Fully Implicit Time Integration: Fast Solvers and Implicit-Explicit Schemes [Slides]
Abstract not provided.
97 MATHEMATICS AND COMPUTING↗
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High Order Strong Stability Preserving MultiDerivative Implicit and IMEX Runge--Kutta Methods with Asymptotic Preserving Properties
In this article we present a class of high order unconditionally strong stability preserving (SSP) implicit two-derivative Runge--Kutta schemes and SSP implicit-explicit (IMEX) multi-derivative Runge--Kutta schemes where the time-step restriction is independent of the stiff term. The unconditional SSP property for a method of order $p>2$ is unique among SSP methods and depends on a backward-in-time assumption on the derivative of the operator. We show that this backward derivative condition is satisfied in many relevant cases where SSP IMEX schemes are desired. We devise unconditionally SSP implicit Runge--Kutta schemes of order up to $p=4$ and IMEX Runge--Kutta schemes of order up to $p=3$. For the multiderivative IMEX schemes, we also derive and present the order conditions, which have not appeared previously. The unconditional SSP condition ensures that these methods are positivity preserving, and we present sufficient conditions under which such methods are also asymptotic preserving when applied to a range of problems, including a hyperbolic relaxation system, the Broadwell model, and the Bhatnagar--Gross--Krook kinetic equation. We present numerical results to support the theoretical results on a variety of problems.
97 MATHEMATICS AND COMPUTING↗
Uniform accuracy of implicit-explicit Runge-Kutta (IMEX-RK) schemes for hyperbolic systems with relaxation
Implicit-explicit Runge-Kutta (IMEX-RK) schemes are popular methods to treat multiscale equations that contain a stiff part and a non-stiff part, where the stiff part is characterized by a small parameter. Here, in this work, we prove rigorously the uniform stability and uniform accuracy of a class of IMEX-RK schemes for a linear hyperbolic system with stiff relaxation. The result we obtain is optimal in the sense that it holds regardless of the value of and the order of accuracy is the same as the design order of the original scheme, i.e., there is no order reduction.
97 MATHEMATICS AND COMPUTING↗
Numerical schemes for a multi-species BGK model with velocity-dependent collision frequency
Here, we consider a kinetic description of multi-species gas mixture modeled with Bhatnagar-Gross-Krook (BGK) collision operators, in which the collision frequency varies not only in time and space but also with the microscopic velocity. In this model, the Maxwellians typically used in standard BGK operators are replaced by a generalization of such target functions, which are defined by a variational procedure. In this paper we present a numerical method for simulating this model, which uses an Implicit-Explicit (IMEX) scheme to minimize a certain potential function, mimicking the Lagrange functional that appears in the theoretical derivation. We show that theoretical properties such as conservation of mass, total momentum and total energy as well as positivity of the distribution functions are preserved by the numerical method, and illustrate its usefulness and effectiveness with numerical examples.
97 MATHEMATICS AND COMPUTING↗
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↗
A DG-IMEX Method for Two-moment Neutrino Transport: Nonlinear Solvers for Neutrino–Matter Coupling
Neutrino-matter interactions play an important role in core-collapse supernova (CCSN) explosions as they contribute to both lepton number and/or four-momentum exchange between neutrinos and matter, and thus act as the agent for neutrino-driven explosions. Due to the multiscale nature of neutrino transport in CCSN simulations, an implicit treatment of neutrino-matter interactions is desired, which requires solutions of coupled nonlinear systems in each step of the time integration scheme. In this paper we design and compare nonlinear iterative solvers for implicit systems with energy coupling neutrino-matter interactions commonly used in CCSN simulations. Specifically, we consider electron neutrinos and antineutrinos, which interact with static matter configurations through the Bruenn 85 opacity set. The implicit systems arise from the discretization of a nonrelativistic two-moment model for neutrino transport, which employs the discontinuous Galerkin (DG) method for phase-space discretization and an implicit-explicit (IMEX) time integration scheme. In the context of this DG-IMEX scheme, we propose two approaches to formulate the nonlinear systems — a coupled approach and a nested approach. For each approach, the resulting systems are solved with Anderson-accelerated fixedpoint iteration and Newton’s method. The performance of these four iterative solvers has been compared on relaxation problems with various degree of collisionality, as well as proto-neutron star deleptonization problems with several matter profiles adopted from spherically symmetric CCSN simulations. Here, numerical results suggest that the nested Anderson-accelerated fixed-point solver is more efficient than other tested solvers for solving implicit nonlinear systems with energy coupling neutrino-matter interactions.
79 ASTRONOMY AND ASTROPHYSICS↗
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↗
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↗
Performance of explicit and IMEX MRI multirate methods on complex reactive flow problems within modern parallel adaptive structured grid frameworks
Large-scale multiphysics simulations are computationally challenging due to the coupling of multiple processes with widely disparate time scales. The advent of exascale computing systems exacerbates these challenges since these systems enable ever-increasing size and complexity. In recent years, there has been renewed interest in developing multirate methods as a means to handle the large range of time scales, as these methods may afford greater accuracy and efficiency than more traditional approaches of using implicit-explicit (IMEX) and low-order operator splitting schemes. However, to date there have been few performance studies that compare different classes of multirate integrators on complex application problems. In this work, we study the performance of several newly developed multirate infinitesimal (MRI) methods, implemented in the SUNDIALS solver package, on two reacting flow model problems built on structured mesh frameworks. The first model revisits prior work on a compressible reacting flow problem with complex chemistry that is implemented using BoxLib but where we now include comparisons between a new explicit MRI scheme with the multirate spectral deferred correction (SDC) methods in the original paper. The second problem uses the same complex chemistry as the first problem, combined with a simplified flow model, but runs at a large spatial scale where explicit methods become infeasible due to stability constraints. Two recently developed IMEX MRI multirate methods are tested. These methods rely on advanced features of the AMReX framework on which the model is built, such as multilevel grids and multilevel preconditioners. The results from these two problems show that MRI multirate methods can offer significant performance benefits on complex multiphysics application problems and that these methods may be combined with advanced spatial discretization to compound the advantages of both.
97 MATHEMATICS AND COMPUTING↗
Implicit fast sweeping method for hyperbolic systems of conservation laws
Implicit time-accurate methods are often used to integrate stiff problems where explicit schemes impose severe time step restrictions. This paper presents an efficient numerical framework based on the Fast Sweeping Method (FSM) for solving linear and nonlinear hyperbolic systems of conservation laws. The solution at each discrete location is computed by sweeping the numerical domain in several predetermined directions that follow the causality of the characteristic families. The use of a fractional step strategy eliminates the need for a solution selection criterion while one-sided stencils limit the number of sweeps to at most 2 d for d space dimensions. This work focuses on the first-order implicit upwind method since it constitutes the building block for high-order conservative schemes. For problems where the degree of stiffness evolves over time, implicit-explicit hybridization can be accomplished with the same algorithm by simply switching the stencil at each time level. As opposed to traditional implicit solvers, the sweeping method does not require a local time linearization of the fluxes thereby preserving the nonlinear stability properties of the original implicit scheme. It also avoids the large computational and memory requirements associated with solving large block-diagonal systems of equations. Here, a series of one- and two-dimensional test cases are presented for the inviscid Burgers' equation and the reactive Euler equations. The results indicate that the implicit FSM can allow a major reduction in the number of time steps even in the presence of discontinuous solution profiles.
74 ATOMIC AND MOLECULAR PHYSICS↗
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↗
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↗
High-order partitioned spectral deferred correction solvers for multiphysics problems
We present an arbitrarily high-order, conditionally stable, partitioned spectral deferred correction (SDC) method for solving multiphysics problems using a sequence of pre-existing single-physics solvers. This method extends the work in [1], [2], which used implicit-explicit Runge-Kutta methods (IMEX) to build high-order, partitioned multiphysics solvers. We consider a generic multiphysics problem modeled as a system of coupled ordinary differential equations (ODEs), coupled through coupling terms that can depend on the state of each subsystem; therefore the method applies to both a semi-discretized system of partial differential equations (PDEs) or problems naturally modeled as coupled systems of ODEs. The sufficient conditions to build arbitrarily high-order partitioned SDC schemes are derived. Based on these conditions, various of partitioned SDC schemes are designed. The stability of the first-order partitioned SDC scheme is analyzed in detail on a coupled, linear model problem. We show that the scheme is conditionally stable, and under conditions on the coupling strength, the scheme can be unconditionally stable. We demonstrate the performance of the proposed partitioned solvers on several classes of multiphysics problems with moderate coupling strength. They include a stiff linear system of ODEs, advection-diffusion-reaction systems, and fluid-structure interaction problems with both incompressible and compressible flows, where we verify the design order of the SDC schemes and study various stability properties. We also directly compare the accuracy, stability, and cost of the proposed partitioned SDC solver with the partitioned IMEX method in [1], [2] on this suite of test problems. The results suggest that the high-order partitioned SDC solvers are more robust than the partitioned IMEX solvers for the numerical examples considered in this work, while the IMEX methods require fewer implicit solves.
97 MATHEMATICS AND COMPUTING↗
Implicit-Explicit Multirate Infinitesimal GARK Methods
This work focuses on the development of a new class of high-order accurate methods for multirate time integration of systems of ordinary differential equations. Unlike other recent work in this area, the proposed methods support mixed implicit-explicit (IMEX) treatment of the slow time scale. In addition to allowing this slow time scale flexibility, the proposed methods utilize a so-called infinitesimal formulation for the fast time scale through definition of a sequence of modified “fast" initial-value problems that may be solved using any viable algorithm. We name the proposed class as implicit-explicit multirate infinitesimal generalized-structure additive Runge--Kutta (IMEX-MRI-GARK) methods. In addition to defining these methods, we prove that they may be viewed as specific instances of GARK methods and derive a set of order conditions on the IMEX-MRI-GARK coefficients to guarantee both third and fourth order accuracy for the overall multirate method. Additionally, we provide three specific IMEX-MRI-GARK methods, two of order three and one of order four. We conclude with numerical simulations on two multirate test problems, demonstrating the methods' predicted convergence rates and comparing their efficiency against both legacy IMEX multirate schemes and recent third and fourth order implicit MRI-GARK methods.
97 MATHEMATICS AND COMPUTING↗
A unified formulation of splitting-based implicit time integration schemes
Splitting-based time integration approaches such as fractional step, alternating direction implicit, operator splitting, and locally one dimensional methods partition the system of interest into components, and solve individual components implicitly in a cost-effective way. Here this work proposes a unified formulation of splitting time integration schemes in the framework of general-structure additive Runge–Kutta (GARK) methods. Specifically, we develop implicit-implicit (IMIM) GARK schemes, provide the order conditions for this class, and explain their application to partitioned systems of ordinary differential equations. We show that classical splitting methods belong to the IMIM GARK family, and therefore can be studied in this unified framework. New IMIM-GARK splitting methods are developed and tested using parabolic systems.
71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
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)↗
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↗