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At least 19 records
All sourcesNASA NTRSDOE OSTI
DOE OSTI2025

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↗
DOE OSTI2026

A stiff order condition theory for Runge–Kutta methods applied to semilinear ODEs

Classical convergence theory of Runge–Kutta methods assumes that the time step is small relative to the Lipschitz constant of the ordinary differential equation (ODE). For stiff problems, that assumption is often violated, and a problematic degradation in accuracy, known as order reduction, can arise. Methods with high stage order, e.g., Gauss–Legendre and Radau, are known to avoid order reduction, but they must be fully implicit. For the broad class of semilinear ODEs, which consist of a stiff linear term and non-stiff nonlinear term, we show that weaker conditions suffice. Here, our new semilinear order conditions are formulated in terms of orthogonality relations and can be enumerated by rooted trees. Finally, we prove global error bounds that hold uniformly with respect to stiffness of the linear term.

Mathematics and Computing↗
DOE OSTI2025

Explicit Runge–Kutta Methods that Alleviate Order Reduction

Explicit Runge–Kutta (RK) methods are susceptible to a reduction in the observed order of convergence when applied to an initial boundary value problem with time-dependent boundary conditions. We study conditions on explicit RK methods that guarantee high order convergence for linear problems; we refer to these conditions as weak stage order conditions. We prove a general relationship between the method’s order, weak stage order, and number of stages. Furthermore, we derive explicit RK methods with high weak stage order and demonstrate, through numerical tests, that they avoid the order reduction phenomenon up to any order for linear problems and up to order three for nonlinear problems.

explicit Runge–Kutta↗
DOE OSTI2025

Order conditions for nonlinearly partitioned Runge-Kutta methods

Recently, a new class of nonlinearly partitioned Runge–Kutta (NPRK) methods was proposed for nonlinearly partitioned systems of autonomous ordinary differential equations y' = F(y, y). The target class of problems are those in which different scales, stiffnesses, or physics are coupled in a nonlinear way, wherein the desired partition cannot be written in a classical additive or component-wise fashion. Here we use a rooted-tree analysis to derive full-order conditions for NPRKM methods, where M denotes the number of nonlinear partitions. Due to the nonlinear coupling and thereby the mixed product differentials, it turns out that the standard node-colored rooted tree analysis used in analyzing ODE integrators does not naturally apply. Instead we develop a new edge-colored rooted-tree framework to address the nonlinear coupling. The resulting order conditions are enumerated, are provided directly for up to fourth order with M = 2 and third order with M = 3, and are related to existing order conditions of additive and partitioned RK methods. We conclude with an example that shows how the nonlinear order conditions can be used to obtain an embedded estimate of the state-dependent nonlinear coupling strength in a dynamical system.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2022

Embedded pairs for optimal explicit strong stability preserving Runge–Kutta methods

We construct a family of embedded pairs for optimal explicit strong stability preserving Runge–Kutta methods of order 2 ≤ p ≤ 4 to be used to obtain numerical solution of spatially discretized hyperbolic PDEs. In this construction, the goals include non-defective property, large stability region, and small error values as defined in Dekker and Verwer (1984) and Kennedy et al. (2000). The new family of embedded pairs offer the ability for strong stability preserving (SSP) methods to adapt by varying the step-size. Through several numerical experiments, we assess the overall effectiveness in terms of work versus precision while also taking into consideration accuracy and stability.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2023

Multirate partitioned Runge–Kutta methods for coupled Navier–Stokes equations

Earth system models are complex integrated models of atmosphere, ocean, sea ice, and land surface. Coupling the components can be a significant challenge due to the difference in physics, temporal, and spatial scales. Further, this study explores multirate partitioned Runge-Kutta methods for the fluid-fluid interaction problem and demonstrates its parallel performance by using the PETSc library. We consider compressible Navier-Stokes equations with gravity coupled through a rigid-lid interface. Our large-scale numerical experiments reveal that multirate partitioned Runge-Kutta coupling schemes (1) can conserve total mass; (2) have second-order accuracy in time; and (3) provide favorable strong- and weak-scaling performance on modern computing architectures. We also show that the speedup factors of multirate partitioned Runge-Kutta methods match theoretical expectations over their base (single-rate) method.

54 ENVIRONMENTAL SCIENCES↗
DOE OSTI2021

Maximum bound principle preserving integrating factor Runge–Kutta methods for semilinear parabolic equations

A large class of semilinear parabolic equations satisfy the maximum bound principle (MBP) in the sense that the time-dependent solution preserves for any time a uniform pointwise bound imposed by its initial and boundary conditions. Here, the MBP plays a crucial role in understanding the physical meaning and the well-posedness of the mathematical model. Investigation on numerical algorithms with preservation of the MBP has attracted increasingly attentions in recent years, especially for the temporal discretizations, since the violation of MBP may lead to nonphysical solutions or even blow-ups of the algorithms. In this paper, we study high-order MBP-preserving time integration schemes by means of the integrating factor Runge-Kutta (IFRK) method. Beginning with the space-discrete system of semilinear parabolic equations, we present the IFRK method in general form and derive the sufficient conditions for the method to preserve the MBP. In particular, we show that the classic four-stage, fourth-order IFRK scheme is MBP preserving for some typical semilinear systems although not strong stability preserving, which can be instantly applied to the Allen-Cahn type of equations. To our best knowledge, this is the first time to present a fourth-order linear numerical method preserving the MBP. In addition, convergence of these numerical schemes is proved theoretically and verified numerically, as well as their efficiency by simulations of 2D and 3D long-time evolutional behaviors. Numerical experiments are also carried out for a model which is not a typical gradient flow as the Allen-Cahn type of equations.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2022

High Order Strong Stability Preserving MultiDerivative Implicit and IMEX Runge--Kutta Methods with Asymptotic Preserving Properties

In this article we present a class of high order unconditionally strong stability preserving (SSP) implicit two-derivative Runge--Kutta schemes and SSP implicit-explicit (IMEX) multi-derivative Runge--Kutta schemes where the time-step restriction is independent of the stiff term. The unconditional SSP property for a method of order $p>2$ is unique among SSP methods and depends on a backward-in-time assumption on the derivative of the operator. We show that this backward derivative condition is satisfied in many relevant cases where SSP IMEX schemes are desired. We devise unconditionally SSP implicit Runge--Kutta schemes of order up to $p=4$ and IMEX Runge--Kutta schemes of order up to $p=3$. For the multiderivative IMEX schemes, we also derive and present the order conditions, which have not appeared previously. The unconditional SSP condition ensures that these methods are positivity preserving, and we present sufficient conditions under which such methods are also asymptotic preserving when applied to a range of problems, including a hyperbolic relaxation system, the Broadwell model, and the Bhatnagar--Gross--Krook kinetic equation. We present numerical results to support the theoretical results on a variety of problems.

97 MATHEMATICS AND COMPUTING↗
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 OSTI2023

ARKODE: A Flexible IVP Solver Infrastructure for One-step Methods

We describe the ARKODE library of one-step time integration methods for ordinary differential equation (ODE) initial-value problems (IVPs). In addition to providing standard explicit and diagonally implicit Runge–Kutta methods, ARKODE supports one-step methods designed to treat additive splittings of the IVP, including implicit-explicit (ImEx) additive Runge–Kutta methods and multirate infinitesimal (MRI) methods. We present the role of ARKODE within the SUNDIALS suite of time integration and nonlinear solver libraries, the core ARKODE infrastructure for utilities common to large classes of one-step methods, as well as its use of “time stepper” modules enabling easy incorporation of novel algorithms into the library. Numerical results show example problems of increasing complexity, highlighting the algorithmic flexibility afforded through this infrastructure, and include a larger multiphysics application leveraging multiple algorithmic features from ARKODE and SUNDIALS.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2020

Dirac oscillator: An alternative basis for nuclear structure calculations

The isotropic harmonic oscillator supplemented by a strong spin-orbit interaction has been the cornerstone of nuclear structure since its inception more than seven decades ago. In this paper we introduce—or rather re-introduce—the “Dirac oscillator,” a fully relativistic basis that has all the desired attributes of the ordinary harmonic oscillator while naturally incorporating a strong spin-orbit coupling. To assess the power and flexibility of the Dirac oscillator basis in the solution of nuclear structure problems within the framework of covariant density-functional theory. Here, self-consistent calculations of binding energies and ground-state densities for a selected set of doubly magic nuclei are performed using the Dirac oscillator basis and are then compared against results obtained with the often-used Runge-Kutta method. Results obtained using the Dirac oscillator basis reproduce with high accuracy those derived using the Runge-Kutta method and suggest a clear path for a generalization to systems with axial symmetry. Although the harmonic oscillator with spin-orbit corrections has been the staple of the nuclear shell model since the beginning, the Dirac oscillator is practically unknown among the nuclear physics community. In this paper we illustrate the power and flexibility of the Dirac oscillator and suggest extensions to the study of systems without spherical symmetry, as required in constrained calculations of nuclear excitations.

73 NUCLEAR PHYSICS AND RADIATION PHYSICS↗
DOE OSTI2025

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↗
DOE OSTI2022

Implicit shock tracking for unsteady flows by the method of lines

Here, a recently developed high-order implicit shock tracking (HOIST) framework for resolving discontinuous solutions of inviscid, steady conservation laws is extended to the unsteady case. Central to the framework is an optimization problem which simultaneously computes a discontinuity-aligned mesh and the corresponding high-order approximation to the flow, which provides nonlinear stabilization and a high-order approximation to the solution. This work extends the implicit shock tracking framework to the case of unsteady conservation laws using a method of lines discretization via a diagonally implicit Runge-Kutta method by “solving a steady problem at each timestep”. We formulate and solve an optimization problem that produces a feature-aligned mesh and solution at each Runge-Kutta stage of each timestep, and advance this solution in time by standard Runge-Kutta update formulas. A Rankine-Hugoniot based prediction of the shock location together with a high-order, untangling mesh smoothing procedure provides a high-quality initial guess for the optimization problem at each time, which results in rapid convergence of the sequential quadratic programing (SQP) optimization solver. This method is shown to deliver highly accurate solutions on coarse, high-order discretizations without nonlinear stabilization and recover the design accuracy of the Runge-Kutta scheme. We demonstrate this framework on a series of inviscid, unsteady conservation laws in both one- and two- dimensions. We also verify that our method is able to recover the design order of accuracy of our time integrator in the presence of a strong discontinuity.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
DOE OSTI2022

Exponential integrators for non-linear diffusion

The goal of this project is to compare the performance of exponential time integrators with traditional methods such as diagonally implicit Runge-Kutta methods in the context of solving the system of reduced magnetohydrodynamics (RMHD). In this report, we present initial results of a proof of concept study that shows that exponential integrators can be an efficient alternative to traditional integration schemes.

42 ENGINEERING↗
DOE OSTI2021

Applying Time-Parallelization to Turbulent Flows

Parallelization of the temporal domain is explored for the solution of turbulent flows. Multigrid reduction-in-time (MGRIT) is used to advance the large-scale fluid dynamics in time sequentially on the coarsest space-time grid but propagate the information in time parallel on all other levels. The goal of this process is to accurately and efficiently resolve the coarse-scale turbulence structure and use that to drive the fine-scales of the turbulent flow. The extra forcing from nonlinear multigrid facilitates the coupling and interaction between fine and coarse scales, through which the multiscale nonlinear physics is properly captured. Adaptive mesh refinement is employed to finely resolve only the regions with strong gradients, which provides further computational efficiency. The underlying computational fluid dynamics solver is a fourth-order finite-volume scheme with the standard 4-stage Runge-Kutta method. An advanced approach is devised and implemented to enable MGRIT to solve highly turbulent flows successfully. Furthermore, the method is applied to solve a Taylor-Green vortex problem and a doubleshear-layer turbulent mixing flow. Results are promising, validating that MGRIT with the filtering approach has the potential to efficiently solve general turbulent flows.

Computational Fluid Dynamics↗
DOE OSTI2021

Implicit Multirate GARK Methods

This article considers multirate generalized-structure additively partitioned Runge–Kutta methods for solving stiff systems of ordinary differential equations with multiple time scales. These methods treat different partitions of the system with different timesteps for a more targeted and efficient solution compared to monolithic single rate approaches. With implicit methods used across all partitions, methods must find a balance between stability and the cost of solving nonlinear equations for the stages. In order to characterize this important trade-off, we explore multirate coupling strategies, problems for assessing linear stability, and techniques to efficiently implement Newton iterations for stage equations. Unlike much of the existing multirate stability analysis which is limited in scope to particular methods, we present general statements on stability and describe fundamental limitations for certain types of multirate schemes. New implicit multirate methods up to fourth order are derived, and their accuracy and efficiency properties are verified with numerical tests.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2025

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

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

97 MATHEMATICS AND COMPUTING↗