Fully Implicit Time Integration: Fast Solvers and Implicit-Explicit Schemes [Slides]
Abstract not provided.
97 MATHEMATICS AND COMPUTING↗
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A unified formulation of splitting-based implicit time integration schemes
Splitting-based time integration approaches such as fractional step, alternating direction implicit, operator splitting, and locally one dimensional methods partition the system of interest into components, and solve individual components implicitly in a cost-effective way. Here this work proposes a unified formulation of splitting time integration schemes in the framework of general-structure additive Runge–Kutta (GARK) methods. Specifically, we develop implicit-implicit (IMIM) GARK schemes, provide the order conditions for this class, and explain their application to partitioned systems of ordinary differential equations. We show that classical splitting methods belong to the IMIM GARK family, and therefore can be studied in this unified framework. New IMIM-GARK splitting methods are developed and tested using parabolic systems.
71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
Massively Parallel and Scalable Implicit Time Integration Algorithms for Structural Dynamics
Explicit codes are often used to simulate the nonlinear dynamics of large-scale structural systems, even for low frequency response, because the storage and CPU requirements entailed by the repeated factorizations traditionally found in implicit codes rapidly overwhelm the available computing resources. With the advent of parallel processing, this trend is accelerating because of the following additional facts: (a) explicit schemes are easier to parallelize than implicit ones, and (b) explicit schemes induce short range interprocessor communications that are relatively inexpensive, while the factorization methods used in most implicit schemes induce long range interprocessor communications that often ruin the sought-after speed-up. However, the time step restriction imposed by the Courant stability condition on all explicit schemes cannot yet be offset by the speed of the currently available parallel hardware. Therefore, it is essential to develop efficient alternatives to direct methods that are also amenable to massively parallel processing because implicit codes using unconditionally stable time-integration algorithms are computationally more efficient when simulating the low-frequency dynamics of aerospace structures.
Farhat, Charbel↗
Sylvester-preconditioned adaptive-rank implicit time integrators for advection-diffusion equations with variable coefficients
Here, we consider the adaptive-rank integration of multi-dimensional time-dependent advection-diffusion partial differential equations (PDEs) with variable coefficients. We employ a standard finite-difference method for spatial discretization coupled with high-order diagonally implicit Runge-Kutta temporal schemes. The discrete equation is a generalized Sylvester equation (GSE), which we solve with a projection-based adaptive-rank algorithm structured around two key strategies: (i) constructing dimension-wise subspaces using a novel atypical extended Krylov strategy, and (ii) efficiently solving the basis coefficient matrix with a preconditioned GMRES solver. The low-rank decomposition is performed in 2D using SVD and with high-order SVD (HOSVD) in 3D to represent the tensor in a compressed Tucker format. For d-dimensional problems (here, d = 2 or 3), the computational complexity and memory storage of the approach are found numerically to scale as and $\mathscr{O}(Nr^2) + \mathscr{O} (r^{d+1})$ and $\mathscr{O}(Nr) + \mathscr{O} (r^{d})$, respectively, with the one-dimensional resolution and the maximal rank during the Krylov iteration (which we find to be largely independent of on our numerical examples). We present numerical examples that illustrate the advertised properties of the algorithm.
97 MATHEMATICS AND COMPUTING↗
Energy-conserving explicit and implicit time integration methods for the multi-dimensional Hermite-DG discretization of the Vlasov-Maxwell equations
Not Available
3-D Vlasov-Maxwell equations↗
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↗
A pseudospectral implicit particle-in-cell method with exact energy and charge conservation
The standard particle-in-cell (PIC) method employs explicit finite-difference (FD) methods (e.g. the leap-frog scheme) for both spatial and temporal integrations. Here, we employ a pseudospectral method for solving the Poisson equation and a fully implicit time integration to achieve exact energy conservation. The advantage of a pseudospectral field solver is its spectral accuracy in solving field solutions. Earlier studies of implicit time integration of PIC FD equations can enforce exact energy exchange between field and particles, resulting in exact energy-conserving schemes. Here, we prove that the exact energy conservation property can be carried over to the pseudospectral scheme. Simultaneously, we provide a solution to ensure a pseudospectral charge continuity equation. We demonstrate the new scheme in a 2D electrostatic PIC code. In conclusion, theoretical results are confirmed via numerical examples.
70 PLASMA PHYSICS AND FUSION TECHNOLOGY↗
Time integration algorithms for the two-dimensional Euler equations on unstructured meshes
Explicit and implicit time integration algorithms for the two-dimensional Euler equations on unstructured grids are presented. Both cell-centered and cell-vertex finite volume upwind schemes utilizing Roe's approximate Riemann solver are developed. For the cell-vertex scheme, a four-stage Runge-Kutta time integration, a fourstage Runge-Kutta time integration with implicit residual averaging, a point Jacobi method, a symmetric point Gauss-Seidel method and two methods utilizing preconditioned sparse matrix solvers are presented. For the cell-centered scheme, a Runge-Kutta scheme, an implicit tridiagonal relaxation scheme modeled after line Gauss-Seidel, a fully implicit lower-upper (LU) decomposition, and a hybrid scheme utilizing both Runge-Kutta and LU methods are presented. A reverse Cuthill-McKee renumbering scheme is employed for the direct solver to decrease CPU time by reducing the fill of the Jacobian matrix. A comparison of the various time integration schemes is made for both first-order and higher order accurate solutions using several mesh sizes, higher order accuracy is achieved by using multidimensional monotone linear reconstruction procedures. The results obtained for a transonic flow over a circular arc suggest that the preconditioned sparse matrix solvers perform better than the other methods as the number of elements in the mesh increases.
Slack, David C.↗
Time Integration and Implicit Solvers for DOE Multiphysics Applications [Slides]
Abstract not provided.
97 MATHEMATICS AND COMPUTING↗
Three-dimensional flux-split Euler schemes involving unstructured dynamic meshes
Improved algorithms for the solution of the 3-D time dependent Euler equations are presented for aerodynamic analysis involving unstructured dynamic meshes. The improvements were developed recently to the spatial and temporal discretizations used by unstructured grid flow solvers. The spatial discretization involves a flux split approach which is naturally dissipative and captures shock waves sharply with at most one grid point within the shock structure. The temporal discretization involves either an explicit time integration scheme using a multistage Runge-Kutta procedure or an implicit time integration scheme using a Gauss-Seidel relaxation procedure which is computationally efficient for either steady or unsteady flow problems. With the implicit Gauss-Seidel procedure, very large time steps may be used for rapid convergence to steady state, and the step size for unsteady cases may be selected for temporal accuracy rather than for numerical stability. Steady flow results are presented for both the NACA 0012 airfoil and the ONERA M6 wing to demonstrate applications of the new Euler solvers. A description of the Euler solvers is presented along with results and comparisons which assess the capability.
Batina, John T.↗
A fully implicit, asymptotic-preserving, semi-Lagrangian algorithm for the time dependent anisotropic heat transport equation
In this paper, we extend the operator-split asymptotic-preserving, semi-Lagrangian algorithm for time dependent anisotropic heat transport equation proposed in Chacón et al. (2014) [18] to use a fully implicit time integration with backward differentiation formulas. The proposed implicit method can deal with arbitrary heat-transport anisotropy ratios $\mathcal{X}$∥ /$ \mathcal{X}$⟂ $\ggg$ 1 (with $\mathcal{X}$∥, $ \mathcal{X}$⟂ the parallel and perpendicular heat diffusivities, respectively) in complicated magnetic field topologies in an accurate and efficient manner. Further, the implicit algorithm is second-order accurate temporally and demonstrates an accurate treatment at boundary layers (e.g., island separatrices), which was not ensured by the operator-split implementation. The condition number of the resulting algebraic system is independent of the anisotropy ratio, and is inverted with preconditioned GMRES. We propose a simple preconditioner that renders the finite-dimensional linear operator compact, resulting in mesh-independent convergence rates for topologically simple magnetic fields, and convergence rates scaling as ~ (NΔt) 1/4 (with N the total mesh size and Δt the timestep) in topologically complex magnetic-field configurations. We demonstrate the accuracy and performance of the approach with test problems of varying complexity, including an analytically tractable boundary-layer problem in a straight magnetic field, and a topologically complex magnetic field featuring magnetic islands with extreme anisotropy ratios $\mathcal{X}$∥ /$ \mathcal{X}$⟂ = 10 10 ) .
97 MATHEMATICS AND COMPUTING↗
Multigrid Acceleration of Time-Accurate DNS of Compressible Turbulent Flow
An efficient scheme for the direct numerical simulation of 3D transitional and developed turbulent flow is presented. Explicit and implicit time integration schemes for the compressible Navier-Stokes equations are compared. The nonlinear system resulting from the implicit time discretization is solved with an iterative method and accelerated by the application of a multigrid technique. Since we use central spatial discretizations and no artificial dissipation is added to the equations, the smoothing method is less effective than in the more traditional use of multigrid in steady-state calculations. Therefore, a special prolongation method is needed in order to obtain an effective multigrid method. This simulation scheme was studied in detail for compressible flow over a flat plate. In the laminar regime and in the first stages of turbulent flow the implicit method provides a speed-up of a factor 2 relative to the explicit method on a relatively coarse grid. At increased resolution this speed-up is enhanced correspondingly.
Broeze, Jan↗
Fast solvers for tokamak fluid models with PETSc
Multigrid (MG) is widely recognized as a highly effective solver for the model problem, the Laplacian, but textbook MG fails on most problems of interest. MG methods have been applied to complex, real-world applications with careful consideration of the physical model and discretization. In this work we develop the first step in applying MG methods to science and engineering relevant magnetohydrodynamics (MHD) tokamak models in the M3D-C1 (https://m3dc1.pppl.gov) fusion energy science code. The semi-implicit time integrator in M3D-C1 is composed of many linear solves. The implicit advance of the momentum equation is the most challenging and is the focus of this work. The current production solver in M3D-C1 is a block Jacobi (BJ) preconditioner within a Krylov solver, where blocks group degrees of freedom on planes of constant toroidal coordinate. BJ convergence degrades as the number of planes increases due to the spectral properties of the matrix preconditioned with BJ. The partially magnetic field-aligned, regular toroidal grid structure in M3D-C1 is amenable to semi-coarsening geometric MG in the toroidal direction. This paper develops such a solver and demonstrates competitive performance on a runaway electron model of a SPARC (https://cfs.energy/technology/sparc) disruption, and superior robustness on a stellarator model on which the BJ solver fails to converge.
70 PLASMA PHYSICS AND FUSION TECHNOLOGY↗
Distributed Minimal Residual (DMR) method for acceleration of iterative algorithms
A new method for enhancing the convergence rate of iterative algorithms for the numerical integration of systems of partial differential equations was developed. It is termed the Distributed Minimal Residual (DMR) method and it is based on general Krylov subspace methods. The DMR method differs from the Krylov subspace methods by the fact that the iterative acceleration factors are different from equation to equation in the system. At the same time, the DMR method can be viewed as an incomplete Newton iteration method. The DMR method was applied to Euler equations of gas dynamics and incompressible Navier-Stokes equations. All numerical test cases were obtained using either explicit four stage Runge-Kutta or Euler implicit time integration. The formulation for the DMR method is general in nature and can be applied to explicit and implicit iterative algorithms for arbitrary systems of partial differential equations.
Lee, Seungsoo↗
Towards a generalized computational fluid dynamics technique for all Mach numbers
Currently there exists no single unified approach for efficiently and accurately solving computational fluid dynamics (CFD) problems across the Mach number regime, from truly low speed incompressible flows to hypersonic speeds. There are several CFD codes that have evolved into sophisticated prediction tools with a wide variety of features including multiblock capabilities, generalized chemistry and thermodynamics models among other features. However, as these codes evolve, the demand placed on the end user also increases simply because of the myriad of features that are incorporated into these codes. In order for a user to be able to solve a wide range of problems, several codes may be needed requiring the user to be familiar with the intricacies of each code and their rather complicated input files. Moreover, the cost of training users and maintaining several codes becomes prohibitive. The objective of the current work is to extend the compressible, characteristic-based, thermochemical nonequilibrium Navier-Stokes code GASP to very low speed flows and simultaneously improve convergence at all speeds. Before this work began, the practical speed range of GASP was Mach numbers on the order of 0.1 and higher. In addition, a number of new techniques have been developed for more accurate physical and numerical modeling. The primary focus has been on the development of optimal preconditioning techniques for the Euler and the Navier-Stokes equations with general finite-rate chemistry models and both equilibrium and nonequilibrium thermodynamics models. We began with the work of Van Leer, Lee, and Roe for inviscid, one-dimensional perfect gases and extended their approach to include three-dimensional reacting flows. The basic steps required to accomplish this task were a transformation to stream-aligned coordinates, the formulation of the preconditioning matrix, incorporation into both explicit and implicit temporal integration schemes, and modification of the numerical flux formulae. In addition, we improved the convergence rate of the implicit time integration schemes in GASP through the use of inner iteration strategies and the use of the GMRES (General Minimized Resisual) which belongs to the class of algorithms referred to as Krylov subspace iteration. Finally, we significantly improved the practical utility of GASP through the addition of mesh sequencing, a technique in which computations begin on a coarse grid and get interpolated onto successively finer grids. The fluid dynamic problems of interest to the propulsion community involve complex flow physics spanning different velocity regimes and possibly involving chemical reactions. This class of problems results in widely disparate time scales causing numerical stiffness. Even in the absence of chemical reactions, eigenvalue stiffness manifests itself at transonic and very low speed flows which can be quantified by the large condition number of the system and evidenced by slow convergence rates. This results in the need for thorough numerical analysis and subsequent implementation of sophisticated numerical techniques for these difficult yet practical problems. As a result of this work, we have been able to extend the range of applicability of compressible codes to very low speed inviscid flows (M = .001) and reacting flows.
Walters, R. W.↗
Implicit full-F simulations of neoclassical ion transport
The development of implicit time integration capabilities for axisymmetric full-F continuum simulations of ion neoclassical transport is reported. The approach involves the implicit treatment of the gyrokinetic Vlasov equation coupled to the nonlinear Fokker–Planck collision model in the long-wavelength limit approximation. To facilitate implicit simulations, advanced preconditioning of individual physics operators is developed, and a global multi-physics preconditioner is constructed by adopting an operator splitting methodology. The algorithm is implemented in the finite-volume code COGENT and is applied to study neoclassical transport properties for both the main ion species and the lithium impurity species in the closed-field-line region of the LTX- β tokamak. The implicit COGENT simulations elucidate the role of non-local transport effects, while demonstrating substantial speedup over the corresponding explicit approach.
Dorf, Mikhail [Lawrence Livermore National Laborat↗
Development and Verification of the Charring Ablating Thermal Protection Implicit System Solver
The development and verification of the Charring Ablating Thermal Protection Implicit System Solver is presented. This work concentrates on the derivation and verification of the stationary grid terms in the equations that govern three-dimensional heat and mass transfer for charring thermal protection systems including pyrolysis gas flow through the porous char layer. The governing equations are discretized according to the Galerkin finite element method with first and second order implicit time integrators. The governing equations are fully coupled and are solved in parallel via Newton's method, while the fully implicit linear system is solved with the Generalized Minimal Residual method. Verification results from exact solutions and the Method of Manufactured Solutions are presented to show spatial and temporal orders of accuracy as well as nonlinear convergence rates.
Amar, Adam J.↗