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68 records · Page 4

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↗

Parallel linear equation solvers for finite element computations

The overall objective of this research is to develop efficient methods for the solution of linear and nonlinear systems of equations on parallel and supercomputers, and to apply these methods to the solution of problems in structural analysis. Attention has been given so far only to linear equations. The methods considered for the solution of the stiffness equation Kx=f have been Choleski factorization and the conjugate gradient iteration with SSOR and Incomplete Choleski preconditioning. More detail on these methods will be given on subsequent slides. These methods have been used to solve for the static displacements for the mast and panel focus problems in conjunction with the CSM testbed system based on NICE/SPAR.

Ortega, James M.↗

An exterior Poisson solver using fast direct methods and boundary integral equations with applications to nonlinear potential flow

A general method is developed combining fast direct methods and boundary integral equation methods to solve Poisson's equation on irregular exterior regions. The method requires O(N log N) operations where N is the number of grid points. Error estimates are given that hold for regions with corners and other boundary irregularities. Computational results are given in the context of computational aerodynamics for a two-dimensional lifting airfoil. Solutions of boundary integral equations for lifting and nonlifting aerodynamic configurations using preconditioned conjugate gradient are examined for varying degrees of thinness.

Young, D. P.↗

Accelerating the solution of the S N equations with highly anisotropic scattering using the Fokker-Planck approximation

The discrete ordinates method can model forward-peaked transport problems accurately. However, convergence of discrete ordinates solution can become arbitrarily slow upon use of standard iterative procedures like source iteration. Standard zeroth and first moment-based acceleration methods like nonlinear diffusion acceleration and diffusion synthetic acceleration are ineffective in accelerating such problems because these methods do not correct higher order Legendre-moments of angular flux. In this paper, we explore the idea of using the Fokker-Planck approximation as a preconditioner to accelerate the convergence of solution of forward-peaked transport problems. Finally, we observe that such preconditioning can successfully reduce the iteration count by up to four orders of magnitude, and solver runtime by up to three orders of magnitude when compared to diffusion synthetic acceleration.

42 ENGINEERING↗

Scalable Multiphysics Block Preconditioning for Low Mach Number Compressible Resistive MHD with Application to Magnetic Confinement Fusion

This study investigates multiphysics block preconditioners that are critical in devising scalable Newton–Krylov iterative solvers for longer time-scale fully implicit fluid plasma models. The specific model of interest is the visco-resistive, low Mach number, compressible magnetohydrodynamics (MHD) model. This model describes the dynamics of conducting fluids in the presence of electromagnetic fields and can be used to study aspects of astrophysical phenomena, important science and technology applications, and basic plasma physics. The specific application of interest that motivates this study is the macroscopic simulation of longer time-scale stability and disruptions of magnetic confinement fusion devices, specifically the ITER Tokamak. The computational solution of the governing balance equations for mass, momentum, heat transfer, and magnetic induction for resistive MHD systems can be extremely challenging. These difficulties arise from both the strong nonlinear, nonsymmetric coupling of fluid and electromagnetic phenomena as well as the significant range of time and length scales that the interactions of these physical mechanisms produce. To handle the range of time and spatial scales of interest, a fully implicit unstructured variational multiscale finite element formulation is employed. For the scalable solution of the Newton linearized systems, fully coupled block preconditioners are designed to leverage algebraic multigrid subsolves. In conclusion, results are presented for the strong and weak scaling of the method as well as the robustness of these techniques for a large range of Lundquist numbers.

97 MATHEMATICS AND COMPUTING↗

An adaptive scalable fully implicit algorithm based on stabilized finite element for reduced visco-resistive MHD

The magnetohydrodynamics (MHD) equations are continuum models used in the study of a wide range of plasma physics systems, including the evolution of complex plasma dynamics in tokamak disruptions. However, efficient numerical solution methods for MHD are extremely challenging due to disparate time and length scales, strong hyperbolic phenomena, and nonlinearity. Additionally, therefore the development of scalable, implicit MHD algorithms and high-resolution adaptive mesh refinement strategies is of considerable importance. In this work, we develop a high-order stabilized finite-element algorithm for the reduced visco-resistive MHD equations based on the MFEM finite element library (mfem.org). The scheme is fully implicit, solved with the Jacobian-free Newton-Krylov (JFNK) method with a physics-based preconditioning strategy. Our preconditioning strategy is a generalization of the physics-based preconditioning methods in Chacón et al. (2002) to adaptive, stabilized finite elements. Algebraic multigrid methods are used to invert sub-block operators to achieve scalability. A parallel adaptive mesh refinement scheme with dynamic load-balancing is implemented to efficiently resolve the multi-scale spatial features of the system. Our implementation uses the MFEM framework, which provides arbitrary-order polynomials and flexible adaptive conforming and non-conforming meshes capabilities. Results demonstrate the accuracy, efficiency, and scalability of the implicit scheme in the presence of large scale disparity. The potential of the AMR approach is demonstrated on an island coalescence problem in the high Lundquist-number regime (≥ 10 7 ) with the successful resolution of plasmoid instabilities and thin current sheets.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Experiments with conjugate gradient algorithms for homotopy curve tracking

There are algorithms for finding zeros or fixed points of nonlinear systems of equations that are globally convergent for almost all starting points, i.e., with probability one. The essence of all such algorithms is the construction of an appropriate homotopy map and then tracking some smooth curve in the zero set of this homotopy map. HOMPACK is a mathematical software package implementing globally convergent homotopy algorithms with three different techniques for tracking a homotopy zero curve, and has separate routines for dense and sparse Jacobian matrices. The HOMPACK algorithms for sparse Jacobian matrices use a preconditioned conjugate gradient algorithm for the computation of the kernel of the homotopy Jacobian matrix, a required linear algebra step for homotopy curve tracking. Here, variants of the conjugate gradient algorithm are implemented in the context of homotopy curve tracking and compared with Craig's preconditioned conjugate gradient method used in HOMPACK. The test problems used include actual large scale, sparse structural mechanics problems.

Irani, Kashmira M.↗

Some Experiences with Nonoverlapping Schur Complement Parallel Preconditioning for CFD Calculations

In this work we consider solving matrices which arise from the discretization of advection-diffusion field equations on arbitrary triangulated domains using stabilized numerical methods. The talk will discuss several candidate matrix preconditioning algorithms based on the 2 x 2 block factorization induced by an apriori partitioning of the triangulated domain. Application of the 2 x 2 block preconditioner requires the formation and inversion of the Schur complement submatrix. We consider several strategies for simplifying this task: incomplete Schur complement factorizations, drop tolerance element filling, Schur complement probing, and localized Schur complement inversion. Numerical results will be shown comparing performance and efficiency of these approximations. The matrix preconditioner has also been embedded into a Newton algorithm for solving the nonlinear Euler and Navier-Stokes equations governing compressible flow. The remainder of the talk will show numerous examples in CFD to demonstrate the efficiency and robustness of the techniques.

Barth, Timothy J.↗

Semi-implicit continuum kinetic modeling of weakly collisional parallel transport in a magnetic mirror

We present implicit-explicit (IMEX) kinetic simulations of weakly collisional parallel plasma transport in magnetic mirror configurations using the continuum code COGENT. The numerical scheme employs a Jacobian-free Newton–Krylov method with algebraic multigrid preconditioning to overcome the severe time step limitations imposed by strong mirror forces in fully explicit schemes. Applied to parameters relevant to the Wisconsin HTS Axisymmetric Mirror experiment, the IMEX approach enables time steps up to 2.5×10 4 times larger than those permitted by explicit methods, resulting in a 2500× speedup in 1D–2V simulations of parallel transport with kinetic ions and Boltzmann electrons. Additionally, a reduced bounce-averaged model for a square mirror is implemented to support the computationally intensive fully kinetic simulations. The bounce-averaged formulation is used to evaluate the numerical convergence of the velocity-space discretization algorithms and to assess the role of the collision model by comparing simulations employing the nonlinear Fokker–Planck and the simplified Lenard–Bernstein–Dougherty collision operators.

Collision theories↗

On a concurrent element-by-element preconditioned conjugate gradient algorithm for multiple load cases

Element-by-element preconditioned conjugate gradient (EBE-PCG) algorithms have been advocated for use in parallel/vector processing environments as being superior to the conventional LDL(exp T) decomposition algorithm for single load cases. Although there may be some advantages in using such algorithms for a single load case, when it comes to situations involving multiple load cases, the LDL(exp T) decomposition algorithm would appear to be decidedly more cost-effective. The authors have outlined an EBE-PCG algorithm suitable for multiple load cases and compared its effectiveness to the highly efficient LDL(exp T) decomposition scheme. The proposed algorithm offers almost no advantages over the LDL(exp T) algorithm for the linear problems investigated on the Alliant FX/8. However, there may be some merit in the algorithm in solving nonlinear problems with load incrementation, but that remains to be investigated.

Watson, Brian↗

Extended Lagrangian Born–Oppenheimer molecular dynamics using a Krylov subspace approximation

It is shown how the electronic equations of motion in extended Lagrangian Born–Oppenheimer molecular dynamics simulations can be integrated using low-rank approximations of the inverse Jacobian kernel. This kernel determines the metric tensor in the harmonic oscillator extension of the Lagrangian that drives the evolution of the electronic degrees of freedom. The proposed kernel approximation is derived from a pseudoinverse of a low-rank estimate of the Jacobian, which is expressed in terms of a generalized set of directional derivatives with directions that are given from a Krylov subspace approximation. The approach allows a tunable and adaptive approximation that can take advantage of efficient preconditioning techniques. The proposed kernel approximation for the integration of the electronic equations of motion makes it possible to apply extended Lagrangian first-principles molecular dynamics simulations to a broader range of problems, including reactive chemical systems with numerically sensitive and unsteady charge solutions. This can be achieved without requiring exact full calculations of the inverse Jacobian kernel in each time step or relying on iterative non-linear self-consistent field optimization of the electronic ground state prior to the force evaluations as in regular direct Born–Oppenheimer molecular dynamics. We note the low-rank approximation of the Jacobian is directly related to Broyden’s class of quasi-Newton algorithms and Jacobian-free Newton–Krylov methods and provides a complementary formulation for the solution of nonlinear systems of equations.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Relaxation and Preconditioning for High Order Discontinuous Galerkin Methods with Applications to Aeroacoustics and High Speed Flows

This project is about the investigation of the development of the discontinuous Galerkin finite element methods, for general geometry and triangulations, for solving convection dominated problems, with applications to aeroacoustics. Other related issues in high order WENO finite difference and finite volume methods have also been investigated. methods are two classes of high order, high resolution methods suitable for convection dominated simulations with possible discontinuous or sharp gradient solutions. In [18], we first review these two classes of methods, pointing out their similarities and differences in algorithm formulation, theoretical properties, implementation issues, applicability, and relative advantages. We then present some quantitative comparisons of the third order finite volume WENO methods and discontinuous Galerkin methods for a series of test problems to assess their relative merits in accuracy and CPU timing. In [3], we review the development of the Runge-Kutta discontinuous Galerkin (RKDG) methods for non-linear convection-dominated problems. These robust and accurate methods have made their way into the main stream of computational fluid dynamics and are quickly finding use in a wide variety of applications. They combine a special class of Runge-Kutta time discretizations, that allows the method to be non-linearly stable regardless of its accuracy, with a finite element space discretization by discontinuous approximations, that incorporates the ideas of numerical fluxes and slope limiters coined during the remarkable development of the high-resolution finite difference and finite volume schemes. The resulting RKDG methods are stable, high-order accurate, and highly parallelizable schemes that can easily handle complicated geometries and boundary conditions. We review the theoretical and algorithmic aspects of these methods and show several applications including nonlinear conservation laws, the compressible and incompressible Navier-Stokes equations, and Hamilton-Jacobi-like equations.

Shu, Chi-Wang↗

A fully implicit, scalable, conservative nonlinear relativistic Fokker–Planck 0D-2P solver for runaway electrons

Upon application of a sufficiently strong electric field, electrons break away from thermal equilibrium and approach relativistic speeds. These highly energetic ‘runaway’ electrons (~ MeV) play a significant role in tokamak disruption physics, and therefore their accurate understanding is essential to develop reliable mitigation strategies. As such, we have developed a fully implicit solver for the 0D-2P (i.e., including two momenta coordinates) relativistic nonlinear Fokker–Planck equation (rFP). As in earlier implicit rFP studies (NORSE, CQL3D), electron–ion interactions are modeled using the Lorentz operator, and synchrotron damping using the Abraham–Lorentz–Dirac reaction term. However, our implementation improves on these earlier studies by (1) ensuring exact conservation properties for electron collisions, (2) strictly preserving positivity, and (3) being scalable algorithmically and in parallel. Key to our proposed approach is an efficient multigrid preconditioner for the linearized rFP equation, a multigrid elliptic solver for the Braams–Karney potentials, and a novel adaptive technique to determine the associated boundary values. We verify the accuracy and efficiency of the proposed scheme with numerical results ranging from small electric-field electrical conductivity measurements to the accurate reproduction of runaway tail dynamics when strong electric fields are applied.

72 PHYSICS OF ELEMENTARY PARTICLES AND FIELDS↗

Algebraic Multigrid with Filtering: An Efficient Preconditioner for Interior Point Methods in Large-Scale Contact Mechanics Optimization

Large-scale contact mechanics simulations are crucial in many engineering fields such as structural design and manufacturing. In the frictionless case, contact can be modeled by minimizing an energy functional; however, these problems are often nonlinear, nonconvex, and increasingly difficult to solve as mesh resolution increases. In this work, we employ a Newton-based interior-point (IP) filter line-search method, an effective approach for large-scale constrained optimization. While this method converges rapidly, each iteration requires solving a large saddle-point linear system that becomes ill-conditioned as the optimization process converges, largely due to IP treatment of the contact constraints. Such ill-conditioning can hinder solver scalability and increase iteration counts with mesh refinement. Here, to address this, we introduce a novel preconditioner, algebraic multigrid with filtering (AMGF), tailored to the Schur complement of the saddle-point system. Building on the classical AMG solver, commonly used for elasticity, we augment it with a specialized subspace correction that filters near null space components introduced by contact interface constraints. Through theoretical analysis and numerical experiments on a range of linear and nonlinear contact problems, we demonstrate that the proposed solver achieves mesh independent convergence and maintains robustness against the ill-conditioning that notoriously plagues IP methods. These results indicate that AMGF makes contact mechanics simulations more tractable and broadens the applicability of Newton-based IP methods in challenging engineering scenarios. More broadly, AMGF is well suited for problems, optimization or otherwise, where solver performance is limited by a low-dimensional subspace, such as those arising from localized constraints, interface conditions, or model heterogeneities. This makes the method widely applicable beyond contact mechanics and constrained optimization.

Mathematics and Computing↗