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A M A Mod odifi fied ed S Step ep Ch Character eristic M Method od fo for Solving the S N Tr Transport Equation Dean Wang The Ohio State University Zeyun Wu Virginia Commonwealth University 2019 ANS Winter Meeting, Washington DC,


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SLIDE 1

A M A Mod

  • difi

fied ed S Step ep Ch Character eristic M Method

  • d

fo for Solving the SN Tr Transport Equation

Dean Wang The Ohio State University Zeyun Wu Virginia Commonwealth University 2019 ANS Winter Meeting, Washington DC, USA November 17-21, 2019

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SLIDE 2

Outline

  • Background and motivation
  • Positivity or robustness
  • Accuracy
  • Diffusion limit
  • Modified step characteristic method (mSC)
  • Numerical formulation
  • A proof on the diffusion limit of SC (Wang 2019, NSE)
  • Numerical results
  • Conclusion

2

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SLIDE 3

Finite difference sweeping methods

Linear methods

ร˜ Step difference (SD)

  • 1st-order upwind
  • Positivity preserving
  • Intermediate diffusion limit, โˆ†๐‘ฆ = ๐œ%โ„Ž, where ๐‘š = 1

ร˜ Diamond difference (DD)

  • 2nd-order
  • Not positivity preserving
  • Thick diffusion limit in interior homogeneous regions, ๐‘š = 0

ร˜ Step characteristic (SC)

  • Weighted DD
  • 2nd-order, but less accurate than DD for diffusive problems
  • Positivity preserving
  • Intermediate diffusion limit, ๐‘š = 0

Nonlinear methods

ร˜ LF-WENO methods (Wang 2019)

  • High-order
  • Very robust, but not positivity preserving. Can be made positive!
  • Between thick and intermediate, ๐‘š = 1/๐‘™, where ๐‘™ is the order of spatial accuracy

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SLIDE 4

SC

4

,- ./ ๐œ”1,345/6 โˆ’ ๐œ”1,385/6 + ฮฃ;,3 58<-,/ 6

๐œ”1,385/6 +

54<-,/ 6

๐œ”1,345/6 =

=>,/ 6 โˆ‘1@A5 B 58<-@,/ 6

๐œ”1@,38C

D +

54<-@,/ 6

๐œ”1@,345/6 ๐‘ฅ1F +

G/ 6

where ๐›ฝ1,3 =

54IJKL,/M//N- 58IJKL,/M//N- โˆ’ 6,- =L,/./ = 54IJO//N- 58IJO//N- โˆ’ 6,- P/

๐œ3 = ฮฃ;,3โ„Ž3, cell optical thickness โ„Ž3 = mesh size of cell ๐‘˜

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SLIDE 5

5

๐œˆ1 โ„Ž3 ๐œ”1,345/6 โˆ’ ๐œ”1,385/6 + ฮฃ;,3 1 โˆ’ ๐›ฝ1,3 2 ๐œ”1,385/6 + 1 + ๐›ฝ1,3 2 ๐œ”1,345/6 = ฮฃU,3 2 V

1@A5 B

๐œ”1@,3๐‘ฅ1F + ๐‘…3 2 , ๐‘˜ = 1, โ€ฆ ๐‘›, for ๐œˆ1 > 0

M-matrix and stability

In matrix form: ๐๐›€ = ๐“ where A is lower diagonal matrix ๐ = โ‹ฎ โ‹ฎ โ‹ฑ โ‹ฎ โ‹ฎ โ€ฆ โˆ’ ๐œˆ1 โ„Ž3 + ฮฃ;,3 1 โˆ’ ๐›ฝ1,3 2 ๐œˆ1 โ„Ž3 + ฮฃ;,3 1 + ๐›ฝ1,3 2 โ€ฆ โ€ฆ โ‹ฎ โ‹ฎ โ‹ฎ โ‹ฑ โ‹ฎ For A is a M-matrix, we need to have โˆ’

,- ./ + ฮฃ;,3 58<-,/ 6

โ‰ค 0, and therefore SD ๐›ฝ1,3 = 1 : A is unconditionally M-matrix DD ๐›ฝ1,3 = 0 : โ„Ž3 โ‰ค

6,- dL,/ , or ๐œ3 โ‰ค 2๐œˆ1

SC: โ„Ž3 โ‰ค

6,- dL,/ 58<-,/ , or ๐œ3 โ‰ค 6,- 58<-,/ = 5 58

C N- e/ fe//N-JC

๐œ3, and therefore A is unconditionally M-matrix > 1

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SLIDE 6

Diffusion limit of SN โ€“ a recap

๐œˆ1 ๐‘’ ๐‘’๐‘ฆ ๐œ”1 + ฮฃ;๐œ”1 = ฮฃU 2 V

1FA5 B

๐œ”1F๐‘ฅ1F + ๐‘… 2 Scaling ๐œฏ๐’– โ†’ ๐œฏ๐’–

๐œป ,

๐œฏ๐’ƒ โ†’ ๐œป๐œฏ๐’ƒ , ๐‘น โ†’ ๐œป๐‘น We have ๐œ”1 =

n 6 + ๐‘ƒ ๐œ , for ๐œ โ†’ 0

โˆ’ ๐‘’ ๐‘’๐‘ฆ 1 3ฮฃq ๐‘’ ๐‘’๐‘ฆ ๐œš + ฮฃs๐œš = ๐‘… Where ๐œš satisfies the following diffusion equation

6

๐œˆ1 ๐‘’ ๐‘’๐‘ฆ ๐œ”1 + ๐›ต; ๐œ ๐œ”1 = 1 2 ๐›ต; ๐œ โˆ’ ๐œ๐›ตu V

1FA5 B

๐œ”1F๐‘ฅ1F + ๐œ๐‘… 2

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SLIDE 7

Diffusion limit of SC (Wang, 2019)

7

๐›ฝ1,3 = 1 + ๐‘“

8 =L/ w x wy./ ,-

1 โˆ’ ๐‘“

8 =L/ w โ„ wy./ ,-

โˆ’ 2๐œˆ1 ฮฃ;3 ๐œ ๐œ%โ„Ž3 = 1 + ๐‘“8 =L/

โ„ ./ ,- wyJC

1 โˆ’ ๐‘“8 =L/

โ„ ./ ,- wyJC โˆ’

2๐œˆ1 ฮฃ;3โ„Ž3 ๐œ%85 Proof (by contradiction).

  • If ๐‘š > 1, then ๐›ฝ1,3 โ†“ 0 as ๐œ โ†“ 0, and thus SC tends to DD, whereas DD has ๐‘š = 0.
  • If ๐‘š < 1, then ๐›ฝ1,3 โ†‘ 1 for ๐œˆ~ > 0, and ๐›ฝ1,3 โ†“ โˆ’1 for ๐œˆ1 < 0, as ๐œ โ†“ 0. Thus, SC tends

to SD, but SD has ๐‘š = 1.

  • So we should have ๐‘š = 1 for SC, and then ๐›ฝ1,3 =

54IJ KL/M//N- 58IJ KL/M//N- โˆ’ 6,- =L/./

.

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SLIDE 8

Modified SC (mSC)

8

๐›ฝ1,3 =

54I

JKL,/M/ CJโ€ข/ โ‚ฌ /N-

58I

JKL,/M/ CJโ€ข/ โ‚ฌ /N- โˆ’

6,- =L,/./ 58โ€ข/

โ‚ฌ =

54I

JO/ x CJโ€ข/ โ‚ฌ N-

58I

JO/ x CJโ€ข/ โ‚ฌ N- โˆ’

6,- P/ 58โ€ข/

โ‚ฌ ,

where ๐›พ is a positive number larger than 1 (e.g., ๐›พ = 3) ๐‘‘

3 โ‰ก =>,/ =L,3

Note: ๐‘‘ โ†“ 0: mSC โ†’ SC ๐‘‘ โ†‘ 1: mSC โ†’ DD

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SLIDE 9

Diffusion limit of mSC (Wang, 2019)

9

๐›ฝ1,3 = 1 + ๐‘“

8 =L/ w x wy./ 58โ€ข/

โ‚ฌ

,-

1 โˆ’ ๐‘“

8 =L/ w x wy./ 58โ€ข/

โ‚ฌ

,-

โˆ’ 2๐œˆ1 ฮฃ;3 ๐œ ๐œ%โ„Ž3 1 โˆ’ ๐‘‘

3 โ€ฆ

= 1 + ๐‘“8 =L/

โ„ ./ ,- wyJC 58โ€ข/

โ‚ฌ

1 โˆ’ ๐‘“8 =L/

โ„ ./ ,- wyJC 58โ€ข/

โ‚ฌ โˆ’

2๐œˆ1 ฮฃ;3โ„Ž3 ๐œ%85 1 โˆ’ ๐‘‘

3 โ€ฆ

Proof.

  • ๐‘‘

3 = 1 โˆ’ ๐œ6 =โ€ / =L/.

  • As ๐œ โ†“ 0, the ๐œป๐’Ž8๐Ÿ ๐Ÿ โˆ’ ๐’…๐’Œ

๐œธ term tends to zero, and thus ๐›ฝ โ†“ 0. As a result, the SC

reverts to the DD scheme, and therefore it can attain the thick diffusion limit as DD does.

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SLIDE 10

How about positivity?

10

For A is a M-matrix, we need to have ๐œ3 โ‰ค

6,- 58<-,/ = ๐ท๐œ3 , where ๐ท = 58โ€ข/

โ‚ฌ

58

O/ x CJโ€ข/ โ‚ฌ N- f O/ x CJโ€ข/ โ‚ฌ N-JC

๐›ฝ1,3 = 1 + ๐‘“8P/

x 58โ€ข/

โ‚ฌ

,-

1 โˆ’ ๐‘“8P/

x 58โ€ข/

โ‚ฌ

,-

โˆ’ 2๐œˆ1 ฯ„3 1 โˆ’ ๐‘‘

3 โ€ฆ

0.01 0.1 1 10 100 0.01 0.1 1 10 100

c=0 0.2 0.4 0.6 0.8 0.9 0.99

ฯ„3/ ๐œˆ1 ๐ท

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SLIDE 11

Numerical results โ€“ accuracy

11

๐‘€ = 1 cm โ„Ž = 0.1 cm ฮฃq = 5 cm85 ๐‘… = 1 cm85 BC: Vacuum

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SLIDE 12

Numerical Results โ€“ robustness

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SLIDE 13

Numerical Results โ€“ diffusion limit

13

L = 1, h = 0.1, ฮฃq =

5 โ€,

ฮฃโ€ข =

5 โ€ โˆ’ 0.8ฮต,

๐‘… = ฮต,

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SLIDE 14

Conclusions

  • We proposed a modified step characteristic method,

called mSC, which can improve the accuracy of the

  • riginal SC scheme.
  • The idea is that we have introduced a scaling factor,

1 โˆ’ ๐‘‘โ€ฆ in the weighting ๐›ฝ term of SC.

  • The numerical results have demonstrated that the new

mSC scheme can preserve great robustness of the

  • riginal SC, and is much more accurate than SC and DD

as well.

  • More importantly it can attain the thick diffusion limit,

which is of significant computational interest for thick diffusive problems such as radiative transfer.

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SLIDE 15

References

  • K. D. LATHROP, โ€œSpatial Differencing of the Transport Equation: Positivity
  • vs. Accuracy,โ€ J. Comput. Phys., 4, (1969).
  • E. W. Larsen, J. E. Morel, and W. F. Miller Jr., โ€œAsymptotic Solutions of

Numerical Transport Problems in Optically Thick, Diffusive Regimes,โ€ J.

  • Comput. Phys., 69, 283 (1987). https://doi.org/10.1016/0021-

9991(87)90170-7

  • D. Wang, "The Asymptotic Diffusion Limit of Numerical Schemes for the

SN Transport Equation," Nucl. Sci. Eng., 193, 12, 1339 (2019). https://doi.org/10.1080/00295639.2019.1638660

  • D. Wang, T. Byambaakhuu, "High Order Lax-Friedrichs WENO Fast

Sweeping Methods for the SN Neutron Transport Equation," Nucl. Sci. Eng., 193, 9, 982 (2019). https://doi.org/10.1080/00295639.2019.1582316

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SLIDE 16

Thank You!

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