a theoretical basis for hyperparameter selection when training such ODE-nets, whereas current strategies usually treat numerical integration of ODE-nets as a black box. We thus formulate an adaptive algorithm which monitors the level of error and adapts the number of (unrolled) implicit solution iterations during the training process, so that the error of the unrolled approximation is less than the current learning loss. This helps accelerate training while maintaining accuracy. Several numerical experiments are performed to demonstrate the advantages of the proposed algorithm compared to nonadaptive unrollings and validate the theoretical analysis. Here, we also note that this approach naturally allows for incorporating partially known physical terms in the equations, giving rise to what is termed “gray box” identification.
ODE-nets↗
Multirate linearly-implicit GARK schemes
Many complex applications require the solution of initial-value problems where some components change fast, while others vary slowly. Multirate schemes apply different step sizes to resolve different components of the system, according to their dynamics, in order to achieve increased computational efficiency. The stiff components of the system, fast or slow, are best discretized with implicit base methods in order to ensure numerical stability. To this end, linearly implicit methods are particularly attractive as they solve only linear systems of equations at each step. This paper develops the Multirate GARK-ROS/ROW (MR-GARK-ROS/ROW) framework for linearly-implicit multirate time integration. The order conditions theory considers both exact and approximative Jacobians. The effectiveness of implicit multirate methods depends on the coupling between the slow and fast computations; an array of efficient coupling strategies and the resulting numerical schemes are analyzed. Multirate infinitesimal step linearly-implicit methods, that allow arbitrarily small micro-steps and offer extreme computational flexibility, are constructed. The new unifying framework includes existing multirate Rosenbrock(-W) methods as particular cases, and opens the possibility to develop new classes of highly effective linearly implicit multirate integrators.
97 MATHEMATICS AND COMPUTING↗
Entropy viscosity method applied to Euler equations
The entropy viscosity method [4] has been successfully applied to hyperbolic systems of equations such as Burgers equation and Euler equations. The method consists in adding dissipative terms to the governing equations, where a viscosity coefficient modulates the amount of dissipation. The entropy viscosity method has been applied to the 1-D Euler equations with variable area using a continuous finite element discretization in the MOOSE framework and our results show that it has the ability to efficiently smooth out oscillations and accurately resolve shocks. Two equations of state are considered: Ideal Gas and Stiffened Gas Equations Of State. Results are provided for a second-order time implicit schemes (BDF2). Some typical Riemann problems are run with the entropy viscosity method to demonstrate some of its features. Then, a 1-D convergent-divergent nozzle is considered with open boundary conditions. The correct steady-state is reached for the liquid and gas phases with a time implicit scheme. The entropy viscosity method correctly behaves in every problem run. For each test problem, results are shown for both equations of state considered here. (authors)
97 MATHEMATICS AND COMPUTING↗
Benchmark Solutions in Solid Mechanics and Implicit-Explicit Schemes in Radiation Hydrodynamics
Abstract not provided.
97 MATHEMATICS AND COMPUTING↗
Fully Implicit Time Integration: Fast Solvers and Implicit-Explicit Schemes [Slides]
Abstract not provided.
97 MATHEMATICS AND COMPUTING↗
Implicit and explicit schemes for mass consistency preservation in hybrid particle/finite-volume algorithms for turbulent reactive flows
This work addresses the issue of particle mass consistency in Large Eddy Simulation/Probability Density Function (LES/PDF) methods for turbulent reactive flows. Numerical schemes for the implicit and explicit enforcement of particle mass consistency (PMC) are introduced, and their performance is examined in a representative LES/PDF application, namely the Sandia–Sydney Bluff-Body flame HM1. A new combination of interpolation schemes for velocity and scalar fields is found to better satisfy PMC than multilinear and fourth-order Lagrangian interpolation. A second-order accurate time-stepping scheme for stochastic differential equations (SDE) is found to improve PMC relative to Euler time stepping, which is the first time that a second-order scheme is found to be beneficial, when compared to a first-order scheme, in an LES/PDF application. An explicit corrective velocity scheme for PMC enforcement is introduced, and its parameters optimized to enforce a specified PMC criterion with minimal corrective velocity magnitudes.
71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
An integration factor method for stochastic and stiff reaction–diffusion systems
Stochastic effects are often present in the biochemical systems involving reactions and diffusions. When the reactions are stiff, existing numerical methods for stochastic reaction diffusion equations require either very small time steps for any explicit schemes or solving large nonlinear systems at each time step for the implicit schemes. Here we present a class of semi-implicit integration factor methods that treat the diffusion term exactly and reaction implicitly for a system of stochastic reaction–diffusion equations. Our linear stability analysis shows the advantage of such methods for both small and large amplitudes of noise. Direct use of the method to solving several linear and nonlinear stochastic reaction–diffusion equations demonstrates good accuracy, efficiency, and stability properties. This new class of methods, which are easy to implement, will have broader applications in solving stochastic reaction–diffusion equations arising from models in biology and physical sciences.
71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗