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Results for “Implicit–explicit methods”

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At least 19 records

Stability of mixed time integration schemes for transient thermal analysis

A current research topic in coupled-field problems is the development of effective transient algorithms that permit different time integration methods with different time steps to be used simultaneously in various regions of the problems. The implicit-explicit approach seems to be very successful in structural, fluid, and fluid-structure problems. This paper summarizes this research direction. A family of mixed time integration schemes, with the capabilities mentioned above, is also introduced for transient thermal analysis. A stability analysis and the computer implementation of this technique are also presented. In particular, it is shown that the mixed time implicit-explicit methods provide a natural framework for the further development of efficient, clean, modularized computer codes.

Liu, W. K.↗

Ensemble variational Fokker-Planck methods for data assimilation

Particle flow filters solve Bayesian inference problems by smoothly transforming a set of particles into samples from the posterior distribution. Particles move in state space under the flow of an McKean-Vlasov-Itˆo process. This work introduces the Variational Fokker-Planck (VFP) framework for data assimilation, a general approach that includes previously known particle flow filters as special cases. The McKean-Vlasov-Itˆo process that transforms particles is defined via an optimal drift that depends on the selected diffusion term. It is established that the underlying probability density - sampled by the ensemble of particles - converges to the Bayesian posterior probability density. For a finite number of particles the optimal drift contains a regularization term that nudges particles toward becoming independent random variables. Based on this analysis, we derive computationally-feasible approximate regularization approaches that penalize the mutual information between pairs of particles, and avoid particle collapse. Moreover, the diffusion plays a role akin to a particle rejuvenation approach that aims to alleviate particle collapse. The VFP framework is very flexible. Different assumptions on prior and intermediate probability distributions can be used to implement the optimal drift, and localization and covariance shrinkage can be applied to alleviate the curse of dimensionality. A robust implicit-explicit method is discussed for the efficient integration of stiff McKean- Vlasov-Itˆo processes. Here, the effectiveness of the VFP framework is demonstrated on three progressively more challenging test problems, namely the Lorenz ’63, Lorenz ’96 and the quasi-geostrophic equations.

97 MATHEMATICS AND COMPUTING↗

Unconditionally stable implicit-explicit algorithms for coupled thermal stress waves

An unconditionally stable implicit-explicit method is proposed for the analysis of transient coupled thermal stress waves, and the computer-implementation aspects of the method are discussed. In the method proposed here, the mechanical displacement and temperature are used as independent variables. The resulting coupled finite element matrix equations are symmetric.

Liu, W. K.↗

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↗

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↗

A Comparison of GPU-Accelerated Multiphase CFD Solvers on the Polaris Supercomputer: Part 1

This report is in support of the Innovative and Novel Computational Impact on Theory and Experiment (INCITE) program sponsored by the U.S. Department of Energy (USDOE). With INCITE-level resources, one project, titled BubblyFlow, was granted computational resources for the 2025 calendar year on the Polaris supercomputer at the Argonne Leadership Computing Facility (ALCF). The project aims to conduct simulations to understand the fundamental characteristics of turbulent bubbly flow phenomena in nature. Staff at the ALCF and Argonne’s Computational Science division, along with collaborators at the City College of New York and University of Illinois at Chicago, helped a summer student to assess the accuracy and performance of two high performance computing (HPC) codes. Both codes, ImExLBM and FluTAS, are fundamentally different in their mathematical and numerical modeling. However, both may be used to solve the same physical problem. The collaboration sought to better understand the differences between both codes in terms of accuracy and efficiency. This would ultimately help the BubblyFlow project better utilize resources and establish a knowledge-base of code capabilities in future simulation campaigns. We compare ImExLBM and FluTAS, two high-performance multiphase computational fluid dynamics (CFD) solvers, in terms of physical fidelity, time-to-solution, and parallel efficiency. We validate ImExLBM (Implicit-Explicit Lattice Boltzmann Method) against a canonical benchmark and assess it’s performance relative to FluTAS (Fluid Transport Accelerated Solver), a well-established open-source CFD code.

97 MATHEMATICS AND COMPUTING↗

Calculation of external-internal flow fields for mixed-compression inlets

Supersonic inlet flows with mixed external-internal compressions were computed using a combined implicit-explicit (Beam-Warming-Steger/MacCormack) method for solving the three-dimensional unsteady, compressible Navier-Stokes equations in conservation form. Numerical calculations were made of various flows related to such inlet operations as the shock-wave intersections, subsonic spillage around the cowl lip, and inlet started versus unstarted conditions. Some of the computed results were compared with wind tunnel data.

Chyu, W. J.↗

Stage-local partitioned two-step runge-kutta methods for large systems of ordinary differential equations

We introduce stage-local partitioned two-step Runge-Kutta methods are an extension of standard two-step Runge-Kutta methods, which are an alternative to the standard additive two-step Runge-Kutta methods currently existing in the literature. Furthermore, these new schemes are designed with an eye towards truly N-partitioned systems and leverage local stage approximations to make several computationally interesting approximations viable. Specifically, the focus on local stage approximations makes possible the construction of truly asynchronous schemes, in the parallel sense, possible. In addition, we show that an implicit-explicit approach to these schemes can lead to methods that require the inversion of only local nonlinear systems.

Applied Dynamical Systems↗

Mixed time integration methods for transient thermal analysis of structures

The computational methods used to predict and optimize the thermal structural behavior of aerospace vehicle structures are reviewed. In general, two classes of algorithms, implicit and explicit, are used in transient thermal analysis of structures. Each of these two methods has its own merits. Due to the different time scales of the mechanical and thermal responses, the selection of a time integration method can be a different yet critical factor in the efficient solution of such problems. Therefore mixed time integration methods for transient thermal analysis of structures are being developed. The computer implementation aspects and numerical evaluation of these mixed time implicit-explicit algorithms in thermal analysis of structures are presented. A computationally useful method of estimating the critical time step for linear quadrilateral element is also given. Numerical tests confirm the stability criterion and accuracy characteristics of the methods. The superiority of these mixed time methods to the fully implicit method or the fully explicit method is also demonstrated.

Liu, W. K.↗

thornado+FLASH-X: A Hybrid Discontinuous Galerkin–Implicit-explicit and Finite-volume Framework for Neutrino-radiation Hydrodynamics in Core-collapse Supernovae

We present neutrino-transport algorithms implemented in the toolkit for high-order neutrino-radiation hydrodynamics (thornado) and their coupling to self-gravitating hydrodynamics within the adaptive mesh refinement–based multiphysics simulation framework FLASH-X. thornado, developed primarily for simulations of core-collapse supernovae (CCSNe), employs a spectral, six-species two-moment formulation with algebraic closure and special-relativistic observer corrections accurate to $\mathcal{O}(v/c)$, and uses discontinuous Galerkin (DG) methods for phase-space discretization combined with implicit-explicit time stepping. A key development is a nonlinear neutrino–matter coupling algorithm based on nested fixed-point iteration with Anderson acceleration, enabling fully implicit treatment of collisional processes, including energy-coupling interactions such as neutrino–electron scattering and pair production. Coupling to finite-volume (FV) hydrodynamics is achieved through a hybrid DG-FV representation of the fluid variables and operator-split evolution within FLASH-X. The implementation is verified using basic transport tests with idealized opacities and relaxation and deleptonization problems with tabulated microphysics. Spherically symmetric CCSN simulations demonstrate accuracy and robustness of the coupled scheme, including close agreement with the CCSN simulation code Chimera. An axisymmetric CCSN simulation further demonstrates the viability of DG-based neutrino transport for multidimensional supernova modeling within FLASH-X. thornado’s neutrino-transport solver is GPU-enabled using OpenMP offloading or OpenACC, and all CCSN applications included in this work use the GPU implementation. Together, these results establish a foundation for future enhancements in physics fidelity, numerical algorithms, and computational performance, for increasingly realistic large-scale CCSN simulations.

Endeve, Eirik [Oak Ridge National Laboratory (ORNL↗

Mixed time integration methods for transient thermal analysis of structures

The computational methods used to predict and optimize the thermal-structural behavior of aerospace vehicle structures are reviewed. In general, two classes of algorithms, implicit and explicit, are used in transient thermal analysis of structures. Each of these two methods has its own merits. Due to the different time scales of the mechanical and thermal responses, the selection of a time integration method can be a difficult yet critical factor in the efficient solution of such problems. Therefore mixed time integration methods for transient thermal analysis of structures are being developed. The computer implementation aspects and numerical evaluation of these mixed time implicit-explicit algorithms in thermal analysis of structures are presented. A computationally-useful method of estimating the critical time step for linear quadrilateral element is also given. Numerical tests confirm the stability criterion and accuracy characteristics of the methods. The superiority of these mixed time methods to the fully implicit method or the fully explicit method is also demonstrated.

Liu, W. K.↗

Fourier-Legendre spectral methods for incompressible channel flow

An iterative collocation technique is described for modeling implicit viscosity in three-dimensional incompressible wall bounded shear flow. The viscosity can vary temporally and in the vertical direction. Channel flow is modeled with a Fourier-Legendre approximation and the mean streamwise advection is treated implicitly. Explicit terms are handled with an Adams-Bashforth method to increase the allowable time-step for calculation of the implicit terms. The algorithm is applied to low amplitude unstable waves in a plane Poiseuille flow at an Re of 7500. Comparisons are made between results using the Legendre method and with Chebyshev polynomials. Comparable accuracy is obtained for the perturbation kinetic energy predicted using both discretizations.

Zang, T. A.↗

Studies of implicit and explicit solution techniques in transient thermal analysis of structures

Studies aimed at an increase in the efficiency of calculating transient temperature fields in complex aerospace vehicle structures are reported. The advantages and disadvantages of explicit and implicit algorithms are discussed and a promising set of implicit algorithms with variable time steps, known as GEARIB, is described. Test problems, used for evaluating and comparing various algorithms, are discussed and finite element models of the configurations are described. These problems include a coarse model of the Space Shuttle wing, an insulated frame tst article, a metallic panel for a thermal protection system, and detailed models of sections of the Space Shuttle wing. Results generally indicate a preference for implicit over explicit algorithms for transient structural heat transfer problems when the governing equations are stiff (typical of many practical problems such as insulated metal structures). The effects on algorithm performance of different models of an insulated cylinder are demonstrated. The stiffness of the problem is highly sensitive to modeling details and careful modeling can reduce the stiffness of the equations to the extent that explicit methods may become the best choice. Preliminary applications of a mixed implicit-explicit algorithm and operator splitting techniques for speeding up the solution of the algebraic equations are also described.

Adelman, H. M.↗

Improvement of mixed time implicit-explicit algorithms for thermal analysis of structures

Computer implementation aspects and numerical evaluation of the recently introduced mixed time implicit-explicit algorithms in thermal analysis of structures are presented. A computationally useful method of estimating the critical time step for a linear quadrilateral element is given herein for the methods introduced by Liu and co-workers. Numerical tests confirm the stability criterion and accuracy characteristics of the methods. The superiority of these mixed time methods to the fully implicit method or the fully explicit method is also demonstrated.

Liu, W. K.↗

Application of the Hughes-LIU algorithm to the 2-dimensional heat equation

An implicit explicit algorithm for the solution of transient problems in structural dynamics is described. The method involved dividing the finite elements into implicit and explicit groups while automatically satisfying the conditions. This algorithm is applied to the solution of the linear, transient, two dimensional heat equation subject to an initial condition derived from the soluton of a steady state problem over an L-shaped region made up of a good conductor and an insulating material. Using the IIT/PRIME computer with virtual memory, a FORTRAN computer program code was developed to make accuracy, stability, and cost comparisons among the fully explicit Euler, the Hughes-Liu, and the fully implicit Crank-Nicholson algorithms. The Hughes-Liu claim that the explicit group governs the stability of the entire region while maintaining the unconditional stability of the implicit group is illustrated.

Malkus, D. S.↗

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↗

Moment-based adaptive time integration for thermal radiation transport

Here, in this paper we develop a framework for moment-based adaptive time integration of deterministic multifrequency thermal radiation transpot (TRT). We generalize our recent semi-implicit-explicit (IMEX) integration framework for gray TRT to multifrequency TRT, and also introduce a semi-implicit variation that facilitates higher-order integration of TRT, where each stage is implicit in all components except opacities. To appeal to the broad literature on adaptivity with Runge–Kutta methods, we derive new embedded methods for four asymptotic preserving IMEX Runge–Kutta schemes we have found to be robust in our previous work on TRT and radiation hydrodynamics. We then use a moment-based high-order-low-order representation of the transport equations. Due to the high dimensionality, memory is always a concern in simulating TRT. We form error estimates and adaptivity in time purely based on temperature and radiation energy, for a trivial overhead in computational cost and memory usage compared with the base second order integrators. We then test the adaptivity in time on the tophat and Larsen problem, demonstrating the ability of the adaptive algorithm to naturally vary the timestep across 4–5 orders of magnitude, ranging from the dynamical timescales of the streaming regime to the thick diffusion limit.

97 MATHEMATICS AND COMPUTING↗

An implicit-explicit time splitting strategy for the far SOL plasma fluid model with DG-FEM discretization

We consider a far scrape-off layer (SOL) plasma fluid model of ions that is governed by a Braginskiitype model: a one-dimensional, nonlinear system of advection-diffusion equations coupled with a diffusion equation for neutral particles. Our motivation for studying this system arises from the coupling between the edge plasma and radio-frequency (RF) heating, where solving a far SOL plasma fluid model provides critical insights into edge plasma dynamics. Numerical simulations of plasma fluid models require advanced computational techniques to achieve both efficiency and accuracy, especially when resolving the boundary layer in magnetically confined plasmas. In this work, we propose an implicit-explicit time operator splitting strategy that allows for an efficient solution algorithm, where the diffusive terms are treated semi-implicitly requiring only a linear solve, while the advection part is handled explicitly using a strong-stability-preserving Runge-Kutta (SSP-RK3) scheme. This leads to a fully decoupled system in which the diffusion and advection sub-problems can be solved separately, simplifying the overall solution procedure and allowing for efficient parallelization, which is particularly relevant for exploring the impact of RF heating on the SOL plasma. The main challenge of the discretization is due to the strong coupling between diffusion and advection, particularly through the boundary conditions. This makes implementation of such a scheme in an accurate and stable manner nontrivial. We discuss in detail how to split the equations and manage boundary conditions to maintain stability and well-posedness for each subsystem. We also describe a spatial discretization approach, based on the discontinuous Galerkin finite element method (DG-FEM) and present numerical results for a one-dimensional system.

Burkovska, Olena [ORNL] (ORCID:0000000163101130)↗