Multirate linearly-implicit GARK schemes

Many complex applications require the solution of initial-value problems where some components change fast, while others vary slowly. Multirate schemes apply different step sizes to resolve different components of the system, according to their dynamics, in order to achieve increased computational efficiency. The stiff components of the system, fast or slow, are best discretized with implicit base methods in order to ensure numerical stability. To this end, linearly implicit methods are particularly attractive as they solve only linear systems of equations at each step. This paper develops the Multirate GARK-ROS/ROW (MR-GARK-ROS/ROW) framework for linearly-implicit multirate time integration. The order conditions theory considers both exact and approximative Jacobians. The effectiveness of implicit multirate methods depends on the coupling between the slow and fast computations; an array of efficient coupling strategies and the resulting numerical schemes are analyzed. Multirate infinitesimal step linearly-implicit methods, that allow arbitrarily small micro-steps and offer extreme computational flexibility, are constructed. The new unifying framework includes existing multirate Rosenbrock(-W) methods as particular cases, and opens the possibility to develop new classes of highly effective linearly implicit multirate integrators.

An explicit method to calculate implicit spatial finite differences

The finite-difference solution of the second-order acoustic wave equation is a fundamental algorithm in seismic exploration for seismic forward modeling, imaging, and inversion. Unlike the standard explicit finite difference (EFD) methods that usually suffer from the so-called "saturation effect", the implicit FD methods can obtain much higher accuracy with relatively short operator length. Unfortunately, these implicit methods are not widely used because band matrices need to be solved implicitly, which is not suitable for most high-performance computer architectures. We introduce an explicit method to overcome this limitation by applying explicit causal and anti-causal integrations. We can prove that the explicit solution is equivalent to the traditional implicit LU decomposition method in analytical and numerical ways. In addition, we also compare the accuracy of the new methods with the traditional EFD methods up to 32nd order, and numerical results indicate that the new method is more accurate. In terms of the computational cost, the newly proposed method is standard 8th order EFD plus two causal and anti-causal integrations, which can be applied recursively, and no extra memory is needed. In summary, compared to the standard EFD methods, the new method has a spectral-like accuracy; compared to the traditional LU-decomposition implicit methods, the new method is explicit. It is more suitable for high-performance computing without losing any accuracy.

One-Parameter Controlled Non-Dissipative Unconditionally Stable Explicit Structure-Dependent Integration Methods with No Overshoot

Although many families of integration methods have been successfully developed with desired numerical properties, such as second order accuracy, unconditional stability and numerical dissipation, they are generally implicit methods. Thus, an iterative procedure is often involved for each time step in conducting time integration. Many computational efforts will be consumed by implicit methods when compared to explicit methods. In general, the structure-dependent integration methods (SDIMs) are very computationally efficient for solving a general structural dynamic problem. A new family of SDIM is proposed. It exhibits the desired numerical properties of second order accuracy, unconditional stability, explicit formulation and no overshoot. The numerical properties are controlled by a single free parameter. The proposed family method generally has no adverse disadvantage of unusual overshoot in high frequency transient responses that have been found in the currently available implicit integration methods, such as the WBZ-α method, HHT-α method and generalized-α method. Although this family method has unconditional stability for the linear elastic and stiffness softening systems, it becomes conditionally stable for stiffness hardening systems. This can be controlled by a stability amplification factor and its unconditional stability is successfully extended to stiffness hardening systems. The computational efficiency of the proposed method proves that engineers can do the accurate nonlinear analysis very quickly.

Comparative analysis of numerical methods for determining parameters of chemical reactions from experimental data

The aim of this paper is to select an optimal numerical method for determining the parameters of chemical reactions. The importance of the topic is due to the modern needs of industry, such as the improvement of chemical reactors and oil or gas processing. The paper deals with the problem of determining reaction rate constants using gradient methods and stochastic optimization algorithms. To solve an forward problem, implicit methods for solving stiff ODE systems are used. A correlation method of practical identifiability of the required parameters is used. The genetic algorithm, particle swarm method, and fast annealing method are implemented to solve an inverse problem. The gradient method for the solution of the inverse problem is implemented, and a formula for gradient of the functional is given with the corresponding adjoint problem. We apply an identifiability analysis of the unknown coefficients and arrange the coefficients in the order of their identifiability. We show that the best approach is to apply global optimization methods to find the interval of global solution and after that we refine inverse problem solution using gradient approach.

Contrast-Independent, Partially-Explicit Time Discretizations for Nonlinear Multiscale Problems

This work continues a line of work on developing partially explicit methods for multiscale problems. In our previous works, we considered linear multiscale problems where the spatial heterogeneities are at the subgrid level and are not resolved. In these works, we have introduced contrast-independent, partially explicit time discretizations for linear equations. The contrast-independent, partially explicit time discretization divides the spatial space into two components: contrast dependent (fast) and contrast independent (slow) spaces defined via multiscale space decomposition. Following this decomposition, temporal splitting was proposed, which treats fast components implicitly and slow components explicitly. The space decomposition and temporal splitting are chosen such that they guarantees stability, and we formulated a condition for the time stepping. This condition was formulated as a condition on slow spaces. In this paper, we extend this approach to nonlinear problems. We propose a splitting approach and derive a condition that guarantees stability. This condition requires some type of contrast-independent spaces for slow components of the solution. We present numerical results and show that the proposed methods provide results similar to implicit methods with a time step that is independent of the contrast.

Fourth derivative singularly P-stable method for the numerical solution of the Schrödinger equation

In this paper, we construct a method with eight steps that belongs to the family of Obrechkoff methods. Due to the explicit nature of the new method, not only does it not require another method as predictor, but it can also be considered as a suitable predictive technique to be used with implicit methods. Periodicity and error terms are studied when applied to solve the radial Schrödinger equation, considering different energy levels. We show its advantages in terms of accuracy, consistency, and convergence in comparison with other methods of the same order appearing in the literature.

Hexagonal Grid Computation of the Derivatives of the Solution to the Heat Equation by Using Fourth-Order Accurate Two-Stage Implicit Methods

We give fourth-order accurate implicit methods for the computation of the first-order spatial derivatives and second-order mixed derivatives involving the time derivative of the solution of first type boundary value problem of two dimensional heat equation. The methods are constructed based on two stages: At the first stage of the methods, the solution and its derivative with respect to time variable are approximated by using the implicit scheme in Buranay and Arshad in 2020. Therefore, Oh4+τ of convergence on constructed hexagonal grids is obtained that the step sizes in the space variables x1, x2 and in time variable are indicated by h, 32h and τ, respectively. Special difference boundary value problems on hexagonal grids are constructed at the second stages to approximate the first order spatial derivatives and the second order mixed derivatives of the solution. Further, Oh4+τ order of uniform convergence of these schemes are shown for r=ωτh2≥116,ω>0. Additionally, the methods are applied on two sample problems.

Investigation on the effects of vertical baffles on liquid sloshing based on a particle method

This study adopts the numerical simulations of Moving Particle Semi-Implicit Methods (MPS), which are meshless methods based on Lagrange particles. Using Lagrange particle has an advantage that it can avoid numerical dissipation problems without directly discretizing the convection term in the governing equation. First of all, a numerical model of a liquid sloshing tank without baffles is used to confirm the effectiveness of the MPS by comparing the numerical results with the experimental data of Kang and Li. And the pressure curves obtained with MPS method were in good agreement with the experimental findings, which confirmed its effectiveness. On that basis, simulations of liquid sloshing movements with one baffle, two symmetrical baffles, and three baffles are performed, respectively. The results indicate that the addition of vertical baffles in the tanks effectively enhanced the ability to reduce liquid sloshing.

Coupling-Strength Criteria for Sequential Implicit Formulations

Sequential Fully Implicit (SFI) schemes have been proposed as an alternative to the Fully Implicit Method (FIM). A significant advantage of SFI is that one can employ scalable strategies to the flow and transport problems. However, the primary disadvantage of using SFI compared with FIM is the fact that the splitting errors induced by the decoupling operator, which separates the pressure from the saturation(s), can lead to serious convergence difficulties of the overall nonlinear problem. Thus, it is important to quantify the coupling strength in an adaptive manner in both space and time. We present criteria that localize the computational cells where the pressure and saturation solutions are tightly coupled. The approach is using terms in the FIM Jacobian matrix, we quantify the sensitivity of the mass and volume-balance equations to changes in the pressure and the saturations. We identify three criteria that provide a measure of the coupling strength across the equations and variables. The standard CFL stability criteria, which are based entirely on the saturation equations, are a subset of the new criteria. Here, the pressure equation is solved using Algebraic MultiGrid (AMG), or a multiscale solver, such as the Multiscale Restricted-Smooth Basis (MsRSB) approach. The transport equations are then solved using a fixed total-velocity. These ‘coupling strength’ criteria are used to identify the cells where the pressure-saturation coupling is strong. The applicability of the derived coupling-strength criteria is tested using several test cases. The first test is using a gravitational immiscible dead-oil lock-exchange under a unit mobility ratio and large differences in density. For this case, the SFI algorithm fails to converge to the fully coupled solution due to the large splitting errors. Introducing a fully coupled solution stage on the local subdomains as an additional correction step restores nonlinear convergence. Detailed analysis of the ‘coupling strength’ criteria indicates that the criteria related to the sensitivity of the mass balance to changes in the pressure and the sensitivity of the volume balance to changes in the saturations are the most important ones to satisfy. Other test cases include an alternate gas-water-gas injection in a top layer of the SPE 10 test case and an injection-production scenario in a three-dimensional reservoir with layered lognormally distributed permeability. We propose novel criteria to estimate the strength of coupling between pressure and saturation. These CFL-like numbers are used to identify the cells that require fully implicit treatment in the nonlinear solution strategy. These criteria can also be used to improve the nonlinear convergence rates of Adaptive Implicit Methods (AIM).