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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↗

NASA NTRS1990

An interactive adaptive remeshing algorithm for the two-dimensional Euler equations

An interactive adaptive remeshing algorithm utilizing a frontal grid generator and a variety of time integration schemes for the two-dimensional Euler equations on unstructured meshes is presented. Several device dependent interactive graphics interfaces have been developed along with a device independent DI-3000 interface which can be employed on any computer that has the supporting software including the Cray-2 supercomputers Voyager and Navier. The time integration methods available include: an explicit four stage Runge-Kutta and a fully implicit LU decomposition. A cell-centered finite volume upwind scheme utilizing Roe's approximate Riemann solver is developed. To obtain higher order accurate results a monotone linear reconstruction procedure proposed by Barth is utilized. Results for flow over a transonic circular arc and flow through a supersonic nozzle are examined.

Slack, David C.↗

NASA NTRS2006

Convergence Acceleration for Multistage Time-Stepping Schemes

The convergence of a Runge-Kutta (RK) scheme with multigrid is accelerated by preconditioning with a fully implicit operator. With the extended stability of the Runge-Kutta scheme, CFL numbers as high as 1000 could be used. The implicit preconditioner addresses the stiffness in the discrete equations associated with stretched meshes. Numerical dissipation operators (based on the Roe scheme, a matrix formulation, and the CUSP scheme) as well as the number of RK stages are considered in evaluating the RK/implicit scheme. Both the numerical and computational efficiency of the scheme with the different dissipation operators are discussed. The RK/implicit scheme is used to solve the two-dimensional (2-D) and three-dimensional (3-D) compressible, Reynolds-averaged Navier-Stokes equations. In two dimensions, turbulent flows over an airfoil at subsonic and transonic conditions are computed. The effects of mesh cell aspect ratio on convergence are investigated for Reynolds numbers between 5.7 x 10(exp 6) and 100.0 x 10(exp 6). Results are also obtained for a transonic wing flow. For both 2-D and 3-D problems, the computational time of a well-tuned standard RK scheme is reduced at least a factor of four.

Swanson, R. C.↗

NASA NTRS2007

Convergence Acceleration of Runge-Kutta Schemes for Solving the Navier-Stokes Equations

The convergence of a Runge-Kutta (RK) scheme with multigrid is accelerated by preconditioning with a fully implicit operator. With the extended stability of the Runge-Kutta scheme, CFL numbers as high as 1000 can be used. The implicit preconditioner addresses the stiffness in the discrete equations associated with stretched meshes. This RK/implicit scheme is used as a smoother for multigrid. Fourier analysis is applied to determine damping properties. Numerical dissipation operators based on the Roe scheme, a matrix dissipation, and the CUSP scheme are considered in evaluating the RK/implicit scheme. In addition, the effect of the number of RK stages is examined. Both the numerical and computational efficiency of the scheme with the different dissipation operators are discussed. The RK/implicit scheme is used to solve the two-dimensional (2-D) and three-dimensional (3-D) compressible, Reynolds-averaged Navier-Stokes equations. Turbulent flows over an airfoil and wing at subsonic and transonic conditions are computed. The effects of the cell aspect ratio on convergence are investigated for Reynolds numbers between 5:7 x 10(exp 6) and 100 x 10(exp 6). It is demonstrated that the implicit preconditioner can reduce the computational time of a well-tuned standard RK scheme by a factor between four and ten.

Swanson, Roy C., Jr.↗

NASA NTRS1994

Time integration algorithms for the two-dimensional Euler equations on unstructured meshes

Explicit and implicit time integration algorithms for the two-dimensional Euler equations on unstructured grids are presented. Both cell-centered and cell-vertex finite volume upwind schemes utilizing Roe's approximate Riemann solver are developed. For the cell-vertex scheme, a four-stage Runge-Kutta time integration, a fourstage Runge-Kutta time integration with implicit residual averaging, a point Jacobi method, a symmetric point Gauss-Seidel method and two methods utilizing preconditioned sparse matrix solvers are presented. For the cell-centered scheme, a Runge-Kutta scheme, an implicit tridiagonal relaxation scheme modeled after line Gauss-Seidel, a fully implicit lower-upper (LU) decomposition, and a hybrid scheme utilizing both Runge-Kutta and LU methods are presented. A reverse Cuthill-McKee renumbering scheme is employed for the direct solver to decrease CPU time by reducing the fill of the Jacobian matrix. A comparison of the various time integration schemes is made for both first-order and higher order accurate solutions using several mesh sizes, higher order accuracy is achieved by using multidimensional monotone linear reconstruction procedures. The results obtained for a transonic flow over a circular arc suggest that the preconditioned sparse matrix solvers perform better than the other methods as the number of elements in the mesh increases.

Slack, David C.↗

NASA NTRS1993

Multigrid time-accurate integration of Navier-Stokes equations

Efficient acceleration techniques typical of explicit steady-state solvers are extended to time-accurate calculations. Stability restrictions are greatly reduced by means of a fully implicit time discretization. A four-stage Runge-Kutta scheme with local time stepping, residual smoothing, and multigridding is used instead of traditional time-expensive factorizations. Some applications to natural and forced unsteady viscous flows show the capability of the procedure.

Arnone, Andrea↗

NASA NTRS1993

Multigrid time-accurate integration of Navier-Stokes equations

Arnone, Andrea↗

NASA NTRS1984

Comparison of the full potential and Euler formulations for computing transonic airfoil flows

A quantitative comparison between the Euler and full potential formulations with respect to speed and accuracy is presented. The robustness of the codes used is tested by a number of transonic airfoil cases. The computed results are from four transonic airfoil computer codes. The full potential codes use fully implicit iteration algorithms. The first Euler code uses a fully implicit ADI iteration scheme. The second Euler code uses an explicit Runge Kutta time stepping algorithm which is enhanced by a multigrid convergence acceleration scheme. Quantitative comparisons are made using various plots of lift coefficient versus the average mesh spacing along the airfoil. Besides yielding an asymptotic limit to the lift coefficient, these results also demonstrate the truncation error behavior of the various codes. Quantitative conclusions regarding the full potential and Euler formulations with respect to accuracy, speed, and robustness can be presented.

Flores, J.↗

NASA NTRS1990

Characteristic-based algorithms for flows in thermo-chemical nonequilibrium

A generalized finite-rate chemistry algorithm with Steger-Warming, Van Leer, and Roe characteristic-based flux splittings is presented in three-dimensional generalized coordinates for the Navier-Stokes equations. Attention is placed on convergence to steady-state solutions with fully coupled chemistry. Time integration schemes including explicit m-stage Runge-Kutta, implicit approximate-factorization, relaxation and LU decomposition are investigated and compared in terms of residual reduction per unit of CPU time. Practical issues such as code vectorization and memory usage on modern supercomputers are discussed.

Walters, Robert W.↗

DOE OSTI2026

An implicit-explicit time splitting strategy for the far SOL plasma fluid model with DG-FEM discretization

We consider a far scrape-off layer (SOL) plasma fluid model of ions that is governed by a Braginskiitype model: a one-dimensional, nonlinear system of advection-diffusion equations coupled with a diffusion equation for neutral particles. Our motivation for studying this system arises from the coupling between the edge plasma and radio-frequency (RF) heating, where solving a far SOL plasma fluid model provides critical insights into edge plasma dynamics. Numerical simulations of plasma fluid models require advanced computational techniques to achieve both efficiency and accuracy, especially when resolving the boundary layer in magnetically confined plasmas. In this work, we propose an implicit-explicit time operator splitting strategy that allows for an efficient solution algorithm, where the diffusive terms are treated semi-implicitly requiring only a linear solve, while the advection part is handled explicitly using a strong-stability-preserving Runge-Kutta (SSP-RK3) scheme. This leads to a fully decoupled system in which the diffusion and advection sub-problems can be solved separately, simplifying the overall solution procedure and allowing for efficient parallelization, which is particularly relevant for exploring the impact of RF heating on the SOL plasma. The main challenge of the discretization is due to the strong coupling between diffusion and advection, particularly through the boundary conditions. This makes implementation of such a scheme in an accurate and stable manner nontrivial. We discuss in detail how to split the equations and manage boundary conditions to maintain stability and well-posedness for each subsystem. We also describe a spatial discretization approach, based on the discontinuous Galerkin finite element method (DG-FEM) and present numerical results for a one-dimensional system.

Burkovska, Olena [ORNL] (ORCID:0000000163101130)↗

NASA NTRS1996

A Review of High-Order and Optimized Finite-Difference Methods for Simulating Linear Wave Phenomena

This paper presents a review of high-order and optimized finite-difference methods for numerically simulating the propagation and scattering of linear waves, such as electromagnetic, acoustic, or elastic waves. The spatial operators reviewed include compact schemes, non-compact schemes, schemes on staggered grids, and schemes which are optimized to produce specific characteristics. The time-marching methods discussed include Runge-Kutta methods, Adams-Bashforth methods, and the leapfrog method. In addition, the following fourth-order fully-discrete finite-difference methods are considered: a one-step implicit scheme with a three-point spatial stencil, a one-step explicit scheme with a five-point spatial stencil, and a two-step explicit scheme with a five-point spatial stencil. For each method studied, the number of grid points per wavelength required for accurate simulation of wave propagation over large distances is presented. Recommendations are made with respect to the suitability of the methods for specific problems and practical aspects of their use, such as appropriate Courant numbers and grid densities. Avenues for future research are suggested.

Zingg, David W.↗

DOE OSTI2023

A Fully Explicit Integrator for Modeling Astrophysical Reactive Flows

Simulating complex astrophysical reacting flows is computationally expensive—reactions are stiff and typically require implicit integration methods. The reaction update is often the most expensive part of a simulation, which motivates the exploration of more economical methods. In this research note, we investigate how the explicit Runge–Kutta–Chebyshev (RKC) method performs compared to an implicit method when applied to astrophysical reactive flows. These integrators are applied to simulations of X-ray bursts arising from unstable thermonuclear burning of accreted fuel on the surface of neutron stars. We show that the RKC method performs with similar accuracy to our traditional implicit integrator, but is more computationally efficient when run on CPUs.

GPU computing↗

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↗

NASA NTRS2014

High-Order Implicit-Explicit Multi-Block Time-stepping Method for Hyperbolic PDEs

This work seeks to explore and improve the current time-stepping schemes used in computational fluid dynamics (CFD) in order to reduce overall computational time. A high-order scheme has been developed using a combination of implicit and explicit (IMEX) time-stepping Runge-Kutta (RK) schemes which increases numerical stability with respect to the time step size, resulting in decreased computational time. The IMEX scheme alone does not yield the desired increase in numerical stability, but when used in conjunction with an overlapping partitioned (multi-block) domain significant increase in stability is observed. To show this, the Overlapping-Partition IMEX (OP IMEX) scheme is applied to both one-dimensional (1D) and two-dimensional (2D) problems, the nonlinear viscous Burger's equation and 2D advection equation, respectively. The method uses two different summation by parts (SBP) derivative approximations, second-order and fourth-order accurate. The Dirichlet boundary conditions are imposed using the Simultaneous Approximation Term (SAT) penalty method. The 6-stage additive Runge-Kutta IMEX time integration schemes are fourth-order accurate in time. An increase in numerical stability 65 times greater than the fully explicit scheme is demonstrated to be achievable with the OP IMEX method applied to 1D Burger's equation. Results from the 2D, purely convective, advection equation show stability increases on the order of 10 times the explicit scheme using the OP IMEX method. Also, the domain partitioning method in this work shows potential for breaking the computational domain into manageable sizes such that implicit solutions for full three-dimensional CFD simulations can be computed using direct solving methods rather than the standard iterative methods currently used.

Nielsen, Tanner B.↗

NASA NTRS2000

Discontinuous dual-primal mixed finite elements for elliptic problems

We propose a novel discontinuous mixed finite element formulation for the solution of second-order elliptic problems. Fully discontinuous piecewise polynomial finite element spaces are used for the trial and test functions. The discontinuous nature of the test functions at the element interfaces allows to introduce new boundary unknowns that, on the one hand enforce the weak continuity of the trial functions, and on the other avoid the need to define a priori algorithmic fluxes as in standard discontinuous Galerkin methods. Static condensation is performed at the element level, leading to a solution procedure based on the sole interface unknowns. The resulting family of discontinuous dual-primal mixed finite element methods is presented in the one and two-dimensional cases. In the one-dimensional case, we show the equivalence of the method with implicit Runge-Kutta schemes of the collocation type exhibiting optimal behavior. Numerical experiments in one and two dimensions demonstrate the order accuracy of the new method, confirming the results of the analysis.

Bottasso, Carlo L.↗

DOE OSTI2023

Semi-Implicit Computation of Fast Modes in a Scheme Integrating Slow Modes by a Leapfrog Method Based on a Selective Implicit Time Filter

Abstract A scheme for integration of atmospheric equations containing terms with differing time scales is developed. The method employs a filtered leapfrog scheme utilizing a fourth-order implicit time filter with one function evaluation per time step to compute slow-propagating phenomena such as advection and rotation. The terms involving fast-propagating modes are handled implicitly with an unconditionally stable method that permits application of larger time steps and faster computations compared to fully explicit treatment. Implementation using explicit and recurrent formulation is provided. Stability analysis demonstrates that the method is conditionally stable for any combination of frequencies involved in the slow and fast terms as they approach the origin. The implicit filter used in the method damps the computational modes without noticeably sacrificing the accuracy of the physical mode. TheO[(Δt 4 )] accuracy for amplitude errors achieved by the implicitly filtered leapfrog is preserved in applications where terms responsible for fast propagation are integrated with a semi-implicit method. Detailed formulation of the method for soundproof nonhydrostatic anelastic equations is provided. Procedures for implementation in global spectral shallow-water models are also given. Examples comparing numerical and analytical solutions for linear gravity waves demonstrate the accuracy of the scheme. The performance is also shown in more practical nonlinear applications, where numerical solutions accomplished by the method are evaluated against those computed from a scheme where the slow terms are handled by the third-order Runge–Kutta scheme. It demonstrates that the method is able to accurately resolve fine-scale dynamics of Kelvin–Helmholtz shear instabilities, the evolution of density current, and nonlinear drifts of twin tropical cyclones.

Meteorology & Atmospheric Sciences↗