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At least 19 records

Enhancing photoionization rate calculations in low-temperature plasmas using spectral methods

Photoionization plays a central role in the development of streamer discharges and other non-equilibrium plasma phenomena. It creates seed electrons, which are essential for positive streamer propagation, allowing the ionization front to move forward. Because of this, accurate modeling of photoionization is very important for predicting streamer behavior and plasma evolution. The photoionization process in air (N 2 – O 2 mixture) is often described by the Zheleznyak model (1982). This model is usually solved through Helmholtz-type equations that approximate the Zheleznyak photoionization model (Zheleznyak et al. 1982) as Partial Differential Equations (PDEs). Conventional numerical methods, such as the Finite Difference Method (FDM) or Finite Volume Method (FVM), are widely used to solve these equations. Although they are prevalent, the computational cost of these methods due to their need for matrix operations and iterative solver is demanding. To address this challenge, this work develops a spectral solver based on the Fast Fourier Transform (FFT) combined with Discrete Cosine Transform (DCT) and Discrete Sine Transform (DST) to calculate the photoionization rate efficiently in an axisymmetric cylindrical domain. This method naturally satisfies the boundary conditions used in the model and converts the PDE into algebraic ones in spectral space. Thus, avoids the need for iterative matrix solvers. When compared with FDM results, it is demonstrated that the new solver not only maintains accuracy, but also reduces the computational cost, showing a performance increase of approximately 100 compared to FDM over a wide range of problem sizes. The method is parallelized using Message Passing Interface (MPI) and has been integrated into a fluid plasma model for streamer simulation. Here, this FFT-based approach provides a fast and reliable alternative for calculating photoionization in fluid models, helping large-scale plasma simulations run faster and efficiently, and allows higher-resolution simulation without extra computational cost.

Axisymmetric system↗

Fast Solution of Fully Implicit Runge--Kutta and Discontinuous Galerkin in Time for Numerical PDEs, Part I: the Linear Setting

Fully implicit Runge--Kutta (IRK) methods have many desirable properties as time integration schemes in terms of accuracy and stability, but high-order IRK methods are not commonly used in practice with numerical PDEs due to the difficulty of solving the stage equations. This paper introduces a theoretical and algorithmic preconditioning framework for solving the systems of equations that arise from IRK methods applied to linear numerical PDEs (without algebraic constraints). Additionally, this framework also naturally applies to discontinuous Galerkin discretizations in time. Under quite general assumptions on the spatial discretization that yield stable time integration, the preconditioned operator is proven to have condition number bounded by a small, order-one constant, independent of the spatial mesh and time-step size, and with only weak dependence on number of stages/polynomial order; for example, the preconditioned operator for 10th-order Gauss IRK has condition number less than two, independent of the spatial discretization and time step. The new method can be used with arbitrary existing preconditioners for backward Euler-type time-stepping schemes and is amenable to the use of three-term recursion Krylov methods when the underlying spatial discretization is symmetric. The new method is demonstrated to be effective on various high-order finite-difference and finite element discretizations of linear parabolic and hyperbolic problems, demonstrating fast, scalable solution of up to 10th-order accuracy. The new method consistently outperforms existing block preconditioning approaches, and in several cases, the new method can achieve 4th-order accuracy using Gauss integration with roughly half the number of preconditioner applications and wallclock time as required using standard diagonally IRK methods.

97 MATHEMATICS AND COMPUTING↗

Fast Solution of Fully Implicit Runge--Kutta and Discontinuous Galerkin in Time for Numerical PDEs, Part II: Nonlinearities and DAEs

Fully implicit Runge--Kutta (IRK) methods have many desirable accuracy and stability properties as time integration schemes, but high-order IRK methods are not commonly used in practice with large-scale numerical PDEs because of the difficulty of solving the stage equations. This paper introduces a theoretical and algorithmic framework for solving the nonlinear equations that arise from IRK methods (and discontinuous Galerkin discretizations in time) applied to nonlinear numerical PDEs, including PDEs with algebraic constraints. Several new linearizations of the nonlinear IRK equations are developed, offering faster and more robust convergence than the often-considered simplified Newton, as well as an effective preconditioner for the true Jacobian if exact Newton iterations are desired. Inverting these linearizations requires solving a set of block 2 x 2 systems. Under quite general assumptions, it is proven that the preconditioned 2 x 2 operator's condition number is bounded by a small constant close to one, independent of the spatial discretization, spatial mesh, and time step, and with only weak dependence on the number of stages or integration accuracy. Moreover, the new method is built using the same preconditioners needed for backward Euler-type time stepping schemes, so can be readily added to existing codes. The new methods are applied to several challenging fluid flow problems, including the compressible Euler and Navier--Stokes equations, and the vorticity-streamfunction formulation of the incompressible Euler and Navier--Stokes equations. Up to 10th-order accuracy is demonstrated using Gauss IRK, while in all cases fourth-order Gauss IRK requires roughly half the number of preconditioner applications as required by standard Singly diagonally implicit Runge--Kutta methods.

97 MATHEMATICS AND COMPUTING↗

Meshes optimized for discrete exterior calculus (DEC).

We study the optimization of an energy function used by the meshing community to measure and improve mesh quality. This energy is non-traditional because it is dependent on both the primal triangulation and its dual Voronoi (power) diagram. The energy is a measure of the mesh's quality for usage in Discrete Exterior Calculus (DEC), a method for numerically solving PDEs. In DEC, the PDE domain is triangulated and this mesh is used to obtain discrete approximations of the continuous operators in the PDE. The energy of a mesh gives an upper bound on the error of the discrete diagonal approximation of the Hodge star operator. In practice, one begins with an initial mesh and then makes adjustments to produce a mesh of lower energy. However, we have discovered several shortcomings in directly optimizing this energy, e.g. its non-convexity, and we show that the search for an optimized mesh may lead to mesh inversion (malformed triangles). We propose a new energy function to address some of these issues.

97 MATHEMATICS AND COMPUTING↗

Approximate static condensation algorithm for solving multi-material diffusion problems on meshes non-aligned with material interfaces

In this study, we describe a new algorithm for solving multi-material diffusion problem when material interfaces are not aligned with the mesh. In this case interface reconstruction methods are used to construct approximate representation of interfaces between materials. They produce so-called multi-material cells, in which materials are represented by material polygons that contain only one material. The reconstructed interface is not continuous between cells. Finally, we suggest the new method for solving multi-material diffusion problems on such meshes and compare its performance with known homogenization methods.

36 MATERIALS SCIENCE↗

A parallel iterative solution method for systems of nonlinear hyperbolic equations

An iterative algorithm suitable for the solution of a system of nonlinear hyperbolic partial differentiation equations in multiple dimensions is discussed. Current numerical methods for systems of nonlinear PDEs have limited parallelism due to strong coupling between the equations. This method decouples the PDEs by linearizing the convention coefficient for a space-time domain. This provides large grain parallelism. The linearization also allows the treatment of some terms in the equations as source terms, providing more freedom to choose from a wider variety of numerical methods. Smaller grain parallelism may be exploited within the solves for each equation. Thus, the method has potential for parallelism at several levels.

Scroggs, Jeffrey S.↗

Tensor Network Space-Time Spectral Collocation Method for Time-Dependent Convection-Diffusion-Reaction Equations

Emerging tensor network techniques for solutions of partial differential equations (PDEs), known for their ability to break the curse of dimensionality, deliver new mathematical methods for ultra-fast numerical solutions of high-dimensional problems. Here, we introduce a Tensor Train (TT) Chebyshev spectral collocation method, in both space and time, for the solution of the time-dependent convection-diffusion-reaction (CDR) equation with inhomogeneous boundary conditions, in Cartesian geometry. Previous methods for numerical solution of time-dependent PDEs often used finite difference for time, and a spectral scheme for the spatial dimensions, which led to a slow linear convergence. Spectral collocation space-time methods show exponential convergence; however, for realistic problems they need to solve large four-dimensional systems. We overcome this difficulty by using a TT approach, as its complexity only grows linearly with the number of dimensions. We show that our TT space-time Chebyshev spectral collocation method converges exponentially, when the solution of the CDR is smooth, and demonstrate that it leads to a very high compression of linear operators from terabytes to kilobytes in TT-format, and a speedup of tens of thousands of times when compared to a full-grid space-time spectral method. These advantages allow us to obtain the solutions at much higher resolutions.

97 MATHEMATICS AND COMPUTING↗

Parallel-in-Time Solution of Allen-Cahn Equations by Integrating Operator Learning into the Parareal Method

While recent advances in deep learning have shown promising efficiency gains in solving time-dependent partial differential equations (PDEs), matching the accuracy of conventional numerical solvers still remains a challenge. One strategy to improve the accuracy of deep learning-based solutions for time-dependent PDEs is to use the learned model as the coarse propagator in the Parareal method and a traditional numerical method as the fine solver. However, successful integration of deep learning into the Parareal method requires consistency between the coarse and fine solvers, particularly for PDEs exhibiting rapid changes such as sharp transitions. Here, to ensure this consistency, we propose using convolutional neural networks (CNNs) to learn the fully discrete time-stepping operator defined by the same numerical scheme employed as the fine solver. We demonstrate the effectiveness of the proposed method in solving the classical and mass-conservative Allen–Cahn (AC) equations. Through iterative updates in the Parareal algorithm, our approach achieves a significant computational speedup compared to traditional fine solvers while converging to high-accuracy solutions. Our results highlight that the proposed hybrid Parareal algorithm effectively accelerates simulations, particularly when implemented on multiple GPUs, and converges to the desired accuracy in only a few iterations. Another advantage of our method is that the CNN model is trained on trajectory-based data generated from random initial conditions, such that the trained model can be used to solve the AC equations with various initial conditions without retraining. This work demonstrates the potential of integrating neural network methods into parallel-in-time frameworks for efficient and accurate simulations of time-dependent PDEs.

97 MATHEMATICS AND COMPUTING↗

Numerical methods for nonlocal and fractional models

Partial differential equations (PDEs) are used with huge success to model phenomena across all scientific and engineering disciplines. However, across an equally wide swath, there exist situations in which PDEs fail to adequately model observed phenomena, or are not the best available model for that purpose. On the other hand, in many situations, nonlocal models that account for interaction occurring at a distance have been shown to more faithfully and effectively model observed phenomena that involve possible singularities and other anomalies. Here, we consider a generic nonlocal model, beginning with a short review of its definition, the properties of its solution, its mathematical analysis and of specific concrete examples. We then provide extensive discussions about numerical methods, including finite element, finite difference and spectral methods, for determining approximate solutions of the nonlocal models considered. In that discussion, we pay particular attention to a special class of nonlocal models that are the most widely studied in the literature, namely those involving fractional derivatives. The article ends with brief considerations of several modelling and algorithmic extensions, which serve to show the wide applicability of nonlocal modelling.

97 MATHEMATICS AND COMPUTING↗

Numerical methods for nonlocal and fractional models

Partial differential equations (PDEs) are used, with huge success, to model phenomena arising across all scientific and engineering disciplines. However, across an equally wide swath, there exist situations in which PDE models fail to adequately model observed phenomena or are not the best available model for that purpose. On the other hand, in many situations, nonlocal models that account for interaction occurring at a distance have been shown to more faithfully and effectively model observed phenomena that involve possible singularities and other anomalies. In this article, we consider a generic nonlocal model, beginning with a short review of its definition, the properties of its solution, its mathematical analysis, and specific concrete examples. We then provide extensive discussions about numerical methods, including finite element, finite difference, and spectral methods, for determining approximate solutions of the nonlocal models considered. In that discussion, we pay particular attention to a special class of nonlocal models that are the most widely studied in the literature, namely those involving fractional derivatives. The article ends with brief considerations of several modeling and algorithmic extensions which serve to show the wide applicability of nonlocal modeling.

97 MATHEMATICS AND COMPUTING↗

Tackling the curse of dimensionality in fractional and tempered fractional PDEs with physics-informed neural networks

Fractional and tempered fractional partial differential equations (PDEs) are effective models of long-range interactions, anomalous diffusion, and non-local effects. Traditional numerical methods for these problems are mesh-based, thus struggling with the curse of dimensionality (CoD). Physics-informed neural networks (PINNs) offer a promising solution due to their universal approximation, generalization ability, and mesh-free training. In principle, Monte Carlo fractional PINN (MC-fPINN) estimates fractional derivatives using Monte Carlo methods and thus could lift CoD. However, this may cause significant variance and errors, hence affecting convergence; in addition, MC-fPINN is sensitive to hyperparameters. In general, numerical methods and specifically PINNs for tempered fractional PDEs are under-developed. Herein, we extend MC-fPINN to tempered fractional PDEs to address these issues, resulting in the Monte Carlo tempered fractional PINN (MC-tfPINN). To reduce possible high variance and errors from Monte Carlo sampling, we replace the one-dimensional (1D) Monte Carlo with 1D Gaussian quadrature, applicable to both MC-fPINN and MC-tfPINN. We validate our methods on various forward and inverse problems of fractional and tempered fractional PDEs, scaling up to 100,000 dimensions. Our improved MC-fPINN/MC-tfPINN using quadrature consistently outperforms the original versions in accuracy and convergence speed in very high dimensions.

42 ENGINEERING↗

Solving differential equations using deep neural networks

Recent work on solving partial differential equations (PDEs) with deep neural networks (DNNs) is presented. The paper reviews and extends some of these methods while carefully analyzing a fundamental feature in numerical PDEs and nonlinear analysis: irregular solutions. First, the Sod shock tube solution to the compressible Euler equations is discussed and analyzed. This analysis includes a comparison of a DNN-based approach with conventional finite element and finite volume methods, and demonstrates that the DNN is competitive in terms of degrees of freedom required for a given accuracy. Further, the DNN-based approach is extended to consider performance improvements and simultaneous parameter space exploration. Next, a shock solution to compressible magnetohydrodynamics (MHD) is solved for, and used in a scenario where experimental data is utilized to enhance a PDE system that is a priori insufficient to validate against the observed/experimental data. This is accomplished by enriching the model PDE system with source terms that are then inferred via supervised training with synthetic experimental data. The resulting DNN framework for PDEs enables straightforward system prototyping and natural integration of large data sets (be they synthetic or experimental), all while simultaneously enabling single-pass exploration of an entire parameter space.

70 PLASMA PHYSICS AND FUSION TECHNOLOGY↗

Solving sparse finite element problems on neuromorphic hardware

The finite element method (FEM) is one of the most important and ubiquitous numerical methods for solving partial differential equations (PDEs) on computers for scientific and engineering discovery. Applying the FEM to larger and more detailed scientific models has driven advances in high-performance computing for decades. Here we demonstrate that scalable spiking neuromorphic hardware can directly implement the FEM by constructing a spiking neural network that solves the large, sparse, linear systems of equations at the core of the FEM. We show that for the Poisson equation, a fundamental PDE in science and engineering, our neural circuit achieves meaningful levels of numerical accuracy and close to ideal scaling on modern, inherently parallel and energy-efficient neuromorphic hardware, specifically Intel’s Loihi 2 neuromorphic platform. We illustrate extensions to irregular mesh geometries in both two and three dimensions as well as other PDEs such as linear elasticity. Our spiking neural network is constructed from a recurrent network model of the brain’s motor cortex and, in contrast to black-box deep artificial neural network-based methods for PDEs, directly translates the well-understood and trusted mathematics of the FEM to a natively spiking neuromorphic algorithm.

Applied mathematics↗

Design and convergence analysis of the conforming virtual element method for polyharmonic problems

In the recent years, there has been a tremendous interest to numerical methods that approximate partial differential equations (PDEs) on computational meshes with arbitrarily-shaped polygonal/polyhedral (polytopal, for short) elements. A nonexhaustive list of such methods include the Mimetic Finite Difference method [4, 9, 21, 24, 28, 33, 35, 62, 64–67], the Polygonal Finite Element Method [68, 73, 74], the polygonal Discontinuous Galerkin Finite Element Methods [5, 7, 8, 10, 13–15, 18, 36, 38, 39, 41, 50], the Hybridizable Discontinuous Galerkin and Hybrid High-Order Methods [46–48, 51], the Gradient Discretization method [49, 53, 54], the Finite Volume Method [52], and the BEM-based FEM [71]. An alternative approach that also proved to be very successful is provided by the Virtual Element method (VEM), which was originally proposed in [19] for the numerical treatment of second-order elliptic problems [43, 44], and readily extended to linear and nonlinear elasticity [22, 25, 56], plate bending problems [37], Cahn-Hilliard equation [3], Stokes equations [2], Laplace-Beltrami equation [55], Darcy-Brinkam equation [76], discrete topology optimization problems [6], fracture networks problems [29], eigenvalue problems [59, 75]. The mixed virtual element formulation was proposed in [20, 34]; the nonconforming Virtual element formulations was proposed for second-order elliptic problems in [16], and later extended to general advection-reaction-diffusion problems, Stokes equation, the biharmonic problems, the iegenvalue problem, and the Schrodinger equation in [11, 30, 42, 45, 58, 80]. The p- and hp-version of the VEM were developed in [26, 27] and efficient multigrid methods for the resulting linear system of equations in [12]. A posteriori error estimates can be found in [40].

97 MATHEMATICS AND COMPUTING↗

Mapping implicit spectral methods to distributed memory architectures

Spectral methods were proven invaluable in numerical simulation of PDEs (Partial Differential Equations), but the frequent global communication required raises a fundamental barrier to their use on highly parallel architectures. To explore this issue, a 3-D implicit spectral method was implemented on an Intel hypercube. Utilization of about 50 percent was achieved on a 32 node iPSC/860 hypercube, for a 64 x 64 x 64 Fourier-spectral grid; finer grids yield higher utilizations. Chebyshev-spectral grids are more problematic, since plane-relaxation based multigrid is required. However, by using a semicoarsening multigrid algorithm, and by relaxing all multigrid levels concurrently, relatively high utilizations were also achieved in this harder case.

Overman, Andrea L.↗

Compact feature-aware Hermite-style high-order surface reconstruction

High-order surface reconstruction is now a commonly used technique for mesh generation and adaptation, geometric and physical modeling, and high-order numerical methods for solving partial differential equations (PDEs). However, surface reconstruction from a relatively coarse mesh remained a challenging problem, especially for surfaces with sharp features. Here in this paper, we introduce a new method to address this challenge by improving the previous state of the art, including continuous moving frames (CMF) and weighted averaging of local fittings (WALF) (Eng Comput 28 (2012)), in two aspects. First, we significantly improve the robustness of reconstruction from coarse meshes using a Hermite-style least squares approximation to incorporate normals of the surface and tangents of the feature curves. Second, we ensure both G 0 continuity and high-order accuracy of the reconstruction near sharp features by generating parametric surface elements with an iterative feature-aware parameterization. We present the theoretical framework of our method and compare it against point-based methods in terms of accuracy and stability. We demonstrate the use of the proposed technique in generating high-order meshes for finite element methods, and show that it enables nearly identical solutions as using the meshes generated from exact geometry, while allowing additional flexibility.

42 ENGINEERING↗

Leverage Score Sampling for Parametric PDEs (Final Technical Report)

This final technical report summarizes the accomplishments of work performed under DOE Office of Science Award DE-SC0022266, which is titled “Leverage Score Sampling for Parametric PDEs”. The goal of the project was to extend methods from Randomized Numerical Linear Algebra (RandNLA) to tackle central computational challenges in model order reduction and uncertainty quantification (UQ) for parametric partial differential equations (PDEs). In particular, we sought to use importance sampling methods originally developed for RandNLA to develop sample efficient active learning algorithms for approximating high-dimensional scalar functions, e.g. by polynomials, Gaussian process models, and simple neural networks. Such methods can be immediately applied to developing surrogate models or to approximating quantity of interest (QoI) surfaces. In the context of PDEs, each sample used for learning equates to the solution of the differential equation for a particular set of parameters, so sample efficiency translates to improved computational efficiency for a variety of downstream tasks.

97 MATHEMATICS AND COMPUTING↗

Model's sparse representation based on reduced mixed GMsFE basis methods

In this paper, we propose a model's sparse representation based on reduced mixed generalized multiscale finite element (GMsFE) basis methods for elliptic PDEs with random inputs. A typical application for the elliptic PDEs is the flow in heterogeneous random porous media. Mixed generalized multiscale finite element method (GMsFEM) is one of the accurate and efficient approaches to solve the flow problem in a coarse grid and obtain the velocity with local mass conservation. When the inputs of the PDEs are parameterized by the random variables, the GMsFE basis functions usually depend on the random parameters. This leads to a large number degree of freedoms for the mixed GMsFEM and substantially impacts on the computation efficiency. In order to overcome the difficulty, we develop reduced mixed GMsFE basis methods such that the multiscale basis functions are independent of the random parameters and span a low-dimensional space. To this end, a greedy algorithm is used to find a set of optimal samples from a training set scattered in the parameter space. Reduced mixed GMsFE basis functions are constructed based on the optimal samples using two optimal sampling strategies: basis-oriented cross-validation and proper orthogonal decomposition. Although the dimension of the space spanned by the reduced mixed GMsFE basis functions is much smaller than the dimension of the original full order model, the online computation still depends on the number of coarse degree of freedoms. To significantly improve the online computation, we integrate the reduced mixed GMsFE basis methods with sparse tensor approximation and obtain a sparse representation for the model's outputs. The sparse representation is very efficient for evaluating the model's outputs for many instances of parameters. To illustrate the efficacy of the proposed methods, we present a few numerical examples for elliptic PDEs with multiscale and random inputs. In particular, a two-phase flow model in random porous media is simulated by the proposed sparse representation method.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗