scholarly journals Computable upper error bounds for Krylov approximations to matrix exponentials and associated $${\varvec{\varphi }}$$-functions

2019 ◽  
Vol 60 (1) ◽  
pp. 157-197 ◽  
Author(s):  
Tobias Jawecki ◽  
Winfried Auzinger ◽  
Othmar Koch
Keyword(s):  
Error Bounds ◽  
Time Integration ◽  
Matrix Exponential ◽  
Selection Strategy ◽  
Step Size ◽  
Time Step ◽  
A Posteriori Estimate ◽  
Krylov Space ◽  
The Matrix ◽  
Matrix Exponentials

Abstract An a posteriori estimate for the error of a standard Krylov approximation to the matrix exponential is derived. The estimate is based on the defect (residual) of the Krylov approximation and is proven to constitute a rigorous upper bound on the error, in contrast to existing asymptotical approximations. It can be computed economically in the underlying Krylov space. In view of time-stepping applications, assuming that the given matrix is scaled by a time step, it is shown that the bound is asymptotically correct (with an order related to the dimension of the Krylov space) for the time step tending to zero. This means that the deviation of the error estimate from the true error tends to zero faster than the error itself. Furthermore, this result is extended to Krylov approximations of $$\varphi $$φ-functions and to improved versions of such approximations. The accuracy of the derived bounds is demonstrated by examples and compared with different variants known from the literature, which are also investigated more closely. Alternative error bounds are tested on examples, in particular a version based on the concept of effective order. For the case where the matrix exponential is used in time integration algorithms, a step size selection strategy is proposed and illustrated by experiments.

scholarly journals Krylov SSP Integrating Factor Runge–Kutta WENO Methods

Mathematics ◽  
2021 ◽  
Vol 9 (13) ◽  
pp. 1483
Author(s):  
Shanqin Chen
Keyword(s):  
Large Time ◽  
Hyperbolic Equations ◽  
Strong Stability ◽  
Matrix Exponential ◽  
Linear Component ◽  
Nonlinear Hyperbolic Equations ◽  
Time Step ◽  
Integrating Factor ◽  
The Matrix ◽  
Runge Kutta

Weighted essentially non-oscillatory (WENO) methods are especially efficient for numerically solving nonlinear hyperbolic equations. In order to achieve strong stability and large time-steps, strong stability preserving (SSP) integrating factor (IF) methods were designed in the literature, but the methods there were only for one-dimensional (1D) problems that have a stiff linear component and a non-stiff nonlinear component. In this paper, we extend WENO methods with large time-stepping SSP integrating factor Runge–Kutta time discretization to solve general nonlinear two-dimensional (2D) problems by a splitting method. How to evaluate the matrix exponential operator efficiently is a tremendous challenge when we apply IF temporal discretization for PDEs on high spatial dimensions. In this work, the matrix exponential computation is approximated through the Krylov subspace projection method. Numerical examples are shown to demonstrate the accuracy and large time-step size of the present method.

scholarly journals Algorithms for Solving Darcian Flow in Structured Porous Media

10.14311/1829 ◽  
2013 ◽  
Vol 53 (4) ◽  
Author(s):  
Michal Kuráž ◽  
Petr Mayer
Keyword(s):  
Proper Time ◽  
Time Integration ◽  
Mass Term ◽  
Step Length ◽  
Richards Equation ◽  
Parabolic Problems ◽  
Computational Domain ◽  
Wetting Front ◽  
Time Step ◽  
The Matrix

This paper presents several algorithms that were implemented in DRUtES [1], a new open source project. DRUtES is a finite element solver for coupled nonlinear parabolic problems, namely the Richards equation with the dual porosity approach (modeling the flow of liquids in a porous medium). Mass balance consistency is crucial in any hydrological balance and contaminant transportation evaluations. An incorrect approximation of the mass term greatly depreciates the results that are obtained. An algorithm for automatic time step selection is presented, as the proper time step length is crucial for achieving accuracy of the Euler time integration method. Various problems arise with poor conditioning of the Richards equation: the computational domain is clustered into subregions separated by a wetting front, and the nonlinear constitutive functions cover a high range of values, while a very simple diagonal preconditioning method greatly improves the matrix properties. The results are presented here, together with an analysis.

Newmark-Beta Method in Discrete Elastic Rods Algorithm to Avoid Energy Dissipation

2019 ◽  
Vol 86 (8) ◽  
Author(s):  
Weicheng Huang ◽  
Mohammad Khalid Jawed
Keyword(s):  
Energy Dissipation ◽  
Time Integration ◽  
Integration Scheme ◽  
Integration Step ◽  
Elastic Rods ◽  
Computationally Efficient ◽  
Step Size ◽  
Time Step ◽  
Time Step Size ◽  
Time Integration Scheme

Discrete elastic rods (DER) algorithm presents a computationally efficient means of simulating the geometrically nonlinear dynamics of elastic rods. However, it can suffer from artificial energy loss during the time integration step. Our approach extends the existing DER technique by using a different time integration scheme—we consider a second-order, implicit Newmark-beta method to avoid energy dissipation. This treatment shows better convergence with time step size, specially when the damping forces are negligible and the structure undergoes vibratory motion. Two demonstrations—a cantilever beam and a helical rod hanging under gravity—are used to show the effectiveness of the modified discrete elastic rods simulator.

scholarly journals Accuracy Analysis of a Spectral Element Atmospheric Model Using a Fully Implicit Solution Framework

2010 ◽  
Vol 138 (8) ◽  
pp. 3333-3341 ◽  
Author(s):  
Katherine J. Evans ◽  
Mark A. Taylor ◽  
John B. Drake
Keyword(s):  
Shallow Water Equation ◽  
Time Integration ◽  
Atmospheric Model ◽  
Test Cases ◽  
Implicit Methods ◽  
Step Size ◽  
Time Step ◽  
Time Step Size ◽  
Fully Implicit ◽  
Stability Limits

Abstract A fully implicit (FI) time integration method has been implemented into a spectral finite-element shallow-water equation model on a sphere, and it is compared to existing fully explicit leapfrog and semi-implicit methods for a suite of test cases. This experiment is designed to determine the time step sizes that minimize simulation time while maintaining sufficient accuracy for these problems. For test cases without an analytical solution from which to compare, it is demonstrated that time step sizes 30–60 times larger than the gravity wave stability limits and 6–20 times larger than the advective-scale stability limits are possible using the FI method without a loss in accuracy, depending on the problem being solved. For a steady-state test case, the FI method produces error within machine accuracy limits as with existing methods, but using an arbitrarily large time step size.

Direct Numerical Simulation of the Interaction of an Ultra Short-Pulsed Intense Laser With a H2+ Molecule

2008 ◽  
Author(s):  
Y.-M. Lee ◽  
J.-S. Wu ◽  
T.-F. Jiang ◽  
Y.-S. Chen
Keyword(s):  
Domain Decomposition Method ◽  
Time Integration ◽  
Three Dimensional ◽  
Time Algorithm ◽  
Intense Laser ◽  
Angle Of Incidence ◽  
Step Size ◽  
Time Step ◽  
Time Step Size ◽  
H2 Molecule

In this paper, interactions of a linearly polarized ultra short-pulsed intense laser with a single H2+ molecule at various angles of incidence are studied by directly solving the time-dependent three-dimensional Schrodinger equation (TDSE), assuming Born-Oppenheimer approximation. An explicit stagger-time algorithm is employed for time integration of the TDSE, in which the real and imaginary parts of the wave function are defined at alternative times, while a cell-centered finite-volume method is utilized for spatial discretization of the TDSE on Cartesian grids. The TDSE solver is then parallelized using domain decomposition method on distributed memory machines by applying a multi-level graph-partitioning technique. The solver is applied to simulate laser-molecular interaction with test conditions including: laser intensity of 0.5*1014 W/cm2, wavelength of 800 nm, three pulses in time, angle of incidence of 0–90° and inter-nuclear distance of 2 a.u.. Simulation conditions include 4 million hexahedral cells, 90 a.u. long in z direction, and time-step size of 0.005 a.u.. Ionization rates, harmonic spectra and instantaneous distribution of electron densities are then obtained from the solution of the TDSE. Future possible extension of the present method is also outlined at the end of this paper.

Modeling the damped dynamic behavior of a flexible pendulum

2019 ◽  
Vol 54 (2) ◽  
pp. 116-129 ◽  
Author(s):  
Roberto Ortega ◽  
Geraldine Farías ◽  
Marcela Cruchaga ◽  
Matías Rivero ◽  
Mariano Vázquez ◽  
...  
Keyword(s):  
High Speed ◽  
Time Integration ◽  
Integration Scheme ◽  
Step Size ◽  
Time Step ◽  
Time Step Size ◽  
Rayleigh Damping ◽  
Integration Schemes ◽  
Time Integration Schemes ◽  
Damping Model

The focus of this work is on the computational modeling of a pendulum made of a hyperelastic material and the corresponding experimental validation with the aim of contributing to the study of a material commonly used in seismic absorber devices. From the proposed dynamics experiment, the motion of the pendulum is recorded using a high-speed camera. The evolution of the pendulum’s positions is recovered using a capturing motion technique by tracking markers. The simulation of the problem is developed in the framework of a parallel multi-physics code. Particular emphasis is placed on the analysis of the Newmark integration scheme and the use of Rayleigh damping model. In particular, the time step size effect is analyzed. A strong time step size dependency is obtained for dissipative time integration schemes, while the Rayleigh damping formulation without time integration dissipation shows time step–independent results when convergence is achieved.

Picard-Newton Iterative Method with Time Step Control for Multimaterial Non-Equilibrium Radiation Diffusion Problem

2011 ◽  
Vol 10 (4) ◽  
pp. 844-866 ◽  
Author(s):  
Jingyan Yue ◽  
Guangwei Yuan
Keyword(s):  
Iterative Method ◽  
Time Integration ◽  
Step Size ◽  
Time Step ◽  
Radiation Diffusion ◽  
Reaction Diffusion Systems ◽  
Time Step Size ◽  
Step Control ◽  
Equilibrium Radiation ◽  
Non Equilibrium

AbstractFor a new nonlinear iterative method named as Picard-Newton (P-N) iterative method for the solution of the time-dependent reaction-diffusion systems, which arise in non-equilibrium radiation diffusion applications, two time step control methods are investigated and a study of temporal accuracy of a first order time integration is presented. The non-equilibrium radiation diffusion problems with flux limiter are considered, which appends pesky complexity and nonlinearity to the diffusion coefficient. Numerical results are presented to demonstrate that compared with Picard method, for a desired accuracy, significant increase in solution efficiency can be obtained by Picard-Newton method with the suitable time step size selection.

Scaling of Constraints and Augmented Lagrangian Formulations in Multibody Dynamics Simulations

2009 ◽  
Vol 4 (2) ◽  
Author(s):  
Olivier A. Bauchau ◽  
Alexander Epple ◽  
Carlo L. Bottasso
Keyword(s):  
Physical Properties ◽  
Augmented Lagrangian ◽  
Equations Of Motion ◽  
Time Integration ◽  
Differential Algebraic Equations ◽  
Algebraic Equations ◽  
Step Size ◽  
Time Step ◽  
Time Step Size ◽  
Integration Schemes

This paper addresses practical issues associated with the numerical enforcement of constraints in flexible multibody systems, which are characterized by index-3 differential algebraic equations (DAEs). The need to scale the equations of motion is emphasized; in the proposed approach, they are scaled based on simple physical arguments, and an augmented Lagrangian term is added to the formulation. Time discretization followed by a linearization of the resulting equations leads to a Jacobian matrix that is independent of the time step size, h; hence, the condition number of the Jacobian and error propagation are both O(h0): the numerical solution of index-3 DAEs behaves as in the case of regular ordinary differential equations (ODEs). Since the scaling factor depends on the physical properties of the system, the proposed scaling decreases the dependency of this Jacobian on physical properties, further improving the numerical conditioning of the resulting linearized equations. Because the scaling of the equations is performed before the time and space discretizations, its benefits are reaped for all time integration schemes. The augmented Lagrangian term is shown to be indispensable if the solution of the linearized system of equations is to be performed without pivoting, a requirement for the efficient solution of the sparse system of linear equations. Finally, a number of numerical examples demonstrate the efficiency of the proposed approach to scaling.

scholarly journals Quantifying and attributing time step sensitivities in present-day climate simulations conducted with EAMv1

2020 ◽  
Author(s):  
Hui Wan ◽  
Shixuan Zhang ◽  
Philip J. Rasch ◽  
Vincent E. Larson ◽  
Xubin Zeng ◽  
...  
Keyword(s):  
Time Integration ◽  
Cloud Fraction ◽  
Coarse Grained ◽  
Step Size ◽  
Time Step ◽  
Substantial Impact ◽  
Near Surface ◽  
Upper Troposphere ◽  
Truncation Errors ◽  
Climate Simulations

Abstract. This study assesses the relative importance of time integration error in present-day climate simulations conducted with the atmosphere component of the Energy Exascale Earth System Model version 1 (EAMv1) at 1-degree horizontal resolution. We show that a factor-of-6 reduction of time step size in all major parts of the model leads to significant changes in the long-term mean climate. Examples of such changes include warming in the lower troposphere, cooling in the tropical and subtropical upper troposphere, as well as decreases of relative humidity throughout the troposphere accompanied by cloud fraction decreases. These changes imply that the reduction of temporal truncation errors leads to a notable although unsurprising degradation of agreement between the simulated and observed present-day climate; the model would require retuning to regain optimal climate fidelity in the absence of those truncation errors. A coarse-grained attribution of the time step sensitivities is carried out by separately shortening time steps used in various components of EAM or by revising the numerical coupling between some processes. Our analysis leads to the counter-intuitive finding that the marked decreases in the subtropical low-cloud fraction and total cloud radiative effect are caused not by the step size used for the collectively subcycled turbulence, shallow convection and stratiform cloud macro- and microphysics parameterizations but by the step sizes used outside the subcycles. Further analysis suggests that the coupling frequency between the subcycles and the rest of EAM has a substantial impact on the marine stratocumulus decks while the deep convection parameterization has a significant impact on trade cumulus. The step size of the cloud macro- and microphysics subcycles appears to have a primary impact on cloud fraction at most latitudes in the upper troposphere as well as in the mid-latitude near-surface layers. Impacts of step sizes used by the dynamical core and radiation appear to be relatively small. These results provide useful clues to help better understand the root causes of time step sensitivities in EAM. The experimentation strategy used here can also provide a pathway for other models to identify and reduce time integration errors.

scholarly journals Implementation of multirate time integration methods for air pollution modelling

2012 ◽  
Vol 5 (6) ◽  
pp. 1395-1405 ◽  
Author(s):  
M. Schlegel ◽  
O. Knoth ◽  
M. Arnold ◽  
R. Wolke
Keyword(s):  
Time Integration ◽  
Efficient Implementation ◽  
Step Size ◽  
Time Step ◽  
Worst Case ◽  
Integration Methods ◽  
Integration Schemes ◽  
Numerical Effort ◽  
Multirate Time Integration ◽  
Time Integration Methods

Abstract. Explicit time integration methods are characterised by a small numerical effort per time step. In the application to multiscale problems in atmospheric modelling, this benefit is often more than compensated by stability problems and step size restrictions resulting from stiff chemical reaction terms and from a locally varying Courant-Friedrichs-Lewy (CFL) condition for the advection terms. Splitting methods may be applied to efficiently combine implicit and explicit methods (IMEX splitting). Complementarily multirate time integration schemes allow for a local adaptation of the time step size to the grid size. In combination, these approaches lead to schemes which are efficient in terms of evaluations of the right-hand side. Special challenges arise when these methods are to be implemented. For an efficient implementation, it is crucial to locate and exploit redundancies. Furthermore, the more complex programme flow may lead to computational overhead which, in the worst case, more than compensates the theoretical gain in efficiency. We present a general splitting approach which allows both for IMEX splittings and for local time step adaptation. The main focus is on an efficient implementation of this approach for parallel computation on computer clusters.

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