Lukas Einkemmer

Lena Baumann, Lukas Einkemmer, Christian Klingenberg et al.

The numerical method of dynamical low-rank approximation (DLRA) has recently been applied to various kinetic equations showing a significant reduction of the computational effort. In this paper, we apply this concept to the linear Boltzmann-Bhatnagar-Gross-Krook (Boltzmann-BGK) equation which due its high dimensionality is challenging to solve. Inspired by the special structure of the non-linear Boltzmann-BGK problem, we consider a multiplicative splitting of the distribution function. We propose a rank-adaptive DLRA scheme making use of the basis update & Galerkin integrator and combine it with an additional basis augmentation to ensure numerical stability, for which an analytical proof is given and a classical hyperbolic Courant-Friedrichs-Lewy (CFL) condition is derived. This allows for a further acceleration of computational times and a better understanding of the underlying problem in finding a suitable discretization of the system. Numerical results of a series of different test examples confirm the accuracy and efficiency of the proposed method compared to the numerical solution of the full system.

Lena Baumann, Lukas Einkemmer, Christian Klingenberg et al.

Computing numerical solutions of the thermal radiative transfer equations on a finely resolved grid can be costly due to high computational and memory requirements. A numerical reduced order method that has recently been applied to a wide variety of kinetic partial differential equations is the concept of dynamical low-rank approximation (DLRA). In this paper, we consider the thermal radiative transfer equations with Su-Olson closure, leading to a linearized kinetic model. For the conducted theoretical and practical considerations we use a multiplicative splitting of the distribution function that poses additional challenges in finding an energy stable discretization and deriving a hyperbolic Courant-Friedrichs-Lewy (CFL) condition. We propose such an energy stable DLRA scheme that makes use of the augmented basis update & Galerkin integrator. This integrator allows for additional basis augmentations, enabling us to give a mathematically rigorous proof of energy stability and local mass conservation. Numerical examples confirm the derived properties and show the computational advantages of the DLRA scheme compared to a numerical solution of the full system of equations.

Lukas Einkemmer, Christian Lubich

Many problems encountered in plasma physics require a description by kinetic equations, which are posed in an up to six-dimensional phase space. A direct discretization of this phase space, often called the Eulerian approach, has many advantages but is extremely expensive from a computational point of view. In the present paper we propose a dynamical low-rank approximation to the Vlasov--Poisson equation, with time integration by a particular splitting method. This approximation is derived by constraining the dynamics to a manifold of low-rank functions via a tangent space projection and by splitting this projection into the subprojections from which it is built. This reduces a time step for the six- (or four-) dimensional Vlasov--Poisson equation to solving two systems of three- (or two-) dimensional advection equations over the time step, once in the position variables and once in the velocity variables, where the size of each system of advection equations is equal to the chosen rank. By a hierarchical dynamical low-rank approximation, a time step for the Vlasov--Poisson equation can be further reduced to a set of six (or four) systems of one-dimensional advection equations, where the size of each system of advection equations is still equal to the rank. The resulting systems of advection equations can then be solved by standard techniques such as semi-Lagrangian or spectral methods. Numerical simulations in two and four dimensions for linear Landau damping, for a two-stream instability and for a plasma echo problem highlight the favorable behavior of this numerical method and show that the proposed algorithm is able to drastically reduce the required computational effort.

Lukas Einkemmer, Christian Lubich

Numerical methods that approximate the solution of the Vlasov-Poisson equation by a low-rank representation have been considered recently. These methods can be extremely effective from a computational point of view, but contrary to most Eulerian Vlasov solvers, they do not conserve mass and momentum, neither globally nor in respecting the corresponding local conservation laws. This can be a significant limitation for intermediate and long time integration. In this paper we propose a numerical algorithm that overcomes some of these difficulties and demonstrate its utility by presenting numerical simulations.

Lukas Einkemmer

To preserve a number of physically relevant invariants is a major concern when considering long time integration of the Vlasov equation. In the present work we consider the semi-Lagrangian discontinuous Galerkin method for the Vlasov-Poisson system. We discuss the performance of this method and compare it to cubic spline interpolation, where appropriate. In addition, numerical simulations for the two-stream instability are shown.

Lukas Einkemmer, Alexander Ostermann

A rigorous convergence analysis of the Strang splitting algorithm for Vlasov-type equations in the setting of abstract evolution equations is provided. It is shown that under suitable assumptions the convergence is of second order in the time step τ. As an example, it is verified that the Vlasov-Poisson equation in 1+1 dimensions fits into the framework of this analysis. Also, numerical experiments for the latter case are presented.

Lukas Einkemmer, Alexander Ostermann

Splitting methods constitute a well-established class of numerical schemes for the time integration of partial differential equations. Their main advantages over more traditional schemes are computational efficiency and superior geometric properties. In the presence of non-trivial boundary conditions, however, splitting methods usually suffer from order reduction and some additional loss of accuracy. For diffusion-reaction equations with inhomogeneous oblique boundary conditions, a modification of the classic second-order Strang splitting is proposed that successfully resolves the problem of order reduction. The same correction also improves the accuracy of the classic first-order Lie splitting. The proposed modification only depends on the available boundary data and, in the case of non Dirichlet boundary conditions, on the computed numerical solution. Consequently, this modification can be implemented in an efficient way, which makes the modified splitting schemes superior to their classic versions. The framework employed in our error analysis also allows us to explain the fractional orders of convergence that are often encountered for classic Strang splitting. Numerical experiments that illustrate the theory are provided.

Lukas Einkemmer, Alexander Ostermann

A rigorous convergence analysis of the Strang splitting algorithm with a discontinuous Galerkin approximation in space for the Vlasov--Poisson equations is provided. It is shown that under suitable assumptions the error is of order $\mathcal{O}(τ^2+h^q +h^q / τ)$, where $τ$ is the size of a time step, $h$ is the cell size, and $q$ the order of the discontinuous Galerkin approximation. In order to investigate the recurrence phenomena for approximations of higher order as well as to compare the algorithm with numerical results already available in the literature a number of numerical simulations are performed.

Lukas Einkemmer, Martina Moccaldi, Alexander Ostermann

Strang splitting is a well established tool for the numerical integration of evolution equations. It allows the application of tailored integrators for different parts of the vector field. However, it is also prone to order reduction in the case of non-trivial boundary conditions. This order reduction can be remedied by correcting the boundary values of the intermediate splitting step. In this paper, three different approaches for constructing such a correction in the case of inhomogeneous Dirichlet, Neumann, and mixed boundary conditions are presented. Numerical examples that illustrate the effectivity and benefits of these corrections are included.

Lukas Einkemmer, Alexander Ostermann

In this paper we consider splitting methods in the presence of non-homogeneous boundary conditions. In particular, we consider the corrections that have been described and analyzed in Einkemmer, Ostermann 2015 and Alonso-Mallo, Cano, Reguera 2016. The latter method is extended to the non-linear case, and a rigorous convergence analysis is provided. We perform numerical simulations for diffusion-reaction, advection-reaction, and dispersion-reaction equations in order to evaluate the relative performance of these two corrections. Furthermore, we introduce an extension of both methods to obtain order three locally and evaluate under what circumstances this is beneficial.

Lukas Einkemmer

In this paper, we propose a numerical method for solving weakly compressible fluid flow based on a dynamical low-rank projector splitting. The low-rank splitting scheme is applied to the Boltzmann equation with BGK collision term, which results in a set of constant coefficient advection equations. This procedure is numerically efficient as a small rank is sufficient to obtain the relevant dynamics (described by the Navier--Stokes equations). The resulting method can be combined with a range of different discretization strategies; in particular, it is possible to implement spectral and semi-Lagrangian methods, which allows us to design numerical schemes that are not encumbered by the sonic CFL condition.

Lukas Einkemmer, Mayya Tokman, John Loffeld

Exponential integrators have been introduced as an efficient alternative to explicit and implicit methods for integrating large stiff systems of differential equations. Over the past decades these methods have been studied theoretically and their performance was evaluated using a range of test problems. While the results of these investigations showed that exponential integrators can provide significant computational savings, the research on validating this hypothesis for large scale systems and understanding what classes of problems can particularly benefit from the use of the new techniques is in its initial stages. Resistive magnetohydrodynamic (MHD) modeling is widely used in studying large scale behavior of laboratory and astrophysical plasmas. In many problems numerical solution of MHD equations is a challenging task due to the temporal stiffness of this system in the parameter regimes of interest. In this paper we evaluate the performance of exponential integrators on large MHD problems and compare them to a state-of-the-art implicit time integrator. Both the variable and constant time step exponential methods of EpiRK-type are used to simulate magnetic reconnection and the Kelvin--Helmholtz instability in plasma. Performance of these methods, which are part of the EPIC software package, is compared to the variable time step variable order BDF scheme included in the CVODE (part of SUNDIALS) library. We study performance of the methods on parallel architectures and with respect to magnitudes of important parameters such as Reynolds, Lundquist, and Prandtl numbers. We find that the exponential integrators provide superior or equal performance in most circumstances and conclude that further development of exponential methods for MHD problems is warranted and can lead to significant computational advantages for large scale stiff systems of differential equations such as MHD.

Lukas Einkemmer, Alexander Ostermann

In this paper we propose a method to solve the Kadomtsev--Petviashvili equation based on splitting the linear part of the equation from the nonlinear part. The linear part is treated using FFTs, while the nonlinear part is approximated using a semi-Lagrangian discontinuous Galerkin approach of arbitrary order. We demonstrate the efficiency and accuracy of the numerical method by providing a range of numerical simulations. In particular, we find that our approach can outperform the numerical methods considered in the literature by up to a factor of five. Although we focus on the Kadomtsev--Petviashvili equation in this paper, the proposed numerical scheme can be extended to a range of related models as well.

Lukas Einkemmer

In this paper we propose a mixed precision algorithm in the context of the semi-Lagrangian discontinuous Galerkin method. The performance of this approach is evaluated on a traditional dual socket workstation as well as on a Xeon Phi and an NVIDIA K80. We find that the mixed precision algorithm can be implemented efficiently on these architectures. This implies that, in addition to the considerable reduction in memory, a substantial increase in performance can be observed as well. Moreover, we discuss the relative performance of our implementations.

Nicolas Crouseilles, Lukas Einkemmer, Erwan Faou

We consider the relativistic Vlasov--Maxwell (RVM) equations in the limit when the light velocity $c$ goes to infinity. In this regime, the RVM system converges towards the Vlasov--Poisson system and the aim of this paper is to construct asymptotic preserving numerical schemes that are robust with respect to this limit. Our approach relies on a time splitting approach for the RVM system employing an implicit time integrator for Maxwell's equations in order to damp the higher and higher frequencies present in the numerical solution. A number of numerical simulations are conducted in order to investigate the performances of our numerical scheme both in the relativistic as well as in the classical limit regime. In addition, we derive the dispersion relation of the Weibel instability for the continuous and the discretized problem.

Lukas Einkemmer

The automatic selection of an appropriate time step size has been considered extensively in the literature. However, most of the strategies developed operate under the assumption that the computational cost (per time step) is independent of the step size. This assumption is reasonable for non-stiff ordinary differential equations and for partial differential equations where the linear systems of equations resulting from an implicit integrator are solved by direct methods. It is, however, usually not satisfied if iterative (for example, Krylov) methods are used. In this paper, we propose a step size selection strategy that adaptively reduces the computational cost (per unit time step) as the simulation progresses, constraint by the tolerance specified. We show that the proposed approach yields significant improvements in performance for a range of problems (diffusion-advection equation, Burgers' equation with a reaction term, porous media equation, viscous Burgers' equation, Allen--Cahn equation, and the two-dimensional Brusselator system). While traditional step size controllers have emphasized a smooth sequence of time step sizes, we emphasize the exploration of different step sizes which necessitates relatively rapid changes in the step size.

Matthias Wiesenberger, Markus Held, Lukas Einkemmer

We propose a new numerical algorithm to construct a structured numerical elliptic grid of a doubly connected domain. Our method is applicable to domains with boundaries defined by two contour lines of a two-dimensional function. The resulting grids are orthogonal to the boundary. Grid points as well as the elements of the Jacobian matrix can be computed efficiently and up to machine precision. In the simplest case we construct conformal grids, yet with the help of weight functions and monitor metrics we can control the distribution of cells across the domain. Our algorithm is parallelizable and easy to implement with elementary numerical methods. We assess the quality of grids by considering both the distribution of cell sizes and the accuracy of the solution to elliptic problems. Among the tested grids these key properties are best fulfilled by the grid constructed with the monitor metric approach.

Lukas Einkemmer

In this paper we describe the implementation of our C++ resistive magnetohydrodynamics solver. The framework developed facilitates the separation of the code implementing the specific numerical method and the physical model, on the one hand, from the handling of boundary conditions and the management of the computational domain, on the other hand. In particular, this will allow us to use finite difference stencils which are only defined in the interior of the domain (the boundary conditions are handled automatically). We will discuss this and other design considerations and their impact on performance in some detail. In addition, we provide a documentation of the code developed and demonstrate that a performance comparable to Fortran can be achieved, while still maintaining a maximum of code readability and extensibility.

Nicolas Crouseilles, Lukas Einkemmer, Martina Prugger

We propose an exponential integrator for the drift-kinetic equation in cylindrical geometry. This approach removes the CFL condition from the linear part of the system (which is often the most stringent requirement in practice) and treats the remainder explicitly using Arakawa's finite difference scheme. The present approach is mass conservative, up to machine precision, and significantly reduces the computational effort per time step. In addition, we demonstrate the efficiency of our method by performing numerical simulations in the context of the ion temperature gradient instability. In particular, we find that our numerical method can take time steps comparable to what has been reported in the literature for the (predominantly used) splitting approach. In addition, the proposed numerical method has significant advantages with respect to conservation of energy and efficient higher order methods can be obtained easily. We demonstrate this by investigating the performance of a fourth order implementation.

Lukas Einkemmer, Alexander Ostermann

For diffusion-reaction equations employing a splitting procedure is attractive as it reduces the computational demand and facilitates a parallel implementation. Moreover, it opens up the possibility to construct second-order integrators that preserve positivity. However, for boundary conditions that are neither periodic nor of homogeneous Dirichlet type order reduction limits its usefulness. In the situation described the Strang splitting procedure is not more accurate than Lie splitting. In this paper, we propose a splitting procedure that, while retaining all the favorable properties of the original method, does not suffer from order reduction. We demonstrate our results by conducting numerical simulations in one and two space dimensions with inhomogeneous and time dependent Dirichlet boundary conditions. In addition, a mathematical rigorous convergence analysis is conducted that confirms the results observed in the numerical simulations.