SEARCH · Search NASA

Results for “stiff ordinary differential equations”

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.

SourceResearch connectionFrom yearThrough year

Quote a phrase for an exact phrase match. Source license links do not imply unrestricted reuse.

At least 37 records · Page 2

All sources NASA NTRS DOE OSTI

DOE OSTI2021

Dynamic Catalysis Fundamentals: I. Fast calculation of limit cycles in dynamic catalysis

Dynamic catalysis—the forced oscillation of catalytic reaction coordinate potential energy surfaces (PES)—has recently emerged as a promising method for the acceleration of heterogeneously-catalyzed reactions. Theoretical study of enhancement of rates and supra-equilibrium product yield via dynamic catalysis has, to-date, been severely limited by onerous computational demands of forward integration of stiff, coupled ordinary differential equations (ODEs) that are necessary to quantitatively describe periodic cycling between PESs. Here, we establish a new approach that reduces, by ≳108×, the computational cost of finding the time-averaged rate at dynamic steady state (i.e. the limit cycle for linear and nonlinear systems of kinetic equations). Our developments are motivated by and conceived from physical and mathematical insight drawn from examination of a simple, didactic case study for which closed-form solutions of rate enhancement are derived in explicit terms of periods of oscillation and elementary step rate constants. Generalization of such closed-form solutions to more complex catalytic systems is achieved by introducing a periodic boundary condition requiring the dynamic steady state solution to have the same periodicity as the kinetic oscillations and solving the corresponding differential equations by linear algebra or Newton-Raphson-based approaches. The methodology is well-suited to extension to non-linear systems for which we detail the potential for multiple solutions or solutions with different periodicities. For linear and non-linear systems alike, the acute decrement in computational expense enables rapid optimization of oscillation waveforms and, consequently, accelerates understanding of the key catalyst properties that enable maximization of reaction rates, conversions, and selectivities during dynamic catalysis.

37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗

DOE OSTI2021

TINES - Time Integration, Newton and Eigen Solver v. 1.0

SAND2021-1505 O. TINES is an open source software providing math infrastructure for solving many stiff time ordinary differential equations (ODEs) and/or differential algebraic equations (DAEs) using a batch hierarchical parallelism. The code is written using a parallel programming model (i.e., Kokkos) to future-proof the next generation parallel computing platforms such as GPU accelerators. This code is developed to support Exascale Catalytic Chemistry (ECC) Project. The code provides fundamental math helpers that can aid other research projects. 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.

Kim, Kyungjoo↗

DOE OSTI2025

A physics-constrained neural ordinary differential equations approach for robust learning of stiff chemical kinetics

The high computational cost associated with solving for detailed chemistry poses a significant challenge for predictive computational fluid dynamics (CFD) simulations of turbulent reacting flows. While deep learning techniques have been explored to develop faster surrogate models, they often fail to integrate reliably with CFD solvers. This instability arises because traditional deep learning approaches optimize for training error without ensuring compatibility with ordinary differential equation (ODE) solvers, resulting in accumulation of errors over time. Recently, neuralODE (NODE) based approaches have been shown to be a promising technique to emulate and accelerate detailed chemistry computations. Here, in the present work, we extend this NODE framework for stiff chemical kinetics by incorporating mass conservation constraints directly into the loss function during training. This ensures that the total mass as well as the individual elemental species masses are conserved in an a-posteriori manner. Proof-of-concept studies are performed with the novel physics-constrained NODE (PC-NODE) approach for homogeneous autoignition of hydrogen-air mixture over a range of composition and thermodynamic conditions. It is demonstrated that the PC-NODE framework not only improves the physical consistency of the resulting data-driven model with respect to mass conservation criteria, but also improves training efficiency. PC-NODE is shown to achieve 2–100× speedup relative to the hydrogen-air detailed chemical mechanism depending on the type of the ODE solver (implicit or explicit) used during autoregressive inference tests. Lastly, a-posteriori studies are performed wherein the trained PC-NODE model is coupled with a CFD solver. It is shown that higher accuracy is achieved with PC-NODE relative to the purely data-driven NODE approach. Moreover, PC-NODE also exhibits robustness and generalizability to unseen initial conditions from within (interpolative capability) as well as outside (extrapolative capability) the training regime.

computational combustion↗

DOE OSTI2026

A stiff order condition theory for Runge–Kutta methods applied to semilinear ODEs

Classical convergence theory of Runge–Kutta methods assumes that the time step is small relative to the Lipschitz constant of the ordinary differential equation (ODE). For stiff problems, that assumption is often violated, and a problematic degradation in accuracy, known as order reduction, can arise. Methods with high stage order, e.g., Gauss–Legendre and Radau, are known to avoid order reduction, but they must be fully implicit. For the broad class of semilinear ODEs, which consist of a stiff linear term and non-stiff nonlinear term, we show that weaker conditions suffice. Here, our new semilinear order conditions are formulated in terms of orthogonality relations and can be enumerated by rooted trees. Finally, we prove global error bounds that hold uniformly with respect to stiffness of the linear term.

Mathematics and Computing↗

NASA NTRS1988

A study of numerical methods for hyperbolic conservation laws with stiff source terms

The proper modeling of nonequilibrium gas dynamics is required in certain regimes of hypersonic flow. For inviscid flow this gives a system of conservation laws coupled with source terms representing the chemistry. Often a wide range of time scales is present in the problem, leading to numerical difficulties as in stiff systems of ordinary differential equations. Stability can be achieved by using implicit methods, but other numerical difficulties are observed. The behavior of typical numerical methods on a simple advection equation with a parameter-dependent source term was studied. Two approaches to incorporate the source term were utilized: MacCormack type predictor-corrector methods with flux limiters, and splitting methods in which the fluid dynamics and chemistry are handled in separate steps. Various comparisons over a wide range of parameter values were made. In the stiff case where the solution contains discontinuities, incorrect numerical propagation speeds are observed with all of the methods considered. This phenomenon is studied and explained.

Leveque, R. J.↗

DOE OSTI2025

Data-Driven Closures and Assimilation for Stiff Multiscale Random Dynamics

Here, we introduce a data-driven and physics-informed framework for propagating uncertainty in stiff, multiscale random ordinary differential equations (RODEs) driven by correlated (colored) noise. Unlike systems subjected to Gaussian white noise, a deterministic equation for the joint probability density function (PDF) of RODE state variables does not exist in closed form. Moreover, such an equation would require as many phase-space variables as there are states in the RODE system. To alleviate this curse of dimensionality, we instead derive exact, albeit unclosed, reduced-order PDF (RoPDF) equations for low-dimensional observables/quantities of interest. The unclosed terms take the form of state-dependent conditional expectations, which are directly estimated from data at sparse observation times. However, for systems exhibiting stiff, multiscale dynamics, data sparsity introduces regression discrepancies that compound during RoPDF evolution. This is overcome by introducing a kinetic-like defect term to the RoPDF equation, which is learned by assimilating in sparse, low-fidelity RoPDF estimates. Two assimilation methods are considered, namely nudging and deep neural networks, which are successfully tested against Monte Carlo simulations.

97 MATHEMATICS AND COMPUTING↗

DOE OSTI2021

Implicit Multirate GARK Methods

This article considers multirate generalized-structure additively partitioned Runge–Kutta methods for solving stiff systems of ordinary differential equations with multiple time scales. These methods treat different partitions of the system with different timesteps for a more targeted and efficient solution compared to monolithic single rate approaches. With implicit methods used across all partitions, methods must find a balance between stability and the cost of solving nonlinear equations for the stages. In order to characterize this important trade-off, we explore multirate coupling strategies, problems for assessing linear stability, and techniques to efficiently implement Newton iterations for stage equations. Unlike much of the existing multirate stability analysis which is limited in scope to particular methods, we present general statements on stability and describe fundamental limitations for certain types of multirate schemes. New implicit multirate methods up to fourth order are derived, and their accuracy and efficiency properties are verified with numerical tests.

97 MATHEMATICS AND COMPUTING↗

NASA NTRS1982

Algorithmic aspects of transient heat transfer problems in structures

It is noted that the application of finite element or finite difference techniques to the solution of transient heat transfer problems in structures often results in a stiff system of ordinary differential equations. Such systems are usually handled most efficiently by implicit integration techniques which require the solution of large and sparse systems of algebraic equations. The assembly and solution of these systems using the incomplete Cholesky conjugate gradient algorithm is examined. Several examples are used to demonstrate the advantage of the algorithm over other techniques.

Haftka, R. T.↗

NASA NTRS1991

Exponential integration algorithms applied to viscoplasticity

Four, linear, exponential, integration algorithms (two implicit, one explicit, and one predictor/corrector) are applied to a viscoplastic model to assess their capabilities. Viscoplasticity comprises a system of coupled, nonlinear, stiff, first order, ordinary differential equations which are a challenge to integrate by any means. Two of the algorithms (the predictor/corrector and one of the implicits) give outstanding results, even for very large time steps.

Freed, Alan D.↗

NASA NTRS1993

Inclusion of transverse shear deformation in the exact buckling and vibration analysis of composite plate assemblies

The problem considered is the development of the necessary plate stiffnesses for use in the general purpose program VICONOPT for buckling and vibration of composite plate assemblies. The required stiffnesses include the effects of transverse shear deformation and are for sinusoidal response along the plate length as required in VICONOPT. The method is based on the exact solution of the plate differential equations for a composite laminate having fully populated A, B, and D stiffness matrices which leads to an ordinary differential equation of tenth order.

Anderson, Melvin S.↗

NASA NTRS1986

Physical and numerical sources of computational inefficiency in integration of chemical kinetic rate equations: Etiology, treatment and prognosis

The design of a very fast, automatic black-box code for homogeneous, gas-phase chemical kinetics problems requires an understanding of the physical and numerical sources of computational inefficiency. Some major sources reviewed in this report are stiffness of the governing ordinary differential equations (ODE's) and its detection, choice of appropriate method (i.e., integration algorithm plus step-size control strategy), nonphysical initial conditions, and too frequent evaluation of thermochemical and kinetic properties. Specific techniques are recommended (and some advised against) for improving or overcoming the identified problem areas. It is argued that, because reactive species increase exponentially with time during induction, and all species exhibit asymptotic, exponential decay with time during equilibration, exponential-fitted integration algorithms are inherently more accurate for kinetics modeling than classical, polynomial-interpolant methods for the same computational work. But current codes using the exponential-fitted method lack the sophisticated stepsize-control logic of existing black-box ODE solver codes, such as EPISODE and LSODE. The ultimate chemical kinetics code does not exist yet, but the general characteristics of such a code are becoming apparent.

Pratt, D. T.↗

NASA NTRS2019

Accelerated Simulation of Air Pollution Using NVIDIA RAPIDS

Atmospheric chemistry models are a central tool to study and forecast the impact of air pollution on the environment, vegetation, and human health. However, the numerical simulation of chemical kinetics is computationally expensive due to the stiffness of the system of ordinary differential equations that describes atmospheric chemistry. Here we present an alternative approach to the computation of atmospheric chemistry based on machine learning. Our training data set is produced using the NASA Goddard Earth Observing System (GEOS) model with GEOS-Chem chemistry, run on the NASA Center for Climate Simulation (NCCS) Discover supercomputing cluster on 384 Intel Xeon Haswell cores. This model spends more than 50% of total run time on solving atmospheric chemistry. The data set contains as input features the air pollution concentrations before solving the differential equations, together with some key physical parameters such as temperature and sun intensity. As target variables we define the air pollution concentrations after solving the differential equations. Using Dask-cuDF and Dask-XGBoost on the NVIDIA RAPIDS platform on 8 Tesla V100 GPUs, we generate from this training set gradient boosted decision tree models that can reproduce the simulation of chemical kinetics. We do this on the NCCS Advanced Data Analytics Platform (ADAPT) science cloud environment. Our application takes full advantage of recent advances in Dask-XGBoost, such as multi-node and multi-GPU scaling for distributed training with large data sets. The increase in training data size enabled by this is critical to capture the full range of chemical environments encountered across the globe and all annual seasons.The boosted tree models offer good predictability and show many of the features of the full chemistry reference simulation. Further improvements can be achieved through mass balance considerations and by accounting for error correlations. We incorporate the boosted tree models into the GEOS reference model using XGBoost's C API. This enables a seamless integration of the GPU trained models into GEOS-Chem, which is written in Fortran and optimized for use in a massively parallel CPU environment. We show the benefits of this approach and discuss the potential speedup of this machine learning accelerated atmospheric chemistry model.

Keller, Christoph A.↗

DOE OSTI2023

The role of stiffness in training and generalization of ResNets

Neural ordinary differential equations (NODEs) have recently regained popularity as large-depth limits of a large class of neural networks. In particular, residual neural networks (ResNets) are equivalent to an explicit Euler discretization of an underlying NODE, where the transition from one layer to the next is one time step of the discretization. The relationship between continuous and discrete neural networks has been of particular interest. Notably, analysis from the ordinary differential equation viewpoint can potentially lead to new insights for understanding the behavior of neural networks in general. In this work, we take inspiration from differential equations to define the concept of stiffness for a ResNet via the interpretation of a ResNet as the discretization of a NODE. Here, we then examine the effects of stiffness on the ability of a ResNet to generalize, via computational studies on example problems coming from climate and chemistry models. We find that penalizing stiffness does have a unique regularizing effect, but we see no benefit to penalizing stiffness over L 2 regularization (penalization of network parameter norms) in terms of predictive performance.

97 MATHEMATICS AND COMPUTING↗

NASA NTRS1990

Mathematical modeling of the flow field and particle motion in a rotating bioreactor at unit gravity and microgravity

The biotechnology group at NASA Johnson Space Center is developing systems for culturing mammalian cells that stimulate some aspect of microgravity and provide a low shear environment for microgravity-based studies on suspension and anchorage dependent cells. The design of these vessels for culturing cells is based on the need to suspend cells and aggregates of cells and microcarrier beads continually in the culturing medium. The design must also provide sufficient circulation for adequate mass transfer of nutrients to the cells and minimize the total force on the cells. Forces, resulting from sources such as hydrodynamic fluid shear and collisions of cells and walls of the vessels, may damage delicate cells and degrade the formation of three dimensional structures. This study examines one particular design in both unit gravity and microgravity based on two concentric cylinders rotating in the same direction at different speeds to create a Couette flow between them. A numerical simulation for the flow field and the trajectories of particles in the vessel. The flow field for the circulation of the culturing medium is modeled by the Navier-Stokes equations. The forces on a particle are assumed to be drag from the fluid's circulation, buoyancy from the gravitational force and centrifugal force from the rotation of the vessel. The problem requires first solving the system of partial differential equations for the fluid flow by a finite difference method and then solving the system of ordinary differential equations for the trajectories by Gear's stiff method. Results of the study indicate that the trajectories in unit gravity and microgravity are very similar except for small spatial deviations on the fast time scale in unit gravity. The total force per unit cross sectional area on a particle in microgravity, however, is significantly smaller than the corresponding value in unit gravity, which is also smaller than anticipated. Hence, this study indicates that this design for a bioreactor with optimal rates of rotation can provide a good environment for culturing cells in microgravity with adequate circulation and minimal force on the cells.

Boyd, Ernest J.↗

NASA NTRS1993

Description and use of LSODE, the Livermore Solver for Ordinary Differential Equations

LSODE, the Livermore Solver for Ordinary Differential Equations, is a package of FORTRAN subroutines designed for the numerical solution of the initial value problem for a system of ordinary differential equations. It is particularly well suited for 'stiff' differential systems, for which the backward differentiation formula method of orders 1 to 5 is provided. The code includes the Adams-Moulton method of orders 1 to 12, so it can be used for nonstiff problems as well. In addition, the user can easily switch methods to increase computational efficiency for problems that change character. For both methods a variety of corrector iteration techniques is included in the code. Also, to minimize computational work, both the step size and method order are varied dynamically. This report presents complete descriptions of the code and integration methods, including their implementation. It also provides a detailed guide to the use of the code, as well as an illustrative example problem.

Radhakrishnan, Krishnan↗

DOE OSTI2023

Mathematical solutions in internal dose assessment: A comparison of Python-based differential equation solvers in biokinetic modeling

Abstract In biokinetic modeling systems employed for radiation protection, biological retention and excretion have been modeled as a series of discretized compartments representing the organs and tissues of the human body. Fractional retention and excretion in these organ and tissue systems have been mathematically governed by a series of coupled first-order ordinary differential equations (ODEs). The coupled ODE systems comprising the biokinetic models are usually stiff due to the severe difference between rapid and slow transfers between compartments. In this study, the capabilities of solving a complex coupled system of ODEs for biokinetic modeling were evaluated by comparing different Python programming language solvers and solving methods with the motivation of establishing a framework that enables multi-level analysis. The stability of the solvers was analyzed to select the best performers for solving the biokinetic problems. A Python-based linear algebraic method was also explored to examine how the numerical methods deviated from an analytical or semi-analytical method. Results demonstrated that customized implicit methods resulted in an enhanced stable solution for the inhaled 60 Co (Type M) and 131 I (Type F) exposure scenarios for the inhalation pathway of the International Commission on Radiological Protection (ICRP) Publication 130 Human Respiratory Tract Model (HRTM). The customized implementation of the Python-based implicit solvers resulted in approximately consistent solutions with the Python-based matrix exponential method ( expm ). The differences generally observed between the implicit solvers and expm are attributable to numerical precision and the order of numerical approximation of the numerical solvers. This study provides the first analysis of a list of Python ODE solvers and methods by comparing their usage for solving biokinetic models using the ICRP Publication 130 HRTM and provides a framework for the selection of the most appropriate ODE solvers and methods in Python language to implement for modeling the distribution of internal radioactivity.

61 RADIATION PROTECTION AND DOSIMETRY↗

NASA NTRS1993

A numerical procedure for analysis of finite rate reacting flows

Combustion processes in rocket propulsion systems are characterized by the existence of multiple, vastly differing time and length scales, as well as flow-speeds at wide variation of Mach numbers. The chemical kinetics processes in the highly active reaction zone are characterized by much smaller scales compared to fluid convective and diffusive time scales. An operator splitting procedure for transient finite rate chemistry problems has been developed using a pressure based method, which can be applied to all speed flows without difficulties. The splitting of chemical kinetics terms formed the fluid-mechanical terms of the species equation ameliorated the difficulties associated with the disparate time scales and stiffness in the set of equations which describes highly exothermic combustion. A combined efficient ordinary differential equations (ODE) solver was used to integrate the effective chemical source terms over the residence time at each grid cell. One and two dimensional reacting flow situations were carried out to demonstrate and verify the current procedure. Different chemical kinetics with different degrees of nonlinearity have also been incorporated to test the robustness and generality of the proposed method.

Shang, H. M.↗

DOE OSTI2025

ORMATEX

The Oak Ridge Matrix Exponential (ORMATEX) software library contains methods to compute the matrix exponential and the action of the matrix exponential on a vector. Additionally, this package contains the related methods for the phi-functions which commonly appear in a wide class of exponential time integration methods. Krylov methods are provided to evaluate the matrix exponential-vector and phi-vector products for cases where the matrix is large and sparse. Utilizing these methods, ORMATEX implements performant exponential integrators for large systems of coupled ordinary differential equations (ODEs). The exponential time integration routines in ORMATEX are particularly suitable to large, stiff systems of equations. These routines may be utilized as a competitive alternative to classical implicit and explicit time integration schemes for certain classes of differential equations where the problem stiffness can be predominately explained by the linear terms.

Gurecky, William [Oak Ridge National Laboratory (O↗