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At least 19 records

Numerical solution of singular Lyapunov equations

We consider the numerical solution of large scale singular (continuous-time) Lyapunov equations of the form AX + XA T + BB T = 0, where A is semistable, that is, its spectrum is contained in the left half plane, with the exception of a few semisimple eigenvalues at zero. We also consider the case of a few semisimple eigenvalues on the imaginary axis. We assume that we know these few eigenvalues (zero or imaginary), and that we have or can compute the corresponding invariant subspaces. We use this information to build an appropriate newly proposed subspace on which to project the Lyapunov equations, and then compute a low-rank approximation to the least squares solution. Selected illustrative numerical examples are provided.

97 MATHEMATICS AND COMPUTING↗

Benchmark of few-level quantum theory vs ab initio numerical solutions for the strong-field Autler–Townes effect in photoionization of hydrogen

Abstract The temporal and spectral consequences of an intermediate resonance en route to photoionization are investigated theoretically in two ways: by solving few-level model equations and by ab initio numerical solution of the time-dependent Schrödinger equation, in both cases for hydrogen in three dimensions. The model consists of atomic states resonantly field-dressed in a three-level reduction of the hydrogen atom that consists of the 2 p –3 d (Balmer) transition and one energetically-distant continuum state. The model’s level occupation probabilities are derived from three Schrödinger amplitude equations and are benchmarked against an ab initio numerical solution for the hydrogen electron’s wavefunction under the same field. We examine contrasts between the results of the two approaches with a particular focus on Autler–Townes doublets that appear in the photoelectron spectrum.

74 ATOMIC AND MOLECULAR PHYSICS↗

Impact of the numerical solution approach of a plant hydrodynamic model (v0.1) on vegetation dynamics

Abstract. Numerous plant hydrodynamic models have started to be implemented in vegetation dynamics models, reflecting the central role of plant hydraulic traits in driving water, energy, and carbon cycles, as well as plant adaptation to climate change. Different numerical approximations of the governing equations of the hydrodynamic models have been documented, but the numerical accuracy of these models and its subsequent effects on the simulated vegetation function and dynamics have rarely been evaluated. Using different numerical solution methods (including implicit and explicit approaches) and vertical discrete grid resolutions, we evaluated the numerical performance of a plant hydrodynamic module in the Functionally Assembled Terrestrial Ecosystem Simulator (FATES-HYDRO version 0.1) based on single-point and global simulations. Our simulation results showed that when near-surface vertical grid spacing is coarsened (grid size >10 cm), the model significantly overestimates aboveground biomass (AGB) in most of the temperate forest locations and underestimates AGB in the boreal forest locations, as compared to a simulation with finer vertical grid spacing. Grid coarsening has a small effect on AGB in the tropical zones of Asia and South America. In particular, coarse surface grid resolution should not be used when there are large and prolonged water content differences among soil layers at depths due to long dry-season duration and/or well-drained soil or when soil evaporation is a dominant fraction of evapotranspiration. Similarly, coarse surface grid resolution should not be used when there is lithologic discontinuity along the soil depth. This information is useful for uncertainty quantification, sensitivity analysis, or the training of surrogate models to design the simulations when computational cost limits the use of ensemble simulations.

54 ENVIRONMENTAL SCIENCES↗

Numerical Solution of the Steady-State Network Flow Equations for a Non-Ideal Gas

Herein we formulate a steady-state network flow problem for non-ideal gas that relates injection rates and nodal pressures in the network to flows in pipes. For this problem, we present and prove a theorem on uniqueness of generalized solution for a broad class of non-ideal pressure-density relations that satisfy a monotonicity property. Further, we develop a Newton-Raphson algorithm for numerical solution of the steady-state problem, which is made possible by a systematic non-dimensionalization of the equations. The developed algorithm has been extensively tested on benchmark instances and shown to converge robustly to a generalized solution. Previous results [1]-[4], indicate that the steady-state network flow equations for an ideal gas are difficult to solve by the Newton-Raphson method because of its extreme sensitivity to the initial guess. In contrast, we find that non-dimensionalization of the steady-state problem is key to robust convergence of the Newton-Raphson method. We identify criteria based on the uniqueness of solutions under which the existence of a non-physical generalized solution found by a non-linear solver implies non-existence of a physical solution, i.e., infeasibility of the problem. Finally, we compare pressure and flow solutions based on ideal and non-ideal equations of state to demonstrate the need to apply the latter in practice. The solver developed in this article is open-source and is made available for both the academic and research communities as well as the industry.

97 MATHEMATICS AND COMPUTING↗

Computationally efficient and error aware surrogate construction for numerical solutions of subsurface flow through porous media

Limiting the injection rate to restrict the pressure below a threshold at a critical location can be an important goal of simulations that model the subsurface pressure between injection and extraction wells. The pressure is approximated by the solution of Darcy’s partial differential equation for a given permeability field. The subsurface permeability is modeled as a random field since it is known only up to statistical properties. This induces uncertainty in the computed pressure. Solving the partial differential equation for an ensemble of random permeability simulations enables estimating a probability distribution for the pressure at the critical location. These simulations are computationally expensive, and practitioners often need rapid online guidance for real-time pressure management. An ensemble of numerical partial differential equation solutions is used to construct a Gaussian process regression model that can quickly predict the pressure at the critical location as a function of the extraction rate and permeability realization. The Gaussian process surrogate analyzes the ensemble of numerical pressure solutions at the critical location as noisy observations of the true pressure solution, enabling robust inference using the conditional Gaussian process distribution. Our first novel contribution is to identify a sampling methodology for the random environment and matching kernel technology for which fitting the Gaussian process regression model scales as O ( n log n ) instead of the typical O ( n 3 ) rate in the number of samples n used to fit the surrogate. The surrogate model allows almost instantaneous predictions for the pressure at the critical location as a function of the extraction rate and permeability realization. Our second contribution is a novel algorithm to calibrate the uncertainty in the surrogate model to the discrepancy between the true pressure solution of Darcy’s equation and the numerical solution. Finally, although our method is derived for building a surrogate for the solution of Darcy’s equation with a random permeability field, the framework broadly applies to solutions of other partial differential equations with random coefficients.

54 ENVIRONMENTAL SCIENCES↗

A fourth-order phase-field fracture model: Formulation and numerical solution using a continuous/discontinuous Galerkin method

Modeling crack initiation and propagation in brittle materials is of great importance to be able to predict sudden loss of load-carrying capacity and prevent catastrophic failure under severe dynamic loading conditions. Second-order phase-field fracture models have gained wide adoption given their ability to capture the formation of complex fracture patterns, e.g. via crack merging and branching, and their suitability for implementation within the context of the conventional finite element method. Higher-order phase-field models have also been proposed to increase the regularity of the exact solution and thus increase the spatial convergence rate of its numerical approximation. However, they require special numerical techniques to enforce the necessary continuity of the phase field solution. In this paper, we derive a fourth-order phase-field model of fracture in two independent ways; namely, from Hamilton’s principle and from a higher-order micromechanics-based approach. The latter approach is novel, and provides a physical interpretation of the higher-order terms in the model. In addition, we propose a continuous/discontinuous Galerkin (C/DG) method for use in computing the approximate phase-field solution. This method employs Lagrange polynomial shape functions to guarantee -continuity of the solution at inter-element boundaries, and enforces the required regularity with the aid of additional variational and interior penalty terms in the weak form. Finally, the phase-field equation is coupled with the momentum balance equation to model dynamic fracture problems in hyper-elastic materials. Two benchmark problems are presented to compare the numerical behavior of the C/DG method with mixed finite element methods.

42 ENGINEERING↗

11-th order of accuracy for numerical solution of 3-D Poisson equation with irregular interfaces on unfitted Cartesian meshes

For the first time the optimal local truncation error method (OLTEM) with 125-point stencils and unfitted Cartesian meshes has been developed in the general 3-D case for the Poisson equation for heterogeneous materials with smooth irregular interfaces. The 125-point stencils equations that are similar to those for quadratic finite elements are used for OLTEM. The interface conditions for OLTEM are imposed as constraints at a small number of interface points and do not require the introduction of additional unknowns, i.e., the sparse structure of global discrete equations of OLTEM is the same for homogeneous and heterogeneous materials. The stencils coefficients of OLTEM are calculated by the minimization of the local truncation error of the stencil equations. These derivations include the use of the Poisson equation for the relationship between the different spatial derivatives. Such a procedure provides the maximum possible accuracy of the discrete equations of OLTEM. In contrast to known numerical techniques with quadratic elements and third order of accuracy on conforming and unfitted meshes, OLTEM with the 125-point stencils provides 11-th order of accuracy, i.e., an extremely large increase in accuracy by 8 orders for similar stencils. The numerical results show that OLTEM yields much more accurate results than high-order finite elements with much wider stencils. The increased numerical accuracy of OLTEM leads to an extremely large increase in computational efficiency. Additionally, a new post-processing procedure with the 125-point stencil has been developed for the calculation of the spatial derivatives of the primary function. The post-processing procedure includes the minimization of the local truncation error and the use of the Poisson equation. It is demonstrated that the use of the partial differential equation (PDE) for the 125-point stencils improves the accuracy of the spatial derivatives by 6 orders compared to post-processing without the use of PDE as in existing numerical techniques. At an accuracy of 0.1% for the spatial derivatives, OLTEM reduces the number of degrees of freedom by 900 - 4∙10 6 times compared to quadratic finite elements. The developed post-processing procedure can be easily extended to unstructured meshes and can be independently used with existing post-processing techniques (e.g., with finite elements).

97 MATHEMATICS AND COMPUTING↗

10-th order of accuracy for numerical solution of 3-D elasticity equations for heterogeneous materials on unfitted Cartesian meshes

We have developed the Optimal Local Truncation Error Method (OLTEM) with 10-th order of accuracy on unfitted Cartesian meshes for a system of 3-D elasticity equations with smooth irregular interfaces. 5 x 5 x 5 = 125-point stencils (similar to those for quadratic finite elements) for elastic heterogeneous materials are used for OLTEM. There are no unknowns at the interface points between different materials; the structure of the global discrete equations is the same for homogeneous and heterogeneous materials. The calculation of unknown stencil coefficients is based on the minimization of the local truncation error of the stencil equations and yields the optimal 10-th order of accuracy for OLTEM on unfitted Cartesian meshes, i.e., the increase by 7 orders in accuracy compared to quadratic finite elements on conformal meshes. A new post-processing procedure provides the 9-th order of accuracy for stresses in the 3-D case. Similar to basic computations it uses OLTEM with the 125-point stencils, the interface conditions and the elasticity equations. It was shown that the use of the elasticity equations for post-processing improves the accuracy of 0.1% stresses by 6 orders compared to post-processing without the use of PDEs. At an accuracy of for stresses, OLTEM with the new post-processing procedure reduces the number of degrees of freedom by 360 - 8000 times compared to quadratic finite elements with similar stencils. OLTEM with the 125-point stencils yields even more accurate results than high-order finite elements with much wider stencils. OLTEM provides accurate numerical results for compressible and nearly incompressible materials.

elasticity equations↗

Numerical solution of large scale Hartree–Fock–Bogoliubov equations

The Hartree–Fock–Bogoliubov (HFB) theory is the starting point for treating superconducting systems. However, the computational cost for solving large scale HFB equations can be much larger than that of the Hartree–Fock equations, particularly when the Hamiltonian matrix is sparse, and the number of electrons N is relatively small compared to the matrix size N b . We first provide a concise and relatively self-contained review of the HFB theory for general finite sized quantum systems, with special focus on the treatment of spin symmetries from a linear algebra perspective. We then demonstrate that the pole expansion and selected inversion (PEXSI) method can be particularly well suited for solving large scale HFB equations. For a Hubbard-type Hamiltonian, the cost of PEXSI is at most $\mathcal{O}$(N b 2 ) for both gapped and gapless systems, which can be significantly faster than the standard cubic scaling diagonalization methods. We show that PEXSI can solve a two-dimensional Hubbard-Hofstadter model with N b up to 2.88 × 10 6 , and the wall clock time is less than 100 s using 17 280 CPU cores. Finally, this enables the simulation of physical systems under experimentally realizable magnetic fields, which cannot be otherwise simulated with smaller systems.

97 MATHEMATICS AND COMPUTING↗

Discontinuous Galerkin sparse grids methods for time domain Maxwell’s equations

In this paper, we present a time-explicit sparse grid discontinuous Galerkin method for solving the three-dimensional time-domain Maxwell equations. The conservation properties and convergence rates are established for different choices of numerical fluxes. The convergence rates are proved theoretically and then verified by several numerical examples. Even though our scheme does not preserve the divergence, but by implying the higher order polynomial, one can observe the same convergence rate as numerical solution. Several numerical tests are presented to validate these conclusions.

73 NUCLEAR PHYSICS AND RADIATION PHYSICS↗

A mixed formulation of the plane-stress problem to facilitate reuse of constitutive models in finite-element programs

Here, the plane-stress assumption can be challenging to support in a finite element program because it traditionally requires separate implementations of constitutive models than those intended for three-dimensional or two-dimensional plane-strain simulations. As a solution to this issue, this paper presents a method to solve the plane-stress problem using a mixed formulation. In this formulation, the out-of-plane strain is treated as a field variable that is solved for in addition to the standard in-plane displacement variables, in a manner that weakly enforces the condition that the out-of-plane stress is zero. The proposed formulation is non-intrusive, requiring no modifications to the constitutive models in contrast to the conventional plane-stress formulation. The proposed mixed formulation has been benchmarked against analytical solutions and numerical solutions, with good performance and accuracy.

97 MATHEMATICS AND COMPUTING↗

Single Grid Error Estimation for Neutron Transport Solvers

The method of nearby problems (MNP) is a solution verification technique that does not require the use of multiple spatial grids. To estimate spatial discretization error without requiring a high-fidelity spatial grid, an analytical curve fit is interpolated from the numerical solution. The residual between the curve fit solution and numerical solution is calculated and added as an additional source term to the governing equation. The nearby solution is estimated using the updated source term and boundary conditions to remain consistent with the curve fit interpolation. The nearby solution can be compared to the curve fit solution as a discretization error estimation while using a single spatial grid. Without the use of higher fidelity spatial grids, the MNP is able to approximate the spatial discretization error, a facet of solution verification. The application of the method of nearby problems is presented for one- and two-dimensional neutron transport problems for both fixed source and criticality problems on the spatial variable. The fixed source results demonstrate the effectiveness of nearby problems for spatial error identification using the discrete ordinates method. Criticality results are shown to identify area of high spatial error for the C5G7 problem as well as for the discrete ordinates solver. A novel approach of combining the capabilities of Monte Carlo with the discrete ordinates nearby problems is presented for one- and two-dimensional fixed source problems. In conclusion, the MNP demonstrates its effectiveness at identifying spatial error on a single structured grid with a wide variety of neutron transport problems.

73 NUCLEAR PHYSICS AND RADIATION PHYSICS↗

Analysis into Asymptotic Convergence to Full Nonlinear Solutions and Exploration of the Implication of Numerical Operator Mutation of Differential Systems

A robust, sufficiently accurate and practical hydrodynamic simulation toolset is required as a key component of the modeling and simulation of air-gap electrostatic discharge events. This work was performed to complement these ongoing efforts. In particular, hydrodynamic simulations must be vetted to ensure they are robust and sufficiently accurate over relevant characteristic scales. Verification models were generated in order to cultivate the technical knowledge and expertise needed to properly create, implement and execute numerical simulations. Furthermore, this effort was utilized extensively to educate students on the mathematical and numerical principles underlying hydrodynamic simulations. This education opportunity, provided in a holistic and rigorous manner, has greatly benefited developing scientists and engineers with the necessary understandings and toolsets required to excel at accomplishing the task at hand, and, more generally, it has enabled them to generate key programmatic deliverables. This report articulates several subtilties; specifically, how perturbations, nonlinear behavior, and dissipative mechanisms influence numerical stability, how to properly structure mathematical and numerical solutions, and how to properly generate error estimation/assignment. A more rigorous discussion of the consequences of such topics can be found in the body of this report in Chapters 2 and 3 with qualitative findings discussed in Chapter 4.

97 MATHEMATICS AND COMPUTING↗

Numerical study of $\delta$-function current sheets arising from resonant magnetic perturbations

We report general three-dimensional toroidal ideal magnetohydrodynamic equilibria with a continuum of nested flux surfaces are susceptible to forming singular current sheets when resonant perturbations are applied. The presence of singular current sheets indicates that, in the presence of non-zero resistivity, magnetic reconnection will ensue, leading to the formation of magnetic islands and potentially regions of stochastic field lines when islands overlap. Numerically resolving singular current sheets in the ideal magnetohydrodynamics (MHD) limit has been a significant challenge. This work presents numerical solutions of the Hahm–Kulsrud–Taylor (HKT) problem, which is a prototype for resonant singular current sheet formation. The HKT problem is solved by two codes: a Grad–Shafranov (GS) solver and the Stepped Pressure Equilibrium Code (SPEC) code. The GS solver has built-in nested flux surfaces with prescribed magnetic fluxes. The SPEC code implements multi-region relaxed magnetohydrodynamics (MRxMHD), whereby the solution relaxes to a Taylor state in each region while maintaining force balance across the interfaces between regions. As the number of regions increases, the MRxMHD solution appears to approach the ideal MHD solution assuming a continuum of nested flux surfaces. We demonstrate agreement between the numerical solutions obtained from the two codes through a convergence study.

70 PLASMA PHYSICS AND FUSION TECHNOLOGY↗