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At least 37 records · Page 2

Large-scale optimization-based non-negative computational framework for diffusion equations: Parallel implementation and performance studies

It is well-known that the standard Galerkin formulation, which is often the formulation of choice under the finite element method for solving self-adjoint diffusion equations, does not meet maximum principles and the non-negative constraint for anisotropic diffusion equations. Recently, optimization-based methodologies that satisfy maximum principles and the non-negative constraint for steady-state and transient diffusion-type equations have been proposed. To date, these methodologies have been tested only on small-scale academic problems. The purpose of this paper is to systematically study the performance of the non-negative methodology in the context of high performance computing (HPC). PETSc and TAO libraries are, respectively, used for the parallel environment and optimization solvers. For large-scale problems, it is important for computational scientists to understand the computational performance of current algorithms available in these scientific libraries. The numerical experiments are conducted on the state-of-the-art HPC systems, and a single-core performance model is used to better characterize the efficiency of the solvers. Furthermore, our studies indicate that the proposed non-negative computational framework for diffusion-type equations exhibits excellent strong scaling for real-world large-scale problems.

97 MATHEMATICS AND COMPUTING↗

On the anisotropic advection-diffusion equation with time dependent coefficients

The advection-diffusion equation with time dependent velocity and anisotropic time dependent diffusion tensor is examined in regard to its non-classical transport features and to the use of a non-orthogonal coordinate system. Although this equation appears in diverse physical problems, particularly in particle transport in stochastic velocity fields and in underground porous media, a detailed analysis of its solutions is lacking. In order to study the effects of the time-dependent coefficients and the anisotropic diffusion on transport, we solve analytically the equation for an initial Dirac delta pulse. Here, we discuss the solutions to three cases: one based on power-law correlation functions where the pulse diffuses faster than the classical rate ~t, a second case specically designed to display slower rate of diffusion than the classical one, and a third case to describe hydrodynamic dispersion in porous media

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Discontinuous finite element solution of the radiation diffusion equation on arbitrary polygonal meshes and locally adapted quadrilateral grids

In this paper, we propose a piece-wise linear discontinuous (PWLD) finite element discretization of the diffusion equation for arbitrary polygonal meshes. It is based on the standard diffusion form and uses the symmetric interior penalty technique, which yields a symmetric positive definite linear system matrix. A preconditioned conjugate gradient algorithm is employed to solve the linear system. Piece-wise linear approximations also allow a straightforward implementation of local mesh adaptation by allowing unrefined cells to be interpreted as polygons with an increased number of vertices. Several test cases, taken from the literature on the discretization of the radiation diffusion equation, are presented: random, sinusoidal, Shestakov, and Z meshes are used. The last numerical example demonstrates the application of the PWLD discretization to adaptive mesh refinement.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

A provably stable numerical method for the anisotropic diffusion equation in confined magnetic fields

We present a novel numerical method for solving the anisotropic diffusion equation in magnetic fields confined to a periodic box which is accurate and provably stable. We derive energy estimates of the solution of the continuous initial boundary value problem. A discrete formulation is presented using operator splitting in time with the summation by parts finite difference approximation of spatial derivatives for the perpendicular diffusion operator. Weak penalty procedures are derived for implementing both boundary conditions and parallel diffusion operator obtained by field line tracing. We prove that the fully-discrete approximation is unconditionally stable. Discrete energy estimates are shown to match the continuous energy estimate given the correct choice of penalty parameters. A nonlinear penalty parameter is shown to provide an effective method for tuning the parallel diffusion penalty and significantly minimises rounding errors. Several numerical experiments, using manufactured solutions, the “NIMROD benchmark” problem and a single island problem, are presented to verify numerical accuracy, convergence, and asymptotic preserving properties of the method. Finally, we present a magnetic field with chaotic regions and islands and show the contours of the anisotropic diffusion equation reproduce key features in the field.

70 PLASMA PHYSICS AND FUSION TECHNOLOGY↗

A Probabilistic Scheme for Semilinear Nonlocal Diffusion Equations with Volume Constraints

This work presents a probabilistic scheme for solving semilinear nonlocal diffusion equations with volume constraints and integrable kernels. The nonlocal model of interest is defined by a time-dependent semilinear partial integro-differential equation (PIDE), in which the integro-differential operator consists of both local convection-diffusion and nonlocal diffusion operators. Here, our numerical scheme is based on the direct approximation of the nonlinear Feynman–Kac formula that establishes a link between nonlinear PIDEs and stochastic differential equations. The exploitation of the Feynman–Kac representation avoids solving dense linear systems arising from nonlocal operators. Compared with existing stochastic approaches, our method can achieve first-order convergence after balancing the temporal and spatial discretization errors, which is a significant improvement of existing probabilistic/stochastic methods for nonlocal diffusion problems. Error analysis of our numerical scheme is established. The effectiveness of our approach is shown in two numerical examples. The first example considers a three-dimensional nonlocal diffusion equation to numerically verify the error analysis results. The second example presents a physics problem motivated by the study of heat transport in magnetically confined fusion plasmas.

97 MATHEMATICS AND COMPUTING↗

Virtual element approximations of the time-fractional nonlinear convection-diffusion equation on polygonal meshes

We extend the Virtual Element Method to a two-dimensional unsteady nonlinear convection-diffusion equation characterized by a fractional-order derivative with respect to the time variable. Our methodology is based on three fundamental technical components: a fractional version of the Grunwald-Letnikov approximation, discrete maximal regularity, and the regularity theory associated with non-linearity. We prove the method's well-posedness, i.e., the approximate solution's existence and uniqueness to the time-fractional convection-diffusion equation with a Lipschitz nonlinear source term. The fully discrete scheme inherently maintains stability and consistency by leveraging the discrete maximal regularity and the energy projection operator. The convergence in the L 2 -norm and H 1 -norm to various mesh configurations is validated by numerical results, underlining the practical effectiveness of the proposed method.

97 MATHEMATICS AND COMPUTING↗

A moving mesh finite difference method for equilibrium radiation diffusion equations

An efficient moving mesh finite difference method is developed for the numerical solution of equilibrium radiation diffusion equations in two dimensions. The method is based on the moving mesh partial differential equation approach and moves the mesh continuously in time using a system of meshing partial differential equations. The mesh adaptation is controlled through a Hessian-based monitor function and the so-called equidistribution and alignment principles. Several challenging issues in the numerical solution are addressed. Particularly, the radiation diffusion coefficient depends on the energy density highly nonlinearly. This nonlinearity is treated using a predictor–corrector and lagged diffusion strategy. Moreover, the nonnegativity of the energy density is maintained using a cutoff method which has been known in literature to retain the accuracy and convergence order of finite difference approximation for parabolic equations. Numerical examples with multi-material, multiple spot concentration situations are presented. Numerical results show that the method works well for radiation diffusion equations and can produce numerical solutions of good accuracy. It is also shown that a two-level mesh movement strategy can significantly improve the efficiency of the computation.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Hermite analogs of the lowest order Raviart–Thomas mixed method for convection–diffusion equations

The Raviart–Thomas mixed finite-element method of the lowest order (Raviart and Thomas in mixed finite-element methods for second-order elliptic problems, Lecture Notes in mathematics, Springer, New York, 1977) commonly known as the RT{sub 0} method, is a well-established and popular numerical tool to solve diffusion-like problems providing flux continuity across inter-element boundaries. Douglas and Roberts extended the method to the case of more general second-order boundary-value problems including the convection–diffusion equations (cf. this journal Douglas in Comput Appl Math 1:91–103; 1982). The main drawback of these methods, however, is the poor representation of the primal variable by piecewise constant functions. The Hermite analog of the RT{sub 0} method for treating pure diffusion phenomena proposed in Ruas (J Comput Appl Math, 246:234–242; 2013) proved to be a valid alternative to attain higher order approximation of the primal variable while keeping intact the matrix structure and the quality of the discrete flux variable of the original RT{sub 0} method. Non-trivial extensions of this method are studied here that can be viewed as Hermite analogs of the two Douglas and Roberts’ versions of the RT{sub 0} method, to solve convection–diffusion equations. A detailed convergence study is carried out for one of the Hermite methods, and numerical results illustrate the performance of both of them, as compared to each other and to the corresponding mixed methods.

97 MATHEMATICS AND COMPUTING↗

Predicting Ga and Cu Profiles in Co-Evaporated Cu(In,Ga)Se 2 Using Modified Diffusion Equations and a Spreadsheet

Cu(In,Ga)Se 2 (CIGS) photovoltaic absorbers frequently develop Ga gradients during growth. These gradients vary as a function of growth recipe, and are important to device performance. Prediction of Ga profiles using classic diffusion equations is not possible because In and Ga atoms occupy the same lattice sites and thus diffuse interdependently, and there is not yet a detailed experimental knowledge of the chemical potential as a function of composition that describes this interaction. Here, we show how diffusion equations can be modified to account for site sharing between In and Ga atoms. The analysis has been implemented in an Excel spreadsheet, and outputs predicted Cu, In, and Ga profiles for entered deposition recipes. A single set of diffusion coefficients and activation energies are chosen, such that simulated elemental profiles track with published data and those from this study. Extent and limits of agreement between elemental profiles predicted from the growth recipes and the spreadsheet tool are demonstrated.

14 SOLAR ENERGY↗

Permeability and kinetic coefficients for mesoscale BCF surface step dynamics: Discrete two-dimensional deposition-diffusion equation analysis

Here, a discrete version of deposition-diffusion equations appropriate for description of step flow on a vicinal surface is analyzed for a two-dimensional grid of adsorption sites representing the stepped surface and explicitly incorporating kinks along the step edges. Model energetics and kinetics appropriately account for binding of adatoms at steps and kinks, distinct terrace and edge diffusion rates, and possible additional barriers for attachment to steps. Analysis of adatom attachment fluxes as well as limiting values of adatom densities at step edges for nonuniform deposition scenarios allows determination of both permeability and kinetic coefficients. Behavior of these quantities is assessed as a function of key system parameters including kink density, step attachment barriers, and the step edge diffusion rate.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Galerkin finite element method for time-fractional stochastic diffusion equations

In this paper, Galerkin finite element method for solving the time-fractional stochastic diffusion equations with multiplicative noise is proposed and investigated. The pathwise regularity properties of solutions to the semidiscrete Galerkin approximations are demonstrated and the convergence of optimal rates are derived. And also we construct the fully discrete scheme which is based on the approximations of the Mittag–Leffler function and analyze the error estimates of convergence in L{sub 2}-norm space. Finally, numerical results are conducted to confirm our theoretical findings.

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↗

A multiscale control volume finite element method for advection–diffusion equations

Summary We present a new stabilized method for advection–diffusion equations, which combines a control volume FEM formulation of the governing equations with a novel multiscale approximation of the total flux. The latter incorporates information about the exact solution that cannot be represented on the mesh. To define this flux, we solve the governing equations along suitable mesh segments under the assumption that the flux varies linearly along these segments. This procedure yields second‐order accurate fluxes on the edges of the mesh. Then, we use curl‐conforming elements of the same order to lift these edge fluxes into the mesh elements. In so doing, we obtain a stabilized control volume FEM formulation that is second‐order accurate and does not require mesh‐dependent stabilization parameters. Numerical convergence studies on uniform and nonuniform grids along with several standard advection tests illustrate the computational properties of the new method. Published 2015. This article is a U.S. Government work and is in the public domain in the USA.

Bochev, Pavel↗

Compact finite difference schemes for the time fractional diffusion equation with nonlocal boundary conditions

Fourth-order compact finite difference schemes for solving the time fractional diffusion equation with nonlocal boundary conditions are considered in this paper. The second-order derivative in one space variable is approximated by a fourth-order compact finite difference. Two different time derivatives, the Caputo derivative and Riemann–Liouville derivative are considered in the equations that we discuss. The Caputo time derivative is discretized by the L1-approximation and a second-order approximation is used for the Riemann–Liouville derivative. Stability analysis using the discrete energy method for Scheme I is given, and error estimation of this scheme is derived by conducting the local truncation error analysis, using the stability result. Numerical results are provided to show that both two fully discrete schemes have fourth-order accuracy in space, and 2−γ order of accuracy in time for Scheme I with γ being the order of the fractional derivative, while Scheme II has second-order accuracy in time when the theoretical solutions are smooth with zero initial values.

97 MATHEMATICS AND COMPUTING↗

An Efficient High-Order Solver for Diffusion Equations with Strong Anisotropy on Non-Anisotropy-Aligned Meshes

This paper concerns numerical solution of the diffusion equation with strong anisotropy on meshes not aligned with the anisotropic vector field. In order to resolve the numerical pollution for simulations on a non-anisotropy-aligned mesh and reduce the associated high computational cost we propose an effective preconditioner, extending our previous work. Similar to the anisotropy-aligned mesh case, we apply the auxiliary space preconditioning framework to design a preconditioner where a continuous finite element space is used as the auxiliary space for the discontinuous finite element space. The key component is an effective line smoother that can mitigate the high-frequency errors perpendicular to the magnetic field. We design a graph-based approach to find such a line smoother that is approximately perpendicular to the vector fields when the mesh does not align with the anisotropy. Finally, numerical experiments for several benchmark problems are presented, demonstrating the effectiveness and robustness of the proposed preconditioner when applied to Krylov iterative methods.

97 MATHEMATICS AND COMPUTING↗

A Monte Carlo synthetic-acceleration method for solving the thermal radiation diffusion equation

We present a novel synthetic-acceleration-based Monte Carlo method for solving the equilibrium thermal radiation diffusion equation in three spatial dimensions. The algorithm performance is compared against traditional solution techniques using a Marshak benchmark problem and a more complex multiple material problem. Our results show that our Monte Carlo method is an effective solver for sparse matrix systems. For solutions converged to the same tolerance, it performs competitively with deterministic methods including preconditioned conjugate gradient and GMRES. We also discuss various aspects of preconditioning the method and its general applicability to broader classes of problems.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

A Legendre spectral quadrature tau method for the multi-term time-fractional diffusion equations

In this study, a Legendre spectral tau method is revisited to handle the multi-term time-fractional diffusion equations (MTT-FDEs). An error estimate and rigorous convergence analysis are carried out using some critical theorems. The applicability and accuracy of the solution method are demonstrated by a numerical example to verify the theoretical analysis.

97 MATHEMATICS AND COMPUTING↗

Interface-aware Methods for Diffusion Equations [Slides]

In this talk, we will present interface-aware methods for diffusion equation. The focus is on the necessity of interface-aware, mixed cells, interface reconstruction, discontinuity of material diffusion coefficients, order of accuracy in time, property for large time steps, and simpler interface-aware methods. Numerical examples are provided to demonstrate the features on these aspects of the methods

97 MATHEMATICS AND COMPUTING↗