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DOE OSTI2020

Nonlinear Elimination Applied to Radiation Diffusion

We apply a nonlinearly preconditioned, quasi-Newton framework to accelerate the numerical solution of the thermal radiative transfer (TRT) equations. This framework was inspired by the unpublished method that has existed for years in Teton, Lawrence Livermore National Laboratory’s deterministic TRT code. In this paper, we cast this iteration scheme within a formal nonlinear preconditioning framework and compare its performance against other iteration schemes in the framework. With proper choices of iteration controls for the various levels of the solver, we can recover the standard linearized one-step method, a full nonlinear Newton scheme, as well as the method in Teton. In brief, the nonlinear preconditioning TRT scheme formally eliminates the material temperature equation from the nonlinear system in a nonlinear analog of a Schur complement. This nonlinear elimination step involves solving a decoupled nonlinear equation for each spatial degree of freedom and is therefore inexpensive. By applying a quasi-Newton iteration scheme on the new system, we obtain a three-level iteration scheme that is at least as efficient as commonly used TRT schemes. The new method allows full convergence to the nonlinear backward Euler time-discretized system, increasing accuracy and robustness, while using a similar number of linear iterations as the more common linearized one-step methods Eq. (4).

77 NANOSCIENCE AND NANOTECHNOLOGY↗

DOE OSTI2025

Two-level overlapping additive Schwarz preconditioner for training scientific machine learning applications

In this work we introduce a novel two-level overlapping additive Schwarz preconditioner for accelerating the training of scientific machine learning applications. The design of the proposed preconditioner is motivated by the nonlinear two-level overlapping additive Schwarz preconditioner. The neural network parameters are decomposed into groups (subdomains) with overlapping regions. In addition, the network’s feed-forward structure is indirectly imposed through a novel subdomain-wise synchronization strategy and a coarse-level training step. Through a series of numerical experiments, which consider physicsinformed neural networks and operator learning approaches, we demonstrate that the proposed two-level preconditioner significantly speeds up the convergence of the standard (LBFGS) optimizer while also yielding more accurate machine learning models. Moreover, the devised preconditioner is designed to take advantage of model-parallel computations, which can further reduce the training time.

97 MATHEMATICS AND COMPUTING↗

DOE OSTI2020

Solving Coupled Cluster Equations by the Newton Krylov Method

We describe using the Newton Krylov method to solve the coupled cluster equation. The method uses a Krylov iterative method to compute the Newton correction to the approximate coupled cluster amplitude. The multiplication of the Jacobian with a vector, which is required in each step of a Krylov iterative method such as the Generalized Minimum Residual (GMRES) method, is carried out through a finite difference approximation, and requires an additional residual evaluation. The overall cost of the method is determined by the sum of the inner Krylov and outer Newton iterations. We discuss the termination criterion used for the inner iteration and show how to apply pre-conditioners to accelerate convergence. We will also examine the use of regularization technique to improve the stability of convergence and compare the method with the widely used direct inversion of iterative subspace (DIIS) methods through numerical examples.

37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗

DOE OSTI2025

Parallel-in-Time Solution of Scalar Nonlinear Conservation Laws

Here, we consider the parallel-in-time solution of scalar nonlinear conservation laws in one spatial dimension. The equations are discretized in space with a conservative finite-volume method using weighted essentially nonoscillatory (WENO) reconstructions, and in time with high-order explicit Runge–Kutta methods. The solution of the global, discretized space-time problem is sought via a nonlinear iteration that uses a novel linearization strategy in cases of nondifferentiable equations. Under certain choices of discretization and algorithmic parameters, the nonlinear iteration coincides with Newton’s method, although, more generally, it is a preconditioned residual correction scheme. At each nonlinear iteration, the linearized problem takes the form of a certain discretization of a linear conservation law over the space-time domain in question. An approximate parallel-in-time solution of the linearized problem is computed with a single multigrid reduction-in-time (MGRIT) iteration; however, any other effective parallel-in-time method could be used in its place. The MGRIT iteration employs a novel coarse-grid operator that is a modified conservative semi-Lagrangian discretization and generalizes those we have developed previously for nonconservative scalar linear hyperbolic problems. Numerical tests are performed for the inviscid Burgers and Buckley–Leverett equations. For many test problems, the solver converges in just a handful of iterations with a convergence rate independent of mesh resolution, including problems with (interacting) shocks and rarefactions.

97 MATHEMATICS AND COMPUTING↗

DOE OSTI2025

Parallel-in-Time Solution of Hyperbolic PDE Systems via Characteristic-Variable Block Preconditioning

We consider the parallel-in-time solution of both linear and nonlinear hyperbolic partial differential equation (PDE) systems in one spatial dimension. In the nonlinear setting, the discretized equations are solved with a preconditioned residual iteration based on a global linearization. The linear(ized) equation systems are approximately solved parallel-in-time using a block preconditioner applied in the characteristic variables of the underlying linear(ized) hyperbolic PDE. This change of variables is motivated by the observation that intervariable coupling between characteristic variables is weak, at least locally where spatio-temporal variations in the eigenvectors of the associated flux Jacobian are sufficiently small, while that between the original variables is not. For an ℓ-dimensional system of PDEs, applying the preconditioner consists of solving a sequence of ℓ scalar linear(ized)-advection-like problems, each associated with a different characteristic wave-speed in the underlying linear(ized) PDE. Furthermore, we approximately solve these linear advection problems using multigrid reduction-in-time (MGRIT); however, any other suitable parallel-in-time method could be used. Numerical examples are shown for the (linear) acoustics equations in heterogeneous media and for the (nonlinear) shallow water equations and Euler equations of gas dynamics with shocks and rarefactions. For many test problems, the solver converges in just a handful of iterations and with mesh-independent convergence rates.

97 MATHEMATICS AND COMPUTING↗

DOE OSTI2022

Preconditioning for Hyper-reduction in Reduced Order Models

Many projection-based reduced order models (pROM) that utilize the governing equation and data to accelerate physical simulations can be applied to nonlinear dynamical systems. To avoid full order model (FOM) scale update for each time step, hyperreduction techniques are developed to sample high dimensional nonlinear terms. Our study aims to investigate if preconditioning the least-squares problem used for the nonlinear approximation can improve the robustness of the condition number of the problem while achieving high accuracy. In our study, we use the row-normalization matrix motivated by the Christoffel function as the preconditioner and solve the corresponding weighted least-squares problem. Numerical results for Lagrangian hydrodynamics examples are analyzed to explore how the preconditioner works compared to existing hyper-reduction techniques.

97 MATHEMATICS AND COMPUTING↗

DOE OSTI2023

On a fully-implicit VMS-stabilized FE formulation for low Mach number compressible resistive MHD with application to MCF

This study presents the development and evaluation of a fully-implicit variational multiscale (VMS) stabilized unstructured finite element (FE) formulation for compressible magnetohydrodynamics (MHD) model, at low Mach number regime. The model describes the dynamics of a compressible conducting fluid in the low Mach number limit 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 phenomena. The specific applications that motivate this study are macroscopic simulations of the longer time-scale stability and disruptions of magnetic confinement fusion (MCF) devices, specifically the ITER tokamak. The discussion considers the development of the VMS FE representation, the structure of the stabilizing terms that deal with significant convective flows, the stabilization of the nearly incompressible response of the fluid flow, and the stabilization of the constraint that enforces the solenoidal involution on the magnetic field. The nonlinear discretized system is solved with scalable preconditioned Newton–Krylov iterative methods, which employs a multiphysics block preconditioning method based on approximate block factorizations and Schur complements. The study presents an evaluation of the VMS method on a 2D cartesian tearing mode instability, and illustrates the scalability of the solvers on MCF relevant problems. A set of results are also presented for longer time-scale stability and disruptions for the ITER tokamak. These include a vertical displacement event (VDE), and a (1,1) internal kink mode. Here, the formulation is demonstrated to be scalable and also reasonably robust with respect to the Lundquist number scaling.

42 ENGINEERING↗

DOE OSTI2023

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↗

DOE OSTI2025

An Adaptive Newton-Based Free-Boundary Grad–Shafranov Solver

Equilibria in magnetic confinement devices result from force balancing between the Lorentz force and the plasma pressure gradient. In an axisymmetric configuration like a tokamak, such an equilibrium is described by an elliptic equation for the poloidal magnetic flux, commonly known as the Grad–Shafranov equation. It is challenging to develop a scalable and accurate free-boundary Grad–Shafranov solver, since it is a fully nonlinear optimization problem that simultaneously solves for the magnetic field coil current outside the plasma to control the plasma shape. In this work, we develop a Newton-based free-boundary Grad–Shafranov solver using adaptive finite elements and preconditioning strategies. The free-boundary interaction leads to the evaluation of a domain-dependent nonlinear form of which its contribution to the Jacobian matrix is achieved through shape calculus. The optimization problem aims to minimize the distance between the plasma boundary and specified control points while satisfying two nontrivial constraints, which correspond to the nonlinear finite element discretization of the Grad–Shafranov equation and a constraint on the total plasma current involving a nonlocal coupling term. The linear system is solved by a block factorization, and AMG is called for subblock elliptic operators. The unique contributions of this work include the treatment of a global constraint, preconditioning strategies, nonlocal reformulation, and the implementation of adaptive finite elements. Furthermore, it is found that the resulting Newton solver is robust, successfully reducing the nonlinear residual to 1e-6 and lower in a small handful of iterations while addressing the challenging case to find a Taylor state equilibrium where conventional Picard-based solvers fail to converge.

70 PLASMA PHYSICS AND FUSION TECHNOLOGY↗

DOE OSTI2020

Simulating coupled surface–subsurface flows with ParFlow v3.5.0: capabilities, applications, and ongoing development of an open-source, massively parallel, integrated hydrologic model

Surface flow and subsurface flow constitute a naturally linked hydrologic continuum that has not traditionally been simulated in an integrated fashion. Recognizing the interactions between these systems has encouraged the development of integrated hydrologic models (IHMs) capable of treating surface and subsurface systems as a single integrated resource. IHMs are dynamically evolving with improvements in technology, and the extent of their current capabilities are often only known to the developers and not general users. This article provides an overview of the core functionality, capability, applications, and ongoing development of one open-source IHM, ParFlow. ParFlow is a parallel, integrated, hydrologic model that simulates surface and subsurface flows. ParFlow solves the Richards equation for three-dimensional variably saturated groundwater flow and the two-dimensional kinematic wave approximation of the shallow water equations for overland flow. The model employs a conservative centered finite-difference scheme and a conservative finite-volume method for subsurface flow and transport, respectively. ParFlow uses multigrid-preconditioned Krylov and Newton–Krylov methods to solve the linear and nonlinear systems within each time step of the flow simulations. The code has demonstrated very efficient parallel solution capabilities. ParFlow has been coupled to geochemical reaction, land surface (e.g., the Common Land Model), and atmospheric models to study the interactions among the subsurface, land surface, and atmosphere systems across different spatial scales. This overview focuses on the current capabilities of the code, the core simulation engine, and the primary couplings of the subsurface model to other codes, taking a high-level perspective.

58 GEOSCIENCES↗

DOE OSTI2021

Tusas: A fully implicit parallel approach for coupled phase-field equations

In this study, we develop a fully-coupled, fully-implicit approach for phase-field modeling of solidification in metals and alloys. Predictive simulation of solidification in pure metals and metal alloys remains a significant challenge in the field of materials science, as microstructure formation during the solidification process plays a critical role in the properties and performance of the solid material. Our simulation approach consists of a finite element spatial discretization of the fully-coupled nonlinear system of partial differential equations at the microscale, which is treated implicitly in time with a preconditioned Jacobian-free Newton-Krylov method. The approach is algorithmically scalable as well as efficient due to an effective preconditioning strategy based on algebraic multigrid and block factorization. We implement this approach in the open-source Tusas framework, which is a general, flexible tool developed in C++ for solving coupled systems of nonlinear partial differential equations. The performance of our approach is analyzed in terms of algorithmic scalability and efficiency, while the computational performance of Tusas is presented in terms of parallel scalability and efficiency on emerging heterogeneous architectures. We demonstrate that modern algorithms, discretizations, and computational science, and heterogeneous hardware provide a robust route for predictive phase-field simulation of microstructure evolution during additive manufacturing.

97 MATHEMATICS AND COMPUTING↗

DOE OSTI2021

Preconditioners for multiphase poromechanics with strong capillarity

This paper aims to enhance the performance of Newton–Krylov solvers for coupled poromechanical problems with two-phase flow. In particular, we investigate the impact of capillary pressure on preconditioning strategies. Capillarity complicates the coupling between the solid deformation and fluid pressure degrees of freedom, as well as increases the nonlinearity of the system. Depending on the capillary pressure relation used in the constitutive formulation, the flow equations may exhibit a spectrum of advection-dominated to diffusion-dominated behavior. We propose preconditioning approaches that account for this behavior and lead to robust numerical performance within a broad range of regimes.

42 ENGINEERING↗

DOE OSTI2025

Implicit full-F simulations of neoclassical ion transport

The development of implicit time integration capabilities for axisymmetric full-F continuum simulations of ion neoclassical transport is reported. The approach involves the implicit treatment of the gyrokinetic Vlasov equation coupled to the nonlinear Fokker–Planck collision model in the long-wavelength limit approximation. To facilitate implicit simulations, advanced preconditioning of individual physics operators is developed, and a global multi-physics preconditioner is constructed by adopting an operator splitting methodology. The algorithm is implemented in the finite-volume code COGENT and is applied to study neoclassical transport properties for both the main ion species and the lithium impurity species in the closed-field-line region of the LTX- β tokamak. The implicit COGENT simulations elucidate the role of non-local transport effects, while demonstrating substantial speedup over the corresponding explicit approach.

Dorf, Mikhail [Lawrence Livermore National Laborat↗

DOE OSTI2022

Preconditioned least‐squares Petrov–Galerkin reduced order models

Abstract In this article, we introduce a methodology for improving the accuracy and efficiency of reduced order models (ROMs) constructed using the least‐squares Petrov–Galerkin (LSPG) projection method through the introduction of preconditioning. Unlike prior related work, which focuses on preconditioning the linear systems arising within the ROM numerical solution procedure to improve linear solver performance, our approach leverages a preconditioning matrix directly within the minimization problem underlying the LSPG formulation. Applying preconditioning in this way has the potential to improve ROM accuracy for several reasons. First, preconditioning the LSPG formulation changes the norm defining the residual minimization, which can improve the residual‐based stability constant bounding the ROM solution's error. The incorporation of a preconditioner into the LSPG formulation can have the additional effect of scaling the components of the residual being minimized to make them roughly of the same magnitude, which can be beneficial when applying the LSPG method to problems with disparate scales (e.g., dimensional equations, multi‐physics problems). Importantly, we demonstrate that an “ideal preconditioned” LSPG ROM (a ROM in which the preconditioner is the inverse of the Jacobian of its corresponding full order model) emulates projection of the full order model solution increment onto the reduced basis. This quantity defines a lower bound on the error of a ROM solution for a given reduced basis. By designing preconditioners that approximate the Jacobian inverse—as is common in designing preconditioners for solving linear systems—it is possible to obtain a ROM whose error approaches this lower bound. The proposed approach is evaluated on several mechanical and thermo‐mechanical problems implemented within the Albany HPC code and run in the predictive regime, with prediction across material parameter space. We demonstrate numerically that the introduction of simple Jacobi, Gauss‐Seidel, and ILU preconditioners into the proper orthogonal decomposition/LSPG formulation reduces significantly the ROM solution error, the reduced Jacobian condition number, the number of nonlinear iterations required to reach convergence, and the wall time (thereby improving efficiency). Moreover, our numerical results reveal that the introduction of preconditioning can deliver a robust and accurate solution for test cases in which the unpreconditioned LSPG method fails to converge.

Lindsay, Payton↗

DOE OSTI2026

Integral Kernel Methods for Nonlinear Parabolic-Elliptic Systems

Nonlinear parabolic-elliptic systems arise in many physical, biological, and chemical phenomena such as chemotaxis, ion transport, self-gravitating particles, and Brownian vortices. Existing methods struggle with the strong coupling and high nonlinearity and nonlocality of some of these systems, especially the ill-conditioned, convection-dominated problems. To overcome numerical difficulties, current approaches rely on initial guesses, preconditioning, or iterative techniques with no convergence guarantees. They might suffer from poor scalability, large memory usage, and difficulty to parallelize. Inspired by the connection of parabolic-elliptic systems to stochastic processes, we introduce a novel meshless, monolithic, and fully explicit method that naturally encapsulates the elliptic and parabolic operators into a single step which updates each node deterministically with global information. By being fully quadrature-based, it avoids solving systems of discretized equations and does not utilize initial guesses or preconditioning, while requiring little memory and being easy to parallelize. We first derive the method in an integral kernel formulation with quadratic complexity in the number of integration nodes and then leverage kernel-independent fast multipole methods (FMM) to present a scalable algorithm with linear complexity. We provide numerical examples for the Poisson-Nernst-Planck equations in one, two, and three dimensions, together with the derivation of the integral kernel for each case. Furthermore, the examples demonstrate the fast convergence and scalability of the FMM-accelerated algorithm, as well as its suitability for convection-dominated problems, making it competitive against traditional PDE solvers.

PDE systems↗

DOE OSTI2025

A robust fourth-order finite-difference discretization for the strongly anisotropic transport equation in magnetized plasmas

We propose a second-order temporally implicit, fourth-order-accurate spatial discretization scheme for the strongly anisotropic heat transport equation characteristic of hot, fusion-grade plasmas. Following Du Toit et al. (2018), the scheme transforms mixed-derivative diffusion fluxes (which are responsible for the lack of a discrete maximum principle) into nonlinear advective fluxes, amenable to nonlinear-solver-friendly monotonicity-preserving limiters. The scheme enables accurate multi-dimensional heat transport simulations with up to seven orders of magnitude of heat-transport-coefficient anisotropies with low cross-field numerical error pollution and excellent algorithmic performance, with the number of linear iterations scaling very weakly with grid resolution and grid anisotropy, and scaling with the square-root of the implicit timestep. We propose a multigrid preconditioning strategy based on a lower-order approximation that renders the scheme efficient and scalable under grid refinement. Several numerical tests are presented that display the expected spatial convergence rates and strong algorithmic performance, including fully nonlinear magnetohydrodynamics simulations of kink instabilities in a Bennett pinch in 2D helical geometry and of ITER in 3D toroidal geometry.

70 PLASMA PHYSICS AND FUSION TECHNOLOGY↗

DOE OSTI2024

Development of Segregated Thermal-Hydraulics Solvers in MOOSE

The simulation of fluid flows is an essential part of the design and analysis of nuclear systems. Algorithms able to simulate flows at different fidelity levels are available in the Multiphysics Object-Oriented Simulation Environment (MOOSE) and MOOSE-based applications such as Pronghorn \cite{novak2018pronghorn}, Pronghorn-Subchannel, RELAP-7, and SAM. Currently, significant effort is being invested in the development of coarse-mesh Computational Fluid Dynamics (CFD) capabilities within MOOSE and Pronghorn for the simulation of Generation IV nuclear reactors. Traditionally, the solution algorithms in MOOSE have relied on Newton or quasi-Newton methods (such as the preconditioned Jacobian-free Newton-Krylov method) where residuals and Jacobians (or approximations thereof) are constructed. Both Newton and quasi-Newton methods require the solution of a linear system at each nonlinear Newton iteration with the Jacobian as the system matrix. The Jacobian contains blocks originating from all variables in the problem (i.e., for thermal-hydraulics at least pressure, velocities, and temperature). Due to the formulation of the problem in a general multiphysics setting on unstructured mesh, creating a good preconditioner for the linear system can be challenging, thus many fluid applications have utilized direct solver-based methods such as LU factorization. However, with increasing system size and complexity in multi-dimensional problems, the direct solution of linear systems becomes computationally expensive both in execution time and and memory. For this reason, recent effort has focused on adapting segregated solution algorithms for CFD problems in MOOSE. These algorithms use fixed-point iteration between segregated systems whose assembly and preconditioning are easier those of the monolithic system. Initial results show that the segregated solution algorithm outperforms the monolithic approach in terms of memory usage and for large 3D problems in terms of CPU time as well.

42 ENGINEERING↗

DOE OSTI2024

Development of Segregated Thermal-Hydraulics Solvers in MOOSE

42 ENGINEERING↗