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Results for “implicit and explicit algorithms”

Search indexed NASA NTRS and DOE OSTI research on propulsion, heat transfer, battery materials and energy systems. Follow report and document links to the original sources.

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At least 235 records · Page 13
All sourcesNASA NTRSDOE OSTI
NASA NTRS1979

Boundary conditions for implicit solutions to the compressible Navier-Stokes equations in finite computational domains

The admissible boundary conditions for the unsteady Navier-Stokes equations are insufficient to determine completely the flow variables at grid points on the boundaries of a finite computational domain. A general method is presented in which the boundary conditions are supplemented by conservatively differenced forms of the flow equations. For implicit algorithms, the method provides a fully implicit coupling between boundary and interior points. Implicit boundary-point computation schemes are given for most types of flow boundary encountered in internal and external flow problems. Convergence to steady state is generally faster than with locally explicit boundary-point schemes.

Thomas, P. D.↗
DOE OSTI2021

A novel implicit hybrid machine learning model and its application for reinforcement learning

A novel methodology to develop implicit hybrid models is presented. PyTorch is used to integrate physics-based equations with machine learning models. Automatic differentiation of the hybrid model is leveraged to solve the implicit equations. Iterative solving enables gradient based updates to the machine learning model. The novel methodology is compared to an explicit hybrid approach on a continuously stirred tank reactor (CSTR). The novel method results in a lower modelling error. Both hybrid models effectively train with noisy data. To test the implicit hybrid model, it is employed as a reinforcement learning (RL) training model. The RL algorithm trained on the hybrid model outperforms real time optimization of the CSTR and performs nearly as well as RL trained directly on the CSTR and a traditional gradient based approach. Training RL directly on the CSTR requires over 60,000 system interactions compared to 6000 historical data points for hybrid model development.

42 ENGINEERING↗
DOE OSTI2023

MrHyDE v.1.0

SAND2024-01324O MrHyDE, which stands for Multi-resolution Hybridized Differential Equations, is a general-purpose C++ package for the solution of coupled multiphysics and multiscale systems on massively parallel computing systems. MrHyDE is designed to enable moving beyond forward simulation for multiscale applications which includes optimization, control, uncertainty quantification, and stochastic inversion. The framework provides interfaces to several packages within the Trilinos framework and leverages automatic differentiation to enable adjoint capabilities for large-scale, gradient-based optimization. MrHyDE provides automated multiscale capabilities through a subgrid model interface and multiscale Dirichlet-to-Neumann maps. For extreme-scale applications, MrHyDE provides in situ data-compression algorithms to reduce memory requirements while maintaining performance. MrHyDE is a general-purpose, computational framework for the solution of multiscale and multiphysics applications. It uses a combination of structure-preserving, physics-compatible discretizations, fully implicit methods, multi-resolution schemes, or fully explicit methods. Sandia National Laboratories is a multimission laboratory managed and operated by National Technology & Engineering Solutions of Sandia, LLC, a wholly owned subsidiary of Honeywell International Inc., for the U.S. Department of Energy’s National Nuclear Security Administration under contract DE-NA0003525.

SciDAC↗
NASA NTRS1994

Parallel implicit unstructured grid Euler solvers

A mesh-vertex finite volume scheme for solving the Euler equations on triangular unstructured meshes is implemented on an MIMD (multiple instruction/multiple data stream) parallel computer. An explicit four-stage Runge-Kutta scheme is used to solve two-dimensional flow problems. A family of implicit schemes is also developed to solve these problems, where the linear system that arises at each time step is solved by a preconditioned GMRES algorithm. Two partitioning strategies are employed, one that partitions triangles and the other that partitions vertices. The choice of the preconditioner in a distributed memory setting is discussed. All the methods are compared both in terms of elapsed times and convergence rates. It is shown that the implicit schemes offer adequate parallelism at the expense of minimal sequential overhead. The use of a global coarse grid to further minimize this overhead is also investigated. The schemes are implemented on a distributed memory parallel computer, the iPSC/860.

Venkatakrishnan, V.↗
NASA NTRS1994

Parallel implicit unstructured grid Euler solvers

A mesh-vertex finite volume scheme for solving the Euler equations on triangular unstructured meshes is implemented on a multiple-instruction/multiple-data stream parallel computer. An explicit four-stage Runge-Kutta scheme is used to solve two-dimensional flow problems. A family of implicit schemes is also developed to solve these problems, where the linear system that arises at each time step is solved by a preconditioned GMRES algorithm. Two partitioning strategies are employed: one that partitions triangles and the other that partitions vertices. The choice of the preconditioner in a distributed memory setting is discussed. All of the methods are compared both in terms of elapsed times and convergence rates. It is shown that the implicit schemes offer adequate parallelism at the expense of minimal sequential overhead. The use of a global coarse grid to further minimize this overhead is also investigated. The schemes are implemented on a distributed memory parallel computer, the Intel iPSC/860.

TRT-THEORETICAL↗
DOE OSTI2013

A Parallel, Fully Coupled, Fully Implicit Solution to Reactive Transport in Porous Media Using the Preconditioned Jacobian-Free Newton-Krylov Method

Modeling large multicomponent reactive transport systems in porous media is particularly challenging when the governing partial differential algebraic equations (PDAEs) are highly nonlinear and tightly coupled due to complex nonlinear reactions and strong solution-media interactions. Here we present a preconditioned Jacobian-Free Newton-Krylov (JFNK) solution approach to solve the governing PDAEs in a fully coupled and fully implicit manner. A well-known advantage of the JFNK method is that it does not require explicitly computing and storing the Jacobian matrix during Newton nonlinear iterations. Our approach further enhances the JFNK method by utilizing physics-based, block preconditioning and a multigrid algorithm for efficient inversion of the preconditioner. This preconditioning strategy accounts for self- and optionally, cross-coupling between primary variables using diagonal and off-diagonal blocks of an approximate Jacobian, respectively. Numerical results are presented demonstrating the efficiency and massive scalability of the solution strategy for reactive transport problems involving strong solution-mineral interactions and fast kinetics. We found that the physics-based, block preconditioner significantly decreases the number of linear iterations, directly reducing computational cost; and the strongly scalable algebraic multigrid algorithm for approximate inversion of the preconditioner leads to excellent parallel scaling performance.

97 MATHEMATICS AND COMPUTING↗
NASA NTRS1992

A transient FETI methodology for large-scale parallel implicit computations in structural mechanics

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 explicit schemes are also easier to parallelize than implicit ones. However, the time step restriction imposed by the Courant stability condition on all explicit schemes cannot yet -- and perhaps will never -- be offset by the speed of parallel hardware. Therefore, it is essential to develop efficient and robust 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 low-frequency dynamics. Here we present a domain decomposition method for implicit schemes that requires significantly less storage than factorization algorithms, that is several times faster than other popular direct and iterative methods, that can be easily implemented on both shared and local memory parallel processors, and that is both computationally and communication-wise efficient. The proposed transient domain decomposition method is an extension of the method of Finite Element Tearing and Interconnecting (FETI) developed by Farhat and Roux for the solution of static problems. Serial and parallel performance results on the CRAY Y-MP/8 and the iPSC-860/128 systems are reported and analyzed for realistic structural dynamics problems. These results establish the superiority of the FETI method over both the serial/parallel conjugate gradient algorithm with diagonal scaling and the serial/parallel direct method, and contrast the computational power of the iPSC-860/128 parallel processor with that of the CRAY Y-MP/8 system.

Farhat, Charbel↗
DOE OSTI2018

Performance analysis and implementation details of the Energy Conserving Semi-Implicit Method code (ECsim)

We present in this work the implementation of the Energy Conserving Semi-Implicit Method in a parallel code called ECsim. This new code is a three-dimensional, fully electromagnetic particle in cell (PIC) code. It is written in C/C++ and uses MPI to allow massive parallelization. ECsim is unconditionally stable in time, eliminates the finite grid instability, and has the same cycle scheme as the explicit code with a computational cost comparable to other semi-implicit PIC codes. All these features make it a very valuable tool to address situations which have not been possible to analyze until now with other PIC codes. In this work, we show the details of the algorithm implementation and we study its performance in different systems. ECsim is compared with another semi-implicit PIC code with different time and spectral resolution, showing its ability to address situations where other codes fail.

97 MATHEMATICS AND COMPUTING↗
NASA NTRS1977

An implicit factored scheme for the compressible Navier-Stokes equations

An implicit finite difference scheme is developed for the numerical solution of the compressible Navier-Stokes equations in conservation-law form. The algorithm is second-order-time accurate, noniterative, and spatially factored. In order to obtain an efficient factored algorithm, the spatial cross-derivatives are evaluated explicitly. However, the algorithm is unconditionally stable and, although a three-time-level scheme, requires only two-time-levels of data storage. The algorithm is constructed in a 'delta' form (i.e., increments of the conserved variables and fluxes) that provides a direct derivation of the scheme and leads to an efficient computational algorithm. In addition, the delta form has the advantageous property of a steady-state (if one exists) independent of the size of the time step. Numerical results are presented for a two-dimensional shock boundary-layer interaction problem.

Beam, R. M.↗
NASA NTRS1993

Convergence acceleration of implicit schemes in the presence of high aspect ratio grid cells

The performance of Navier-Stokes codes are influenced by several phenomena. For example, the robustness of the code may be compromised by the lack of grid resolution, by a need for more precise initial conditions or because all or part of the flowfield lies outside the flow regime in which the algorithm converges efficiently. A primary example of the latter effect is the presence of extended low Mach number and/or low Reynolds number regions which cause convergence deterioration of time marching algorithms. Recent research into this problem by several workers including the present authors has largely negated this difficulty through the introduction of time-derivative preconditioning. In the present paper, we employ the preconditioned algorithm to address convergence difficulties arising from sensitivity to grid stretching and high aspect ratio grid cells. Strong grid stretching is particularly characteristic of turbulent flow calculations where the grid must be refined very tightly in the dimension normal to the wall, without a similar refinement in the tangential direction. High aspect ratio grid cells also arise in problems that involve high aspect ratio domains such as combustor coolant channels. In both situations, the high aspect ratio cells can lead to extreme deterioration in convergence. It is the purpose of the present paper to address the reasons for this adverse response to grid stretching and to suggest methods for enhancing convergence under such circumstances. Numerical algorithms typically possess a maximum allowable or optimum value for the time step size, expressed in non-dimensional terms as a CFL number or vonNeumann number (VNN). In the presence of high aspect ratio cells, the smallest dimension of the grid cell controls the time step size causing it to be extremely small, which in turn results in the deterioration of convergence behavior. For explicit schemes, this time step limitation cannot be exceeded without violating stability restrictions of the scheme. On the other hand, for implicit schemes, which are typically unconditionally stable, there appears to be room for improvement through careful tailoring of the time step definition based on results of linear stability analyses. In the present paper, we focus on the central-differenced alternating direction implicit (ADI) scheme. The understanding garnered from this analyses can then be applied to other implicit schemes. In order to systematically study the effects of aspect ratio and the methods of mitigating the associated problems, we use a two pronged approach. We use stability analyses as a tool for predicting numerical convergence behavior and numerical experiments on simple model problems to verify predicted trends. Based on these analyses, we determine that efficient convergence may be obtained at all aspect ratios by getting a combination of things right. Primary among these are the proper definition of the time step size, proper selection of viscous preconditioner and the precise treatment of boundary conditions. These algorithmic improvements are then applied to a variety of test cases to demonstrate uniform convergence at all aspect ratios.

Buelow, B. E. O.↗
DOE OSTI2025

Preserving nonlinear constraints in variational flow filtering data assimilation

Data assimilation aims to estimate the states of a dynamical system by optimally combining sparse and noisy observations of the physical system with uncertain forecasts produced by a computational model. The states of many dynamical systems of interest obey nonlinear physical constraints, and the corresponding dynamics is confined to a certain sub-manifold of the state space. Standard data assimilation techniques applied to such systems yield posterior states lying outside the manifold, violating the physical constraints. This work focuses on particle flow filters which use stochastic differential equations to evolve state samples from a prior distribution to samples from an observation-informed posterior distribution. The variational Fokker-Planck (VFP)—a generic particle flow filtering framework—is extended to incorporate non-linear, equality state constraints in the analysis. To this end, two algorithmic approaches that modify the VFP stochastic differential equation are discussed: (i) VFPSTAB, to inexactly preserve constraints with the addition of a stabilizing drift term, and (ii) VFPDAE, to exactly preserve constraints by treating the VFP dynamics as a stochastic differential-algebraic equation (SDAE). Additionally, an implicit-explicit time integrator is developed to evolve the VFPDAE dynamics. The strength of the proposed approach for constraint preservation in data assimilation is demonstrated on three test problems: the double pendulum, Korteweg-de-Vries, and the incompressible Navier-Stokes equations.

97 MATHEMATICS AND COMPUTING↗
NASA NTRS1993

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.↗
DOE OSTI2013

Fully implicit particle-in-cell algorithms for kinetic simulation of plasmas [Slides]

We have demonstrated, for the first time, a fully implicit, fully nonlinear electrostatic PIC formulation that features: (1) Exact charge conservation (via a novel particle mover strategy). (2) Exact energy conservation (no particle self-heating or self-cooling). (3) Adaptive particle orbit integrator to control errors in momentum conservation. The approach has been shown to be free of CFL and finite-grid numerical instabilities. As a result, the method is able to take time steps many times larger than explicit, and resolutions many times coarser. Central to our implementation is the concept of particle enslavement. We have generalized formulation to use spatial adaptivity via mapped coordinates. he method has much potential for efficiency gains vs. explicit in long-time-scale applications, with the CPU speedup scaling as $(kΛ_D)-^{(d+1)}/N_{FE}$. Minimize the number of nonlinear function evaluations $N_{FE}$ for given $Δt$, $Δx \Rightarrow$ preconditioning! We have formulated and implemented a very efficient moment-based preconditioner. We have ported the algorithm to GPU architectures. We have generalized the algorithm to non-radiative electromagnetic regimes (Darwin model), where, in addition to charge and energy, we also conserve canonical momenta.

70 PLASMA PHYSICS AND FUSION TECHNOLOGY↗
NASA NTRS1978

On a new algorithm for time step integration of nonlinear systems

A new implicit algorithm for time step integration of finite element structural dynamic equations is presented. Convergence, stability and numerical damping properties are discussed. Due to the way nonlinear structural behavior is taken into account, the algorithm is expected to compare favorably with existing ones. Some simple numerical results are presented. A related explicit algorithm is also derived and shortly discussed.

Anderheggen, E.↗
NASA NTRS1981

Accuracy and stability of time-split finite-difference schemes

In a recently published work by Abarbanel and Gottlieb (1980), a new class of explicit time-split algorithms designed for application to the compressible Navier-Stokes equations was developed. These algorithms, which utilize locally-one-dimensional (LOD) spatial steps, were shown to possess stability characteristics superior to those of other time-split schemes. In the present work, the properties of an implicit LOD method, analogous to the Abarbanel-Gottlieb algorithm, are examined using the two-dimensional heat conduction equation as the test problem. Both temporal and spatial inconsistencies inherent in the scheme are identified, and a new consistent, implicit splitting approach is developed and applied to the linear Burgers' equation. The relationship between this new method and other time-split implicit schemes is explained and stability problems encountered with the method in three dimensions are discussed.

Dwoyer, D. L.↗
NASA NTRS1992

A generalized gamma(s)-family of self-starting algorithms for computational structural dynamics

A generalized gamma(s)-family of self-starting single-step formulations are presented in order to provide simplified yet effective dynamic attributes to include features towards eliminating the need to involve accelerations in the computational process for structural dynamic problems. By appropriately selecting the parameters pertaining to gamma(s)(s = 1, 2, 3), both explicit and implicit formulations are obtained. The stability and accuracy characteristics of the gamma(s)-family of representations are presented to validate the robustness of the formulations for structural dynamic problems. Numerous illustrative examples are described and the results are in excellent agreement and validate the applicability of these formulations for structural dynamic computations.

Namburu, Raju R.↗
NASA NTRS1981

Stability analysis of numerical boundary conditions and implicit difference approximations for hyperbolic equations

Implicit, noniterative, finite difference schemes were recently developed by several authors for multidimensional systems of nonlinear hyperbolic partial differential equations. When applied to linear model equations with periodic boundary conditions those schemes are unconditionally stable (A-stable). As applied in practice the algorithms often face a severe time step restriction. A major source of the difficulty is the treatment of the numerical boundary conditions. One conjecture was that unconditional stability requires implicit numerical boundary conditions. An apparent counter example was the space time extrapolation considered by Gustafsson, Kreiss, and Sunstrom. Spatial (implicit) and space time (explicit) extrapolation using normal mode analysis for a finite and infinite number of spatial mesh intervals are examined. The results indicate that for unconditional stability with a finite number of spatial mesh intervals, the numerical boundary conditions must be implicit.

Beam, R. M.↗
NASA NTRS1981

Geometrically derived difference formulae for the numerical integration of trajectory problems

The term 'trajectory problem' is taken to include problems that can arise, for instance, in connection with contour plotting, or in the application of continuation methods, or during phase-plane analysis. Geometrical techniques are used to construct difference methods for these problems to produce in turn explicit and implicit circularly exact formulae. Based on these formulae, a predictor-corrector method is derived which, when compared with a closely related standard method, shows improved performance. It is found that this latter method produces spurious limit cycles, and this behavior is partly analyzed. Finally, a simple variable-step algorithm is constructed and tested.

Mcleod, R. J. Y.↗