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DOE OSTI2016

New preconditioning strategy for Jacobian-free solvers for variably saturated flows with Richards’ equation

We develop a new approach for solving the nonlinear Richards’ equation arising in variably saturated flow modeling. The growing complexity of geometric models for simulation of subsurface flows leads to the necessity of using unstructured meshes and advanced discretization methods. Typically, a numerical solution is obtained by first discretizing PDEs and then solving the resulting system of nonlinear discrete equations with a Newton-Raphson-type method. Efficiency and robustness of the existing solvers rely on many factors, including an empiric quality control of intermediate iterates, complexity of the employed discretization method and a customized preconditioner. We propose and analyze a new preconditioning strategy that is based on a stable discretization of the continuum Jacobian. We will show with numerical experiments for challenging problems in subsurface hydrology that this new preconditioner improves convergence of the existing Jacobian-free solvers 3-20 times. Furthermore, we show that the Picard method with this preconditioner becomes a more efficient nonlinear solver than a few widely used Jacobian-free solvers.

58 GEOSCIENCES↗

DOE OSTI2019

Compact feature-aware Hermite-style high-order surface reconstruction

High-order surface reconstruction is now a commonly used technique for mesh generation and adaptation, geometric and physical modeling, and high-order numerical methods for solving partial differential equations (PDEs). However, surface reconstruction from a relatively coarse mesh remained a challenging problem, especially for surfaces with sharp features. Here in this paper, we introduce a new method to address this challenge by improving the previous state of the art, including continuous moving frames (CMF) and weighted averaging of local fittings (WALF) (Eng Comput 28 (2012)), in two aspects. First, we significantly improve the robustness of reconstruction from coarse meshes using a Hermite-style least squares approximation to incorporate normals of the surface and tangents of the feature curves. Second, we ensure both G 0 continuity and high-order accuracy of the reconstruction near sharp features by generating parametric surface elements with an iterative feature-aware parameterization. We present the theoretical framework of our method and compare it against point-based methods in terms of accuracy and stability. We demonstrate the use of the proposed technique in generating high-order meshes for finite element methods, and show that it enables nearly identical solutions as using the meshes generated from exact geometry, while allowing additional flexibility.

42 ENGINEERING↗

DOE OSTI2023

Leverage Score Sampling for Parametric PDEs (Final Technical Report)

This final technical report summarizes the accomplishments of work performed under DOE Office of Science Award DE-SC0022266, which is titled “Leverage Score Sampling for Parametric PDEs”. The goal of the project was to extend methods from Randomized Numerical Linear Algebra (RandNLA) to tackle central computational challenges in model order reduction and uncertainty quantification (UQ) for parametric partial differential equations (PDEs). In particular, we sought to use importance sampling methods originally developed for RandNLA to develop sample efficient active learning algorithms for approximating high-dimensional scalar functions, e.g. by polynomials, Gaussian process models, and simple neural networks. Such methods can be immediately applied to developing surrogate models or to approximating quantity of interest (QoI) surfaces. In the context of PDEs, each sample used for learning equates to the solution of the differential equation for a particular set of parameters, so sample efficiency translates to improved computational efficiency for a variety of downstream tasks.

97 MATHEMATICS AND COMPUTING↗

DOE OSTI2017

Model's sparse representation based on reduced mixed GMsFE basis methods

In this paper, we propose a model's sparse representation based on reduced mixed generalized multiscale finite element (GMsFE) basis methods for elliptic PDEs with random inputs. A typical application for the elliptic PDEs is the flow in heterogeneous random porous media. Mixed generalized multiscale finite element method (GMsFEM) is one of the accurate and efficient approaches to solve the flow problem in a coarse grid and obtain the velocity with local mass conservation. When the inputs of the PDEs are parameterized by the random variables, the GMsFE basis functions usually depend on the random parameters. This leads to a large number degree of freedoms for the mixed GMsFEM and substantially impacts on the computation efficiency. In order to overcome the difficulty, we develop reduced mixed GMsFE basis methods such that the multiscale basis functions are independent of the random parameters and span a low-dimensional space. To this end, a greedy algorithm is used to find a set of optimal samples from a training set scattered in the parameter space. Reduced mixed GMsFE basis functions are constructed based on the optimal samples using two optimal sampling strategies: basis-oriented cross-validation and proper orthogonal decomposition. Although the dimension of the space spanned by the reduced mixed GMsFE basis functions is much smaller than the dimension of the original full order model, the online computation still depends on the number of coarse degree of freedoms. To significantly improve the online computation, we integrate the reduced mixed GMsFE basis methods with sparse tensor approximation and obtain a sparse representation for the model's outputs. The sparse representation is very efficient for evaluating the model's outputs for many instances of parameters. To illustrate the efficacy of the proposed methods, we present a few numerical examples for elliptic PDEs with multiscale and random inputs. In particular, a two-phase flow model in random porous media is simulated by the proposed sparse representation method.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

DOE OSTI2022

Space-Time Block Preconditioning for Incompressible Flow

Parallel-in-time methods have become increasingly popular in the simulation of time-dependent numerical PDEs, allowing for the efficient use of additional message passing interface processes when spatial parallelism saturates. Most methods treat the solution and parallelism in space and time separately. In contrast, all-at-once methods solve the full space-time system directly, largely treating time as simply another spatial dimension. All-at-once methods offer a number of benefits over separate treatment of space and time, most notably significantly increased parallelism and faster time to solution (when applicable). However, the development of fast, scalable all-at-once methods has largely been limited to time-dependent (advection-)diffusion problems. This paper introduces the concept of space-time block preconditioning for the all-at-once solution of incompressible flow. By extending well-known concepts of spatial block preconditioning to the space-time setting, we develop a block preconditioner whose application requires the solution of a space-time (advection-)diffusion equation in the velocity block, coupled with a pressure Schur complement approximation consisting of independent spatial solves at each time-step, and a space-time matrix-vector multiplication. The new method is tested on four classical models in incompressible flow. Finally, the results indicate perfect scalability in refinement of spatial and temporal mesh spacing, perfect scalability in nonlinear Picard iteration count when applied to a nonlinear Navier--Stokes problem, and minimal overhead in terms of number of preconditioner applications compared with sequential time-stepping.

97 MATHEMATICS AND COMPUTING↗

NASA NTRS1990

SIAM Conference on Parallel Processing for Scientific Computing, 4th, Chicago, IL, Dec. 11-13, 1989, Proceedings

Attention is given to such topics as an evaluation of block algorithm variants in LAPACK and presents a large-grain parallel sparse system solver, a multiprocessor method for the solution of the generalized Eigenvalue problem on an interval, and a parallel QR algorithm for iterative subspace methods on the CM2. A discussion of numerical methods includes the topics of asynchronous numerical solutions of PDEs on parallel computers, parallel homotopy curve tracking on a hypercube, and solving Navier-Stokes equations on the Cedar Multi-Cluster system. A section on differential equations includes a discussion of a six-color procedure for the parallel solution of elliptic systems using the finite quadtree structure, data parallel algorithms for the finite element method, and domain decomposition methods in aerodynamics. Topics dealing with massively parallel computing include hypercube vs. 2-dimensional meshes and massively parallel computation of conservation laws. Performance and tools are also discussed.

Dongarra, Jack↗

DOE OSTI2018

A method of alternating characteristics with application to advection-dominated environmental systems

We present a numerical method for solving a class of systems of partial differential equations (PDEs) that arises in modeling environmental processes undergoing advection and biogeochemical reactions. The salient feature of these PDEs is that all partial derivatives appear in linear expressions. As a result, the system can be viewed as a set of ordinary differential equations (ODEs), albeit each one along a different characteristic. The method then consists of alternating between equations and integrating each one step-wise along its own characteristic, thus creating a customized grid on which solutions are computed. Since the solutions of such PDEs are generally smoother along their characteristics, the method offers the potential of using larger time steps while maintaining accuracy and reducing numerical dispersion. The advantages in efficiency and accuracy of the proposed method are demonstrated in two illustrative examples that simulate depth-resolved reactive transport and soil carbon cycling.

54 ENVIRONMENTAL SCIENCES↗

DOE OSTI2018

An improved iterative HDG approach for partial differential equations

Here we propose and analyze an iterative high-order hybridized discontinuous Galerkin (iHDG) discretization for linear partial differential equations. We improve our previous work [45] in several directions: 1) the improved iHDG approach converges in a finite number of iterations for the scalar transport equation; 2) it is unconditionally convergent for both the linearized shallow water system and the convection–diffusion equation; 3) it has improved stability and convergence rates; 4) we uncover a relationship between the number of iterations and time stepsize, solution order, meshsize and the equation parameters. This allows us to choose the time stepsize such that the number of iterations is approximately independent of the solution order and the meshsize; and 5) we provide both strong and weak scalings of the improved iHDG approach up to 16,384 cores. A connection between iHDG and time integration methods such as parareal and implicit/explicit methods are discussed. Extensive numerical results for linear (and nonlinear) PDEs are presented to verify the theoretical findings.

97 MATHEMATICS AND COMPUTING↗

DOE OSTI2022

Asynchronous domain decomposition methods for nonlinear PDEs

One- and two-level parallel asynchronous methods for the numerical solution of nonlinear systems of equations, especially those arising from (nonlinear) partial differential equations, are studied. The proposed methods are based on domain decomposition techniques. Local convergence theorems are presented in several cases, with appropriate hypotheses. Computational results on a shared memory multiprocessor machine for various problems exhibiting nonlinearities are reported, illustrating the potential of these asynchronous methods, especially for heterogeneous clusters.

97 MATHEMATICS AND COMPUTING↗

NASA NTRS1989

Global properties of pseudospectral methods

The present application of polynomial interpolation methods to function-approximation and numerical solutions for hyperbolic and elliptic PDEs allows the explicit construction of the derivative matrix for a general sequence of collocation points. An evaluation of the effect of several factors on the performance of these methods indicates an inability to interpret global methods in terms of local ones; the accuracy of the approximation will differ when the function's large gradients occur near the center of the region or near the boundary, irrespective of the boundary vicinity's collocation-point density.

Solomonoff, A.↗

DOE OSTI2025

Adaptive Uncertainty Quantification for Stochastic Hyperbolic Conservation Laws

Here, we propose a predictor-corrector adaptive method for the study of hyperbolic partial differential equations (PDEs) under uncertainty. Constructed around the framework of stochastic finite volume (SFV) methods, our approach circumvents sampling schemes or simulation ensembles while also preserving fundamental properties, in particular hyperbolicity of the resulting systems and conservation of the discrete solutions. Furthermore, we augment the existing SFV theory with a priori convergence results for statistical quantities, in particular push-forward densities, which we demonstrate through numerical experiments. By linking refinement indicators to regions of the physical and stochastic spaces, we drive anisotropic refinements of the discretizations, introducing new degrees of freedom where deemed profitable. To illustrate our proposed method, we consider a series of numerical examples for nonlinear hyperbolic PDEs based on Burgers’ and Euler’s equations.

97 MATHEMATICS AND COMPUTING↗

DOE OSTI2026

Explicit Monotone Stable Super-Time-stepping Methods for Finite Time Singularities

We explore a novel way to numerically resolve the scaling behavior of finite-time singularities in solutions of nonlinear parabolic PDEs. The Runge–Kutta–Legendre (RKL) and Runge–Kutta–Gegenbauer (RKG) super-time-stepping methods were originally developed for nonlinear complex physics problems with diffusion. These are multistage single step second-order, forward-in-time methods with no implicit solves. The advantage is that the time-step size for stability scales with stage number 𝑠 as $\mathcal{O}$⁡(𝑠 2 ). Many interesting nonlinear PDEs have finite-time singularities, and the presence of diffusion often limits one to using implicit or semi-implicit time-step methods for stability constraints. Finite-time singularities are particularly challenging due to the large range of scales that one desires to resolve, often with adaptive spatial grids and adaptive time steps. Here, in this study, we show two examples of nonlinear PDEs for which the self-similar singularity structure has time and space scales that are resolvable using the RKL and RKG methods, without forcing even smaller time steps. Compared to commonly used implicit numerical methods, we achieve a significantly smaller run time while maintaining comparable accuracy. We also prove numerical monotonicity for both the RKL and RKG methods under their linear stability conditions for the constant coefficient heat equation, in the case of infinite domain and periodic boundary condition, leading to a theoretical guarantee of the superiority of the RKL and RKG methods over traditional super-time-stepping methods, such as the Runge-Kutta-Chebyshev and the orthogonal Runge-Kutta-Chebyshev methods. Code can be found at https://github.com/ZT220501/SRK-Singularity.

97 MATHEMATICS AND COMPUTING↗

DOE OSTI2025

Boundary Corrections for Kernel Approximation to Differential Operators

The kernel-based approach to operator approximation for partial differential equations has been shown to be unconditionally stable for linear PDEs and numerically exhibit unconditional stability for non-linear PDEs. These methods have the same computational cost as an explicit finite difference scheme but can exhibit order reduction at boundaries. In previous work on periodic domains, order reduction was addressed, yielding high-order accuracy. The issue addressed in this work is the elimination of order reduction of the kernel-based approach for a more general set of boundary conditions. Further, we consider the case of both first and second order operators. To demonstrate the theory, we provide not only the mathematical proofs but also experimental results by applying various boundary conditions to different types of equations. The results agree with the theory, demonstrating a systematic path to high order for kernel-based methods on bounded domains.

97 MATHEMATICS AND COMPUTING↗

DOE OSTI2019

On the Development of Godunov Methods and Their Application to Gasdynamics

We are interested in developing the most accurate numeral models to simulate Gadynamics of explosions. But we must first recognize that there is no unique way to discretize the partial differential equations (PDEs) of gas dynamics, and also, there is no unique method to integrate the discretized forms of these equations. This has spawned a variety of numerical methods (religions*) that attempt to solve this conundrum, for example: Artificial Viscosity method created by the American mathematician John von Neumann, Flux-Corrected-Transport (FCT) method invented by Dr. Jay Boris, founder of the Laboratory for Computational Physics (LCP) at NRL, WENO method developed by Professor Stan Osher of UCLA and Professor Bjorn Enquist of U. Texas, and Godunov method by Academician Sergei Konstantinovich Godunov, Professor of the Sobolev Institute of Mathematics, RAS, in Novosibirsk to name just a few.

37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗

DOE OSTI2022

Embedded pairs for optimal explicit strong stability preserving Runge–Kutta methods

We construct a family of embedded pairs for optimal explicit strong stability preserving Runge–Kutta methods of order 2 ≤ p ≤ 4 to be used to obtain numerical solution of spatially discretized hyperbolic PDEs. In this construction, the goals include non-defective property, large stability region, and small error values as defined in Dekker and Verwer (1984) and Kennedy et al. (2000). The new family of embedded pairs offer the ability for strong stability preserving (SSP) methods to adapt by varying the step-size. Through several numerical experiments, we assess the overall effectiveness in terms of work versus precision while also taking into consideration accuracy and stability.

97 MATHEMATICS AND COMPUTING↗

DOE OSTI2024

Green's function methods for multiphysics simulations (Final Report)

Green's functions are important tools for analyzing mathematical properties of partial differential equations (PDEs), and for numerically solving PDEs, especially when equations for the same operator but with multiple right hand sides need to be solved simultaneously. This proposal aims at developing efficient and accurate numerical methods for computing Green's functions, which can be used to tackle a challenging question in multiphysics simulation of DOE-mission science problems: how to couple quantum physics with classical physics. The key mathematical difficulty is properly formulate a "boundary condition" for the region described by quantum physics, and conventional approaches often model such boundary conditions in an empirical way. The proposed Green's function methods use the Dirichlet-to-Neumann map to formulate a boundary condition that is non-empirical and can couple the quantum and classical regions in an in principle exact way. The key ingredient of the new methods is to construct the Dirichlet-to-Neumann map in an efficient, accurate and versatile manner. The new methods have provably low complexity and are ideally suited for massively parallel and emerging many-core computational systems.

97 MATHEMATICS AND COMPUTING↗

NASA NTRS1999

A Parallel Compact Multi-Dimensional Numerical Algorithm with Aeroacoustics Applications

In this study we propose a novel method to parallelize high-order compact numerical algorithms for the solution of three-dimensional PDEs (Partial Differential Equations) in a space-time domain. For this numerical integration most of the computer time is spent in computation of spatial derivatives at each stage of the Runge-Kutta temporal update. The most efficient direct method to compute spatial derivatives on a serial computer is a version of Gaussian elimination for narrow linear banded systems known as the Thomas algorithm. In a straightforward pipelined implementation of the Thomas algorithm processors are idle due to the forward and backward recurrences of the Thomas algorithm. To utilize processors during this time, we propose to use them for either non-local data independent computations, solving lines in the next spatial direction, or local data-dependent computations by the Runge-Kutta method. To achieve this goal, control of processor communication and computations by a static schedule is adopted. Thus, our parallel code is driven by a communication and computation schedule instead of the usual "creative, programming" approach. The obtained parallelization speed-up of the novel algorithm is about twice as much as that for the standard pipelined algorithm and close to that for the explicit DRP algorithm.

Povitsky, Alex↗

DOE OSTI2019

Reconstructing high-dimensional Hilbert-valued functions via compressed sensing

We present and analyze a novel sparse polynomial technique for approximating high-dimensional Hilbert-valued functions, with application to parameterized partial differential equations (PDEs) with deterministic and stochastic inputs. Our theoretical framework treats the function approximation problem as a joint sparse recovery problem, where the set of jointly sparse vectors is possibly infinite. To achieve the simultaneous reconstruction of Hilbert-valued functions in both parametric domain and Hilbert space, we propose a novel mixed-norm based `1 regularization method that exploits both energy and sparsity. Our approach requires extensions of concepts such as the restricted isometry and null space properties, allowing us to prove recovery guarantees for sparse Hilbert-valued function reconstruction. We complement the enclosed theory with an algorithm for Hilbert-valued recovery, based on standard forward-backward algorithm, meanwhile establishing its strong convergence in the considered infinite-dimensional setting. Finally, we demonstrate the minimal sample complexity requirements of our approach, relative to other popular methods, with numerical experiments approximating the solutions of high-dimensional parameterized elliptic PDEs.

Dexter, Nick↗