Katharina Kormann

Svenja Schoeder, Katharina Kormann, Wolfgang Wall et al.

This work presents algorithms for the efficient implementation of discontinuous Galerkin methods with explicit time stepping for acoustic wave propagation on unstructured meshes of quadrilaterals or hexahedra. A crucial step towards efficiency is to evaluate operators in a matrix-free way with sum-factorization kernels. The method allows for general curved geometries and variable coefficients. Temporal discretization is carried out by low-storage explicit Runge-Kutta schemes and the arbitrary derivative (ADER) method. For ADER, we propose a flexible basis change approach that combines cheap face integrals with cell evaluation using collocated nodes and quadrature points. Additionally, a degree reduction for the optimized cell evaluation is presented to decrease the computational cost when evaluating higher order spatial derivatives as required in ADER time stepping. We analyze and compare the performance of state-of-the-art Runge-Kutta schemes and ADER time stepping with the proposed optimizations. ADER involves fewer operations and additionally reaches higher throughput by higher arithmetic intensities and hence decreases the required computational time significantly. Comparison of Runge-Kutta and ADER at their respective CFL stability limit renders ADER especially beneficial for higher orders when the Butcher barrier implies an overproportional amount of stages. Moreover, vector updates in explicit Runge--Kutta schemes are shown to take a substantial amount of the computational time due to their memory intensity.

Katharina Kormann, Caroline Lasser, Anna Yurova

Gaussian kernels can be an efficient and accurate tool for multivariate interpolation. In practice, high accuracies are often achieved in the flat limit where the interpolation matrix becomes increasingly ill-conditioned. Stable evaluation algorithms for isotropic Gaussians (Gaussian radial basis functions) have been proposed based on a Chebyshev expansion of the Gaussians by Fornberg, Larsson & Flyer and based on a Mercer expansion with Hermite polynomials by Fasshauer & McCourt. In this paper, we propose a new stabilization algorithm for the multivariate interpolation with isotropic or anisotropic Gaussians derived from the generating function of the Hermite polynomials. We also derive and analyse a new analytic cut-off criterion for the generating function expansion that allows to automatically adjust the number of the stabilizing basis functions.

Katharina Kormann

In this article, we derive a semi-Lagrangian scheme for the solution of the Vlasov equation represented as a low-parametric tensor. Grid-based methods for the Vlasov equation have been shown to give accurate results but their use has mostly been limited to simulations in two dimensional phase space due to extensive memory requirements in higher dimensions. Compression of the solution via high-order singular value decomposition can help in reducing the storage requirements and the tensor train (TT) format provides efficient basic linear algebra routines for low-rank representations of tensors. In this paper, we develop interpolation formulas for a semi-Lagrangian solver in TT format. In order to efficiently implement the method, we propose a compression of the matrix representing the interpolation step and an efficient implementation of the Hadamard product. We show numerical simulations for standard test cases in two, four and six dimensional phase space. Depending on the test case, the memory requirements reduce by a factor $10^2-10^3$ in four and a factor $10^5-10^6$ in six dimensions compared to the full-grid method.

Dominik Still, Natalia Nebulishvili, Richard Schussnig et al.

This work presents the discontinuous Galerkin discretization of the consistent splitting scheme proposed by Liu [J. Liu, J. Comp. Phys., 228(19), 2009]. The method enforces the divergence-free constraint implicitly, removing velocity--pressure compatibility conditions and eliminating pressure boundary layers. Consistent boundary conditions are imposed, also for settings with open and traction boundaries. Hence, accuracy in time is no longer limited by a splitting error. The symmetric interior penalty Galerkin method is used for second spatial derivatives. The convective term is treated in a semi-implicit manner, which relaxes the CFL restriction of explicit schemes while avoiding the need to solve nonlinear systems required by fully implicit formulations. For improved mass conservation, Leray projection is combined with divergence and normal continuity penalty terms. By selecting appropriate fluxes for both the divergence of the velocity field and the divergence of the convective operator, the consistent pressure boundary condition can be shown to reduce to contributions arising solely from the acceleration and the viscous term for the $L^2$ discretization. Per time step, the decoupled nature of the scheme with respect to the velocity and pressure fields leads to a single pressure Poisson equation followed by a single vector-valued convection-diffusion-reaction equation. We verify optimal convergence rates of the method in both space and time and demonstrate compatibility with higher-order time integration schemes. A series of numerical experiments, including the two-dimensional flow around a cylinder benchmark and the three-dimensional Taylor--Green vortex problem, verify the applicability to practically relevant flow problems.

Katharina Kormann, Shev MacNamara

Error estimates for the numerical solution of the master equation are presented. Estimates are based on adjoint methods. We find that a good estimate can often be computed without spending computational effort on a dual problem. Estimates are applicable to both settings with time-independent, and time-dependent propensity functions. The Finite State Projection algorithm reduces the dimensionality of the problem and time propagation is based on an Arnoldi exponential integrator, which in the time-dependent setting is combined with a Magnus method. Local error estimates are devised for the truncation of both the Magnus expansion and the Krylov subspace in the Arnoldi algorithm. An issue with existing methods is that error estimates for truncation of the state space depend on measuring a loss of probability mass in a way that is not usually compatible with the approximation of the exponential. We suggest an alternative error estimate that is compatible with a Krylov approximation to the matrix exponential. Finally, we apply the new error estimates to develop an adaptive simulation algorithm. Numerical examples demonstrate the benefits of the approach.

Anna Yurova, Katharina Kormann

Gaussian radial basis functions can be an accurate basis for multivariate interpolation. In practise, high accuracies are often achieved in the flat limit where the interpolation matrix becomes increasingly ill-conditioned. Stable evaluation algorithms have been proposed by Fornberg, Larsson & Flyer based on a Chebyshev expansion of the Gaussian basis and by Fasshauer & McCourt based on a Mercer expansion with Hermite polynomials. In this paper, we propose another stabilization algorithm based on Hermite polynomials but derived from the generating function of Hermite polynomials. The new expansion does not require a complicated choice of parameters and offers a simple extension to high-dimensional tensor grids as well as a generalization for anisotropic multivariate basis functions using the Hagedorn generating function.

Michael Kraus, Katharina Kormann, Philip J. Morrison et al.

We present a novel framework for Finite Element Particle-in-Cell methods based on the discretization of the underlying Hamiltonian structure of the Vlasov-Maxwell system. We derive a semi-discrete Poisson bracket, which retains the defining properties of a bracket, anti-symmetry and the Jacobi identity, as well as conservation of its Casimir invariants, implying that the semi-discrete system is still a Hamiltonian system. In order to obtain a fully discrete Poisson integrator, the semi-discrete bracket is used in conjunction with Hamiltonian splitting methods for integration in time. Techniques from Finite Element Exterior Calculus ensure conservation of the divergence of the magnetic field and Gauss' law as well as stability of the field solver. The resulting methods are gauge invariant, feature exact charge conservation and show excellent long-time energy and momentum behaviour. Due to the generality of our framework, these conservation properties are guaranteed independently of a particular choice of the Finite Element basis, as long as the corresponding Finite Element spaces satisfy certain compatibility conditions.