Search NASA⌕ Search

SEARCH · Search NASA

Results for “implicit method”

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.

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

At least 523 records · Page 29

Acceleration of the IMplicit–EXplicit nonhydrostatic unified model of the atmosphere on manycore processors

We present the acceleration of an IMplicit-EXplicit (IMEX) nonhydrostatic atmospheric model on manycore processors such as graphic processing units (GPUs) and Intel's Many Integrated Core (MIC) architecture. IMEX time integration methods sidestep the constraint imposed by the Courant-Friedrichs-Lewy condition on explicit methods through corrective implicit solves within each time step. In this work, we implement and evaluate the performance of IMEX on manycore processors relative to explicit methods. Using 3D-IMEX at Courant number C = 15, we obtained a speedup of about 4x relative to an explicit time stepping method run with the maximum allowable C = 1. Moreover, the unconditional stability of IMEX with respect to the fast waves means the speedup can increase significantly with the Courant number as long as the accuracy of the resulting solution is acceptable. We show a speedup of 100x at C = 150 using 1D-IMEX to demonstrate this point. Several improvements on the IMEX procedure were necessary in order to outperform our results with explicit methods: (a) reducing the number of degrees of freedom of the IMEX formulation by forming the Schur complement, (b) formulating a horizontally explicit vertically implicit 1D-IMEX scheme that has a lower workload and better scalability than 3D-IMEX, (c) using high-order polynomial preconditioners to reduce the condition number of the resulting system, and (d) using a direct solver for the 1D-IMEX method by performing and storing LU factorizations once to obtain a constant cost for any Courant number. Without all of these improvements, explicit time integration methods turned out to be difficult to beat. We discuss in detail the IMEX infrastructure required for formulating and implementing efficient methods on manycore processors. Several parametric studies are conducted to demonstrate the gain from each of the abovementioned improvements. Lastly, we validate our results with standard benchmark problems in numerical weather prediction and evaluate the performance and scalability of the IMEX method using up to 4192 GPUs and 16 Knights Landing processors.

97 MATHEMATICS AND COMPUTING↗

Higher-order temporal integration for the incompressible Navier–Stokes equations in bounded domains

Here, this paper compares and contrasts higher-order, semi-implicit temporal integration strategies for the incompressible Navier–Stokes methods based on spectral deferred corrections applied to certain gauge or auxiliary variable formulations of the equations. Particular focus is placed on the imposition of boundary conditions in the semi-implicit formulation, the accurate treatment of the pressure term, and the smoothness of the numerical solution for different formulations. The main result presented here is the formulation and numerical validation of a single-step, semi-implicit method called spectral deferred pressure corrections, which can in theory obtain arbitrary formal order of accuracy in time. Lastly, numerical results demonstrate up to eighth-order accuracy, scenarios where optimal temporal accuracy is attained, and scenarios where order reduction is observed due to time-dependent boundary conditions.

97 MATHEMATICS AND COMPUTING↗

Nonequilibrium statistical mechanics and optimal prediction of partially-observed complex systems

Abstract Only a subset of degrees of freedom are typically accessible or measurable in real-world systems. As a consequence, the proper setting for empirical modeling is that of partially-observed systems. Notably, data-driven models consistently outperform physics-based models for systems with few observable degrees of freedom; e.g. hydrological systems. Here, we provide an operator-theoretic explanation for this empirical success. To predict a partially-observed system’s future behavior with physics-based models, the missing degrees of freedom must be explicitly accounted for using data assimilation and model parametrization. Data-driven models, in contrast, employ delay-coordinate embeddings and their evolution under the Koopman operator to implicitly model the effects of the missing degrees of freedom. We describe in detail the statistical physics of partial observations underlying data-driven models using novel maximum entropy and maximum caliber measures. The resulting nonequilibrium Wiener projections applied to the Mori–Zwanzig formalism reveal how data-driven models may converge to the true dynamics of the observable degrees of freedom. Additionally, this framework shows how data-driven models infer the effects of unobserved degrees of freedom implicitly, in much the same way that physics models infer the effects explicitly. This provides a unified implicit-explicit modeling framework for predicting partially-observed systems, with hybrid physics-informed machine learning methods combining both implicit and explicit aspects.

97 MATHEMATICS AND COMPUTING↗

A numerical method for computing unsteady 2-D boundary layer flows

A numerical method for computing unsteady two-dimensional boundary layers in incompressible laminar and turbulent flows is described and applied to a single airfoil changing its incidence angle in time. The solution procedure adopts a first order panel method with a simple wake model to solve for the inviscid part of the flow, and an implicit finite difference method for the viscous part of the flow. Both procedures integrate in time in a step-by-step fashion, in the course of which each step involves the solution of the elliptic Laplace equation and the solution of the parabolic boundary layer equations. The Reynolds shear stress term of the boundary layer equations is modeled by an algebraic eddy viscosity closure. The location of transition is predicted by an empirical data correlation originating from Michel. Since transition and turbulence modeling are key factors in the prediction of viscous flows, their accuracy will be of dominant influence to the overall results.

Krainer, Andreas↗

Calculation of wall and free turbulent-shear flows at supersonic speeds

Supersonic turbulent flows are simulated numerically by solving the Reynolds-averaged full Navier-Stokes equations by an implicit finite-volume method. This flux-vector-split upwind scheme uses approximate factorization followed by line-Gauss-Seidel relaxations. The effects of turbulence are modeled by two eddy viscosity models. High-Reynolds-number form of the k-epsilon model is coupled with a wall-function to avoid excessive refinement of the grid in the low-Reynolds number regions. The k-epsilon equations are solved by the explicit-implicit MacCormack method. The algebraic Baldwin-Lomax model is also being used as an inexpensive alternative for the cases which do not experience massive separation. Several examples of two-dimensional solutions are given to illustrate both wall and free turbulent shear flows which include fluid dynamic phenomena, such as shocks, boundary layers, shear layers, wakes, separations and recirculations. The results compared with experimental data show good agreeent.

Baysal, O.↗

Strong Stability Preserving Integrating Factor Two-Step Runge-Kutta Methods

In this report, problems with components that feature significantly different time scales, where the stiff time-step restriction comes from a linear component, implicit-explicit (IMEX) methods alleviate this restriction if the concern is linear stability. However, when nonlinear non-inner-product stability properties are of interest, such as in the evolution of hyperbolic partial differential equations with shocks or sharp gradients, linear inner-product stability is no longer sufficient for convergence, and so strong stability preserving (SSP) methods are often needed. Where the SSP property is needed, IMEX SSP Runge-Kutta (SSP-IMEX) methods have very restrictive time-steps. An alternative to SSP-IMEX schemes is to adopt an integrating factor approach to handle the linear component exactly and step the transformed problem forward using some time-evolution method. The strong stability properties of integrating factor Runge-Kutta methods were established in Isherwood et al. (SIAM J Numer Anal 56(6):3276–3307, 2018), where it was shown that it is possible to define explicit integrating factor Runge-Kutta methods that preserve strong stability properties satisfied by each of the two components when coupled with forward Euler time-stepping. It was proved that the solution will be SSP if the transformed problem is stepped forward with an explicit SSP Runge-Kutta method that has non-decreasing abscissas. However, explicit SSP Runge-Kutta methods have an order barrier of p=4, and sometimes higher order is desired. In this work we consider explicit SSP two-step Runge-Kutta integrating factor methods to raise the order. We show that strong stability is ensured if the two-step Runge-Kutta method used to evolve the transformed problem is SSP and has non-decreasing abscissas. We find such methods up to eighth order and present their SSP coefficients. Adding a step allows us to break the fourth order barrier on explicit SSP Runge-Kutta methods; furthermore, our explicit SSP two-step Runge-Kutta methods with non-decreasing abscissas typically have larger SSP coefficients than the corresponding one-step methods. A selection of our methods are tested for convergence and demonstrate the design order. We also show, for selected methods, that the SSP time-step predicted by the theory is a lower bound of the allowable time-step for linear and nonlinear problems that satisfy the total variation diminishing (TVD) condition. We compare some of the non-decreasing abscissa SSP two-step Runge-Kutta methods to previously found methods that do not satisfy this criterion on linear and nonlinear TVD test cases to show that this non-decreasing abscissa condition is indeed necessary in practice as well as theory. We also compare these results to our SSP integrating factor Runge-Kutta methods designed in Isherwood et al. (2018).

97 MATHEMATICS AND COMPUTING↗

The Dynamics of Some Iterative Implicit Schemes

The global asymptotic nonlinear behavior of some standard iterative procedures in solving nonlinear systems of algebraic equations arising from four implicit linear multistep methods (LMMs) in discretizing 2 x 2 systems of first-order autonomous nonlinear ordinary differential equations is analyzed using the theory of dynamical systems. With the aid of parallel Connection Machines (CM-2 and CM-5), the associated bifurcation diagrams as a function of the time step, and the complex behavior of the associated 'numerical basins of attraction' of these iterative implicit schemes are revealed and compared. Studies showed that all of the four implicit LMMs exhibit a drastic distortion and segmentation but less shrinkage of the basin of attraction of the true solution than standard explicit methods. The numerical basins of attraction of a noniterative implicit procedure mimic more closely the basins of attraction of the differential equations than the iterative implicit procedures for the four implicit LMMs.

Yee, H. C.↗

IMEX and exact sequence discretization of the multi-fluid plasma model

Multi-fluid plasma models, where an electron fluid is modeled in addition to multiple ion and neutral species as well as the full set of Maxwell's equations, are useful for representing physics beyond the scope of classic MHD. This advantage presents challenges in appropriately dealing with electron dynamics and electromagnetic behavior characterized by the plasma and cyclotron frequencies and the speed of light. For physical systems, such as those near the MHD asymptotic regime, this requirement drastically increases runtimes for explicit time integration even though resolving fast dynamics may not be critical for accuracy. Implicit time integration methods, with efficient solvers, can help to step over fast time-scales that constrain stability, but do not strongly influence accuracy. As an extension, Implicit-explicit (IMEX) schemes provide an additional mechanism to choose which dynamics are evolved using an expensive implicit solve or resolved using a fast explicit solve. In this study, in addition to IMEX methods we also consider a physics compatible exact sequence spatial discretization. Here, this combines nodal bases (H-Grad) for fluid dynamics with a set of vector bases (H-Curl and H-Div) for Maxwell's equations. This discretization allows for multi-fluid plasma modeling without violating Gauss' laws for the electric and magnetic fields. This initial study presents a discussion of the major elements of this formulation and focuses on demonstrating accuracy in the linear wave regime and in the MHD limit for both a visco-resistive and a dispersive ideal MHD problem.

70 PLASMA PHYSICS AND FUSION TECHNOLOGY↗

A comparative study of Rosenbrock-type and implicit Runge-Kutta time integration for discontinuous Galerkin method for unsteady 3D compressible Navier-Stokes equations

A comparative study of two classes of third-order implicit time integration schemes is presented for a third-order hierarchical WENO reconstructed discontinuous Galerkin (rDG) method to solve the 3D unsteady compressible Navier-Stokes equations: — 1) the explicit first stage, single diagonally implicit Runge-Kutta (ESDIRK3) scheme, and 2) the Rosenbrock-Wanner (ROW) schemes based on the differential algebraic equations (DAEs) of Index-2. Compared with the ESDIRK3 scheme, a remarkable feature of the ROW schemes is that, they only require one approximate Jacobian matrix calculation every time step, thus considerably reducing the overall computational cost. A variety of test cases, ranging from inviscid flows to DNS of turbulent flows, are presented to assess the performance of these schemes. Here, numerical experiments demonstrate that the third-order ROW scheme for the DAEs of index-2 can not only achieve the designed formal order of temporal convergence accuracy in a benchmark test, but also require significantly less computing time than its ESDIRK3 counterpart to converge to the same level of discretization errors in all of the flow simulations in this study, indicating that the ROW methods provide an attractive alternative for the higher-order time-accurate integration of the unsteady compressible Navier-Stokes equations.

97 MATHEMATICS AND COMPUTING↗

High-order partitioned spectral deferred correction solvers for multiphysics problems

We present an arbitrarily high-order, conditionally stable, partitioned spectral deferred correction (SDC) method for solving multiphysics problems using a sequence of pre-existing single-physics solvers. This method extends the work in [1], [2], which used implicit-explicit Runge-Kutta methods (IMEX) to build high-order, partitioned multiphysics solvers. We consider a generic multiphysics problem modeled as a system of coupled ordinary differential equations (ODEs), coupled through coupling terms that can depend on the state of each subsystem; therefore the method applies to both a semi-discretized system of partial differential equations (PDEs) or problems naturally modeled as coupled systems of ODEs. The sufficient conditions to build arbitrarily high-order partitioned SDC schemes are derived. Based on these conditions, various of partitioned SDC schemes are designed. The stability of the first-order partitioned SDC scheme is analyzed in detail on a coupled, linear model problem. We show that the scheme is conditionally stable, and under conditions on the coupling strength, the scheme can be unconditionally stable. We demonstrate the performance of the proposed partitioned solvers on several classes of multiphysics problems with moderate coupling strength. They include a stiff linear system of ODEs, advection-diffusion-reaction systems, and fluid-structure interaction problems with both incompressible and compressible flows, where we verify the design order of the SDC schemes and study various stability properties. We also directly compare the accuracy, stability, and cost of the proposed partitioned SDC solver with the partitioned IMEX method in [1], [2] on this suite of test problems. The results suggest that the high-order partitioned SDC solvers are more robust than the partitioned IMEX solvers for the numerical examples considered in this work, while the IMEX methods require fewer implicit solves.

97 MATHEMATICS AND COMPUTING↗

Fully implicit crystal plasticity models representing orientations with modified Rodrigues parameters

Here, this work describes a crystal plasticity formulation combining several mathematical, numerical, and implementation choices to produce a highly efficient model. Specifically, the key choices in the implementation are (1) representing orientations with modified Rodrigues parameters, (2) implementing a fully coupled implicit time integration for the elastic stretch, the crystal orientations, and the model internal variables, (3) implementing the model in the NEML2 constitutive modeling framework, based on PyTorch, to vectorize the calculations and port the computation to GPUs and other hardware accelerators, and (4) an exact implementation of the consistent tangent matrix, even for arbitrary coupling to other field variables beyond the displacements, like temperature, neutron fluence, etc. The first two features of the model are, to our knowledge, novel. The paper considers each of these choices individually as well as the final model as a whole. This includes a full description of modified Rodrigues parameters, their advantages over other representations of orientations, the mathematical formulae and tools required to implement a model with modified Rodrigues parameters, and a detailed description of the geometry of the space of modified Rodrigues parameters (in an appendix). It also includes a description of a fully implicit time integration scheme for the orientations and the advantages in representing orientations with modified Rodrigues parameters in implementing such a model. The work then assess, via numerical examples, the advantages of fully coupled implicit time integration versus more common decoupled and explicit time integration schemes. These studies demonstrate the computational advantages of fully coupled integration versus other time integration algorithms, though the performance of the competing models depends on the complexity of the underlying single crystal model. The study concludes by demonstrating that the choice of time integration method affects the sharpness of the predicted texture, with explicit methods for integrating the orientations overestimating texture sharpness and implicit methods underestimating texture sharpness.

Crystal plasticity↗

Numerical solution of the compressible Navier-Stokes equations using density gradients as additional dependent variables

Numerical solution of two dimensional, time dependent, compressible viscous Navier-Stokes equations about arbitrary bodies was treated using density gradients as additional dependent variables. Thus, six dependent variables were computed with the SOR iteration method. Besides formulation for pressure gradient terms, a formulation for computing the body density was presented. To approximate the governing equations, an implicit finite difference method was employed. In computing the solution for the flow about a circular cylinder, a problem arose near the wall at both stagnation points. Thus, computations with various conditions were tried to examine the problem. Also, computations with and without formulations are compared. The flow variables were computed on 37 by 40 field first, then on an 81 by 40 field.

Kwon, J. H.↗

On the accurate prediction of the wall-normal velocity in compressible boundary-layer flow

A method for predicting the wall-normal velocity in compressible boundary layer flow is presented which is the extension of the fully implicit, spectral collocation method developed by Pruett and Streett (1991). The spectrally accurate method under consideration is capable of extracting the wall-normal velocity from the transformation from the physical plane to a computational plane, without interpolation, leaving the continuity equation free as a check on the quality of the solution. When used in conjunction with a highly accurate spectral collocation method for the compressible boundary-layer equations, the method gives a discrete solution which satisfies the continuity equation nearly to machine precision.

Pruett, C. D.↗

Order parameter re-mapping algorithm for 3D phase field model of grain growth using FEM

Phase field modeling (PFM) is a well-known technique for simulating microstructural evolution. To model grain growth using PFM, typically each grain is assigned a unique non-conserved order parameter and each order parameter field is evolved in time. Traditional approaches using a one-to-one mapping of grains to order parameters present a challenge when modeling large numbers of grains due to the computational expense of using many order parameters. This problem is exacerbated when using an implicit finite element method (FEM), as the global matrix size is proportional to the number of order parameters. While previous work has developed methods to reduce the number of required variables and thus computational complexity and run time, none of the existing approaches can be applied for an implicit FEM implementation of PFM. Here, we present a modular, dynamic, scalable reassignment algorithm suitable for use in such a system. Polycrystal modeling with grain growth and stress require careful tracking of each grain’s position and orientation which is lost when using a reduced order parameter set. In conclusion, the method presented in this paper maintains a unique ID for each grain even after reassignment, to allow the PFM to be tightly coupled to calculations of the stress throughout the polycrystal. Implementation details and comparative results of our approach are presented.

36 MATERIALS SCIENCE↗

Data-parallel lower-upper relaxation method for reacting flows

The implicit lower-upper symmetric Gauss-Seidel (LU-SGS) method of Yoon and Jameson is modified for use on massively parallel computers. The method has been implemented on the Thinking Machines CM-5 and the MasPar MP-1 and MP-2, where large percentages of the theoretical peak floating point performance are obtained. It is shown that the new data-parallel LU relaxation method has better convergence properties than the original method for two different inviscid compressible flow simulations. The convergence is also improved for five-species reacting air computations. The performance of the method on various partitions of the CM-5 and on the MasPar computers is discussed. The new method shows promise for the efficient simulation of very large perfect gas and reacting flows.

Candler, Graham V.↗

High-Order Implicit-Explicit Multi-Block Time-stepping Method for Hyperbolic PDEs

This work seeks to explore and improve the current time-stepping schemes used in computational fluid dynamics (CFD) in order to reduce overall computational time. A high-order scheme has been developed using a combination of implicit and explicit (IMEX) time-stepping Runge-Kutta (RK) schemes which increases numerical stability with respect to the time step size, resulting in decreased computational time. The IMEX scheme alone does not yield the desired increase in numerical stability, but when used in conjunction with an overlapping partitioned (multi-block) domain significant increase in stability is observed. To show this, the Overlapping-Partition IMEX (OP IMEX) scheme is applied to both one-dimensional (1D) and two-dimensional (2D) problems, the nonlinear viscous Burger's equation and 2D advection equation, respectively. The method uses two different summation by parts (SBP) derivative approximations, second-order and fourth-order accurate. The Dirichlet boundary conditions are imposed using the Simultaneous Approximation Term (SAT) penalty method. The 6-stage additive Runge-Kutta IMEX time integration schemes are fourth-order accurate in time. An increase in numerical stability 65 times greater than the fully explicit scheme is demonstrated to be achievable with the OP IMEX method applied to 1D Burger's equation. Results from the 2D, purely convective, advection equation show stability increases on the order of 10 times the explicit scheme using the OP IMEX method. Also, the domain partitioning method in this work shows potential for breaking the computational domain into manageable sizes such that implicit solutions for full three-dimensional CFD simulations can be computed using direct solving methods rather than the standard iterative methods currently used.

Nielsen, Tanner B.↗

Realizability-preserving discontinuous Galerkin method for spectral two-moment radiation transport in special relativity

Here we present a realizability-preserving numerical method for solving a spectral two-moment model to simulate the transport of massless, neutral particles interacting with a steady background material moving with relativistic velocities. The model is obtained as the special relativistic limit of a four-momentum-conservative general relativistic two-moment model. Using a maximum-entropy closure, we solve for the Eulerian-frame energy and momentum. The proposed numerical method is designed to preserve moment realizability, which corresponds to moments defined by a nonnegative phase-space density. The realizability-preserving method is achieved with the following key components: (i) a discontinuous Galerkin phase-space discretization with specially constructed numerical fluxes in the spatial and energy dimensions; (ii) a strong stability-preserving implicit-explicit time-integration method; (iii) a realizability-preserving conserved to primitive moment solver; (iv) a realizability-preserving implicit collision solver; and (v) a realizability-enforcing limiter. Component (iii) is necessitated by the closure procedure, which closes higher order moments nonlinearly in terms of primitive moments. The nonlinear conserved to primitive and the implicit collision solves are formulated as fixed-point problems, which are solved with custom iterative solvers designed to preserve the realizability of each iterate. With a series of numerical tests, we demonstrate the accuracy and robustness of this discontinuous-Galerkin-implicit-explicit method.

79 ASTRONOMY AND ASTROPHYSICS↗

Three-dimensional fully spectral numerical method for mantle convection with depth-dependent properties

A semi-implicit fully spectral collocation method for the simulation of three-dimensional mantle convection with depth-dependent thermo-dynamic and transport properties is presented. The variable property Navier-Stokes equation expressed in terms of the primitive variable velocity and pressure is solved with the mass continuity and temperature equations. The periodic horizontal boundary conditions allow a Fourier expansion for the two horizontal directions. The stress-free, impermeable isothermal boundary conditions along with the depth dependent coefficients are handled with a Chebyshev expansion in the vertical direction. In the limit of an infinite Prandtl number appropriate to mantle convection, the inertial terms in the momentum equation are unimportant. In this case an explicit solution of a Poisson equation for pressure can be avoided; instead a fourth-order equation for vertical velocity can be solved. Simultaneous imposition of both impermeable and continuity boundary conditions during the vertical velocity evaluation is discussed. The pressure distributions on the top and bottom bounding planes were determined by means of an influence matrix technique. The numerical method employed here avoids time-splitting errors and enforces velocity boundary conditions and continuity over the entire domain, including the boundaries, to machine accuracy. Strongly time-dependent three-dimensional solutions up to a surface Rayleigh number of 1 x 10(exp 7) have been obtained. Strong upwellings, pulsating chaotically, are formed by the collective merging of cylindrical plumes.

Balachandar, S.↗