More Like this

1. Von Neumann Stability Analysis of DG-Like and PNPM-Like Schemes for PDEs with Globally Curl-Preserving Evolution of Vector Fields

   https://doi.org/10.1007/s42967-021-00166-x  

   Balsara, Dinshaw S. ; Käppeli, Roger ( January 2022 , Communications on Applied Mathematics and Computation)

   This paper examines a class of involution-constrained PDEs where some part of the PDE system evolves a vector field whose curl remains zero or grows in proportion to specified source terms. Such PDEs are referred to as curl-free or curl-preserving, respectively. They arise very frequently in equations for hyperelasticity and compressible multiphase flow, in certain formulations of general relativity and in the numerical solution of Schrödinger’s equation. Experience has shown that if nothing special is done to account for the curl-preserving vector field, it can blow up in a finite amount of simulation time. In this paper, we catalogue a class of DG-like schemes for such PDEs. To retain the globally curl-free or curl-preserving constraints, the components of the vector field, as well as their higher moments, must be collocated at the edges of the mesh. They are updated using potentials collocated at the vertices of the mesh. The resulting schemes: (i) do not blow up even after very long integration times, (ii) do not need any special cleaning treatment, (iii) can operate with large explicit timesteps, (iv) do not require the solution of an elliptic system and (v) can be extended to higher orders using DG-like methods. The methods rely on a special curl-preserving reconstruction and they also rely on multidimensional upwinding. The Galerkin projection, highly crucial to the design of a DG method, is now conducted at the edges of the mesh and yields a weak form update that uses potentials obtained at the vertices of the mesh with the help of a multidimensional Riemann solver. A von Neumann stability analysis of the curl-preserving methods is conducted and the limiting CFL numbers of this entire family of methods are catalogued in this work. The stability analysis confirms that with the increasing order of accuracy, our novel curl-free methods have superlative phase accuracy while substantially reducing dissipation. We also show that PNPM-like methods, which only evolve the lower moments while reconstructing the higher moments, retain much of the excellent wave propagation characteristics of the DG-like methods while offering a much larger CFL number and lower computational complexity. The quadratic energy preservation of these methods is also shown to be excellent, especially at higher orders. The methods are also shown to be curl-preserving over long integration times.

    

   more » « less
2. Efficient WENO-Based Prolongation Strategies for Divergence-Preserving Vector Fields

   https://doi.org/10.1007/s42967-021-00182-x  

   Balsara, Dinshaw S. ; Samantaray, Saurav ; Subramanian, Sethupathy ( May 2022 , Communications on Applied Mathematics and Computation)

   Abstract Adaptive mesh refinement (AMR) is the art of solving PDEs on a mesh hierarchy with increasing mesh refinement at each level of the hierarchy. Accurate treatment on AMR hierarchies requires accurate prolongation of the solution from a coarse mesh to a newly defined finer mesh. For scalar variables, suitably high-order finite volume WENO methods can carry out such a prolongation. However, classes of PDEs, such as computational electrodynamics (CED) and magnetohydrodynamics (MHD), require that vector fields preserve a divergence constraint. The primal variables in such schemes consist of normal components of the vector field that are collocated at the faces of the mesh. As a result, the reconstruction and prolongation strategies for divergence constraint-preserving vector fields are necessarily more intricate. In this paper we present a fourth-order divergence constraint-preserving prolongation strategy that is analytically exact. Extension to higher orders using analytically exact methods is very challenging. To overcome that challenge, a novel WENO-like reconstruction strategy is invented that matches the moments of the vector field in the faces, where the vector field components are collocated. This approach is almost divergence constraint-preserving, therefore, we call it WENO-ADP. To make it exactly divergence constraint-preserving, a touch-up procedure is developed that is based on a constrained least squares (CLSQ) method for restoring the divergence constraint up to machine accuracy. With the touch-up, it is called WENO-ADPT. It is shown that refinement ratios of two and higher can be accommodated. An item of broader interest in this work is that we have also been able to invent very efficient finite volume WENO methods, where the coefficients are very easily obtained and the multidimensional smoothness indicators can be expressed as perfect squares. We demonstrate that the divergence constraint-preserving strategy works at several high orders for divergence-free vector fields as well as vector fields, where the divergence of the vector field has to match a charge density and its higher moments. We also show that our methods overcome the late time instability that has been known to plague adaptive computations in CED. 

   more » « less
3. Techniques, Tricks, and Algorithms for Efficient GPU-Based Processing of Higher Order Hyperbolic PDEs

   https://doi.org/10.1007/s42967-022-00235-9  

   Subramanian, Sethupathy ; Balsara, Dinshaw S. ; Bhoriya, Deepak ; Kumar, Harish ( March 2023 , Communications on Applied Mathematics and Computation)

   Chi-Wang Shu (Ed.)

   GPU computing is expected to play an integral part in all modern Exascale supercomputers. It is also expected that higher order Godunov schemes will make up about a significant fraction of the application mix on such supercomputers. It is, therefore, very important to prepare the community of users of higher order schemes for hyperbolic PDEs for this emerging opportunity. Not every algorithm that is used in the space-time update of the solution of hyperbolic PDEs will take well to GPUs. However, we identify a small core of algorithms that take exceptionally well to GPU computing. Based on an analysis of available options, we have been able to identify weighted essentially non-oscillatory (WENO) algorithms for spatial reconstruction along with arbitrary derivative (ADER) algorithms for time extension followed by a corrector step as the winning three-part algorithmic combination. Even when a winning subset of algorithms has been identified, it is not clear that they will port seamlessly to GPUs. The low data throughput between CPU and GPU, as well as the very small cache sizes on modern GPUs, implies that we have to think through all aspects of the task of porting an application to GPUs. For that reason, this paper identifies the techniques and tricks needed for making a successful port of this very useful class of higher order algorithms to GPUs. Application codes face a further challenge—the GPU results need to be practically indistinguishable from the CPU results—in order for the legacy knowledge bases embedded in these applications codes to be preserved during the port of GPUs. This requirement often makes a complete code rewrite impossible. For that reason, it is safest to use an approach based on OpenACC directives, so that most of the code remains intact (as long as it was originally well-written). This paper is intended to be a one-stop shop for anyone seeking to make an OpenACC-based port of a higher order Godunov scheme to GPUs. We focus on three broad and high-impact areas where higher order Godunov schemes are used. The first area is computational fluid dynamics (CFD). The second is computational magnetohydrodynamics (MHD) which has an involution constraint that has to be mimetically preserved. The third is computational electrodynamics (CED) which has involution constraints and also extremely stiff source terms. Together, these three diverse uses of higher order Godunov methodology, cover many of the most important applications areas. In all three cases, we show that the optimal use of algorithms, techniques, and tricks, along with the use of OpenACC, yields superlative speedups on GPUs. As a bonus, we find a most remarkable and desirable result: some higher order schemes, with their larger operations count per zone, show better speedup than lower order schemes on GPUs. In other words, the GPU is an optimal stratagem for overcoming the higher computational complexities of higher order schemes. Several avenues for future improvement have also been identified. A scalability study is presented for a real-world application using GPUs and comparable numbers of high-end multicore CPUs. It is found that GPUs offer a substantial performance benefit over comparable number of CPUs, especially when all the methods designed in this paper are used. 

   more » « less
4. Essentially non-oscillatory and weighted essentially non-oscillatory schemes

   https://doi.org/10.1017/S0962492920000057  

   Shu, Chi-Wang ( May 2020 , Acta Numerica)

   null (Ed.)

   Essentially non-oscillatory (ENO) and weighted ENO (WENO) schemes were designed for solving hyperbolic and convection–diffusion equations with possibly discontinuous solutions or solutions with sharp gradient regions. The main idea of ENO and WENO schemes is actually an approximation procedure, aimed at achieving arbitrarily high-order accuracy in smooth regions and resolving shocks or other discontinuities sharply and in an essentially non-oscillatory fashion. Both finite volume and finite difference schemes have been designed using the ENO or WENO procedure, and these schemes are very popular in applications, most noticeably in computational fluid dynamics but also in other areas of computational physics and engineering. Since the main idea of the ENO and WENO schemes is an approximation procedure not directly related to partial differential equations (PDEs), ENO and WENO schemes also have non-PDE applications. In this paper we will survey the basic ideas behind ENO and WENO schemes, discuss their properties, and present examples of their applications to different types of PDEs as well as to non-PDE problems. 

   more » « less
5. Embedding properties of network realizations of dissipative reduced order models

   Druskin, Guddati ( July 2022 , HOUSEHOLDER SYMPOSIUM XXI)

   Embedding properties of network realizations of dissipative reduced order models Jörn Zimmerling, Mikhail Zaslavsky,Rob Remis, Shasri Moskow, Alexander Mamonov, Murthy Guddati, Vladimir Druskin, and Liliana Borcea Mathematical Sciences Department, Worcester Polytechnic Institute https://www.wpi.edu/people/vdruskin Abstract Realizations of reduced order models of passive SISO or MIMO LTI problems can be transformed to tridiagonal and block-tridiagonal forms, respectively, via dierent modications of the Lanczos algorithm. Generally, such realizations can be interpreted as ladder resistor-capacitor-inductor (RCL) networks. They gave rise to network syntheses in the rst half of the 20th century that was at the base of modern electronics design and consecutively to MOR that tremendously impacted many areas of engineering (electrical, mechanical, aerospace, etc.) by enabling ecient compression of the underlining dynamical systems. In his seminal 1950s works Krein realized that in addition to their compressing properties, network realizations can be used to embed the data back into the state space of the underlying continuum problems. In more recent works of the authors Krein's ideas gave rise to so-called nite-dierence Gaussian quadrature rules (FDGQR), allowing to approximately map the ROM state-space representation to its full order continuum counterpart on a judicially chosen grid. Thus, the state variables can be accessed directly from the transfer function without solving the full problem and even explicit knowledge of the PDE coecients in the interior, i.e., the FDGQR directly learns" the problem from its transfer function. This embedding property found applications in PDE solvers, inverse problems and unsupervised machine learning. Here we show a generalization of this approach to dissipative PDE problems, e.g., electromagnetic and acoustic wave propagation in lossy dispersive media. Potential applications include solution of inverse scattering problems in dispersive media, such as seismic exploration, radars and sonars. To x the idea, we consider a passive irreducible SISO ROM fn(s) = Xn j=1 yi s + σj , (62) assuming that all complex terms in (62) come in conjugate pairs. We will seek ladder realization of (62) as rjuj + vj − vj−1 = −shˆjuj , uj+1 − uj + ˆrj vj = −shj vj , (63) for j = 0, . . . , n with boundary conditions un+1 = 0, v1 = −1, and 4n real parameters hi, hˆi, ri and rˆi, i = 1, . . . , n, that can be considered, respectively, as the equivalent discrete inductances, capacitors and also primary and dual conductors. Alternatively, they can be viewed as respectively masses, spring stiness, primary and dual dampers of a mechanical string. Reordering variables would bring (63) into tridiagonal form, so from the spectral measure given by (62 ) the coecients of (63) can be obtained via a non-symmetric Lanczos algorithm written in J-symmetric form and fn(s) can be equivalently computed as fn(s) = u1. The cases considered in the original FDGQR correspond to either (i) real y, θ or (ii) real y and imaginary θ. Both cases are covered by the Stieltjes theorem, that yields in case (i) real positive h, hˆ and trivial r, rˆ, and in case (ii) real positive h,r and trivial hˆ,rˆ. This result allowed us a simple interpretation of (62) as the staggered nite-dierence approximation of the underlying PDE problem [2]. For PDEs in more than one variables (including topologically rich data-manifolds), a nite-dierence interpretation is obtained via a MIMO extensions in block form, e.g., [4, 3]. The main diculty of extending this approach to general passive problems is that the Stieltjes theory is no longer applicable. Moreover, the tridiagonal realization of a passive ROM transfer function (62) via the ladder network (63) cannot always be obtained in port-Hamiltonian form, i.e., the equivalent primary and dual conductors may change sign [1]. 100 Embedding of the Stieltjes problems, e.g., the case (i) was done by mapping h and hˆ into values of acoustic (or electromagnetic) impedance at grid cells, that required a special coordinate stretching (known as travel time coordinate transform) for continuous problems. Likewise, to circumvent possible non-positivity of conductors for the non-Stieltjes case, we introduce an additional complex s-dependent coordinate stretching, vanishing as s → ∞ [1]. This stretching applied in the discrete setting induces a diagonal factorization, removes oscillating coecients, and leads to an accurate embedding for moderate variations of the coecients of the continuum problems, i.e., it maps discrete coecients onto the values of their continuum counterparts. Not only does this embedding yields an approximate linear algebraic algorithm for the solution of the inverse problems for dissipative PDEs, it also leads to new insight into the properties of their ROM realizations. We will also discuss another approach to embedding, based on Krein-Nudelman theory [5], that results in special data-driven adaptive grids. References [1] Borcea, Liliana and Druskin, Vladimir and Zimmerling, Jörn, A reduced order model approach to inverse scattering in lossy layered media, Journal of Scientic Computing, V. 89, N1, pp. 136,2021 [2] Druskin, Vladimir and Knizhnerman, Leonid, Gaussian spectral rules for the three-point second dierences: I. A two-point positive denite problem in a semi-innite domain, SIAM Journal on Numerical Analysis, V. 37, N 2, pp.403422, 1999 [3] Druskin, Vladimir and Mamonov, Alexander V and Zaslavsky, Mikhail, Distance preserving model order reduction of graph-Laplacians and cluster analysis, Druskin, Vladimir and Mamonov, Alexander V and Zaslavsky, Mikhail, Journal of Scientic Computing, V. 90, N 1, pp 130, 2022 [4] Druskin, Vladimir and Moskow, Shari and Zaslavsky, Mikhail LippmannSchwingerLanczos algorithm for inverse scattering problems, Inverse Problems, V. 37, N. 7, 2021, [5] Mark Adolfovich Nudelman The Krein String and Characteristic Functions of Maximal Dissipative Operators, Journal of Mathematical Sciences, 2004, V 124, pp 49184934 Go back to Plenary Speakers Go back to Speakers Go back 

   more » « less