A high-performance finite-volume algorithm for solving partial differential equations governing compressible viscous flows on structured grids
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97 MATHEMATICS AND COMPUTING↗
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Unified Geometric Multigrid Algorithm for Hybridized High-Order Finite Element Methods
In this paper, we consider a standard elliptic partial differential equation and propose a geometric multigrid algorithm based on Dirichlet-to-Neumann (DtN) maps for hybridized high-order finite element methods. The proposed unified approach is applicable to any locally conservative hybridized finite element method including multinumerics with different hybridized methods in different parts of the domain. For these methods, the linear system involves only the unknowns residing on the mesh skeleton, and constructing intergrid transfer operators is therefore not trivial. The key to our geometric multigrid algorithm is the physics-based energy-preserving intergrid transfer operators which depend only on the fine scale DtN maps. Thanks to these operators, we completely avoid upscaling of parameters and no information regarding subgrid physics is explicitly required on coarse meshes. Moreover, our algorithm is agglomeration-based and can straightforwardly handle unstructured meshes. We perform extensive numerical studies with hybridized mixed methods, hybridized discontinuous Galerkin methods, weak Galerkin methods, and hybridized versions of interior penalty discontinuous Galerkin methods on a range of elliptic problems including subsurface flow through highly heterogeneous porous media. We compare the performance of different smoothers and analyze the effect of stabilization parameters on the scalability of the multigrid algorithm.
97 MATHEMATICS AND COMPUTING↗
Spectral element methods: Algorithms and architectures
Spectral element methods are high-order weighted residual techniques for partial differential equations that combine the geometric flexibility of finite element methods with the rapid convergence of spectral techniques. Spectral element methods are described for the simulation of incompressible fluid flows, with special emphasis on implementation of spectral element techniques on medium-grained parallel processors. Two parallel architectures are considered: the first, a commercially available message-passing hypercube system; the second, a developmental reconfigurable architecture based on Geometry-Defining Processors. High parallel efficiency is obtained in hypercube spectral element computations, indicating that load balancing and communication issues can be successfully addressed by a high-order technique/medium-grained processor algorithm-architecture coupling.
Fischer, Paul↗
Spectral element methods - Algorithms and architectures
Spectral element methods are high-order weighted residual techniques for partial differential equations that combine the geometric flexibility of finite element methods with the rapid convergence of spectral techniques. Spectral element methods are described for the simulation of incompressible fluid flows, with special emphasis on implementation of spectral element techniques on medium-grained parallel processors. Two parallel architectures are considered; the first, a commercially available message-passing hypercube system; the second, a developmental reconfigurable architecture based on Geometry-Defining Processors. High parallel efficiency is obtained in hypercube spectral element computations, indicating that load balancing and communication issues can be successfully addressed by a high-order technique/medium-grained processor algorithm-architecture coupling.
Fischer, Paul↗
A Parallel Compact Multi-Dimensional Numerical Algorithm with Aeroacoustics Applications
In this study we propose a novel method to parallelize high-order compact numerical algorithms for the solution of three-dimensional PDEs (Partial Differential Equations) in a space-time domain. For this numerical integration most of the computer time is spent in computation of spatial derivatives at each stage of the Runge-Kutta temporal update. The most efficient direct method to compute spatial derivatives on a serial computer is a version of Gaussian elimination for narrow linear banded systems known as the Thomas algorithm. In a straightforward pipelined implementation of the Thomas algorithm processors are idle due to the forward and backward recurrences of the Thomas algorithm. To utilize processors during this time, we propose to use them for either non-local data independent computations, solving lines in the next spatial direction, or local data-dependent computations by the Runge-Kutta method. To achieve this goal, control of processor communication and computations by a static schedule is adopted. Thus, our parallel code is driven by a communication and computation schedule instead of the usual "creative, programming" approach. The obtained parallelization speed-up of the novel algorithm is about twice as much as that for the standard pipelined algorithm and close to that for the explicit DRP algorithm.
Povitsky, Alex↗
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↗
Proximal Galerkin: A Structure-Preserving Finite Element Method for Pointwise Bound Constraints
The proximal Galerkin finite element method is a high-order, low iteration complexity, nonlinear numerical method that preserves the geometric and algebraic structure of pointwise bound constraints in infinite-dimensional function spaces. This paper introduces the proximal Galerkin method and applies it to solve free boundary problems, enforce discrete maximum principles, and develop a scalable, mesh-independent algorithm for optimal design with pointwise bound constraints. This paper also introduces the latent variable proximal point (LVPP) algorithm, from which the proximal Galerkin method derives. When analyzing the classical obstacle problem, we discover that the underlying variational inequality can be replaced by a sequence of second-order partial differential equations (PDEs) that are readily discretized and solved with, e.g., the proximal Galerkin method. Throughout this work, we arrive at several contributions that may be of independent interest. These include (1) a semilinear PDE we refer to as the entropic Poisson equation; (2) an algebraic/geometric connection between high-order positivity-preserving discretizations and certain infinite-dimensional Lie groups; and (3) a gradient-based, bound-preserving algorithm for two-field, density-based topology optimization. The complete proximal Galerkin methodology combines ideas from nonlinear programming, functional analysis, tropical algebra, and differential geometry and can potentially lead to new synergies among these areas as well as within variational and numerical analysis. Open-source implementations of our methods accompany this work to facilitate reproduction and broader adoption.
97 MATHEMATICS AND COMPUTING↗
Utility of a finite element solution algorithm for initial-value problems
The Galerkin criterion within a finite element Weighted Residuals formulation is employed to establish an implicit solution algorithm for an initial-value partial differential equation. Numerical solutions of a transient parabolic and a hyperbolic equation, obtained using linear, quadratic and two cubic finite element basis functions, are employed to quantize accuracy and confirm and refine theoretical convergence rate estimates. The linear basis algorithm for the hyperbolic equation displays excellent accuracy on a coarse computational grid and a high-order convergence rate with discretization refinement. Good accuracy and a strong convergence rate in surface flux are determined for a nonhomogeneous Neumann boundary constraint applied to a parabolic equation. The results amply demonstrate the impact of the nondiagonal finite element initial-value matrix structure on solution accuracy and/or convergence rate.
Baker, A. J.↗
Scalability of high-performance PDE solvers
Performance tests and analyses are critical to effective high-performance computing software development and are central components in the design and implementation of computational algorithms for achieving faster simulations on existing and future computing architectures for large-scale application problems. In this article, we explore performance and space-time trade-offs for important compute-intensive kernels of large-scale numerical solvers for partial differential equations (PDEs) that govern a wide range of physical applications. We consider a sequence of PDE-motivated bake-off problems designed to establish best practices for efficient high-order simulations across a variety of codes and platforms. We measure peak performance (degrees of freedom per second) on a fixed number of nodes and identify effective code optimization strategies for each architecture. In addition to peak performance, we identify the minimum time to solution at 80% parallel efficiency. The performance analysis is based on spectral and p-type finite elements but is equally applicable to a broad spectrum of numerical PDE discretizations, including finite difference, finite volume, and h-type finite elements.
97 MATHEMATICS AND COMPUTING↗
hp -VPINNs: Variational physics-informed neural networks with domain decomposition
We formulate a general framework for hp-variational physics-informed neural networks (hp-VPINNs) based on the nonlinear approximation of shallow and deep neural networks and hp-refinement via domain decomposition and projection onto the space of high-order polynomials. The trial space is the space of neural network, which is defined globally over the entire computational domain, while the test space contains piecewise polynomials. Specifically in this study, the hp-refinement corresponds to a global approximation with a local learning algorithm that can efficiently localize the network parameter optimization. Here, we demonstrate the advantages of hp-VPINNs in both accuracy and training cost for several numerical examples of function approximation and in solving differential equations.
42 ENGINEERING↗
A scalable matrix-free spectral element approach for unsteady PDE constrained optimization using PETSc/TAO
In this work, we provide a new approach for the efficient matrix-free application of the transpose of the Jacobian for the spectral element method for the adjoint-based solution of partial differential equation (PDE) constrained optimization. This results in optimizations of nonlinear PDEs using explicit integrators where the integration of the adjoint problem is not more expensive than the forward simulation. Solving PDE constrained optimization problems entails combining expertise from multiple areas, including simulation, computation of derivatives, and optimization. The Portable, Extensible Toolkit for Scientific computation (PETSc) together with its companion package, the Toolkit for Advanced Optimization (TAO), is an integrated numerical software library that contains an algorithmic/software stack for solving linear systems, nonlinear systems, ordinary differential equations, differential algebraic equations, and large-scale optimization problems and, as such, is an ideal tool for performing PDE-constrained optimization. This paper describes an efficient approach in which the software stack provided by PETSc/TAO can be used for large-scale nonlinear time-dependent problems. Time integration can involve a range of high-order methods, both implicit and explicit. The PDE-constrained optimization algorithm used is gradient-based and seamlessly integrated with the simulation of the physical problem.
97 MATHEMATICS AND COMPUTING↗
On the arithmetic intensity of high-order finite-volume discretizations for hyperbolic systems of conservation laws
It has been conjectured that higher-order discretizations for partial differential equations will have advantages over the lower-order counterparts commonly used today. The reasoning is that the increase in arithmetic operations will be more than offset by the reduction in data transfers and the increase in concurrent floating-point units. To evaluate this conjecture, the arithmetic intensity of a class of high-order finite-volume discretizations for hyperbolic systems of conservation laws is theoretically analyzed for spatial discretizations from orders three through eight in arbitrary dimensions. Additionally, three cache models are considered: the limiting cases of no cache and infinite cache as well as a finite-sized cache model. Models are validated experimentally by measuring floating-point operations and data transfers on an IBM Blue Gene/Q node. Theory and experiments demonstrate that high-order finite-volume methods will be able to provide increases in arithmetic intensity that will be necessary to make better utilization of on-node floating-point capability.
97 MATHEMATICS AND COMPUTING↗
Cost-efficient finite-volume high-order schemes for compressible magnetohydrodynamics
We present an efficient dimension-by-dimension finite-volume method which solves the adiabatic magnetohydrodynamics equations at high discretization order, using the constrained-transport approach on Cartesian grids. Results are presented up to tenth order of accuracy. The algorithmic architecture of this method is very close to that of commonly employed second-order schemes: it requires only one reconstructed value per face for each computational cell, independently of the scheme's order. This property is highly beneficial for the numerical efficiency. It results from reusing the required values already available in neighboring grid cells, in contrast to standard algorithms that require a number of reconstructions and evaluations which increases with the scheme's order of accuracy. At a given resolution, these high-order schemes present significantly less numerical dissipation than commonly employed lower-order approaches. Thus, results of comparable accuracy are achievable at a substantially coarser resolution, yielding overall performance gains. We also present a way to include physical dissipative terms: viscosity, magnetic diffusivity and cooling functions, respecting the finite-volume and constrained-transport frameworks. Benefits of this method are shown through applications in turbulent flows.
97 MATHEMATICS AND COMPUTING↗
An implementation of a high-order generalized finite difference method for solving the time-harmonic cold plasma wave equation in toroidal geometry
A high-order physics-informed meshless finite difference numerical technique is introduced for solving the time-harmonic cold plasma wave equation in toroidal geometries, presenting a novel application of the generalized finite difference (GFD) method to plasma wave simulations. The algorithm employs an irregular distribution of computational points, with local point density informed by the shortest wavelength derived from the cold plasma dispersion relation. Numerical stability and robustness are addressed using regularization techniques. The algorithm, implemented for two spatial dimensions, solves for the wave electric field and is demonstrated to achieve convergence rates of $\mathcal{O}$($\mathcal{h}$ $\mathcal{P}$ ). Verification tests reproduce plane wave solutions, and example simulations of ion cyclotron resonance heating and electron cyclotron resonance heating demonstrate its capability, approaching realistic tokamak plasma scenarios. This work contributes to laying a foundation for the GFD method to be used in more sophisticated, optimized, and physically realistic full-wave simulations in time-harmonic plasma wave research.
70 PLASMA PHYSICS AND FUSION TECHNOLOGY↗
Hardware acceleration for HPS algorithms in two and three dimensions
We provide a flexible, open-source framework for hardware acceleration, namely massively-parallel execution on general-purpose graphics processing units (GPUs), applied to the hierarchical Poincaré–Steklov (HPS) family of algorithms for building fast direct solvers for linear elliptic partial differential equations. To take full advantage of the power of hardware acceleration, we propose two variants of HPS algorithms to improve performance on two- and three-dimensional problems. In the two-dimensional setting, we introduce a novel recomputation strategy that minimizes costly data transfers to and from the GPU; in three dimensions, we modify and extend the adaptive discretization technique of Geldermans and Gillman [1] to greatly reduce peak memory usage. We provide an open-source implementation of these methods written in JAX, a high-level accelerated linear algebra package, which allows for the first integration of a high-order fast direct solver with automatic differentiation tools. We conclude with extensive numerical examples showing our methods are fast and accurate on two- and three-dimensional problems.
Fast direct solvers↗
Fast Multigrid Reduction-in-Time for Advection via Modified Semi-Lagrangian Coarse-Grid Operators
Many iterative parallel-in-time algorithms have been shown to be highly efficient for diffusion-dominated partial differential equations (PDEs) but are inefficient or even divergent when applied to advection-dominated PDEs. We consider the application of the multigrid reduction-in-time (MGRIT) algorithm to linear advection PDEs. Here, the key to efficient time integration with this method is using a coarse-grid operator that provides a sufficiently accurate approximation to the so-called ideal coarse-grid operator. For certain classes of semi-Lagrangian discretizations, we present a novel semi-Lagrangian-based coarse-grid operator that leads to fast and scalable multilevel time integration of linear advection PDEs. The coarse-grid operator is composed of a semi-Lagrangian discretization followed by a correction term, with the correction designed so that the leading-order truncation error of the composite operator is approximately equal to that of the ideal coarse-grid operator. Parallel results show substantial speed-ups over sequential time integration for variable-wave-speed advection problems in one and two spatial dimensions, and using high-order discretizations up to order five. The proposed approach establishes the first practical method that provides small and scalable MGRIT iteration counts for advection problems.
97 MATHEMATICS AND COMPUTING↗
Bias-Variance Trade-Off in Physics-Informed Neural Networks with Randomized Smoothing for High-Dimensional PDEs
Physics-Informed Neural Networks (PINNs) have triggered a paradigm shift in scientific computing, leveraging mesh-free properties and robust approximation capabilities. While proving effective for low-dimensional partial differential equations (PDEs), the computational cost of PINNs remains a hurdle in high-dimensional scenarios. This is particularly pronounced when computing high-order and high-dimensional derivatives in the physics-informed loss. Randomized Smoothing PINN (RS-PINN) introduces Gaussian noise for stochastic smoothing of the original neural net model, enabling the use of Monte Carlo methods for derivative approximation, which eliminates the need for costly automatic differentiation. Despite its computational efficiency, especially in the approximation of high-dimensional derivatives, RS-PINN introduces biases in both loss and gradients, negatively impacting convergence, especially when coupled with stochastic gradient descent (SGD) algorithms. We present a comprehensive analysis of biases in RS-PINN, attributing them to the nonlinearity of the Mean Squared Error (MSE) loss as well as the intrinsic nonlinearity of the PDE itself. We propose tailored bias correction techniques, delineating their application based on the order of PDE nonlinearity. The derivation of an unbiased RS-PINN allows for a detailed examination of its advantages and disadvantages compared to the biased version. Specifically, the biased version has a lower variance and runs faster than the unbiased version, but it is less accurate due to the bias. To optimize the bias-variance trade-off, we combine the two approaches in a hybrid method that balances the rapid convergence of the biased version with the high accuracy of the unbiased version. In addition to methodological contributions, we present an enhanced implementation of RS-PINN. Extensive experiments on diverse high-dimensional PDEs, including Fokker-Planck, Hamilton-Jacobi-Bellman (HJB), viscous Burgers’, Allen-Cahn, and Sine-Gordon equations, illustrate the bias-variance trade-off and highlight the effectiveness of the hybrid RS-PINN. Empirical guidelines are provided for selecting biased, unbiased, or hybrid versions, depending on the dimensionality and nonlinearity of the specific PDE problem.
97 MATHEMATICS AND COMPUTING↗
kynema-fmb [SWR-23-07]
Kynema-FMB (FKA: Kynema) is an open-source performance portable flexible multibody (FMB) dynamics solver designed for time-domain simulations. While originally tailored for wind turbine structural dynamics, the formulation and implementation are those of a general flexible-multidbody dynamics solver that can readily be applied to a wide range of systems. Kynema was designed with a narrow focus, namely to provide a lightweight, fast, accurate FMD solver for coupling to computational-fluid-dynamics (CFD) codes, especially the CFD codes in the Kynema suite, for fluid-structure-interaction (FSI) simulations. Kynema-FMB is equipped to model systems that can be represented as a collection of beams and rigid bodies that are connected through constraints. Degrees of freedom are defined in the inertial/global frame of reference and include displacements and rotations (formally as rotation matrices, but stored as quaternions). The underlying formulation is built on a Lie-group time integrator designed for index-3 differential-algebraic equations, which is second-order accurate in time (Bruls et al., 2012). Beam models are based on geometrically exact beam theory and are discretized as high-order spectral finite elements similar to those in BeamDyn (Wang et al., 2017). The governing equations for a FMD system like a wind turbine constitute a highly nonlinear system of constrained partial-differential equations. Kynema-FMB uses analytical Jacobians in the nonlinear-system solves in each time step. Linear systems use sparse storage and several third-party sparse-linear-system solvers are enabled. Ill conditioning of linear systems is mitigated with preconditioning described in Bottasso et al, 2008. Kynema-FMB is integrated with a simple open-source controller (ROSCO). There is an application programming interface (API) for coupling to geometry-resolved CFD (like that in Sharma et al., 2023) and actuator-force CFD (like that in Kuhn et al., 2025). In the latter, for actuator-line models, Kynema-FMB includes an internal blade-element solver that depends on user-provided lookup tables for coefficients of lift and drag, i.e., aerodynamic polars. Kynema-FMB is written in C++ and leverages Kokkos and Kokkos-Kernels (KokkosEcosystem) as its performance portability layer enabling simulations on both CPU and GPU systems. The repository is equipped with extensive automated testing at the unit and regression/system levels. The following describes the high-level development objectives conceived for Kynema: *Kynema will follow modern software development best practices, including test-driven development (TDD), version control, hierarchical automated testing, and continuous integration (CI) for a robust development environment. *The core data structures are memory efficient and enable vectorization and parallelization at multiple levels. *Data structures are data-oriented to exploit methods for accelerated computing including high utilization of chip resources (e.g., single instruction multiple data (SIMD) instruction sets) and parallelization using GP-GPUs. *The computational algorithms incorporate robust open-source libraries for mathematical operations, resource allocation, and data management. *The API design considers multiple stakeholder needs and ensure integration with existing and future ecosystems for data science, machine learning, and AI. *Kynema-FMB is written in modern C++ and leverages Kokkos as its performance-portability library with inspiration from the kynema stack.
Sprague, MichaelA.↗