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At least 19 records

A review of high order strong stability preserving two-derivative explicit, implicit, and IMEX methods

High order strong stability preserving time discretizations ensure the nonlinear non-inner-product strong stability properties of spatial discretizations suited for the stable simulation of hyperbolic PDEs in a wide variety of application areas including fluid dynamics, magnetohydrodynamics, semiconductor devices, electromagnetics, and astrophysics. Over the past decade multiderivative time-stepping have been increasingly used for the time-evolution hyperbolic PDEs, so that the strong stability properties of these methods have become important. In this work we review sufficient conditions for a two-derivative multistage method to preserve the strong stability properties of spatial discretizations in a forward Euler and different conditions on the second derivative. In particular we present the strong stability preserving theory for explicit and implicit two-derivative Runge–Kutta schemes, including a special condition on the second derivative under which these implicit methods may be unconditionally strong stability preserving. This special condition is natural for the stiff component of wide range of plasma physics problems, and can be useful in the context of strong stability preserving implicit-explicit multi-derivative Runge–Kutta schemes, where the time-step restriction is then independent of the stiff term. Lastly, we present the strong stability preserving theory for implicit-explicit multi-derivative general linear methods, and some novel second and third order methods where the time-step restriction is independent of the stiff term.

97 MATHEMATICS AND COMPUTING

Snap-Through Buckling Pressure Prediction of Spherical Caps: A Comparison of Analytical, Implicit, and Explicit Methods

Snap-through buckling is a nonlinear and dynamic instability that occurs in curved shell structures such as domes, pressure vessels, and aerospace panels. Unlike classical linear buckling, it involves a sudden transition between equilibrium states caused by geometric nonlinearity and rapid strain-to-kinetic energy conversion (Timoshenko & Gere, 1961; Budiansky & Roth, 1962). This study investigates the snap-through behavior of thin spherical caps using both implicit and explicit solvers in ANSYS Workbench. While implicit analysis accurately captures quasi-static response, it struggles with convergence near instability. In contrast, explicit LS-DYNA simulation naturally handles the nonlinear dynamic event with minimal tuning and computational cost.

42 ENGINEERING

Ensemble variational Fokker-Planck methods for data assimilation

Particle flow filters solve Bayesian inference problems by smoothly transforming a set of particles into samples from the posterior distribution. Particles move in state space under the flow of an McKean-Vlasov-Itˆo process. This work introduces the Variational Fokker-Planck (VFP) framework for data assimilation, a general approach that includes previously known particle flow filters as special cases. The McKean-Vlasov-Itˆo process that transforms particles is defined via an optimal drift that depends on the selected diffusion term. It is established that the underlying probability density - sampled by the ensemble of particles - converges to the Bayesian posterior probability density. For a finite number of particles the optimal drift contains a regularization term that nudges particles toward becoming independent random variables. Based on this analysis, we derive computationally-feasible approximate regularization approaches that penalize the mutual information between pairs of particles, and avoid particle collapse. Moreover, the diffusion plays a role akin to a particle rejuvenation approach that aims to alleviate particle collapse. The VFP framework is very flexible. Different assumptions on prior and intermediate probability distributions can be used to implement the optimal drift, and localization and covariance shrinkage can be applied to alleviate the curse of dimensionality. A robust implicit-explicit method is discussed for the efficient integration of stiff McKean- Vlasov-Itˆo processes. Here, the effectiveness of the VFP framework is demonstrated on three progressively more challenging test problems, namely the Lorenz ’63, Lorenz ’96 and the quasi-geostrophic equations.

97 MATHEMATICS AND COMPUTING

Realizability-preserving discontinuous Galerkin method for spectral two-moment radiation transport in special relativity

Here we present a realizability-preserving numerical method for solving a spectral two-moment model to simulate the transport of massless, neutral particles interacting with a steady background material moving with relativistic velocities. The model is obtained as the special relativistic limit of a four-momentum-conservative general relativistic two-moment model. Using a maximum-entropy closure, we solve for the Eulerian-frame energy and momentum. The proposed numerical method is designed to preserve moment realizability, which corresponds to moments defined by a nonnegative phase-space density. The realizability-preserving method is achieved with the following key components: (i) a discontinuous Galerkin phase-space discretization with specially constructed numerical fluxes in the spatial and energy dimensions; (ii) a strong stability-preserving implicit-explicit time-integration method; (iii) a realizability-preserving conserved to primitive moment solver; (iv) a realizability-preserving implicit collision solver; and (v) a realizability-enforcing limiter. Component (iii) is necessitated by the closure procedure, which closes higher order moments nonlinearly in terms of primitive moments. The nonlinear conserved to primitive and the implicit collision solves are formulated as fixed-point problems, which are solved with custom iterative solvers designed to preserve the realizability of each iterate. With a series of numerical tests, we demonstrate the accuracy and robustness of this discontinuous-Galerkin-implicit-explicit method.

79 ASTRONOMY AND ASTROPHYSICS

A Comparison of GPU-Accelerated Multiphase CFD Solvers on the Polaris Supercomputer: Part 1

This report is in support of the Innovative and Novel Computational Impact on Theory and Experiment (INCITE) program sponsored by the U.S. Department of Energy (USDOE). With INCITE-level resources, one project, titled BubblyFlow, was granted computational resources for the 2025 calendar year on the Polaris supercomputer at the Argonne Leadership Computing Facility (ALCF). The project aims to conduct simulations to understand the fundamental characteristics of turbulent bubbly flow phenomena in nature. Staff at the ALCF and Argonne’s Computational Science division, along with collaborators at the City College of New York and University of Illinois at Chicago, helped a summer student to assess the accuracy and performance of two high performance computing (HPC) codes. Both codes, ImExLBM and FluTAS, are fundamentally different in their mathematical and numerical modeling. However, both may be used to solve the same physical problem. The collaboration sought to better understand the differences between both codes in terms of accuracy and efficiency. This would ultimately help the BubblyFlow project better utilize resources and establish a knowledge-base of code capabilities in future simulation campaigns. We compare ImExLBM and FluTAS, two high-performance multiphase computational fluid dynamics (CFD) solvers, in terms of physical fidelity, time-to-solution, and parallel efficiency. We validate ImExLBM (Implicit-Explicit Lattice Boltzmann Method) against a canonical benchmark and assess it’s performance relative to FluTAS (Fluid Transport Accelerated Solver), a well-established open-source CFD code.

97 MATHEMATICS AND COMPUTING

DG-IMEX method for a two-moment model for radiation transport in the $\mathscr{O}$($v$/$c$) limit

Here, we consider neutral particle systems described by moments of a phase-space density and propose a realizability-preserving numerical method to evolve a spectral two-moment model for particles interacting with a background fluid moving with nonrelativistic velocities. The system of nonlinear moment equations, with special relativistic corrections to $\mathscr{O}$($v$/$c$), expresses a balance between phase-space advection and collisions and includes velocity-dependent terms that account for spatial advection, Doppler shift, and angular aberration. The model is conservative for the correct $\mathscr{O}$($v$/$c$) Eulerian-frame number density and is consistent, to $\mathscr{O}$($v$/$c$), with Eulerian-frame energy and momentum conservation. This model is closely related to the one promoted by Lowrie et al. and similar to models currently used to study transport phenomena in large-scale simulations of astrophysical environments. The proposed numerical method is designed to preserve moment realizability, which guarantees that the moments correspond to a nonnegative phase-space density. The realizability-preserving scheme consists of the following key components: (i) a strong stability-preserving implicit-explicit (IMEX) time-integration method; (ii) a discontinuous Galerkin (DG) phase-space discretization with carefully constructed numerical uxes; (iii) a realizability-preserving implicit collision update; and(iv) a realizability-enforcing limiter. In time integration, nonlinearity of the moment model necessitates solution of nonlinear equations, which we formulate as fixed-point problems and solve with tailored iterative solvers that preserve moment realizability with guaranteed global convergence. We also analyze the simultaneous Eulerian-frame number and energy conservation properties of the semi-discrete DG scheme and propose a "spectral redistribution" scheme that promotes Eulerian-frame energy conservation. Through numerical experiments, we demonstrate the accuracy and robustness of this DG-IMEX method and investigate its Eulerian-frame energy conservation properties.

73 NUCLEAR PHYSICS AND RADIATION PHYSICS

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

thornado+FLASH-X: A Hybrid Discontinuous Galerkin–Implicit-explicit and Finite-volume Framework for Neutrino-radiation Hydrodynamics in Core-collapse Supernovae

We present neutrino-transport algorithms implemented in the toolkit for high-order neutrino-radiation hydrodynamics (thornado) and their coupling to self-gravitating hydrodynamics within the adaptive mesh refinement–based multiphysics simulation framework FLASH-X. thornado, developed primarily for simulations of core-collapse supernovae (CCSNe), employs a spectral, six-species two-moment formulation with algebraic closure and special-relativistic observer corrections accurate to $\mathcal{O}(v/c)$, and uses discontinuous Galerkin (DG) methods for phase-space discretization combined with implicit-explicit time stepping. A key development is a nonlinear neutrino–matter coupling algorithm based on nested fixed-point iteration with Anderson acceleration, enabling fully implicit treatment of collisional processes, including energy-coupling interactions such as neutrino–electron scattering and pair production. Coupling to finite-volume (FV) hydrodynamics is achieved through a hybrid DG-FV representation of the fluid variables and operator-split evolution within FLASH-X. The implementation is verified using basic transport tests with idealized opacities and relaxation and deleptonization problems with tabulated microphysics. Spherically symmetric CCSN simulations demonstrate accuracy and robustness of the coupled scheme, including close agreement with the CCSN simulation code Chimera. An axisymmetric CCSN simulation further demonstrates the viability of DG-based neutrino transport for multidimensional supernova modeling within FLASH-X. thornado’s neutrino-transport solver is GPU-enabled using OpenMP offloading or OpenACC, and all CCSN applications included in this work use the GPU implementation. Together, these results establish a foundation for future enhancements in physics fidelity, numerical algorithms, and computational performance, for increasingly realistic large-scale CCSN simulations.

Endeve, Eirik [Oak Ridge National Laboratory (ORNL

Fully implicit crystal plasticity models representing orientations with modified Rodrigues parameters

Here, this work describes a crystal plasticity formulation combining several mathematical, numerical, and implementation choices to produce a highly efficient model. Specifically, the key choices in the implementation are (1) representing orientations with modified Rodrigues parameters, (2) implementing a fully coupled implicit time integration for the elastic stretch, the crystal orientations, and the model internal variables, (3) implementing the model in the NEML2 constitutive modeling framework, based on PyTorch, to vectorize the calculations and port the computation to GPUs and other hardware accelerators, and (4) an exact implementation of the consistent tangent matrix, even for arbitrary coupling to other field variables beyond the displacements, like temperature, neutron fluence, etc. The first two features of the model are, to our knowledge, novel. The paper considers each of these choices individually as well as the final model as a whole. This includes a full description of modified Rodrigues parameters, their advantages over other representations of orientations, the mathematical formulae and tools required to implement a model with modified Rodrigues parameters, and a detailed description of the geometry of the space of modified Rodrigues parameters (in an appendix). It also includes a description of a fully implicit time integration scheme for the orientations and the advantages in representing orientations with modified Rodrigues parameters in implementing such a model. The work then assess, via numerical examples, the advantages of fully coupled implicit time integration versus more common decoupled and explicit time integration schemes. These studies demonstrate the computational advantages of fully coupled integration versus other time integration algorithms, though the performance of the competing models depends on the complexity of the underlying single crystal model. The study concludes by demonstrating that the choice of time integration method affects the sharpness of the predicted texture, with explicit methods for integrating the orientations overestimating texture sharpness and implicit methods underestimating texture sharpness.

Crystal plasticity

The Challenges of Safe Troubleshooting Work

Troubleshooting work presents electrical and other workers with a challenging combination of physical hazards, working conditions, and time pressure, which can lead to unwanted outcomes if not carefully managed. Summaries of several incidents in which workers were injured or at risk of injury while performing troubleshooting work are presented, identifying organizational weaknesses and error precursors that contributed to each incident. The primary challenges include: Deranged equipment. Equipment that needs troubleshooting is not in a normal operating condition. Actions that are safe when the equipment is in a normal state may not be safe in the deranged state. Work planning and control. The steps taken in troubleshooting are most often determined by the results of the immediately previous diagnostic test, making effective work planning challenging. Multiple types of hazards. Most equipment will present a troubleshooting worker with several types of hazards, including hazardous energy as defined in 29 CFR 1910.147. Portions of the troubleshooting activity may be infeasible without these hazards present. Time pressure. Restoring operation of failed equipment often involves an explicit or implicit sense of urgency. There are effective methods for addressing each challenge, most of which require a combination of advance preparation and management commitment.

Mertz, David E.

Comparison between explicit and implicit discretization strategies for a dissipative thermal environment

We investigate strategies for simulating open quantum systems coupled to dissipative baths by comparing explicit wave function-based discretization [via multi-layer multi-configuration time-dependent Hartree (ML-MCTDH)] and the implicit density matrix-based master equation method [via tree tensor network hierarchical equations of motion (TTN-HEOM)]. For dissipative baths characterized by exponentially decaying bath correlation functions, the implicit discretization approach of HEOM—rooted in bath correlation function decompositions—proves significantly more efficient than explicit discretization of the bath into discrete harmonic modes. Explicit methods, like ML-MCTDH, require extensive mode discretization to approximate continuum baths, leading to computational bottlenecks. Case studies for two-level systems and a Fenna–Matthews–Olson complex model highlight TTN-HEOM’s superiority in capturing dissipative dynamics with relaxations with a minimal number of auxiliary modes, while the explicit methods are as exact as the HEOM in pure dephasing regimes. This comparison is enabled by the TENSO package, which has both ML-MCTDH and TTN-HEOM implemented using the same computational structure and propagation strategy.

37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH

One-sweep moment-based semi-implicit-explicit integration for gray thermal radiation transport

Thermal radiation transport (TRT) is a time dependent, high dimensional partial integro-differential equation. In practical applications such as inertial confinement fusion, TRT is coupled to other physics such as hydrodynamics, plasmas, etc., and the timescales one is interested in capturing are often much slower than the radiation timescale. As a result, TRT is treated implicitly, and due to its stiffness and high dimensionality, is often a dominant computational cost in multiphysics simulations. Here we develop a new approach for implicit-explicit (IMEX) integration of gray TRT in the deterministic SN setting, which requires only one sweep per stage, with the simplest first-order method requiring only one sweep per time step. The partitioning of equations is done via a moment-based high-order low-order formulation of TRT, where the streaming operator and first two moments are used to capture the asymptotic stiff regimes of the streaming limit and diffusion limit. Absorption-reemission is treated explicitly, and although stiff, is sufficiently damped by the implicit solve that we achieve stable accurate time integration without incorporating the coupling of the high order and low order equations implicitly. Due to nonlinear coupling of the high-order and low-order equations through temperature-dependent opacities, to facilitate IMEX partitioning and higher-order methods, we use a semi-implicit integration approach amenable to nonlinear partitions. In conclusion, results are demonstrated on thick Marshak and crooked pipe benchmark problems, demonstrating orders of magnitude improvement in accuracy and wallclock compared with the standard first-order implicit integration typically used.

97 MATHEMATICS AND COMPUTING

When ancient numerical demons meet physics-informed machine learning: adjoint-based gradients for implicit differentiable modeling

Recent advances in differentiable modeling, a genre of physics-informed machine learning that trains neural networks (NNs) together with process-based equations, have shown promise in enhancing hydrological models' accuracy, interpretability, and knowledge-discovery potential. Current differentiable models are efficient for NN-based parameter regionalization, but the simple explicit numerical schemes paired with sequential calculations (operator splitting) can incur numerical errors whose impacts on models' representation power and learned parameters are not clear. Implicit schemes, however, cannot rely on automatic differentiation to calculate gradients due to potential issues of gradient vanishing and memory demand. Here we propose a “discretize-then-optimize” adjoint method to enable differentiable implicit numerical schemes for the first time for large-scale hydrological modeling. The adjoint model demonstrates comprehensively improved performance, with Kling–Gupta efficiency coefficients, peak-flow and low-flow metrics, and evapotranspiration that moderately surpass the already-competitive explicit model. Therefore, the previous sequential-calculation approach had a detrimental impact on the model's ability to represent hydrological dynamics. Furthermore, with a structural update that describes capillary rise, the adjoint model can better describe baseflow in arid regions and also produce low flows that outperform even pure machine learning methods such as long short-term memory networks. The adjoint model rectified some parameter distortions but did not alter spatial parameter distributions, demonstrating the robustness of regionalized parameterization. Despite higher computational expenses and modest improvements, the adjoint model's success removes the barrier for complex implicit schemes to enrich differentiable modeling in hydrology.

58 GEOSCIENCES

Spectrally Stabilized Interface Capturing Formulation and Implementation in Nek5000/NekRS

This report documents the formulation of a novel level-set method for incompressible two-phase flows in the continuous Galerkin (CG) high order spectral element framework. The overall method hinges on a novel implementation of the spectral vanishing viscosity (SVV) operator for the stabilization of linear/non-linear hyperbolic problems. The multidimensional SVV convolution kernels, which in essence, have a similar effect as a high pass filter applied to the derivatives, are formulated by exploiting the tensor product form, analogous to the construction of the usual stiffness matrix system. The resulting kernels are directionally decoupled and ensure a linear, symmetric positive definite, elliptic matrix operator. The SVV formulation is demonstrated to provide a robust stabilizing mechanism through challenging linear and non-linear hyperbolic problems, including problems pertinent to the level-set formulation. The two-phase framework conceptualized herein is based on the conservative level-set (CLS) method which represents the interface between the fluids by the 0.5 iso-contour of the smoothed Heaviside function. The CLS method is augmented with a preconditioning procedure for interface normals using the signed distance function which precludes the manifestation of spurious oscillations in the vicinty of the interface. Further, the existing mixed explicit-implicit approach for the solution of Navier-Stokes equations in Nek5000, as described in Tomboulides et al, is augmented with a pressure coefficient splitting approach for the Poisson equation, which greatly accelerated the convergence of pressure solver for two-phase systems with large density ratio. The robustness and accuracy of the overall two-phase method is demonstrated through canonical challenging problems involving high density and viscosity ratios, with and without surface tension. The two-phase formulation is wholly implemented in Nek5000 and the SVV stabilization method is implemented in NekRS, which is the essential precursor to the two-phase framework, undergoing active development.

97 MATHEMATICS AND COMPUTING

Semi-implicit continuum kinetic modeling of weakly collisional parallel transport in a magnetic mirror

We present implicit-explicit (IMEX) kinetic simulations of weakly collisional parallel plasma transport in magnetic mirror configurations using the continuum code COGENT. The numerical scheme employs a Jacobian-free Newton–Krylov method with algebraic multigrid preconditioning to overcome the severe time step limitations imposed by strong mirror forces in fully explicit schemes. Applied to parameters relevant to the Wisconsin HTS Axisymmetric Mirror experiment, the IMEX approach enables time steps up to 2.5×10 4 times larger than those permitted by explicit methods, resulting in a 2500× speedup in 1D–2V simulations of parallel transport with kinetic ions and Boltzmann electrons. Additionally, a reduced bounce-averaged model for a square mirror is implemented to support the computationally intensive fully kinetic simulations. The bounce-averaged formulation is used to evaluate the numerical convergence of the velocity-space discretization algorithms and to assess the role of the collision model by comparing simulations employing the nonlinear Fokker–Planck and the simplified Lenard–Bernstein–Dougherty collision operators.

Collision theories

Improving ADAM through an implicit-explicit (IMEX) time-stepping approach

The ADAM optimizer, often used in machine learning for neural network training, corresponds to an underlying ordinary differential equation (ODE) in the limit of very small learning rates. Here, this work shows that the classical ADAM algorithm is a first-order implicit-explicit (IMEX) Euler discretization of the underlying ODE. Employing the time discretization point of view, we propose new extensions of the ADAM scheme obtained by using higher-order IMEX methods to solve the ODE. Based on this approach, we derive a new optimization algorithm for neural network training that performs better than classical ADAM on several regression and classification problems.

97 MATHEMATICS AND COMPUTING

Asymptotic-preserving semi-implicit finite volume scheme for extended magnetohydrodynamics

A Finite Volume (FV) scheme is developed for solving the extended magnetohydrodynamic (XMHD) equations, yielding accurate results in the ideal, resistive, and Hall MHD limits. This is accomplished by first re-writing the XMHD equations such that it allows the algorithm to retain the use of ideal MHD Riemann solvers and the constrained transport method to preserve divergence-free magnetic fields. Incorporation of electron inertia and displacement current introduces additional numerical stiffness which motivates a semi-implicit FV scheme that re-formulates the XMHD model as a relaxation system. The equations are then advanced in time using an explicit 2nd-order Runge–Kutta scheme with operator splitting applied to the implicit source term updates at each sub-stage. For additional numerical stability, a density-dependent slope limiter is implemented to increase flux diffusivity at low density regions where non-ideal effects become significant. The algorithm is subsequently implemented in a scalable adaptive mesh refinement (AMR) framework. As the new algorithm retains many aspects of the ideal MHD formulations, it asymptotes naturally to the ideal MHD limit. Moreover, it shows promising results at the resistive and Hall MHD limits. This is verified against reference test problems for ideal, resistive and Hall MHD.

70 PLASMA PHYSICS AND FUSION TECHNOLOGY

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