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Results for “Runge-Kutta method”

Search indexed NASA NTRS and DOE OSTI research on propulsion, heat transfer, battery materials and energy systems. Follow report and document links to the original sources.

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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 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 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 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↗
DOE OSTI2023

Efficient Multigrid Reduction-in-Time for Method-of-Lines Discretizations of Linear Advection

Parallel-in-time methods for partial differential equations (PDEs) have been the subject of intense development over recent decades, particularly for diffusion-dominated problems. It has been widely reported in the literature, however, that many of these methods perform quite poorly for advection-dominated problems. In this report we analyze the particular iterative parallel-in-time algorithm of multigrid reduction-in-time (MGRIT) for discretizations of constant-wave-speed linear advection problems. We focus on common method-of-lines discretizations that employ upwind finite differences in space and Runge-Kutta methods in time. Using a convergence framework we developed in previous work, we prove for a subclass of these discretizations that, if using the standard approach of rediscretizing the fine-grid problem on the coarse grid, robust MGRIT convergence with respect to CFL number and coarsening factor is not possible. This poor convergence and non-robustness is caused, at least in part, by an inadequate coarse-grid correction for smooth Fourier modes in space-time known as characteristic components. We propose an alternative coarse-grid operator that provides a better correction of these modes. This coarse-grid operator is related to previous work and uses a semi-Lagrangian discretization combined with an implicitly treated truncation error correction. Theory and numerical experiments show the proposed coarse-grid operator yields fast MGRIT convergence for many of the method-of-lines discretizations considered, including for both implicit and explicit discretizations of high order. Parallel results demonstrate speed-up over sequential time-stepping.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2023

A Fourth-Order Embedded Boundary Finite Volume Method for the Unsteady Stokes Equations with Complex Geometries

A fourth-order finite volume embedded boundary (EB) method is presented for the unsteady Stokes equations. The algorithm represents complex geometries on a Cartesian grid using EB, employing a technique to mitigate the ``small cut-cell"" problem without mesh modifications, cell merging, or state redistribution. Spatial discretizations are based on a weighted least-squares technique that has been extended to fourth-order operators and boundary conditions, including an approximate projection to enforce the divergence-free constraint. Solutions are advanced in time using a fourth-order additive implicit-explicit Runge-Kutta method, with the viscous and source terms treated implicitly and explicitly, respectively. Formal accuracy of the method is demonstrated with several grid convergence studies, and results are shown for an application with a complex bio-inspired material. In conclusion, the developed method achieves fourth-order accuracy and is stable despite the pervasive small cells arising from complex geometries.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2024

Uniform accuracy of implicit-explicit Runge-Kutta (IMEX-RK) schemes for hyperbolic systems with relaxation

Implicit-explicit Runge-Kutta (IMEX-RK) schemes are popular methods to treat multiscale equations that contain a stiff part and a non-stiff part, where the stiff part is characterized by a small parameter. Here, in this work, we prove rigorously the uniform stability and uniform accuracy of a class of IMEX-RK schemes for a linear hyperbolic system with stiff relaxation. The result we obtain is optimal in the sense that it holds regardless of the value of and the order of accuracy is the same as the design order of the original scheme, i.e., there is no order reduction.

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 OSTI2024

Semi-Lagrangian nodal discontinuous Galerkin method for the BGK model

In this work, we propose a semi-Lagrangian (SL) nodal discontinuous Galerkin (DG) solver for the BGK equation. The BGK model was introduced by Bhatnagar, Gross, and Krook [1] as a relaxation model for the fundamental Boltzmann equation [5], which describes the kinetic dynamic of rarefied gases with a probability distribution function. The challenges of designing efficient numerical schemes for the Boltzmann equation mainly come from its high dimensionality and complicated nonlinear collision operator. The BGK model gains interests since it has much lower computational cost, due to the relatively simple structure of the relaxation operator in replacement of the collision operator, while simultaneously preserving several important physical properties, such as macroscopic quantities and dissipation of entropy.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2024

Implementing Ordinary Differential Equation Solvers in Rust Programming Language for Modeling Vehicle Powertrain Systems: Preprint

Efficient and accurate ordinary differential equation (ODE) solvers are necessary for powertrain and vehicle dynamics modeling. However, current commercial ODE solvers can be financially prohibitive, leading to a need for accessible, effective, open-source ODE solvers designed for powertrain modeling. Rust is a compiled programming language that has the potential to be used for fast and easy-to-use powertrain models, given its exceptional computational performance, robust package ecosystem, and short time required for modelers to become proficient. However, of the three commonly used (>3,000 downloads) packages in Rust with ODE solver capabilities, only one has more than four numerical methods implemented, and none are designed specifically for modeling physical systems. Therefore, the goal of the Differential Equation System Solver (DESS) was to implement accurate ODE solvers in Rust designed for the component-based problems often seen in powertrain modeling. DESS is a text-based software package that provides a flexible framework for building and solving systems of ODEs. This allows DESS to be included as a dependency for automotive powertrain models that require a variety of solvers and solver configurations. Seven explicit ODE solver methods have been implemented in DESS: Euler’s, Heun’s, midpoint, Ralston’s, classic Runge-Kutta, Bogacki-Shampine, and Cash-Karp. These represent five fixed-step methods and two adaptive-step methods. This paper shows that the solver implementations increase accuracy and computational efficiency compared to Euler's method when modeling a system of three thermal masses in Rust. DESS also includes features designed for modeling component-based physical systems. Users can define relationships between nodes in their system, which the package then translates into a system of equations, leading to simpler and more intuitive code. In the case of a three-thermal-mass system, the user can specify node thermal properties (e.g., thermal capacitance), how nodes are interconnected, and thermal conductance between nodes rather than providing a system of equations. The core contribution from this work is an open-source, text-based Rust package with ODE solvers for automotive powertrain modeling to support cost-free, fast, and accurate simulation.

ADVANCED PROPULSION SYSTEMS↗
DOE OSTI2024

DESS (Differential Equation System Solver) [SWR-24-48]

The Differential Equation System Solver (DESS) is a Rust crate implementing fixed-step and adaptive-step solvers and designed especially for modeling physical systems. Seven explicit ordinary differential equation (ODE) solver methods have been added so far: Euler’s, Heun’s, Midpoint, Ralston’s, Classic Runge-Kutta, Bogacki-Shampine, and Cash-Karp. These comprise five fixed-step methods and two adaptive-step methods. Few solver packages are implemented in the Rust ecosystem and none are intended specifically for physical system modeling, so the goal of DESS is to create a Rust ODE solver crate designed to easily specify and model physical systems with modular, configurable solver options. In addition to allowing users to directly input equations to solve, DESS allows users to optionally specify and define relationships between nodes in their system, which the package then translates into a system of equations via the Rust macro system, leading to simpler and more intuitive code.

Steuteville, Robin↗
DOE OSTI2025

Sylvester-preconditioned adaptive-rank implicit time integrators for advection-diffusion equations with variable coefficients

Here, we consider the adaptive-rank integration of multi-dimensional time-dependent advection-diffusion partial differential equations (PDEs) with variable coefficients. We employ a standard finite-difference method for spatial discretization coupled with high-order diagonally implicit Runge-Kutta temporal schemes. The discrete equation is a generalized Sylvester equation (GSE), which we solve with a projection-based adaptive-rank algorithm structured around two key strategies: (i) constructing dimension-wise subspaces using a novel atypical extended Krylov strategy, and (ii) efficiently solving the basis coefficient matrix with a preconditioned GMRES solver. The low-rank decomposition is performed in 2D using SVD and with high-order SVD (HOSVD) in 3D to represent the tensor in a compressed Tucker format. For d-dimensional problems (here, d = 2 or 3), the computational complexity and memory storage of the approach are found numerically to scale as and $\mathscr{O}(Nr^2) + \mathscr{O} (r^{d+1})$ and $\mathscr{O}(Nr) + \mathscr{O} (r^{d})$, respectively, with the one-dimensional resolution and the maximal rank during the Krylov iteration (which we find to be largely independent of on our numerical examples). We present numerical examples that illustrate the advertised properties of the algorithm.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2024

A high-order finite difference method for moving immersed domain boundaries and material interfaces

Here, we present a high-order sharp treatment of immersed moving domain boundaries and material interfaces, and apply it to the advection-diffusion equation in two and three dimensions. The spatial discretization combines dimension-split finite difference schemes with an immersed boundary treatment based on a weighted least-squares reconstruction of the solution, providing stable discretizations with up to sixth order accuracy for diffusion terms and third order accuracy for advection terms. The temporal discretization relies on a novel strategy for maintaining high-order temporal accuracy in problems with moving boundaries that minimizes implementation complexity and allows arbitrary explicit or diagonally-implicit Runge-Kutta schemes. The approach is broadly compatible with popular PDE-specialized Runge-Kutta time integrators, including low-storage, strong stability preserving, and diagonally implicit schemes. Through numerical experiments we demonstrate that the full discretization maintains high-order spatial and temporal accuracy in the presence of complex 3D geometries and for a range of boundary conditions, including Dirichlet, Neumann, and flux conditions with large jumps in coefficients.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2023

Exponential Runge-Kutta Parareal for non-diffusive equations

Parareal is a well-known parallel-in-time algorithm that combines a coarse and fine propagator within a parallel iteration. It allows for large-scale parallelism that leads to significantly reduced computational time compared to serial time-stepping methods. However, like many parallel-in-time methods it can fail to converge when applied to non-diffusive equations such as hyperbolic systems or dispersive nonlinear wave equations. Here, this paper explores the use of exponential integrators within the Parareal iteration. Exponential integrators are particularly interesting candidates for Parareal because of their ability to resolve fast-moving waves, even at the large stepsizes used by coarse propagators. This work begins with an introduction to exponential Parareal integrators followed by several motivating numerical experiments involving the nonlinear Schrödinger equation. These experiments are then analyzed using linear analysis that approximates the stability and convergence properties of the exponential Parareal iteration on nonlinear problems. The paper concludes with two additional numerical experiments involving the dispersive Kadomtsev-Petviashvili equation and the hyperbolic Vlasov-Poisson equation. These experiments demonstrate that exponential Parareal methods offer improved time-to-solution compared to serial exponential integrators when solving certain non-diffusive equations.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2025

High order interpolation of magnetic fields with vector potential reconstruction for particle simulations

We propose a method for interpolating divergence-free continuous magnetic fields via vector potential reconstruction using Hermite interpolation, which ensures high-order continuity for applications requiring adaptive, high-order ordinary differential equation (ODE) integrators, such as the Dormand-Prince method. The method provides C(m) continuity and achieves high-order accuracy, making it particularly suited for particle trajectory integration and Poincaré section analysis under optimal integration order and timestep adjustments. Through numerical experiments, we demonstrate that the Hermite interpolation method preserves volume and continuity, which are critical for conserving toroidal canonical momentum and magnetic moment in guiding center simulations, especially over long-term trajectory integration. Furthermore, we analyze the impact of insufficient derivative continuity on Runge-Kutta schemes and show how it degrades accuracy at low error tolerances, introducing discontinuity-induced truncation errors. Lastly, we demonstrate performant Poincaré section analysis in two relevant settings of field data collocated from finite element meshes.

70 PLASMA PHYSICS AND FUSION TECHNOLOGY↗
DOE OSTI2024

A high-order explicit Runge-Kutta approximation technique for the shallow water equations

Here, we introduce a high-order space–time approximation of the Shallow Water Equations with sources that is invariant-domain preserving (IDP), well-balanced with respect to rest states, and employs a novel explicit Runge–Kutta (ERK) introduced in Ern and Guermond (SIAM J. Sci. Comput. 44(5), A3366–A3392, 2022) for systems of non-linear conservation equations. The resulting method is then numerically illustrated through verification and validation.

97 MATHEMATICS AND COMPUTING↗