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At least 37 records · Page 2

ARKODE: A Flexible IVP Solver Infrastructure for One-step Methods

We describe the ARKODE library of one-step time integration methods for ordinary differential equation (ODE) initial-value problems (IVPs). In addition to providing standard explicit and diagonally implicit Runge–Kutta methods, ARKODE supports one-step methods designed to treat additive splittings of the IVP, including implicit-explicit (ImEx) additive Runge–Kutta methods and multirate infinitesimal (MRI) methods. We present the role of ARKODE within the SUNDIALS suite of time integration and nonlinear solver libraries, the core ARKODE infrastructure for utilities common to large classes of one-step methods, as well as its use of “time stepper” modules enabling easy incorporation of novel algorithms into the library. Numerical results show example problems of increasing complexity, highlighting the algorithmic flexibility afforded through this infrastructure, and include a larger multiphysics application leveraging multiple algorithmic features from ARKODE and SUNDIALS.

97 MATHEMATICS AND COMPUTING↗

Semi-Lagrangian nodal discontinuous Galerkin method for the BGK model

In this work, we propose a semi-Lagrangian (SL) nodal discontinuous Galerkin (DG) solver for the BGK equation. The BGK model was introduced by Bhatnagar, Gross, and Krook [1] as a relaxation model for the fundamental Boltzmann equation [5], which describes the kinetic dynamic of rarefied gases with a probability distribution function. The challenges of designing efficient numerical schemes for the Boltzmann equation mainly come from its high dimensionality and complicated nonlinear collision operator. The BGK model gains interests since it has much lower computational cost, due to the relatively simple structure of the relaxation operator in replacement of the collision operator, while simultaneously preserving several important physical properties, such as macroscopic quantities and dissipation of entropy.

97 MATHEMATICS AND COMPUTING↗

Implementing Ordinary Differential Equation Solvers in Rust Programming Language for Modeling Vehicle Powertrain Systems: Preprint

Efficient and accurate ordinary differential equation (ODE) solvers are necessary for powertrain and vehicle dynamics modeling. However, current commercial ODE solvers can be financially prohibitive, leading to a need for accessible, effective, open-source ODE solvers designed for powertrain modeling. Rust is a compiled programming language that has the potential to be used for fast and easy-to-use powertrain models, given its exceptional computational performance, robust package ecosystem, and short time required for modelers to become proficient. However, of the three commonly used (>3,000 downloads) packages in Rust with ODE solver capabilities, only one has more than four numerical methods implemented, and none are designed specifically for modeling physical systems. Therefore, the goal of the Differential Equation System Solver (DESS) was to implement accurate ODE solvers in Rust designed for the component-based problems often seen in powertrain modeling. DESS is a text-based software package that provides a flexible framework for building and solving systems of ODEs. This allows DESS to be included as a dependency for automotive powertrain models that require a variety of solvers and solver configurations. Seven explicit ODE solver methods have been implemented in DESS: Euler’s, Heun’s, midpoint, Ralston’s, classic Runge-Kutta, Bogacki-Shampine, and Cash-Karp. These represent five fixed-step methods and two adaptive-step methods. This paper shows that the solver implementations increase accuracy and computational efficiency compared to Euler's method when modeling a system of three thermal masses in Rust. DESS also includes features designed for modeling component-based physical systems. Users can define relationships between nodes in their system, which the package then translates into a system of equations, leading to simpler and more intuitive code. In the case of a three-thermal-mass system, the user can specify node thermal properties (e.g., thermal capacitance), how nodes are interconnected, and thermal conductance between nodes rather than providing a system of equations. The core contribution from this work is an open-source, text-based Rust package with ODE solvers for automotive powertrain modeling to support cost-free, fast, and accurate simulation.

ADVANCED PROPULSION SYSTEMS↗

Multirate linearly-implicit GARK schemes

Many complex applications require the solution of initial-value problems where some components change fast, while others vary slowly. Multirate schemes apply different step sizes to resolve different components of the system, according to their dynamics, in order to achieve increased computational efficiency. The stiff components of the system, fast or slow, are best discretized with implicit base methods in order to ensure numerical stability. To this end, linearly implicit methods are particularly attractive as they solve only linear systems of equations at each step. This paper develops the Multirate GARK-ROS/ROW (MR-GARK-ROS/ROW) framework for linearly-implicit multirate time integration. The order conditions theory considers both exact and approximative Jacobians. The effectiveness of implicit multirate methods depends on the coupling between the slow and fast computations; an array of efficient coupling strategies and the resulting numerical schemes are analyzed. Multirate infinitesimal step linearly-implicit methods, that allow arbitrarily small micro-steps and offer extreme computational flexibility, are constructed. The new unifying framework includes existing multirate Rosenbrock(-W) methods as particular cases, and opens the possibility to develop new classes of highly effective linearly implicit multirate integrators.

97 MATHEMATICS AND COMPUTING↗

DESS (Differential Equation System Solver) [SWR-24-48]

The Differential Equation System Solver (DESS) is a Rust crate implementing fixed-step and adaptive-step solvers and designed especially for modeling physical systems. Seven explicit ordinary differential equation (ODE) solver methods have been added so far: Euler’s, Heun’s, Midpoint, Ralston’s, Classic Runge-Kutta, Bogacki-Shampine, and Cash-Karp. These comprise five fixed-step methods and two adaptive-step methods. Few solver packages are implemented in the Rust ecosystem and none are intended specifically for physical system modeling, so the goal of DESS is to create a Rust ODE solver crate designed to easily specify and model physical systems with modular, configurable solver options. In addition to allowing users to directly input equations to solve, DESS allows users to optionally specify and define relationships between nodes in their system, which the package then translates into a system of equations via the Rust macro system, leading to simpler and more intuitive code.

Steuteville, Robin↗

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↗

An immersed interface method for the 2D vorticity-velocity Navier-Stokes equations with multiple bodies

We present an immersed interface method for the vorticity-velocity form of the 2D Navier Stokes equations that directly addresses challenges posed by nonconvex immersed bodies, multiply connected domains, and the calculation of force distributions on immersed surfaces. The immersed interface method is re-interpreted as a polynomial extrapolation of flow quantities and boundary conditions into the immersed solid bodies, reducing computational cost and enabling simulations with nonconvex bodies that could not be discretized with previous immersed interface methods. In the flow, the vorticity transport equation is discretized using a conservative finite difference scheme and explicit Runge-Kutta time integration. The velocity reconstruction problem is transformed to a scalar Poisson equation that is discretized with conservative finite differences, and solved using an FFT-accelerated iterative algorithm. The use of conservative differencing throughout leads to exact enforcement of a discrete Kelvin's theorem, allowing for simulations with multiply connected domains and outflow boundaries that have challenged other immersed interface vortex methods. We also explore novel methods for recovering time-dependent pressure distributions on immersed bodies within a vorticity-based method and present a novel control volume formulation for recovering aerodynamic moments from only the vorticity and velocity fields. The method achieves second order spatial accuracy and third order temporal accuracy, and is validated on a variety of 2D flows in internal and free-space domains.

97 MATHEMATICS AND COMPUTING↗

A high-order finite difference method for moving immersed domain boundaries and material interfaces

Here, we present a high-order sharp treatment of immersed moving domain boundaries and material interfaces, and apply it to the advection-diffusion equation in two and three dimensions. The spatial discretization combines dimension-split finite difference schemes with an immersed boundary treatment based on a weighted least-squares reconstruction of the solution, providing stable discretizations with up to sixth order accuracy for diffusion terms and third order accuracy for advection terms. The temporal discretization relies on a novel strategy for maintaining high-order temporal accuracy in problems with moving boundaries that minimizes implementation complexity and allows arbitrary explicit or diagonally-implicit Runge-Kutta schemes. The approach is broadly compatible with popular PDE-specialized Runge-Kutta time integrators, including low-storage, strong stability preserving, and diagonally implicit schemes. Through numerical experiments we demonstrate that the full discretization maintains high-order spatial and temporal accuracy in the presence of complex 3D geometries and for a range of boundary conditions, including Dirichlet, Neumann, and flux conditions with large jumps in coefficients.

97 MATHEMATICS AND COMPUTING↗

Interface flux recovery framework for constructing partitioned heterogeneous time-integration methods

A common approach for the development of partitioned schemes employing different time integrators on different subdomains is to lag the coupling terms in time. This can lead to accuracy issues, especially in multistage methods. Here, in this article, we present a novel framework for partitioned heterogeneous time-integration methods, which allows the coupling of arbitrary multistage and multistep methods without reducing their order of accuracy. At the core of our approach are accurate estimates of the interface flux obtained from the Schur complement of an auxiliary monolithic system. We use these estimates to construct a polynomial-in-time approximation of the interface flux over the current time coupling window. This approximation provides the interface boundary conditions necessary to decouple the subdomain problems at any point within the coupling window. In so doing our framework enables a flexible choice of time-integrators for the individual subproblems without compromising the time-accuracy at the coupled problem level. This feature is the main distinction between our framework and other approaches. To demonstrate the framework, we construct a family of partitioned heterogeneous time-integration methods, combining multistage and multistep methods, for a simplified tracer transport component of the coupled air-sea system in Earth system models. We report numerical tests evaluating accuracy and flux conservation for different pairs of time-integrators from the explicit Runge-Kutta and Adams-Moulton families.

97 MATHEMATICS AND COMPUTING↗

Fast Solution of Fully Implicit Runge--Kutta and Discontinuous Galerkin in Time for Numerical PDEs, Part II: Nonlinearities and DAEs

Fully implicit Runge--Kutta (IRK) methods have many desirable accuracy and stability properties as time integration schemes, but high-order IRK methods are not commonly used in practice with large-scale numerical PDEs because of the difficulty of solving the stage equations. This paper introduces a theoretical and algorithmic framework for solving the nonlinear equations that arise from IRK methods (and discontinuous Galerkin discretizations in time) applied to nonlinear numerical PDEs, including PDEs with algebraic constraints. Several new linearizations of the nonlinear IRK equations are developed, offering faster and more robust convergence than the often-considered simplified Newton, as well as an effective preconditioner for the true Jacobian if exact Newton iterations are desired. Inverting these linearizations requires solving a set of block 2 x 2 systems. Under quite general assumptions, it is proven that the preconditioned 2 x 2 operator's condition number is bounded by a small constant close to one, independent of the spatial discretization, spatial mesh, and time step, and with only weak dependence on the number of stages or integration accuracy. Moreover, the new method is built using the same preconditioners needed for backward Euler-type time stepping schemes, so can be readily added to existing codes. The new methods are applied to several challenging fluid flow problems, including the compressible Euler and Navier--Stokes equations, and the vorticity-streamfunction formulation of the incompressible Euler and Navier--Stokes equations. Up to 10th-order accuracy is demonstrated using Gauss IRK, while in all cases fourth-order Gauss IRK requires roughly half the number of preconditioner applications as required by standard Singly diagonally implicit Runge--Kutta methods.

97 MATHEMATICS AND COMPUTING↗

Exponential Runge-Kutta Parareal for non-diffusive equations

Parareal is a well-known parallel-in-time algorithm that combines a coarse and fine propagator within a parallel iteration. It allows for large-scale parallelism that leads to significantly reduced computational time compared to serial time-stepping methods. However, like many parallel-in-time methods it can fail to converge when applied to non-diffusive equations such as hyperbolic systems or dispersive nonlinear wave equations. Here, this paper explores the use of exponential integrators within the Parareal iteration. Exponential integrators are particularly interesting candidates for Parareal because of their ability to resolve fast-moving waves, even at the large stepsizes used by coarse propagators. This work begins with an introduction to exponential Parareal integrators followed by several motivating numerical experiments involving the nonlinear Schrödinger equation. These experiments are then analyzed using linear analysis that approximates the stability and convergence properties of the exponential Parareal iteration on nonlinear problems. The paper concludes with two additional numerical experiments involving the dispersive Kadomtsev-Petviashvili equation and the hyperbolic Vlasov-Poisson equation. These experiments demonstrate that exponential Parareal methods offer improved time-to-solution compared to serial exponential integrators when solving certain non-diffusive equations.

97 MATHEMATICS AND COMPUTING↗

Fast Solution of Fully Implicit Runge--Kutta and Discontinuous Galerkin in Time for Numerical PDEs, Part I: the Linear Setting

Fully implicit Runge--Kutta (IRK) methods have many desirable properties as time integration schemes in terms of accuracy and stability, but high-order IRK methods are not commonly used in practice with numerical PDEs due to the difficulty of solving the stage equations. This paper introduces a theoretical and algorithmic preconditioning framework for solving the systems of equations that arise from IRK methods applied to linear numerical PDEs (without algebraic constraints). Additionally, this framework also naturally applies to discontinuous Galerkin discretizations in time. Under quite general assumptions on the spatial discretization that yield stable time integration, the preconditioned operator is proven to have condition number bounded by a small, order-one constant, independent of the spatial mesh and time-step size, and with only weak dependence on number of stages/polynomial order; for example, the preconditioned operator for 10th-order Gauss IRK has condition number less than two, independent of the spatial discretization and time step. The new method can be used with arbitrary existing preconditioners for backward Euler-type time-stepping schemes and is amenable to the use of three-term recursion Krylov methods when the underlying spatial discretization is symmetric. The new method is demonstrated to be effective on various high-order finite-difference and finite element discretizations of linear parabolic and hyperbolic problems, demonstrating fast, scalable solution of up to 10th-order accuracy. The new method consistently outperforms existing block preconditioning approaches, and in several cases, the new method can achieve 4th-order accuracy using Gauss integration with roughly half the number of preconditioner applications and wallclock time as required using standard diagonally IRK methods.

97 MATHEMATICS AND COMPUTING↗

High order interpolation of magnetic fields with vector potential reconstruction for particle simulations

We propose a method for interpolating divergence-free continuous magnetic fields via vector potential reconstruction using Hermite interpolation, which ensures high-order continuity for applications requiring adaptive, high-order ordinary differential equation (ODE) integrators, such as the Dormand-Prince method. The method provides C(m) continuity and achieves high-order accuracy, making it particularly suited for particle trajectory integration and Poincaré section analysis under optimal integration order and timestep adjustments. Through numerical experiments, we demonstrate that the Hermite interpolation method preserves volume and continuity, which are critical for conserving toroidal canonical momentum and magnetic moment in guiding center simulations, especially over long-term trajectory integration. Furthermore, we analyze the impact of insufficient derivative continuity on Runge-Kutta schemes and show how it degrades accuracy at low error tolerances, introducing discontinuity-induced truncation errors. Lastly, we demonstrate performant Poincaré section analysis in two relevant settings of field data collocated from finite element meshes.

70 PLASMA PHYSICS AND FUSION TECHNOLOGY↗

A high-order explicit Runge-Kutta approximation technique for the shallow water equations

Here, we introduce a high-order space–time approximation of the Shallow Water Equations with sources that is invariant-domain preserving (IDP), well-balanced with respect to rest states, and employs a novel explicit Runge–Kutta (ERK) introduced in Ern and Guermond (SIAM J. Sci. Comput. 44(5), A3366–A3392, 2022) for systems of non-linear conservation equations. The resulting method is then numerically illustrated through verification and validation.

97 MATHEMATICS AND COMPUTING↗

A coupled discontinuous Galerkin-Finite Volume framework for solving gas dynamics over embedded geometries

Herein, we present a computational framework for solving the equations of inviscid gas dynamics using structured grids with embedded geometries. The novelty of the proposed approach is the use of high-order discontinuous Galerkin (dG) schemes and a shock-capturing Finite Volume (FV) scheme coupled via an hp adaptive mesh refinement (hp-AMR) strategy that offers high-order accurate resolution of the embedded geometries. The hp-AMR strategy is based on a multi-level block-structured domain partition in which each level is represented by block-structured Cartesian grids and the embedded geometry is represented implicitly by a level set function. The intersection of the embedded geometry with the grids produces the implicitly-defined mesh that consists of a collection of regular rectangular cells plus a relatively small number of irregular curved elements in the vicinity of the embedded boundaries. High-order quadrature rules for implicitly-defined domains enable high-order accuracy resolution of the curved elements with a cell-merging strategy to address the small-cell problem. The hp-AMR algorithm treats the system with a second-order finite volume scheme at the finest level to dynamically track the evolution of solution discontinuities while using dG schemes at coarser levels to provide high-order accuracy in smooth regions of the flow. On the dG levels, the methodology supports different orders of basis functions on different levels. The space-discretized governing equations are then advanced explicitly in time using high-order Runge-Kutta algorithms. Numerical tests are presented for two-dimensional and three-dimensional problems involving an ideal gas. The results are compared with both analytical solutions and experimental observations and demonstrate that the framework provides high-order accuracy for smooth flows and accurately captures solution discontinuities.

97 MATHEMATICS AND COMPUTING↗

Conservative High-Order Time Integration for Lagrangian Hydrodynamics

In tis study, we develop novel time integration methods for the compressible Euler equations in the Lagrangian frame that are of arbitrary high order and exactly preserve the mass, momentum, and total energy of the system. The equations are considered in nonconservative form, that is, common for staggered grid hydrodynamics (SGH) methods; namely, the evolved quantities are mass, momentum, and internal energy. A general family of time integration schemes is formulated, and practical pairs for orders three and four are derived. Numerical results on standard hydrodynamics benchmarks confirm the high-order convergence on smooth problems and the exact numerical preservation of all physically conserved quantities.

97 MATHEMATICS AND COMPUTING↗

An implicit-explicit time splitting strategy for the far SOL plasma fluid model with DG-FEM discretization

We consider a far scrape-off layer (SOL) plasma fluid model of ions that is governed by a Braginskiitype model: a one-dimensional, nonlinear system of advection-diffusion equations coupled with a diffusion equation for neutral particles. Our motivation for studying this system arises from the coupling between the edge plasma and radio-frequency (RF) heating, where solving a far SOL plasma fluid model provides critical insights into edge plasma dynamics. Numerical simulations of plasma fluid models require advanced computational techniques to achieve both efficiency and accuracy, especially when resolving the boundary layer in magnetically confined plasmas. In this work, we propose an implicit-explicit time operator splitting strategy that allows for an efficient solution algorithm, where the diffusive terms are treated semi-implicitly requiring only a linear solve, while the advection part is handled explicitly using a strong-stability-preserving Runge-Kutta (SSP-RK3) scheme. This leads to a fully decoupled system in which the diffusion and advection sub-problems can be solved separately, simplifying the overall solution procedure and allowing for efficient parallelization, which is particularly relevant for exploring the impact of RF heating on the SOL plasma. The main challenge of the discretization is due to the strong coupling between diffusion and advection, particularly through the boundary conditions. This makes implementation of such a scheme in an accurate and stable manner nontrivial. We discuss in detail how to split the equations and manage boundary conditions to maintain stability and well-posedness for each subsystem. We also describe a spatial discretization approach, based on the discontinuous Galerkin finite element method (DG-FEM) and present numerical results for a one-dimensional system.

Burkovska, Olena [ORNL] (ORCID:0000000163101130)↗