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At least 163 records · Page 9

Proximal Galerkin: A Structure-Preserving Finite Element Method for Pointwise Bound Constraints

The proximal Galerkin finite element method is a high-order, low iteration complexity, nonlinear numerical method that preserves the geometric and algebraic structure of pointwise bound constraints in infinite-dimensional function spaces. This paper introduces the proximal Galerkin method and applies it to solve free boundary problems, enforce discrete maximum principles, and develop a scalable, mesh-independent algorithm for optimal design with pointwise bound constraints. This paper also introduces the latent variable proximal point (LVPP) algorithm, from which the proximal Galerkin method derives. When analyzing the classical obstacle problem, we discover that the underlying variational inequality can be replaced by a sequence of second-order partial differential equations (PDEs) that are readily discretized and solved with, e.g., the proximal Galerkin method. Throughout this work, we arrive at several contributions that may be of independent interest. These include (1) a semilinear PDE we refer to as the entropic Poisson equation; (2) an algebraic/geometric connection between high-order positivity-preserving discretizations and certain infinite-dimensional Lie groups; and (3) a gradient-based, bound-preserving algorithm for two-field, density-based topology optimization. The complete proximal Galerkin methodology combines ideas from nonlinear programming, functional analysis, tropical algebra, and differential geometry and can potentially lead to new synergies among these areas as well as within variational and numerical analysis. Open-source implementations of our methods accompany this work to facilitate reproduction and broader adoption.

97 MATHEMATICS AND COMPUTING↗

A Scalable Interior‐Point Gauss–Newton Method for PDE‐Constrained Optimization With Bound Constraints

Here, we present a scalable approach to solve a class of partial differential equation (PDE)‐constrained optimization problems with bound constraints. This approach utilizes a robust full‐space interior‐point (IP)‐Gauss–Newton optimization method. To cope with the poorly‐conditioned IP‐Gauss–Newton saddle‐point linear systems that need to be solved approximately, once per optimization step, we propose two spectrally related preconditioners. These preconditioners leverage the limited informativeness of data in regularized PDE‐constrained optimization problems. A block Gauss–Seidel preconditioner is proposed for the GMRES‐based solution of the IP‐Gauss–Newton linear systems. It is shown, for a large‐class of PDE‐ and bound‐constrained optimization problems, that the spectrum of the block Gauss–Seidel preconditioned IP‐Gauss–Newton matrix is asymptotically independent of discretization and is not impacted by the ill‐conditioning that notoriously plagues interior‐point methods. We exploit symmetry of the IP‐Gauss–Newton linear systems and propose a regularization and log‐barrier Hessian preconditioner for the preconditioned conjugate gradient (PCG)‐based solution of the equivalent IP‐Gauss–Newton–Schur complement linear systems. The eigenvalues of the block Gauss–Seidel preconditioned IP‐Gauss–Newton matrix, that are not equal to one, are identical to the eigenvalues of the regularization and log‐barrier Hessian preconditioned Schur complement matrix. The scalability of the approach is demonstrated on two example problems. The numerical solution of these optimization problems is shown to require a discretization independent number of IP‐Gauss–Newton linear solves. Furthermore, the linear systems are solved in a discretization and IP ill‐conditioning independent number of preconditioned Krylov subspace iterations. The parallel scalability of the preconditioner, achieved via algebraic multigrid component solvers when applicable, and the aforementioned algorithmic scalability permits a parallel scalable means to compute solutions of a large class of PDE‐ and bound‐constrained problems.

PDE-constrained optimization↗

A Particle-in-cell Method for Plasmas with A Generalized Momentum Formulation, Part III: A family of Gauge Conserving Methods

In this paper, we introduce a new family of spatially co-located field solvers for particle-in-cell applications which evolve the potential formulation of Maxwell’s equations under the Lorenz gauge. Our recent work [2] introduced the concept of time-consistency, which connects charge conservation to the preservation of the gauge at the semi-discrete level. It will be shown that there exists a large family of time discretizations which satisfy this property. Additionally, it will be further shown that for large classes of time marching methods, the satisfaction of the gauge condition automatically implies the satisfaction of Gauss’s law for electricity, with the potential formulation ensuring that that Gauss’s law for magnetism is satisfied by definition. We focus on popular time marching methods including centered differences, backward differences, and diagonally-implicit Runge-Kutta methods, which are coupled to a spectral discretization in space. We demonstrate the theory by testing the methods on a relativistic Weibel instability and a drifting cloud of electrons.

97 MATHEMATICS AND COMPUTING↗

Thermo-hydraulic steam pipe models for district heating simulations: Simplifications to balance accuracy and simulation speed

Steam piping networks are essential for optimizing performance in industrial processes and district heating systems. However, dynamic models that balance thermo-hydraulic accuracy with computational efficiency remain limited. In response, this paper presents a new discretized steam pipe model based on the plug flow approach, capturing key thermo-hydraulic behaviors while simplifying steam phase change processes. Implemented in Modelica, the model accurately calculates temperature and pressure distributions along steam pipelines. To improve computational efficiency for district-scale simulations, five model simplifications are introduced: lumped thermo-hydraulic functions, empirical correlations, fluid state approximations, steady-state dynamics and inclusion of flow derivatives. These simplified models achieve 85%-98% accuracy in predicting pressure drop and condensation losses, including dynamic condensate behavior during pipe warm-up—a factor often overlooked in existing models. The models support diverse network configurations, scaling effectively to systems with multiple distribution pipes and connected building loads. Discrete models provide detailed insights but exhibit a cubic increase in simulation time as the network scales by N connected building O(N 2.42 ). In contrast, lumped models simulate 10–28 times faster than discrete, offering quadratic scaling of simulation time O(N 1.73 ). However, they still require 6 times more computation time than a lossless network, highlighting the inherent computational challenges of modeling compressible fluid flow. In conclusion, the steady-state lumped variant, with its near-linear scalability in computational time O(N 1.01 ), emerges as an efficient solution for preliminary design evaluations and extensive parametric studies.

15 GEOTHERMAL ENERGY↗

A review of high order strong stability preserving two-derivative explicit, implicit, and IMEX methods

High order strong stability preserving time discretizations ensure the nonlinear non-inner-product strong stability properties of spatial discretizations suited for the stable simulation of hyperbolic PDEs in a wide variety of application areas including fluid dynamics, magnetohydrodynamics, semiconductor devices, electromagnetics, and astrophysics. Over the past decade multiderivative time-stepping have been increasingly used for the time-evolution hyperbolic PDEs, so that the strong stability properties of these methods have become important. In this work we review sufficient conditions for a two-derivative multistage method to preserve the strong stability properties of spatial discretizations in a forward Euler and different conditions on the second derivative. In particular we present the strong stability preserving theory for explicit and implicit two-derivative Runge–Kutta schemes, including a special condition on the second derivative under which these implicit methods may be unconditionally strong stability preserving. This special condition is natural for the stiff component of wide range of plasma physics problems, and can be useful in the context of strong stability preserving implicit-explicit multi-derivative Runge–Kutta schemes, where the time-step restriction is then independent of the stiff term. Lastly, we present the strong stability preserving theory for implicit-explicit multi-derivative general linear methods, and some novel second and third order methods where the time-step restriction is independent of the stiff term.

97 MATHEMATICS AND COMPUTING↗

Pressure stability in explicitly coupled simulations of poromechanics with application to CO 2 sequestration

We study in detail the pressure stabilizing effects of the non-iterated fixed-stress splitting in poromechanical problems which are nearly undrained and incompressible. When applied in conjunction with a spatial discretization which does not satisfy the discrete inf–sup condition, namely a mixed piecewise linear–piecewise constant spatial discretization, the explicit fixed-stress scheme can have a pressure stabilizing effect in transient problems. This effect disappears, however, upon time step refinement or the attainment of steady state. The interpretation of the scheme as an Augmented Lagrangian method similar to Uzawa iteration for incompressible flow helps explain these results. Moreover, due to the slowly evolving solution within undrained seal regions, we show that the explicit fixed-stress scheme requires very large time steps to reveal its pressure stabilizing effect in examples of geologic CO 2 sequestration. We note that large time steps can result in large errors in drained regions, such as the aquifer or reservoir regions of these examples, and can prevent convergence of nonlinear solvers in the case of multiphase flows, which can make the explicit scheme an unreliable source of pressure stabilization. We conclude by demonstrating that pressure jump stabilization is as effective in the explicit fixed-stress setting as in the fully implicit setting for undrained problems, while maintaining the stability and convergence of the fixed-stress split for drained problems.

58 GEOSCIENCES↗

A Green’s function fast multipole method for computation of micromechanical fields in heterogeneous materials

Computation of micromechanical fields in heterogeneous materials is usually performed using either the finite element method or the Green’s function method based on FFTs. The finite element method allows for accurate discretization and for non-periodic boundary conditions but is computationally expensive. On the other hand, the FFT-based method is computationally efficient but requires discretization on a regular grid of hexahedral voxels. In this paper, a Green’s function method allowing for accurate discretization using tetrahedral elements and for non-periodic boundary conditions is proposed. The convolution is computed using the fast multipole method, which provides good accuracy even for low-order expansion due to the fast decay of interactions between elements. The proposed Green’s function fast multipole method is verified by comparison with analytical and FFT-based solutions. Furthermore, the computational time is analyzed and compared to the FFT-based method for non-periodic convolution. Finally, effective properties of an elastic polycrystalline microstructure containing thin intergranular cracks are computed and analyzed.

36 MATERIALS SCIENCE↗

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↗

Local convection characteristics of inline arrangement of Kagome-shaped unit cells in a square duct

Transient liquid crystal thermography experiments have been conducted to determine detailed convective heat transfer coefficients at the endwalls of lattice-frame configurations based on Kagome-shaped unit cells. Kagome unit cells with porosity of 0.88 were arranged in an inline manner, where two such arrangements were studied. In the first arrangement, a total of ten unit cells were placed next to each other along the streamwise direction resulting in a continuous configuration. In the 2nd arrangement, alternate unit cells from the continuous configuration were dropped, resulting in a discrete configuration which featured a total of 5 Kagome unit cells. Due to the asymmetric nature of the strut connections within the unit cell, the convective heat transfer coefficient maps were determined for the two opposite walls where the struts meet the endwalls. Transient liquid crystal experiments were conducted for Reynolds number ranging between 10,000 and 30,000. Here, the study was focused on the developing nature of flow along the streamwise direction and the local convection characteristics for continuous and discrete arrangement of unit cells. For the continuous configuration, the Nusselt number ratios (N u /Nu 0 ) varied between 3.15–3.46 and 2.75–2.89 for the two walls A and B, respectively. For the discrete configuration, convective heat transfer coefficients varied between 2.56–2.71 and 2.09–2.40 for the two walls. Kagome unit cells have the potential to be fabricated through inexpensive manufacturing routes such as wire-woven method and these unit cells find their applications in the areas which require different heat transfer levels on opposite walls.

Kagome↗

Local conservation of energy in fully implicit PIC algorithms

We consider the issue of strict, fully discrete local energy conservation for a whole class of fully implicit local-charge- and global-energy-conserving particle-in-cell (PIC) algorithms. Earlier studies demonstrated these algorithms feature strict global energy conservation. However, whether a local energy conservation theorem exists (in which the local energy update is governed by a flux balance equation at every mesh cell) for these schemes is unclear. In this study, we show that a local energy conservation theorem indeed exists. We begin our analysis with the 1D electrostatic PIC model without orbit-averaging, and then generalize our conclusions to account for orbit averaging, multiple dimensions, and electromagnetic models (Darwin). In all cases, a temporally, spatially, and particle-discrete local energy conservation theorem is shown to exist, proving that these formulations (as originally proposed in the literature), in addition to being locally charge conserving and globally energy conserving, are strictly locally energy conserving as well. In contrast to earlier proofs of local conservation in the literature, which only considered continuum time, our result is valid for the fully implicit time-discrete version of all models considered, including important features such as orbit averaging. We demonstrate the local-energy-conservation property numerically with a paradigmatic numerical example.

97 MATHEMATICS AND COMPUTING↗

Conservative velocity mappings for discontinuous Galerkin kinetics

Continuum computational kinetic plasma models evolve the distribution function of a plasma species f s on a phase-space grid over time. In many problems of interest the distribution function has limited extent in velocity space; hence, using a uniform, highly refined mesh would be costly and slow. Nonuniform velocity grids can reduce the computational cost by placing more degrees of freedom where f s is appreciable and fewer where it is not. In this work we introduce a first-of-its kind discontinuous Galerkin approach to nonuniform velocity-space discretization using mapped velocity coordinates. This new method is presented in the context of a gyrokinetic model used to study magnetized plasmas. We create discretizations of collisionless and collisional terms using mappings in a way that exactly conserves particles and energy. Numerical tests of such properties are presented, and we show that this new discretization can reproduce earlier gyrokinetic simulations using grids with up to 6–60 times fewer cells and 22X-60X speed-ups depending on dimensionality, geometry and plasma parameters.

Discontinuous Galerkin↗

High resolution identification and quantification of diffuse deep groundwater discharge in mountain rivers using continuous boat-mounted helium measurements

Discharge of deeply sourced groundwater to streams is difficult to locate and quantify, particularly where both discrete and diffuse discharge points exist, but diffuse discharge is one of the primary controls on solute budgets in mountainous watersheds. The noble gas helium is a unique identifier of deep groundwater discharge because groundwater with long residence times is commonly enriched in helium. In this study, a portable mass spectrometer was used to measure longitudinal variation in dissolved helium concentrations in two mountainous rivers at high spatial resolution not feasible with traditional sampling techniques. Helium profiles were then simulated using a mass-balance model to quantify longitudinal variation in groundwater discharge to the receiving rivers. Results indicate helium concentrations were enriched by multiple orders of magnitude above atmospheric equilibrium in both rivers and that this persisted for up to 18 km below observed pulse inputs in the Colorado River. Helium mass-balance models match observed longitudinal patterns with the exception of sharp initial increases in helium observed in the rivers. Increased longitudinal groundwater discharge rates correspond to mapped geologic structures in both watersheds that likely transport deep geothermal water. Models show variable sensitivity to spatial assignment of input variables representing the groundwater source, illustrating the importance of collecting data from discrete groundwater discharges where possible. The methodology shows promise for field experiments designed to assess air–water exchange rates and to quantify total groundwater discharge from a combination of discrete and diffuse sources.

Deep groundwater↗

A moment-conserving discontinuous Galerkin representation of the relativistic Maxwellian distribution

Kinetic simulations of relativistic gases and plasmas are critical for understanding diverse astrophysical and terrestrial systems, but the accurate construction of the relativistic Maxwellian, the Maxwell–Jüttner distribution, on a discrete simulation grid is challenging. Difficulties arise from the finite velocity bounds of the domain, which may not capture the entire distribution function, as well as errors introduced by projecting the function onto a discrete grid. Here, we present a novel scheme for iteratively correcting the moments of the projected distribution applicable to all grid-based discretizations of the relativistic kinetic equation. In addition, we describe how to compute the needed nonlinear quantities, such as Lorentz boost factors, in a discontinuous Galerkin scheme through a combination of numerical quadrature and weak operations. The resulting method accurately captures the distribution function and ensures that the moments match the desired values to machine precision.

astrophysical plasmas↗

Addendum: Unified framework for open quantum dynamics with memory

This Addendum presents a detailed analysis of the discretization error in time-integration and time-derivative that appear in the Nakajima-Zwanzig equation. This was brought to our attention by Makri et al. [arXiv:2410.08239]. Our analysis in the Addendum shows that the relationship derived in our earlier work [Nat. Commun. 15, 8087 (2024)] is valid within the choice of discretization and is not contaminated by the discretization error.

Science & Technology - Other Topics↗

A variational framework for residual-based adaptivity in neural PDE solvers and operator learning

Residual-based adaptive strategies are widely used in scientific machine learning yet remain largely heuristic. We introduce a variational framework that formalizes these methods through convex transformations of the residual, where different transformations correspond to distinct objective functionals. For instance, exponential weights target uniform error minimization, while linear weights recover quadratic error minimization. This perspective reveals adaptive weighting as a means of selecting sampling distributions that optimize a primal objective, directly linking discretization choices to error metrics. This principled approach yields three key benefits: it enables systematic design of adaptive schemes, reduces discretization error by lowering estimator variance, and enhances learning dynamics by improving gradient signal-to-noise ratio. Extending the framework to operator learning, we demonstrate substantial performance gains across diverse optimizers and architectures. Our results provide a theoretical perspective for residual-based adaptivity and establish a foundation for principled discretization and training.

97 MATHEMATICS AND COMPUTING↗

An energy-modified quantum defect method for the analysis of Rydberg spectra: Application to 2-butyne

The high resolution Rydberg absorption spectrum of 2-butyne C 4 H 6 recorded previously at the SOLEIL synchrotron facility has been interpreted using multichannel quantum defect theory (MQDT). The calculations are based on the continuum scattering calculations of Xu et al., J. Chem. Phys. 136, 154303 (2012) and of Jacovella et al., J. Phys. Chem. A 119, 12339 (2015) pertaining to the dipole-allowed excited state symmetries in absorption from the ground state. In contrast to the traditional approach of calculating low-lying electronic states first and then attempting to extend the calculations to ever higher energy, here the analysis proceeds through the extension of these detailed calculations of the electronic continuum scattering down into the discrete region of the spectrum. The continuum reaction matrices and dipole transition moments are adapted to the discrete Rydberg region via the use of an energy-modified formulation of MQDT theory and associated energy dependences of the quantum defects. The analysis reproduces more than 40 Rydberg states from n ≈ 10 down to the 3 d and 4 s levels with an rms error of better than 20 cm −1 . Further, these belong to five Rydberg series with three different molecular symmetries. While the approach predicts many additional series, most of these are calculated and observed to carry only little oscillator strength. The analysis shows that the Rydberg spectrum is dominated by the excitation of an e″ symmetry electron of fδ and gπ type, in line with what previous studies of the above-threshold shape resonance of 2-butyne have shown. The present study is intended to serve as an example showing how first principles continuum calculations may be useful for the interpretation of highly bound discrete states in a range that poses problems for the standard ab initio techniques. The quantitative treatment of the dipole absorption cross sections is deferred to a future paper.

37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗

Novel approach to general curvilinear coordinates for plasma fluid applications

In general geometry, plasma fluid equations include nonlinear geometric sources associated with fictitious forces, which pose significant challenges to computer simulations. We reformulate the plasma fluid hierarchy to rigorously preserve geometry and conservation properties critical to numerical simulations, while concealing the geometric sources. In their discrete form, the reformulated models conserve mass, angular momentum, and energy naturally, by simple analogy with the continuum equations. These conservation properties have minimal requirements in discrete space, namely, the anti-symmetry of the first derivative and the orthogonality of the scalar and cross products. By decoupling magnetic geometry, coordinate systems, and numerical discretization, this enables maximum flexibility while preserving physics fidelity. As a testbed, we apply the novel representation to the resistive magnetohydrodynamic system, which involves a complete set of curvilinear operations. We verify the correctness of the approach using steady state liquid metal flows and the classic Orszag–Tang vortex.

Halpern, Federico D. [General Atomics, San Diego, ↗

The Physics Imposed on a Streaming Operator by Spherical Transport Problems

The streaming operator, which generates a displacement of a particle on a straight line at a constant speed in transport theory, is derived algebraically from a spherical coordinate formulation of Newton’s second law. This derivation leads to an operator that has more partial derivatives than a Cartesian coordinate formulation of the operator. The additional partial derivatives, which are with respect to the normalized velocity variables of a particle, take into account the intrinsic curvature of a ball. Moreover, these partial derivatives mitigate ray effects, which arise when a finite number of normalized velocities (also called directions or discrete ordinates) are used to simulate a continuous S 2 sphere of directions, by rotating the polar axis of the S 2 sphere into the radial direction of the coordinate system. As a consequence of this rotation, the number of actual discrete ordinates is greatly amplified to an enormous number of effective discrete ordinates by a multiplier that is equal to the number of patches that partitions a spherical surface. In addition to the derivation of the streaming operator, we provide in closed form a solution to the system of characteristic equations that is equivalent to the streaming operator. Furthermore, the solution to the system of characteristic equations enables the construction of an integral operator that is the inverse to the streaming operator. Examples in which ray effects are immensely mitigated by spherical coordinates are presented.

integral operator↗