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A new numerically stable sequential algorithm for coupled finite-strain elastoplastic geomechanics and flow
In this work, we propose a new numerically stable sequential implicit method for coupled flow and finite-strain multiplicative elastoplastic geomechanics. We find from stability analysis that the sequential method that solves the flow problem first by fixing the first Piola-Kirchhoff total stress, solving the geomechanics (solid deformation) problem at the next step, is unconditionally stable (contractive and B-stable). In this sense, this method named the fixed first Piola-Kirchhoff stress method is an extension of the fixed stress method in coupled flow and infinitesimal geomechanics. We also study the fixed second Piola-Kirchhoff stress method, comparing it with the fixed first Piola-Kirchhoff stress method, because the constitutive relations are formulated by the second Piola-Kirchhoff total stress, although fixing the second Piola-Kirchhoff total stress field does not provide theoretical unconditional stability. In space discretization, we use the finite element method for the geomechanics problem with the total Lagrangian approach, while employing the finite volume method for the flow problem. Geometrical nonlinearity from the total Lagrangian approach results in full-tensor permeability even if the initial permeability is isotropic. To consider the full-tensor permeability accurately, we employ the multipoint flux approximation in solving the flow problem. In time discretization, the backward Euler method is used. Then, we perform numerical experiments of the two fixed-stress sequential methods with various scenarios, and find superiority of their numerical stability. Specifically, the two fixed-stress sequential methods provide almost identical results for elasticity. For J2 plasticity, the two sequential methods yield slightly different numerical results although the trends of the results are similar. For the Drucker-Prager plasticity, we find that the results from the two methods are almost identical. For all the test cases, the two sequential methods are numerically stable.
One-dimensional Lagrangian implicit hydrodynamic algorithm for Inertial Confinement Fusion applications
A new one-dimensional hydrodynamic algorithm, specifically developed for Inertial Confinement Fusion (ICF) applications, is presented. The scheme uses a fully conservative Lagrangian formulation in planar, cylindrical, and spherically symmetric geometries, and supports arbitrary equations of state with separate ion and electron components. Fluid equations are discretized on a staggered grid and stabilized by means of an artificial viscosity formulation. The space discretized equations are advanced in time using an implicit algorithm. The method includes several numerical parameters that can be adjusted locally. In regions with low Courant–Friedrichs–Lewy (CFL) number, where stability is not an issue, they can be adjusted to optimize the accuracy. In typical problems, the truncation error can be reduced by a factor between 2 to 10 in comparison with conventional explicit algorithms. On the other hand, in regions with high CFL numbers, the parameters can be set to guarantee unconditional stability. The method can be integrated into complex ICF codes. This is demonstrated through several examples covering a wide range of situations: from thermonuclear ignition physics, where alpha particles are managed as an additional species, to low intensity laser–matter interaction, where liquid–vapor phase transitions occur.
Boundary Corrections for Kernel Approximation to Differential Operators
The kernel-based approach to operator approximation for partial differential equations has been shown to be unconditionally stable for linear PDEs and numerically exhibit unconditional stability for non-linear PDEs. These methods have the same computational cost as an explicit finite difference scheme but can exhibit order reduction at boundaries. In previous work on periodic domains, order reduction was addressed, yielding high-order accuracy. The issue addressed in this work is the elimination of order reduction of the kernel-based approach for a more general set of boundary conditions. Further, we consider the case of both first and second order operators. To demonstrate the theory, we provide not only the mathematical proofs but also experimental results by applying various boundary conditions to different types of equations. The results agree with the theory, demonstrating a systematic path to high order for kernel-based methods on bounded domains.
Mixed finite-element method for multi-term time-fractional diffusion and diffusion-wave equations
In this paper, numerical theory based on the mixed finite-element method and finite difference analog of the Caputo fractional derivative for multi-term time-fractional diffusion equations and diffusion-wave equations is analyzed. The unconditional stability and convergence results are proved for the two resulting fully discrete schemes. Finally, the obtained results are supported by numerical experiments carried out for some test problems.
High-order conservative difference scheme for a model of nonlinear dispersive equations
A high-order nonlinear conservative difference scheme method is proposed to solve a model of nonlinear dispersive equation: RLW-KdV equation. The existence of the solution was proved by the Brouwer fixed point theorem. The unconditional stability besides uniqueness of the difference scheme are also obtained. The convergence of the proposed method is proved to be fourth-order in space and second-order in time in the discrete L{sup ∞}-norm. An application on the RLW equation is discussed numerically in detail. Furthermore, interaction of solitary waves with different amplitudes are shown. The three invariants of the motion are evaluated to show the conservation properties of the system. The temporal evaluation of a Maxwellian initial pulse is then studied. At last some numerical examples are reported to confirm the theoretical results.
A comparison of Eulerian and semi-Lagrangian approaches for modeling stream water quality
This paper describes and compares some of the advantages and limitations of Eulerian and Lagrangian approaches to water quality modeling and introduces a mixed Eulerian-Lagrangian (or semi-Lagrangian) methodology that captures the strengths of both approaches. The semi-Lagrangian modeling approach is applied to advection-dominated rivers, and flexibly ensures unconditional stability for all time step durations and grid segmentations. The semi-Lagrangian modeling approach is demonstrated by applying it to estimate the dissolved oxygen concentrations in the Sava River in Slovenia, focusing on aspects of the methodology and findings that would be of broad interest to managers of water quality in fluvial water bodies. Results of comparisons of the semi-Lagrangian model with the Eulerian-based QUAL2K model in steady and non-steady scenarios demonstrate that while both models are fully capable of producing satisfactory results when optimally configured, the semi-Lagrangian approach offers accuracy and stability without sensitivity to the interaction of time step size and computational grid segmentation scheme.
Acceleration of the IMplicit–EXplicit nonhydrostatic unified model of the atmosphere on manycore processors
We present the acceleration of an IMplicit-EXplicit (IMEX) nonhydrostatic atmospheric model on manycore processors such as graphic processing units (GPUs) and Intel's Many Integrated Core (MIC) architecture. IMEX time integration methods sidestep the constraint imposed by the Courant-Friedrichs-Lewy condition on explicit methods through corrective implicit solves within each time step. In this work, we implement and evaluate the performance of IMEX on manycore processors relative to explicit methods. Using 3D-IMEX at Courant number C = 15, we obtained a speedup of about 4x relative to an explicit time stepping method run with the maximum allowable C = 1. Moreover, the unconditional stability of IMEX with respect to the fast waves means the speedup can increase significantly with the Courant number as long as the accuracy of the resulting solution is acceptable. We show a speedup of 100x at C = 150 using 1D-IMEX to demonstrate this point. Several improvements on the IMEX procedure were necessary in order to outperform our results with explicit methods: (a) reducing the number of degrees of freedom of the IMEX formulation by forming the Schur complement, (b) formulating a horizontally explicit vertically implicit 1D-IMEX scheme that has a lower workload and better scalability than 3D-IMEX, (c) using high-order polynomial preconditioners to reduce the condition number of the resulting system, and (d) using a direct solver for the 1D-IMEX method by performing and storing LU factorizations once to obtain a constant cost for any Courant number. Without all of these improvements, explicit time integration methods turned out to be difficult to beat. We discuss in detail the IMEX infrastructure required for formulating and implementing efficient methods on manycore processors. Several parametric studies are conducted to demonstrate the gain from each of the abovementioned improvements. Lastly, we validate our results with standard benchmark problems in numerical weather prediction and evaluate the performance and scalability of the IMEX method using up to 4192 GPUs and 16 Knights Landing processors.
High-order, linearly stable, partitioned solvers for general multiphysics problems based on implicit–explicit Runge–Kutta schemes
This work introduces a general framework for constructing high-order, linearly stable, partitioned solvers for multiphysics problems from a monolithic implicit–explicit Runge–Kutta (IMEX-RK) discretization of the semi-discrete equations. The generic multiphysics problem is modeled as a system of n systems of partial differential equations where the i th subsystem is coupled to the other subsystems through a coupling term that can depend on the state of all the other subsystems. This coupled system of partial differential equations reduces to a coupled system of ordinary differential equations via the method of lines where an appropriate spatial discretization is applied to each subsystem. The coupled system of ordinary differential equations is taken as a monolithic system and discretized using an IMEX-RK discretization with a specific implicit–explicit decomposition that introduces the concept of a predictor for the coupling term. We propose four coupling predictors that enable the monolithic system to be solved in a partitioned manner, i.e., subsystem-by-subsystem, and preserve the IMEX-RK structure and therefore the design order of accuracy of the monolithic scheme. The four partitioned solvers that result from these predictors are high-order accurate, allow for maximum re-use of existing single-physics software, and two of the four solvers allow the subsystems to be solved in parallel at a given stage and time step. We also analyze the stability of a coupled, linear model problem with a specific coupling structure and show that one of the partitioned solvers achieves unconditional linear stability for this problem, while the others are unconditionally stable only for certain values of the coupling strength. We demonstrate the performance of the proposed partitioned solvers on several classes of multiphysics problems including a simple linear system of ODEs, advection–diffusion–reaction systems, fluid–structure interaction problems, and particle-laden flows, where we verify the design order of the IMEX schemes and study various stability properties.
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.
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.
Unconditionally stable, second-order accurate schemes for solid state phase transformations driven by mechano-chemical spinodal decomposition
Here, we consider solid state phase transformations that are caused by free energy densities with domains of non-convexity in strain-composition space; we refer to the non-convex domains as mechano-chemical spinodals. The non-convexity with respect to composition and strain causes segregation into phases with different crystal structures. We work on an existing model that couples the classical Cahn-Hilliard model with Toupin’s theory of gradient elasticity at finite strains. Both systems are represented by fourth-order, nonlinear, partial differential equations. The goal of this work is to develop unconditionally stable, second-order accurate time-integration schemes, motivated by the need to carry out large scale computations of dynamically evolving microstructures in three dimensions. We also introduce reduced formulations naturally derived from these proposed schemes for faster computations that are still second-order accurate. Although our method is developed and analyzed here for a specific class of mechano-chemical problems, one can readily apply the same method to develop unconditionally stable, second-order accurate schemes for any problems for which free energy density functions are multivariate polynomials of solution components and component gradients. Apart from an analysis and construction of methods, we present a suite of numerical results that demonstrate the schemes in action.
Comparison of exponential integrators and traditional time integration schemes for the shallow water equations
We report the time integration scheme is probably one of the most fundamental choices in the development of an ocean model. In this paper, we investigate several time integration schemes when applied to the shallow water equations. This set of equations is accurate enough for the modeling of a shallow ocean and is also relevant to study as it is the one solved for the barotropic (i.e. vertically averaged) component of a three dimensional ocean model. We analyze different time stepping algorithms for the linearized shallow water equations. High order explicit schemes are accurate but the time step is constrained by the Courant-Friedrichs-Lewy stability condition. Implicit schemes can be unconditionally stable but, in practice lack accuracy when used with large time steps. In this paper we propose a detailed comparison of such classical schemes with exponential integrators. The accuracy and the computational costs are analyzed in different configurations.
Analysis of the Spectral Stability of the Generalized Runge–Kutta Methods Applied to Initial-Boundary-Value Problems for Equations of the Parabolic Type. II. Implicit Methods
We consider specific realizations of different implicit generalized Runge–Kutta methods as applied to the numerical integration with respect to time of initial-boundary-value problems for the second-order parabolic equations and investigate their spectral stability. It is shown that all implicit generalized Runge–Kutta methods are unconditionally spectrally stable but some of them have the conditional property of monotonicity of the numerical solution with respect to time. The functions of spectral stability of the implicit generalized Runge–Kutta methods are rational. We compare the analytic solution of the nonstationary one-dimensional problem of heat conduction with the numerical solutions of this problem obtained by different implicit generalized Runge–Kutta methods. It is shown that, in this case, the application of the one-stage Radau methods with subsequent discretization of the problem with respect to the space variable leads to the classical forward finite difference scheme (Laasonen scheme), whereas the use of the one-stage Gauss–Legendre method leads to a six-point symmetric scheme (Crank–Nicolson scheme). It is shown that diagonally implicit generalized Nørsett and Burrage methods are realized in almost the same way as the one-stage Radau and Gauss–Legendre methods but their accuracy in the time step is 10–1000 times higher. On the basis of comparison of the numerical and analytic solutions, we conclude that, in order to get practically suitable numerical solutions without any restrictions on the time step, it is reasonable to use one- and three-stage generalized Radau methods or two- and four-stage Lobatto IIIC methods. All other explicit and implicit generalized Runge–Kutta methods require certain restrictions imposed on the time step.
Exponential Time Differencing Gauge Method for Incompressible Viscous Flows
Abstract In this paper, we study an exponential time differencing method for solving the gauge system of incompressible viscous flows governed by Stokes or Navier-Stokes equations. The momentum equation is decoupled from the kinematic equation at a discrete level and is then solved by exponential time stepping multistep schemes in our approach. We analyze the stability of the proposed method and rigorously prove that the first order exponential time differencing scheme is unconditionally stable for the Stokes problem. We also present a compact representation of the algorithm for problems on rectangular domains, which makes FFT-based solvers available for the resulting fully discretized system. Various numerical experiments in two and three dimensional spaces are carried out to demonstrate the accuracy and stability of the proposed method.