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Robust uncertainty quantification using response surface approximations of discontinuous functions

International Journal for Uncertainty Quantification

Wildey, Timothy M.; Gorodetsky, A.A.; Belme, A.C.; Shadid, John N.

This paper considers response surface approximations for discontinuous quantities of interest. Our objective is not to adaptively characterize the interface defining the discontinuity. Instead, we utilize an epistemic description of the uncertainty in the location of a discontinuity to produce robust bounds on sample-based estimates of probabilistic quantities of interest. We demonstrate that two common machine learning strategies for classification, one based on nearest neighbors (Voronoi cells) and one based on support vector machines, provide reasonable descriptions of the region where the discontinuity may reside. In higher dimensional spaces, we demonstrate that support vector machines are more accurate for discontinuities defined by smooth interfaces. We also show how gradient information, often available via adjoint-based approaches, can be used to define indicators to effectively detect a discontinuity and to decompose the samples into clusters using an unsupervised learning technique. Numerical results demonstrate the epistemic bounds on probabilistic quantities of interest for simplistic models and for a compressible fluid model with a shock-induced discontinuity.

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Performance of fully-coupled algebraic multigrid preconditioners for large-scale VMS resistive MHD

Journal of Computational and Applied Mathematics

Lin, Paul L.; Shadid, John N.; Hu, Jonathan J.; Pawlowski, Roger P.; Cyr, Eric C.

This work explores the current performance and scaling of a fully-implicit stabilized unstructured finite element (FE) variational multiscale (VMS) capability for large-scale simulations of 3D incompressible resistive magnetohydrodynamics (MHD). The large-scale linear systems that are generated by a Newton nonlinear solver approach are iteratively solved by preconditioned Krylov subspace methods. The efficiency of this approach is critically dependent on the scalability and performance of the algebraic multigrid preconditioner. This study considers the performance of the numerical methods as recently implemented in the second-generation Trilinos implementation that is 64-bit compliant and is not limited by the 32-bit global identifiers of the original Epetra-based Trilinos. The study presents representative results for a Poisson problem on 1.6 million cores of an IBM Blue Gene/Q platform to demonstrate very large-scale parallel execution. Additionally, results for a more challenging steady-state MHD generator and a transient solution of a benchmark MHD turbulence calculation for the full resistive MHD system are also presented. These results are obtained on up to 131,000 cores of a Cray XC40 and one million cores of a BG/Q system.

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Local bounds preserving stabilization for continuous Galerkin discretization of hyperbolic systems

Journal of Computational Physics

Mabuza, Sibusiso M.; Shadid, John N.; Kuzmin, Dmitri

The objective of this paper is to present a local bounds preserving stabilized finite element scheme for hyperbolic systems on unstructured meshes based on continuous Galerkin (CG) discretization in space. A CG semi-discrete scheme with low order artificial dissipation that satisfies the local extremum diminishing (LED) condition for systems is used to discretize a system of conservation equations in space. The low order artificial diffusion is based on approximate Riemann solvers for hyperbolic conservation laws. In this case we consider both Rusanov and Roe artificial diffusion operators. In the Rusanov case, two designs are considered, a nodal based diffusion operator and a local projection stabilization operator. The result is a discretization that is LED and has first order convergence behavior. To achieve high resolution, limited antidiffusion is added back to the semi-discrete form where the limiter is constructed from a linearity preserving local projection stabilization operator. The procedure follows the algebraic flux correction procedure usually used in flux corrected transport algorithms. To further deal with phase errors (or terracing) common in FCT type methods, high order background dissipation is added to the antidiffusive correction. The resulting stabilized semi-discrete scheme can be discretized in time using a wide variety of time integrators. Numerical examples involving nonlinear scalar Burgers equation, and several shock hydrodynamics simulations for the Euler system are considered to demonstrate the performance of the method. For time discretization, Crank–Nicolson scheme and backward Euler scheme are utilized.

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Scalable preconditioners for structure preserving discretizations of maxwell equations in first order form

SIAM Journal on Scientific Computing

Phillips, Edward G.; Shadid, John N.; Cyr, Eric C.

Multiple physical time-scales can arise in electromagnetic simulations when dissipative effects are introduced through boundary conditions, when currents follow external time-scales, and when material parameters vary spatially. In such scenarios, the time-scales of interest may be much slower than the fastest time-scales supported by the Maxwell equations, therefore making implicit time integration an efficient approach. The use of implicit temporal discretizations results in linear systems in which fast time-scales, which severely constrain the stability of an explicit method, can manifest as so-called stiff modes. This study proposes a new block preconditioner for structure preserving (also termed physics compatible) discretizations of the Maxwell equations in first order form. The intent of the preconditioner is to enable the efficient solution of multiple-time-scale Maxwell type systems. An additional benefit of the developed preconditioner is that it requires only a traditional multigrid method for its subsolves and compares well against alternative approaches that rely on specialized edge-based multigrid routines that may not be readily available. Results demonstrate parallel scalability at large electromagnetic wave CFL numbers on a variety of test problems.

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Implicit and Implicit–Explicit Strong Stability Preserving Runge–Kutta Methods with High Linear Order

Journal of Scientific Computing

Conde, Sidafa C.; Grant, Zachary J.; Gottlieb, Sigal; Shadid, John N.

Strong stability preserving (SSP) time discretizations preserve the monotonicity properties satisfied by the spatial discretization when coupled with the first order forward Euler, under a certain time-step restriction. The search for high order strong stability preserving time-stepping methods with high order and large allowable time-step has been an active area of research. It is known that implicit SSP Runge–Kutta methods exist only up to sixth order; however, if we restrict ourselves to solving only linear autonomous problems, the order conditions simplify and we can find implicit SSP Runge–Kutta methods of any linear order. In the current work we find implicit SSP Runge–Kutta methods with high linear order pl i n≤ 9 and nonlinear orders p= 2, 3, 4, that are optimal in terms of allowable SSP time-step. Next, we formulate a novel optimization problem for implicit–explicit (IMEX) SSP Runge–Kutta methods and find optimized IMEX SSP Runge–Kutta pairs that have high linear order pl i n≤ 7 and nonlinear orders up to p= 4. We also find implicit methods with large linear stability regions that pair with known explicit SSP Runge–Kutta methods. These methods are then tested on sample problems to demonstrate the sharpness of the SSP coefficient and the typical behavior of these methods on test problems.

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Results 51–75 of 290
Results 51–75 of 290