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At least 19 records

Explicit Monotone Stable Super-Time-stepping Methods for Finite Time Singularities

We explore a novel way to numerically resolve the scaling behavior of finite-time singularities in solutions of nonlinear parabolic PDEs. The Runge–Kutta–Legendre (RKL) and Runge–Kutta–Gegenbauer (RKG) super-time-stepping methods were originally developed for nonlinear complex physics problems with diffusion. These are multistage single step second-order, forward-in-time methods with no implicit solves. The advantage is that the time-step size for stability scales with stage number 𝑠 as $\mathcal{O}$⁡(𝑠 2 ). Many interesting nonlinear PDEs have finite-time singularities, and the presence of diffusion often limits one to using implicit or semi-implicit time-step methods for stability constraints. Finite-time singularities are particularly challenging due to the large range of scales that one desires to resolve, often with adaptive spatial grids and adaptive time steps. Here, in this study, we show two examples of nonlinear PDEs for which the self-similar singularity structure has time and space scales that are resolvable using the RKL and RKG methods, without forcing even smaller time steps. Compared to commonly used implicit numerical methods, we achieve a significantly smaller run time while maintaining comparable accuracy. We also prove numerical monotonicity for both the RKL and RKG methods under their linear stability conditions for the constant coefficient heat equation, in the case of infinite domain and periodic boundary condition, leading to a theoretical guarantee of the superiority of the RKL and RKG methods over traditional super-time-stepping methods, such as the Runge-Kutta-Chebyshev and the orthogonal Runge-Kutta-Chebyshev methods. Code can be found at https://github.com/ZT220501/SRK-Singularity.

97 MATHEMATICS AND COMPUTING↗

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↗

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↗

Explicit simulation of the Brownian rotation of arbitrary shaped aerosol particles using quaternions

The shape of an aerosol particle strongly influences its mass and momentum transfer cross-sections, charging properties, and other physical properties. Here, we present an explicit time-stepping procedure to simulate the rotational Brownian motion of arbitrary shaped aerosol particles by solving Euler’s equation of rotation. A Langevin formulation of the rotation equations is used, wherein Brownian motion due to thermal collisions between a particle and background gas molecules is represented using a stochastic fluctuating torque and fluid resistance is included as a drag torque. To avoid singularities associated with describing the orientation of a shape with Euler angles, we employ a quaternion formulation that leads to first-order stochastic differential equations to describe the evolution of the angular position and angular velocity of a rigid body. We perform all the rotational dynamics calculations in the body-fixed frame of reference attached to the rotating shape whose basis vectors are the normalized eigenvectors of the inertia tensor of the particle. Numerical solutions to rotation under torque-free conditions, damped rotation without Brownian motion, and stochastic rotation for arbitrary shapes are presented and discussed. The presented method enables time-resolved simulation of Brownian rotation for direct comparison with experimentally measured trajectories or statistical measures. The second order accuracy of the used time-stepping procedure places a severe restriction on the timestep that can be used for obtaining accurate results. Animations of presented simulations are included for visualizing rotational motion at various gas pressures. To aid implementation, MATLAB ® codes are also provided. Extension to include translation Brownian motion is straightforward.

Roy, Mrittika↗

Implicit-explicit Runge-Kutta for radiation hydrodynamics I: Gray diffusion

Radiation hydrodynamics are a challenging multiscale and multiphysics set of equations. To capture the relevant physics of interest, one typically must time step on the hydrodynamics timescale, making explicit integration the obvious choice. On the other hand, the coupled radiation equations have a scaling such that implicit integration is effectively necessary in non-relativistic regimes. A first-order Lie-Trotter-like operator split is the most common time integration scheme used in practice, alternating between an explicit hydrodynamics step and an implicit radiation solve and energy deposition step. However, such a scheme is limited to first-order accuracy, and nonlinear coupling between the radiation and hydrodynamics equations makes a more general additive partitioning of the equations non-trivial. Here, we develop a new formulation and partitioning of radiation hydrodynamics with gray diffusion that allows us to apply (linearly) implicit-explicit Runge-Kutta time integration schemes. In conclusion, we prove conservation of total energy in the new framework, and demonstrate 2nd-order convergence in time on multiple radiative shock problems, achieving error 3–5 orders of magnitude smaller than the first-order Lie-Trotter operator split at the hydrodynamic CFL, even when Lie-Trotter applies a 3rd-order TVD Runge-Kutta scheme to the hydrodynamics equations.

73 NUCLEAR PHYSICS AND RADIATION PHYSICS↗

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↗

Axisymmetric gyrokinetic simulation of ASDEX-Upgrade scrape-off layer using a conservative implicit BGK collision operator

Collisions play an important role in turbulence and transport of fusion plasmas. For kinetic simulations, as the collisionality increases in the domain of interest, the size of the time step to resolve the collisional physics can become overly restrictive in an explicit time integration scheme, leading to high computational cost. With the aim of overcoming such restriction, we have implemented an implicit Bhatnagar–Gross–Krook (BGK) collision operator for use in the discontinuous Galerkin full-f gyrokinetic solver within the Gkeyll framework, which, when combined with Gkeyll's traditional explicit time integrator for collisionless advection, can significantly increase the time step in gyrokinetic simulations of highly collisional regimes. To ensure conservation of density, momentum, and energy, we utilize an iterative scheme to correct the discretized approximation to the equilibrium Maxwellian distribution to which the BGK collision operator relaxes. We have further generalized the BGK infrastructure, both the implicit scheme and the correction routine, to handle cross-species collisions. This improved implicit and conservative BGK operator is benchmarked against the more accurate but more computationally expensive Lenard–Bernstein–Dougherty (LBD) operator, which has been utilized in prior studies with Gkeyll. The implicit BGK operator enables 2D axisymmetric simulations of the ASDEX-Upgrade scrape-off layer to run 56 times faster to completion than the simulations with the LBD operator, because the BGK operator is more robust and converges at a lower resolution than is required by the LBD operator. Additionally, in this more collisional limit, we demonstrate that the results of our simulations utilizing the implicit BGK operator agreed well with simulations utilizing the more computationally expensive LBD operator.

Gyrokinetic simulations↗

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↗

On Properties of Adjoint Systems for Evolutionary PDEs

We investigate the geometric structure of adjoint systems associated with evolutionary partial differential equations at the fully continuous, semi-discrete, and fully discrete levels and the relations between these levels. We show that the adjoint system associated with an evolutionary partial differential equation has an infinite-dimensional Hamiltonian structure, which is useful for connecting the fully continuous, semi-discrete, and fully discrete levels. We subsequently address the question of discretize-then-optimize versus optimize-then-discrete for both semi-discretization and time integration, by characterizing the commutativity of discretize-then-optimize methods versus optimize-then-discretize methods uniquely in terms of an adjoint-variational quadratic conservation law. For Galerkin semi-discretizations and one-step time integration methods in particular, we explicitly construct these commuting methods by using structure-preserving discretization techniques.

97 MATHEMATICS AND COMPUTING↗

Towards modelling AR Sco: generalized particle dynamics and strong radiation-reaction regimes

Numerical simulations of relativistic plasmas have become more feasible, popular, and crucial for various astrophysical sources with the availability of computational resources. The necessity for high-accuracy particle dynamics is especially highlighted in pulsar modelling due to the extreme associated electromagnetic fields and particle Lorentz factors. Including the radiation-reaction force in the particle dynamics adds even more complexity to the problem, but is crucial for such extreme astrophysical sources. We have also realized the need for such modelling concerning magnetic mirroring and particle injection models proposed for AR Sco, the first white dwarf pulsar. This paper demonstrates the benefits of using higher-order explicit numerical integrators with adaptive time-step methods to solve the full particle dynamics with radiation-reaction forces included. We show that for standard test scenarios, namely various combinations of uniform E- and B-fields and a static dipole B-field, the schemes we use are equivalent to and in extreme field cases outperform standard symplectic integrators in accuracy. We show that the higher-order schemes have massive computational time improvements due to the adaptive time-steps we implement, especially in non-uniform field scenarios and included radiation reaction where the particle gyro-radius rapidly changes. When balancing accuracy and computational time, we identified the adaptive Dormand–Prince eighth-order scheme to be ideal for our use cases. The schemes we use maintain accuracy and stability in describing the particle dynamics and we indicate how a charged particle enters radiation-reaction equilibrium and conforms to the analytical Aristotelian Electrodynamics expectations.

79 ASTRONOMY AND ASTROPHYSICS↗

An iterative dynamic chemical stiffness removal method for reacting flow simulations

Abstract An iterative dynamic chemical stiffness removal method (IDCSR) based on quasi-steady-state approximation (QSSA) is proposed. The IDCSR method is built on a previously developed non-iterative method which has proved to work well for small timestep sizes. A novel iterative procedure is designed in IDCSR to enable explicit time integration of stiff chemistry at relatively large timestep sizes relevant to practical reacting flow simulations. The effectiveness of the iterative procedure is first demonstrated with a toy problem and homogeneous auto-ignition with fixed integration step sizes, showing that larger timestep sizes can be allowed for explicit time integration using IDCSR compared with the previous non-iterative method. IDCSR is then compared with existing explicit chemistry solvers for simulations of homogeneous auto-ignition and shows similar or lower computational cost but significantly higher accuracy across a wide range of timestep sizes. IDCSR is further combined with an automatic adaptive time-stepping scheme for simulations of 0-D homogeneous auto-ignition and a 2-D laminar lifted n -dodecane jet flame. For the 0-D auto-ignition simulations, IDCSR is shown to reduce both the error (by 43%–90%) and computational cost (by 6–15 times) compared with existing explicit solvers, while achieving speed-up factors of up to 400 compared with VODE for a wide range of timestep sizes and reaction mechanisms. For the 2-D jet flame simulations, speed-up factors of 15 and 31 for chemistry integration, and 5 and 9 for overall simulation, are achieved by IDCSR compared with CVODE with and without analytic Jacobian, respectively.

Xu, Chao (ORCID:0000000153074159)↗

Fast explicit solutions for neutrino-electron scattering: Explicit asymptotic methods

Here, we present results of explicit asymptotic approximations applied to neutrino-electron scattering in a representative model of neutrino population evolution under conditions characteristic of core-collapse supernova explosions or binary neutron star mergers. It is shown that this approach provides stable solutions of these stiff systems of equations, with accuracy and time stepping comparable to that for standard implicit treatments such as backward Euler, fixed point iteration, and Anderson-accelerated fixed point iteration. Because each time step can be computed more rapidly with the explicit asymptotic approximation than with implicit methods, this suggests that algebraically stabilized explicit integration methods could be used to compute neutrino evolution coupled to hydrodynamics more efficiently in stellar explosions and mergers than the methods currently in use.

79 ASTRONOMY AND ASTROPHYSICS↗

Pressure stability in explicitly coupled simulations of poromechanics with application to CO 2 sequestration

We study in detail the pressure stabilizing effects of the non-iterated fixed-stress splitting in poromechanical problems which are nearly undrained and incompressible. When applied in conjunction with a spatial discretization which does not satisfy the discrete inf–sup condition, namely a mixed piecewise linear–piecewise constant spatial discretization, the explicit fixed-stress scheme can have a pressure stabilizing effect in transient problems. This effect disappears, however, upon time step refinement or the attainment of steady state. The interpretation of the scheme as an Augmented Lagrangian method similar to Uzawa iteration for incompressible flow helps explain these results. Moreover, due to the slowly evolving solution within undrained seal regions, we show that the explicit fixed-stress scheme requires very large time steps to reveal its pressure stabilizing effect in examples of geologic CO 2 sequestration. We note that large time steps can result in large errors in drained regions, such as the aquifer or reservoir regions of these examples, and can prevent convergence of nonlinear solvers in the case of multiphase flows, which can make the explicit scheme an unreliable source of pressure stabilization. We conclude by demonstrating that pressure jump stabilization is as effective in the explicit fixed-stress setting as in the fully implicit setting for undrained problems, while maintaining the stability and convergence of the fixed-stress split for drained problems.

58 GEOSCIENCES↗

Toward quantum tunneling from excited states: Recovering imaginary-time instantons from a real-time analysis

We revisit the path integral description of quantum tunneling and its generalization to excited states. For clarity, we focus on the simple toy model of a point particle in a double-well potential, for which we perform all steps explicitly. Instead of performing the familiar Wick rotation from physical to imaginary time—which is inconsistent with the requisite boundary conditions when treating tunneling from excited states—we regularize the path integral by adding an infinitesimal complex contribution to the Hamiltonian, while keeping time strictly real. We find that this gives rise to a complex stationary-phase solution, in agreement with recent insights from Picard-Lefshetz theory. We then show that there exists a class of analytic solutions for the corresponding equations of motion, which can be made to match the appropriate boundary conditions in the physically relevant limits of a vanishing regulator and an infinite physical time. We provide a detailed discussion of this nontrivial limit. We find that, for systems without an explicit time-dependence, our approach reproduces the picture of an instantonlike solution defined on a finite Euclidean-time interval. Lastly, we discuss the generalization of our approach to broader classes of systems, for which it serves as a reliable framework for high-precision calculations. Published by the American Physical Society 2025

Steingasser, Thomas (ORCID:0000000217262117)↗

Asymptotic-preserving dynamical low-rank method for the stiff nonlinear Boltzmann equation

In kinetic theory, numerically solving the full Boltzmann equation is extremely expensive. This is because the Boltzmann collision operator involves a high-dimensional, nonlinear integral that must be evaluated at each spatial grid point and every time step. The challenge becomes even more pronounced in the fluid (strong collisionality) regime, where the collision operator exhibits strong stiffness, causing explicit time integrators to impose severe stability restrictions. In this paper, we propose addressing this problem through a dynamical low-rank (DLR) approximation. The resulting algorithm requires evaluating the Boltzmann collision operator only r 2 times, where r, the rank of the approximation, is much smaller than the number of spatial grid points. We propose a novel DLR integrator, called the XL integrator, which reduces the number of steps compared to the available alternatives (such as the projector splitting or basis update & Galerkin (BUG) integrator). For a class of problems including the Boltzmann collision operator which enjoys a separation property between physical and velocity space, we further propose a specialized version of the XL integrator, called the sXL integrator. This version requires solving only one differential equation to update the low-rank factors. Furthermore, the proposed low-rank schemes are asymptotic-preserving, meaning they can capture the asymptotic fluid limit in the case of strong collisionality. Our numerical experiments demonstrate the efficiency and accuracy of the proposed methods across a wide range of regimes, from non-stiff (kinetic) to stiff (fluid).

97 MATHEMATICS AND COMPUTING↗

Verification of an energy-conserving semi-implicit electrostatic particle-in-cell scheme for modeling high-density plasma at scale

A verification study of a semi-implicit energy-conserving electrostatic particle-in-cell algorithm is presented. The algorithm relaxes the time-step and mesh-size constraints that require resolution of the plasma period and Debye length associated with traditional explicit momentum-conserving particle-in-cell algorithms. Physical implications and applicability of using the semi-implicit scheme for modeling high-density plasmas are discussed. Where possible, numerical results are compared against analytical solutions. The simulation results indicate that the algorithm is stable at time steps larger than twice the inverse plasma frequency and cell sizes larger than the Debye length. It is found that the algorithm gives adequate results, provided that the distribution function and the spatiotemporal scales dictating the physics of the problem are resolved. As such, the algorithm may provide a robust method for kinetic modeling of high-density plasmas at scale.

Cyclotron resonance↗

Asymptotic-preserving gyrokinetic implicit particle-orbit integrator for arbitrary electromagnetic fields

We extend the asymptotic preserving and energy conserving time integrator for charged-particle motion developed in Ricketson and Chacón (2020) to include finite Larmor-radius (FLR) effects in the presence of electric-field length-scales comparable to the particle gyro-radius (the gyro-kinetic limit). We introduce two modifications to the earlier scheme. The first is the explicit gyro-averaging of the electric field at the half time-step, along with an analogous modification to the current deposition, which we show preserves total energy conservation in implicit PIC schemes. The number of gyrophase samples is chosen adaptively, ensuring proper averaging for large timesteps and the recovery of full-orbit dynamics in the small time-step limit. The second modification is an alternating large and small time-step strategy that ensures the particle trajectory samples gyrophases evenly. We show that this strategy relaxes the time-step restrictions on the scheme, allowing even larger speed-ups than previously achievable. We demonstrate the new method with several single-particle motion tests in a variety of electromagnetic field configurations featuring gyro-scale variation in the electric field. Finally, the results demonstrate the advertised ability to capture FLR effects accurately even when significantly stepping over the gyration time-scale.

70 PLASMA PHYSICS AND FUSION TECHNOLOGY↗

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↗