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At least 19 records

Handling Iterative Solvers in an Algorithmic Differentiation Framework Using Implicit Methods

Differentiable programming is a powerful concept as it enables the seemly propagation of gradients through functions, algorithms, and/or whole physics simulations. These gradients are useful for a wide variety of applications, including sensitivity studies and machine learning, but one of particular interest is optimization. Gradient-based optimization, enabled through automatic/algorithmic differentiation (AD), can be used on predictive physical models to efficiently optimize a set of design variables. AD methods are a particularly promising approach to complex physics simulations because they can be shown to scale well with an increasing number of design variables; however, care must be taken when coupling between different models or different states of a single model.

algorithmic differentiation↗

Implicit–explicit multirate infinitesimal stage-restart methods

Implicit–Explicit (IMEX) methods are flexible numerical time integration methods which solve an initial-value problem (IVP) that is split into stiff and nonstiff processes with the goal of lower computational costs than a purely implicit or explicit approach. A complementary form of flexible IVP solvers are multirate infinitesimal methods for problems split into fast- and slow-changing dynamics, that solve a multirate IVP by evolving a sequence of “fast” IVPs using any suitably accurate algorithm. This article introduces a new class of high-order implicit–explicit multirate methods that are designed for multirate IVPs in which the slow-changing dynamics are further split in an IMEX fashion. This new class, which we call implicit–explicit multirate infinitesimal stage-restart (IMEX-MRI-SR), both improves upon the previous implicit–explicit multirate infinitesimal generalized-structure additive Runge Kutta (IMEX-MRI-GARK) methods by allowing for far easier creation of new embedded methods, and extends multirate exponential Runge Kutta (MERK) methods by allowing the fast-changing dynamics to be nonlinear and the methods to be implicit. We leverage GARK theory to derive conditions for orders of accuracy up to four, and we provide second- and third-order accurate example methods, which are the first known embedded MRI methods with IMEX structure. We then perform numerical simulations demonstrating convergence rates and computational performance in both fixed-step and adaptive-step settings.

96 KNOWLEDGE MANAGEMENT AND PRESERVATION↗

On High-Order/Low-Order and Micro-Macro Methods for Implicit Time-Stepping of the BGK Model

In this paper, a high-order/low-order (HOLO) method is combined with a micro-macro (MM) decomposition to accelerate iterative solvers in fully implicit time-stepping of the Bhatnagar–Gross–Krook (BGK) equation for gas dynamics. The MM formulation represents a kinetic distribution as the sum of a local Maxwellian and a perturbation. In highly collisional regimes, the perturbation away from initial and boundary layers is small and can be compressed to reduce the overall storage cost of the distribution. The convergence behavior of the MM methods, the usual HOLO method, and the standard source iteration method is analyzed on a linear BGK model. Both the HOLO and MM methods are implemented using a discontinuous Galerkin (DG) discretization in phase space, which naturally preserves the consistency between high- and low-order models required by the HOLO approach. Furthermore, the accuracy and performance of these methods are compared on the Sod shock tube problem and a sudden wall heating boundary layer problem. Overall, the results demonstrate the robustness of the MM and HOLO approaches and illustrate the compression benefits enabled by the MM formulation when the kinetic distribution is near equilibrium.

BGK model↗

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

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

61 RADIATION PROTECTION AND DOSIMETRY↗

A fully implicit, asymptotic-preserving, semi-Lagrangian algorithm for the time dependent anisotropic heat transport equation

In this paper, we extend the operator-split asymptotic-preserving, semi-Lagrangian algorithm for time dependent anisotropic heat transport equation proposed in Chacón et al. (2014) [18] to use a fully implicit time integration with backward differentiation formulas. The proposed implicit method can deal with arbitrary heat-transport anisotropy ratios $\mathcal{X}$∥ /$ \mathcal{X}$⟂ $\ggg$ 1 (with $\mathcal{X}$∥, $ \mathcal{X}$⟂ the parallel and perpendicular heat diffusivities, respectively) in complicated magnetic field topologies in an accurate and efficient manner. Further, the implicit algorithm is second-order accurate temporally and demonstrates an accurate treatment at boundary layers (e.g., island separatrices), which was not ensured by the operator-split implementation. The condition number of the resulting algebraic system is independent of the anisotropy ratio, and is inverted with preconditioned GMRES. We propose a simple preconditioner that renders the finite-dimensional linear operator compact, resulting in mesh-independent convergence rates for topologically simple magnetic fields, and convergence rates scaling as ~ (NΔt) 1/4 (with N the total mesh size and Δt the timestep) in topologically complex magnetic-field configurations. We demonstrate the accuracy and performance of the approach with test problems of varying complexity, including an analytically tractable boundary-layer problem in a straight magnetic field, and a topologically complex magnetic field featuring magnetic islands with extreme anisotropy ratios $\mathcal{X}$∥ /$ \mathcal{X}$⟂ = 10 10 ) .

97 MATHEMATICS AND COMPUTING↗

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↗

Sequential formulation of all‐way coupled finite strain thermoporomechanics for largely deformable gas hydrate deposits

We develop a numerically stable sequential formulation of thermoporomechanics for largely deformable gas hydrate deposits, extended from the fixed stress split of infinitesimal transformation. Constitutive equations are based on the total Lagrangian approach for both flow and geomechanics, including dynamic full tensor permeability and thermal conductivity updated from the deformation gradient. For space discretization, we take the cell-centered finite volume and node-based finite element method for flow and geomechanics, respectively. Then, we propose a sequential implicit method for all-way coupled thermoporomechanics, where the nonisothermal multiphase flow problem of gas hydrates is solved implicitly first and then the geomechanics problem is solved implicitly at the next step. During solution of the flow problem, we fix the rate of first Pioal total stress for numerical stability as well as apply porosity correction and entropy correction to account for geomechanical effects. We test numerical examples where flow and geomechanics parameters are based on deep oceanic gas hydrate deposits. When applying depressurization, even though the results between the infinitesimal transformation and finite strain geomechanics are similar in the early stages due to small deformation, we find differences between them in the late times as deformation becomes large. Accordingly, permeability and thermal conductivity tensors become nonisotropic full tensors although they are initially isotropic. Furthermore, we identify numerical stability of the developed sequential method from the test cases that exhibit the highly complex coupled gas hydrate systems with large deformation. Thus, the proposed sequential formulation can be applied in largely deformable gas hydrate systems.

42 ENGINEERING↗

Additive Polynomial Time Integrators, Part I: Framework and Fully Implicit-Explicit Collocation Methods

In this paper we generalize the polynomial time integration framework to additively partitioned initial value problems. The framework we present is general and enables the construction of many new families of additive integrators with arbitrary order-of-accuracy and varying degree of implicitness. In this first work, we focus on a new class of implicit-explicit polynomial block methods that are based on fully implicit Runge–Kutta methods with Radau nodes and that possess high stage order. Here, we show that the new fully implicit-explicit (FIMEX) integrators have improved stability compared to existing IMEX Runge–Kutta methods, while also being more computationally efficient due to recent developments in preconditioning techniques for solving the associated systems of nonlinear equations. For PDEs on periodic domains where the implicit component is trivial to invert, we will show how parallelization of the right-hand side evaluations can be exploited to obtain significant speedup compared to existing serial IMEX Runge–Kutta methods. For parallel (in space) finite element discretizations, the new methods can achieve orders of magnitude better accuracy than existing IMEX Runge–Kutta methods and/or achieve a given accuracy several times times faster in terms of computational runtime.

97 MATHEMATICS AND COMPUTING↗

Fast explicit solutions for neutrino-electron scattering: Explicit asymptotic methods

Here, we present results of explicit asymptotic approximations applied to neutrino-electron scattering in a representative model of neutrino population evolution under conditions characteristic of core-collapse supernova explosions or binary neutron star mergers. It is shown that this approach provides stable solutions of these stiff systems of equations, with accuracy and time stepping comparable to that for standard implicit treatments such as backward Euler, fixed point iteration, and Anderson-accelerated fixed point iteration. Because each time step can be computed more rapidly with the explicit asymptotic approximation than with implicit methods, this suggests that algebraically stabilized explicit integration methods could be used to compute neutrino evolution coupled to hydrodynamics more efficiently in stellar explosions and mergers than the methods currently in use.

79 ASTRONOMY AND ASTROPHYSICS↗

Jacobian-free Newton–Krylov method for the simulation of non-thermal plasma discharges with high-order time integration and physics-based preconditioning

A preconditioning framework for the numerical simulation of non-thermal streamer discharges is developed using the Jacobian-free Newton-Krylov (JFNK) method. A reduced plasma fluid model is considered, consisting of electrons, one positive ion, one negative ion, and the electrostatic potential. Here, the plasma kinetics model includes ionization, electron-ion recombination, electron attachment, electron detachment, and ion-ion recombination. The governing equations are made dimensionless, discretized in space with finite differences, and integrated in time with a fully implicit method based on high-order backward differentiation formulas. The preconditioning framework is based on a linearized form of the governing equations and physics-based operator splitting. The efficiency of the preconditioning strategy is assessed through two test cases: streamer propagation between parallel plates and an axisymmetric pin-to-pin discharge. The fully implicit approach overcomes traditional restrictions in the time step size due to processes such as electron drift, electron diffusion, and dielectric relaxation. Excellent performance is observed through relevant statistics of the JFNK solver, although the number of linear iterations increases for the pin-to-pin discharge when nonlinear numerical boundary conditions are imposed at the electrodes. Performance studies show scalability with O(100-1000) processors for O(10M) unknowns with ample room for optimization.

72 PHYSICS OF ELEMENTARY PARTICLES AND FIELDS↗

Dynamic modelling of slip in a wind turbine spherical roller main bearing

This paper considers the problem of the dynamic modelling of macro slip in spherical roller bearings. By revisiting the fundamental physics which drive these systems, potential issues in existing models have been identified. Furthermore, in pure rolling conditions it was found that governing differential equations become "stiff", requiring the use of implicit methods of time integration. The problem of individual roller macro slip in a wind turbine main bearing is then investigated using a simplified representation of system dynamics. Model results indicate clear links between slip/friction and the operational strategy of the wind turbine, as well as significantly higher frictional effects in the downwind main bearing row. Due to modelling simplifications, these results should not yet be considered conclusive, with further work required.

17 WIND ENERGY↗

Symbolic construction of the chemical Jacobian of quasi-steady state (QSS) chemistries for Exascale computing platforms

The Quasi-Steady State Approximation (QSSA) can be an effective tool for reducing the size and stiffness of chemical mechanisms for implementation in computational reacting flow solvers. However, for many applications, the resulting model still requires implicit methods for efficient time integration. Here, in this paper, we outline an approach to formulating the QSSA reduction that is coupled with a strategy to generate C++ source code to evaluate the net species production rates, and the chemical Jacobian. The code-generation component employs a symbolic approach enabling a simple and effective strategy to analytically compute the chemical Jacobian. For computational tractability, the symbolic approach needs to be paired with common subexpression elimination which can negatively affect memory usage. Several solutions are outlined and successfully tested on a 3D multipulse ignition problem, thus allowing portable application across chemical model sizes and GPU capabilities. The implementation of the proposed method is available at https://github.com/AMReX-Combustion/PelePhysics under an open-source license.

37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗

On finite-dimensional smoothed-particle Hamiltonian reductions of the Vlasov equation

The inclusion of spatial smoothing in finite-dimensional particle-based Hamiltonian reductions of the Vlasov equation and related models is considered. Here, this work investigates the underlying Hamiltonian structure of such smoothed particle-based methods for Hamiltonian systems and the small-scale regularization such methods implicitly make in approximating the continuum theory. In the context of the Vlasov–Poisson equation and other mean-field Lie–Poisson systems, of which Vlasov–Poisson is a special case, smoothing amounts to a convolutive regularization of the Hamiltonian. This regularization may be interpreted as a change of the inner product structure used to identify the dual space in the Lie–Poisson Hamiltonian formulation. In particular, the shape function used for spatial smoothing may be identified as the kernel function of a reproducing kernel Hilbert space whose inner product is used to define the Lie–Poisson Hamiltonian structure. It is likewise possible to introduce smoothing in the Vlasov–Maxwell system, but in this case the Poisson bracket must be modified rather than the Hamiltonian. The smoothing applied to the Vlasov–Maxwell system is incorporated by inserting smoothing in the map from canonical to kinematic coordinates. In the filtered system, the Lorentz force law and the current, the two terms coupling the Vlasov equation with Maxwell’s equations, are spatially smoothed.

Hamiltonian mechanics↗

Electromagnetic Transient Simulation of Photovoltaic Inverter Using Implicit-Explicit Solver

This paper introduces the implementation of electromagnetic transient (EMT) simulations of a photovoltaic (PV) inverter module using the Implicit-Explicit (ImEx) solver in the Suite of Nonlinear and Differential/Algebraic Equation Solvers (SUNDIALS). This study demonstrates the effectiveness of the ImEx solver in overcoming the challenges inherent in simulating the complex dynamics of PV inverter modules. Furthermore, using SUNDIALS’ ImEx solver module ARKODE for EMT simulation automates key aspects of the process, such as numerical integration, providing substantial benefits including enhanced consistency, faster implementation, reduced human error, and the capability to handle the complexities of advanced numerical integration. By conducting comparative simulations with an implicit method used in commercial software, the research showcases the ImEx solver’s capability in achieving high accuracy and reliability. Results indicate that leveraging the ImEx approach significantly enhances modeling fidelity and reduces simulation setup times, offering a promising tool for the EMT analysis of PV inverter systems in power electronics-dominated power grids.

Choi, Jongchan [ORNL] (ORCID:000000025952455X)↗

MrHyDE v.1.0

SAND2024-01324O MrHyDE, which stands for Multi-resolution Hybridized Differential Equations, is a general-purpose C++ package for the solution of coupled multiphysics and multiscale systems on massively parallel computing systems. MrHyDE is designed to enable moving beyond forward simulation for multiscale applications which includes optimization, control, uncertainty quantification, and stochastic inversion. The framework provides interfaces to several packages within the Trilinos framework and leverages automatic differentiation to enable adjoint capabilities for large-scale, gradient-based optimization. MrHyDE provides automated multiscale capabilities through a subgrid model interface and multiscale Dirichlet-to-Neumann maps. For extreme-scale applications, MrHyDE provides in situ data-compression algorithms to reduce memory requirements while maintaining performance. MrHyDE is a general-purpose, computational framework for the solution of multiscale and multiphysics applications. It uses a combination of structure-preserving, physics-compatible discretizations, fully implicit methods, multi-resolution schemes, or fully explicit methods. Sandia National Laboratories is a multimission laboratory managed and operated by National Technology & Engineering Solutions of Sandia, LLC, a wholly owned subsidiary of Honeywell International Inc., for the U.S. Department of Energy’s National Nuclear Security Administration under contract DE-NA0003525.

SciDAC↗

The Nuclear Reaction Network WinNet

Abstract We present the state-of-the-art single-zone nuclear reaction network WinNet , which is capable of calculating the nucleosynthetic yields of a large variety of astrophysical environments and conditions. This ranges from the calculation of the primordial nucleosynthesis, where only a few nuclei are considered, to the ejecta of neutron star mergers with several thousands of involved nuclei. Here we describe the underlying physics and implementation details of the reaction network. We additionally present the numerical implementation of two different integration methods, the implicit Euler method and Gears method, along with their advantages and disadvantages. We furthermore describe basic example cases of thermodynamic conditions that we provide together with the network and demonstrate the reliability of the code by using simple test cases. With this publication, WinNet will be publicly available and open source at GitHub and Zenodo.

73 NUCLEAR PHYSICS AND RADIATION PHYSICS↗

A Fully Explicit Integrator for Modeling Astrophysical Reactive Flows

Simulating complex astrophysical reacting flows is computationally expensive—reactions are stiff and typically require implicit integration methods. The reaction update is often the most expensive part of a simulation, which motivates the exploration of more economical methods. In this research note, we investigate how the explicit Runge–Kutta–Chebyshev (RKC) method performs compared to an implicit method when applied to astrophysical reactive flows. These integrators are applied to simulations of X-ray bursts arising from unstable thermonuclear burning of accreted fuel on the surface of neutron stars. We show that the RKC method performs with similar accuracy to our traditional implicit integrator, but is more computationally efficient when run on CPUs.

GPU computing↗