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At least 19 records

Lack of robustness and accuracy of many numerical schemes for phase-field simulations

In this paper, we study the stability, accuracy and convergence behavior of various numerical schemes for phase-field modeling through a simple ODE model. Both theoretical analysis and numerical experiments are carried out on this ODE model to demonstrate the limitation of most numerical schemes that have been used in practice. One main conclusion is that the first-order fully implicit scheme is the only robust algorithm for phase-field simulations while all other schemes (that have been analyzed) may have convergence issue if the time step size is not exceedingly small. More specifically, by rigorous analysis in most cases, we have the following conclusions: (i) The first-order fully implicit scheme converges to the correct steady state solution for all time step sizes. In the case of multiple solutions, one of the solution branches always converges to the correct steady state solution. (ii) The first-order convex splitting scheme, which is equivalent to the first-order fully implicit scheme with a different time scaling, always converges to the correct steady state solution but may seriously lack numerical accuracy for transient solutions. (iii) For the second-order fully implicit and convex splitting schemes, for any time step size $δt > 0$, there exists an initial condition $u_0$ , with $|u_0| > 1$, such that the numerical solution converges to the wrong steady state solution. (iv) For $|u_0|$ ≤ 1, all second-order schemes studied in this paper converge to the correct steady state solution although severe numerical oscillations occur for most of them if the time step size is not sufficiently small. (v) An unconditionally energy-stable scheme (such as the modified Crank–Nicolson scheme) is not necessarily better than a conditionally energy-stable scheme (such as the Crank–Nicolson scheme). Finally, most, if not all, of the above conclusions are expected to be true for more general Allen–Cahn and other phase-field models.

97 MATHEMATICS AND COMPUTING↗

A Numerical Scheme for Wave Turbulence: 3-Wave Kinetic Equations

Here, we introduce a finite volume scheme to solve a special case of isotropic 3-wave kinetic equations. We test our numerical solution against theoretical results concerning the long time behavior of the energy and observe that our solutions verify the energy cascade phenomenon. To our knowledge, this is the first numerical scheme that can capture the long time asymptotic behavior of solutions to those isotropic 3-wave kinetic equations, where the energy cascade can be observed. Our numerical energy cascade rates are in good agreement with previously obtained theoretical results. The finite volume scheme given here relies on a new identity, allowing one to reduce the number of terms needed in the collision operators.

3-wave equation↗

Numerical schemes for 3-wave kinetic equations: A complete treatment of the collision operator

In our previous work Walton and Tran (2023), numerical schemes for a simplified version of 3-wave kinetic equations, in which only the simple forward-cascade terms of the collision operators are kept, have been successfully designed, especially to capture the long time dynamics of the equation given the multiple blow-up time phenomenon. In this second work in the series, we propose numerical treatments for the complete 3-wave kinetic equations, in which the complete, much more complicated collision operators are fully considered based on a novel conservative form of the equation. Here we then derive an implicit finite volume scheme to solve the equation. The new discretization uses an adaptive time-stepping method which allows for the simulations to be carried to very long times. Our computed solutions are compared with previously derived long-time asymptotic estimates for the decay rate of total energy of time-dependent solutions of 3-wave kinetic equations and found to be in excellent agreement.

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↗

High-Fidelity, Low-Dissipation/Symmetry-Preserving Numerical Scheme for Solving the Euler Equations with Unstructured, Metric-Based Mesh Adaptation

This work presents an overview of a high-fidelity compressible Euler solver that utilizes the continuous Galerkin (CG) method with added artificial numerical diffusion for stabilization to solve a variety of unsteady and steady benchmark inviscid flow problems. This work shows that discretizing the Euler equations with this CG approach and first order basis functions produces a cost-effective stencil as well as simple well-posed boundary conditions. We show through convergence testing with manufactured solutions that the reduced stencil of CG, combined with the low amount of artificial diffusion required when using the stabilization method outlined in this work, leads to stable and highly accurate results for a variety of unsteady and steady applications. When combined with the adaptive mesh refinement approach used for many of the cases in this work, our results show that the flow solver achieves even more accurate results. A variety of inviscid flow cases are presented in this work, including transient 2D cases with complex shock structures and several steady 3D airfoils sections with a constant span.

Doetsch, Kevin [ORNL] (ORCID:0000000267051705)↗

Verification of electromagnetic simulation capabilities in global gyrokinetic particle-in-cell code GTS

Recently, the numerical scheme presented by Mishchenko et al. enabled explicit gyrokinetic simulations of low-frequency electromagnetic instabilities in tokamaks at experimentally relevant values of plasma β⁠. This scheme resolved the long-standing cancellation problem that previously hindered gyrokinetic particle-in-cell code simulations of magnetohydrodynamic phenomena with inherently small parallel electric fields. Moreover, the scheme did not employ approximations that eliminate critical tearing-type instabilities. Here, we report on the implementation of this numerical scheme in the global gyrokinetic particle-in-cell code GTS. This implementation allows for a more complete and accurate picture of interaction between small scale turbulence and MHD modes in tokamaks. Additionally, we present a comprehensive set of verification simulations of numerous electromagnetic instabilities relevant to present-day tokamaks. These simulations encompass the kinetic ballooning mode, the internal kink mode, the tearing mode, the micro-tearing mode, and the toroidal Alfven eigenmode destabilized by energetic ions, which are all instrumental in understanding tokamak physics. We will also showcase the preliminary nonlinear simulations of kinetic ballooning instabilities and (2,1) island formation due to tearing mode instability. These simulations validate the accuracy of the scheme implementation and pave the way for studying how these instabilities affect plasma confinement and performance.

70 PLASMA PHYSICS AND FUSION TECHNOLOGY↗

A Probabilistic Scheme for Semilinear Nonlocal Diffusion Equations with Volume Constraints

This work presents a probabilistic scheme for solving semilinear nonlocal diffusion equations with volume constraints and integrable kernels. The nonlocal model of interest is defined by a time-dependent semilinear partial integro-differential equation (PIDE), in which the integro-differential operator consists of both local convection-diffusion and nonlocal diffusion operators. Here, our numerical scheme is based on the direct approximation of the nonlinear Feynman–Kac formula that establishes a link between nonlinear PIDEs and stochastic differential equations. The exploitation of the Feynman–Kac representation avoids solving dense linear systems arising from nonlocal operators. Compared with existing stochastic approaches, our method can achieve first-order convergence after balancing the temporal and spatial discretization errors, which is a significant improvement of existing probabilistic/stochastic methods for nonlocal diffusion problems. Error analysis of our numerical scheme is established. The effectiveness of our approach is shown in two numerical examples. The first example considers a three-dimensional nonlocal diffusion equation to numerically verify the error analysis results. The second example presents a physics problem motivated by the study of heat transport in magnetically confined fusion plasmas.

97 MATHEMATICS AND COMPUTING↗

Image-Driven Hybrid Structural Analysis Based on Continuum Point Cloud Method with Boundary Capturing Technique

Conventional approaches for the structural health monitoring of infrastructures often rely on physical sensors or targets attached to structural members, which require considerable preparation, maintenance, and operational effort, including continuous on-site adjustments. This paper presents an image-driven hybrid structural analysis technique that combines digital image processing (DIP) and regression analysis with a continuum point cloud method (CPCM) built on a particle-based strong formulation. Polynomial regressions capture the boundary shape change due to the structural loading and precisely identify the edge and corner coordinates of the deformed structure. The captured edge profiles are transformed into essential boundary conditions. This allows the construction of a strongly formulated boundary value problem (BVP), classified as the Dirichlet problem. Capturing boundary conditions from the digital image is novel, although a similar approach was applied to the point cloud data. It was shown that the CPCM is more efficient in this hybrid simulation framework than the weak-form-based numerical schemes. Unlike the finite element method (FEM), it can avoid aligning boundary nodes with regression points. A three-point bending test of a rubber beam was simulated to validate the developed technique. The simulation results were benchmarked against numerical results by ANSYS and various relevant numerical schemes. The technique can effectively solve the Dirichlet-type BVP, yielding accurate deformation, stress, and strain values across the entire problem domain when employing a linear strain model and increasing the number of CPCM nodes. In addition, comparative analysis with conventional displacement tracking techniques verifies the developed technique’s robustness. The proposed technique effectively circumvents the inherent limitations of traditional monitoring methods resulting from the reliance on physical gauges or target markers so that a robust and non-contact solution for remote structural health monitoring in real-scale infrastructures can be provided, even in unfavorable experimental environments.

Chemistry↗

A numerical Poisson solver with improved radial solutions for a self-consistent locally scaled self-interaction correction method

Abstract The universal applicability of density functional approximations is limited by self-interaction error made by these functionals. Recently, a novel one-electron self-interaction-correction (SIC) method that uses an iso-orbital indicator to apply the SIC at each point in space by scaling the exchange-correlation and Coulomb energy densities was proposed. The locally scaled SIC (LSIC) method is exact for the one-electron densities, and unlike the well-known Perdew–Zunger SIC (PZSIC) method recovers the uniform electron gas limit of the uncorrected density functional approximation, and reduces to PZSIC method as a special case when isoorbital indicator is set to the unity. Here, we present a numerical scheme that we have adopted to evaluate the Coulomb potential of the electron density scaled by the iso-orbital indicator required for the self-consistent LSIC calculations. After analyzing the behavior of the finite difference method (FDM) and the green function solution to the radial part of the Poisson equation, we adopt a hybrid approach that uses the FDM for the Coulomb potential due to the monopole and the GF for all higher-order terms. The performance of the resultant hybrid method is assessed using a variety of systems. The results show improved accuracy than earlier numerical schemes. We also find that, even with a generic set of radial grid parameters, accurate energy differences can be obtained using a numerical Coulomb solver in standard density functional studies.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Numerical challenges for energy conservation in N -body simulations of collapsing self-interacting dark matter halos

Dark matter (DM) halos can be subject to gravothermal collapse if the DM is not collisionless, but engaged in strong self-interactions instead. When the scattering is able to efficiently transfer heat from the centre to the outskirts, the central region of the halo collapses and reaches densities much higher than those for collisionless DM. This phenomenon is potentially observable in studies of strong lensing. Current theoretical efforts are motivated by observations of surprisingly dense substructures. However, a comparison with observations requires accurate predictions. One method to obtain such predictions is to use N-body simulations. Collapsed halos are extreme systems that pose severe challenges when applying state-of-the-art codes to model self-interacting dark matter (SIDM). In this work, we investigate the root of such problems, with a focus on energy non-conservation. Moreover, we discuss possible strategies to avoid them. We ran N-body simulations, both with and without SIDM, of an isolated DM-only halo and we adjusted the numerical parameters to check the accuracy of the simulation. We find that not only the numerical scheme for SIDM can lead to energy non-conservation, but also the modelling of gravitational interaction and the time integration are problematic. The main issues we find are: (a) particles changing their time step in a non-time-reversible manner; (b) the asymmetry in the tree-based gravitational force evaluation; and (c) SIDM velocity kicks breaking the time symmetry. Tuning the parameters of the simulation to achieve a high level of accuracy allows us to conserve energy not only at early stages of the evolution, but also later on. However, the cost of the simulations becomes prohibitively large as a result. Some of the problems that make the simulations of the gravothermal collapse phase inaccurate can be overcome by choosing appropriate numerical schemes. However, other issues still pose a challenge. Our findings motivate further works on addressing the challenges in simulating strong DM self-interactions.

dark matter↗

RANSBox: A zero-dimensional modular software package for Reynolds-averaged Navier-Stokes modeling

RANSBox is a zero-dimensional software package for Reynolds-averaged Navier-Stokes (RANS) modeling developed at Lawrence Livermore National Laboratory to support common implementation of RANS models across a variety of host codes with different numerical schemes and code bases. Herein this work describes the key features of RANSBox including “model-agnostic integration,” which allows new models to be implemented in RANSBox and quickly deployed to host codes without additional changes to the host code base. Three one-dimensional test problems with analytical asymptotic properties are described which can be used to verify correctness of RANSBox integration. Results for these problems are then compared across different RANS models in a single code and across different codes with a common RANS model. By using a common model implementation in RANSBox, host codes with different numerical schemes and formal orders of accuracy are demonstrated to predict the expected behavior for the three test problems.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

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

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

58 GEOSCIENCES↗

High-accuracy method for modeling nucleation and growth of particles

State-of-the-art numerical models describing the kinetics of aerosol particle nucleation and growth from a cooling vapor primarily use a nodal method, in which particles that are smaller than the critical size are omitted from consideration because they are thermodynamically unfavorable. This omission is based on the assumption that most newly formed particles are above the critical size, so that subcritical-size particles are not important to take into account. Due to the nature of the nodal method, it suffers from numerical diffusion, which can cause an artificial broadening of the cluster size distribution leading to a significant overestimation of the number of large-size particles. To address these issues, we propose a more accurate numerical method that explicitly models particles of all sizes, and uses a special numerical scheme that substantially reduces the numerical diffusion and provides high solution accuracy and numerical stability. We extensively compare this novel method to the commonly used nodal solver of the general dynamic equation (GDE) for particle growth and demonstrate that it offers GDE solutions with higher accuracy with low numerical diffusion. Incorporating small subcritical clusters into the solution is crucial for: 1) more precise determination of the entire particle size distribution function and 2) wider applicability of the model to experimental studies with non-monotonic temperature variations leading to particle evaporation. The computational code implementing this numerical method in Python is available upon request.

42 ENGINEERING↗

Staggered scheme for the compressible fluctuating hydrodynamics of multispecies fluid mixtures

Here, we present a numerical formulation for the solution of nonisothermal, compressible Navier-Stokes equations with thermal fluctuations to describe mesoscale transport phenomena in multispecies fluid mixtures. The novelty of our numerical method is the use of staggered grid momenta along with a finite volume discretization of the thermodynamic variables to solve the resulting stochastic partial differential equations. The key advantages of the numerical scheme are that it significantly simplifies the discretization of diffusive and stochastic momentum fluxes into a more compact form, and it provides an unambiguous prescription of boundary conditions involving pressure. The staggered grid scheme more accurately reproduces the equilibrium static structure factor of hydrodynamic fluctuations in gas mixtures compared to a collocated scheme described previously by Balakrishnan et al. [Phys. Rev. E 89, 013017 (2014)1539-375510.1103/PhysRevE.89.013017]. The numerical method is tested for ideal noble gases mixtures under various nonequilibrium conditions, such as applied thermal and concentration gradients, to assess the role of cross-diffusion effects, such as Soret and Dufour, on the long-ranged correlations of hydrodynamic fluctuations, which are also more accurately reproduced compared to the collocated scheme. We numerically study giant nonequilibrium fluctuations driven by concentration gradients and fluctuation-driven Rayleigh-Taylor instability in gas mixtures. Wherever applicable, excellent agreement is observed with theory and measurements from the direct simulation Monte Carlo method.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Three-dimensional continuum point cloud method for large deformation and its verification

This study presents a strong form based meshfree collocation method, which is named Continuum Point Cloud Method, to solve nonlinear field equations derived from classical mechanics for deformed bodies in three-dimensional Euclidean space. The method and its implementation are benchmarked against a nonlinear vector field using manufactured solutions. The analysis of mechanical fields firstly focuses on the study of St. Venant Kirchhoff and compressible neo-Hookean materials. Results for various initial boundary value problems are presented, including benchmark cases involving unidirectional tension and simple shear. Subsequently, the study concludes with an analysis of a displacement-controlled simulation of a compressible neo-Hookean material, specifically a bar that is pulled to 50% of its original length and rotated 90°. The pure tension case yields a 1.5% error in displacement between computed and expected values and a combined tension and torsion loading case provides further insight into material behavior under complex loading conditions. The resulting normal axial and transverse stress-strain curves are also presented. Lastly, the consistency and robustness of the proposed nonlinear numerical schemes are successfully demonstrated through various numerical experiments.

Compressible neo-Hookean materials↗

Learning effective stochastic differential equations from microscopic simulations: Linking stochastic numerics to deep learning

We identify effective stochastic differential equations (SDEs) for coarse observables of fine-grained particle- or agent-based simulations; these SDEs then provide useful coarse surrogate models of the fine scale dynamics. We approximate the drift and diffusivity functions in these effective SDEs through neural networks, which can be thought of as effective stochastic ResNets. The loss function is inspired by, and embodies, the structure of established stochastic numerical integrators (here, Euler–Maruyama and Milstein); our approximations can thus benefit from backward error analysis of these underlying numerical schemes. They also lend themselves naturally to “physics-informed” gray-box identification when approximate coarse models, such as mean field equations, are available. Existing numerical integration schemes for Langevin-type equations and for stochastic partial differential equations can also be used for training; we demonstrate this on a stochastically forced oscillator and the stochastic wave equation. Our approach does not require long trajectories, works on scattered snapshot data, and is designed to naturally handle different time steps per snapshot. We consider both the case where the coarse collective observables are known in advance, as well as the case where they must be found in a data-driven manner.

97 MATHEMATICS AND COMPUTING↗

Narrow operator models of stellarator equilibria in Fourier Zernike basis

Numerical computation of the ideal magnetohydrodynamic (MHD) equilibrium magnetic field is at the base of stellarator optimisation and provides the starting point for solving more sophisticated partial differential equations like transport or turbulence models. Conventional approaches solve for a single stationary point of the ideal MHD equations, which is fully defined by three invariants and the numerical scheme employed by the solver. We present the first numerical approach that can solve for a continuous distribution of equilibria with fixed boundary and rotational transform, varying only the pressure invariant. This approach minimises the force residual by optimising parameters of multilayer perceptrons that map from a scalar pressure multiplier to the Fourier Zernike basis as implemented in the modern stellarator equilibrium solver DESC.

fusion plasma↗

Numerical methods for fractional Fokker–Planck equation with multiplicative Marcus Lévy noises

The Fokker–Planck equation (FPE) is an important deterministic tool for investigating stochastic dynamical systems. In this paper, we consider the space-time fractional FPE driven by multiplicative Marcus Lévy noises. Efficient numerical schemes are presented to solve the equations. Stability and convergence of the methods are also discussed. We give some numerical experiments to validate our schemes, and examine the effects of parameters on solutions. Additionally, we analyze the maximal likely trajectories and the critical time for the change of the most probability location.

Mathematics↗