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So Solving g the S N Ne Neutron on Transpor ort Equation on Us Using H High O Order L Lax-Fr Friedrich chs W WENO Fa Fast Sweeping Methods Dean Wang, Tseelmaa Byambaakhuu The Ohio State University Sebastian Schunert Idaho National


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SLIDE 1

So Solving g the SN Ne Neutron

  • n Transpor
  • rt Equation
  • n

Us Using H High O Order L Lax-Fr Friedrich chs W WENO Fa Fast Sweeping Methods

Dean Wang, Tseelmaa Byambaakhuu The Ohio State University Sebastian Schunert Idaho National Laboratory Zeyun Wu Virginia Commonwealth University M&C 2019, Portland, Oregon, USA August 25-29, 2019

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SLIDE 2

Outline

  • Background and motivation
  • Robustness
  • High order
  • Efficiency
  • LF-WENO methods
  • Theory (Wang 2019)
  • Numerical properties (Wang 2019, NSE)
  • Diffusion limit
  • Conclusion

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SLIDE 3

Numerical methods for SN

  • Finite difference sweeping methods
  • SD: 1st-order upwind; positivity preserving
  • DD: 2nd-order; not positivity preserving
  • SC: weighted DD; 2nd-order; positivity preserving; less accurate than

DD for diffusive problems

  • Short characteristic methods
  • SC: constant source
  • LC: linear source & linear incoming flux; positivity preserving?
  • QC : Quadratic source & quadratic incoming flux; can be made to be

positivity preserving (on-going work)

  • Galerkin methods: LD, FEM, DFEM
  • High-order
  • FEM or DFEM can be very robust with stabilization; however may

not as efficient as finite difference sweeping methods.

3

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SLIDE 4

Motivation

  • A sweeping based numerical method is more

accurate than DD, and much more robust as well.

  • A challenging task…
  • Chen et al. in 2013 proposed Lax-Friedrichs fast

sweeping methods for steady-state hyperbolic conservation laws.

  • A perfect framework for the SN transport equation!

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SLIDE 5

SN in 2-D conservative form

𝑔 πœ” # + 𝑕 πœ” & + Ξ£(πœ” = 𝑑 πœ”, 𝑦, 𝑧

𝑔 πœ” = πœˆπœ” , 𝑕 πœ” = πœƒπœ” , 𝑑 πœ”, 𝑦, 𝑧 = 01

2 𝜚 𝑦, 𝑧 + 4 2 𝑅 𝑦, 𝑧

where,

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SLIDE 6

Finite difference discretization

𝑗, π‘˜

𝑗 βˆ’ 1 2 , π‘˜ 𝑗 + 1 2 , π‘˜ 𝑗, π‘˜ + 1 2 𝑗, π‘˜ βˆ’ 1 2

; 𝑔<=4

>,? βˆ’ ;

𝑔<@4

>,?

βˆ†π‘¦ + B 𝑕<,?=4

>

βˆ’ B 𝑕<,?@4

>

βˆ†π‘§ + Ξ£(πœ”<,? = 𝑑 πœ”<,?, 𝑦<, 𝑧? ; 𝑔<Β±D

E,? and B

𝑕<,?Β±D

E are numerical fluxes

Where (1)

6

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SLIDE 7

High order WENO fluxes

For 2𝐿 βˆ’ 1 – th order WENO scheme, the 𝐿 numerical fluxes are computed as ; 𝑔

<=D

E,?

L

= βˆ‘NOP

Q@4 𝑑LN𝑔 <@L=N,? ,

𝑠 = 0, … , 𝐿 βˆ’ 1 , which corresponds to 𝐿 different stencils: 𝑇L 𝑗 = 𝑦<@L, 𝑧? , … , 𝑦<@L=Q@4, 𝑧? , 𝑠 = 0, … , 𝐿 βˆ’ 1. Each of these numerical fluxes is 𝑙– th order accurate. The 2𝐿 βˆ’ 1 – th order WENO flux is a superposition of all these K numerical fluxes ; 𝑔<=4

>,? = X NOP Q@4

π‘₯N ; 𝑔

<=4 >,? N

The nonlinear weights π‘₯N satisfy π‘₯N β‰₯ 0, βˆ‘NOP

Q@4 π‘₯N = 1, and are defined as

π‘₯N =

[\ βˆ‘\]^

_`D [\,

𝛽N =

b\ c=d\ .

(2) (3) (4)

7

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SLIDE 8

Third order WENO (WENO3)

And the linear weights are given by Smoothness indicators are given by

where 𝜐P = 𝑏 βˆ— max 𝑏𝑐𝑑 Ξ£(<=4,? βˆ’ Ξ£(<,? , 𝑏𝑐𝑑 Ξ£n<=4,? βˆ’ Ξ£n<,? βˆ†π‘¦ 𝜐4 = 𝑐 βˆ— max 𝑏𝑐𝑑 Ξ£(<,? βˆ’ Ξ£(<@4,? , 𝑏𝑐𝑑 Ξ£n<,? βˆ’ Ξ£n<@4,? βˆ†π‘¦

𝑒P = >

p ,

𝑒4 = 4

p

𝛾P = 𝜐P 𝑔

<=4,? βˆ’ 𝑔 <,? > ,

𝛾4 = 𝜐4 𝑔

<,? βˆ’ 𝑔 <@4,? >

; 𝑔

<=D

E,?

P

= 4

> 𝑔 <,? + 4 > 𝑔 <=4,? ,

; 𝑔

<=D

E,?

4

= βˆ’ 4

> 𝑔 <@4,? + p > 𝑔 <,?

For 𝐿 = 2 , the 2nd-order accurate numerical fluxes for 𝜈 > 0 are given as

(5) (6) (7)

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SLIDE 9

Lax-Friedrichs sweeping framework

; ; 𝑔<=D

E,? = ;

𝑔<=D

E,? +

vw >

πœ”<=4,? βˆ’ πœ”<,? , 𝑗 = 1, … , 𝑂# y B 𝑕<,?=D

E = B

𝑕<,?=D

E +

vz >

πœ”<,?=4 βˆ’ πœ”<,? , π‘˜ = 1, … , 𝑂&

Define Lax–Friedrichs fluxes:

; 𝑔<=D

E,? = ;

; 𝑔<=D

E,? βˆ’

vw >

πœ”<=4,? βˆ’ πœ”<,? B 𝑕<,?=D

E = y

B 𝑕<,?=D

E βˆ’

vz >

πœ”<,?=4 βˆ’ πœ”<,?

Then we have

(8𝑏) (8𝑐)

9

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SLIDE 10

LF-WENO

; ; 𝑔<=4

>,? βˆ’ 𝜏𝜈

2 πœ”<=4,? βˆ’ πœ”<,? βˆ’ ; ; 𝑔<@4

>,? + 𝜏𝜈

2 πœ”<,? βˆ’ πœ”<@4,? βˆ†π‘¦ + y B 𝑕<,?=4

>

βˆ’ πœπœƒ 2 πœ”<,?=4 βˆ’ πœ”<,? βˆ’ y B 𝑕<,?@4

>

+ πœπœƒ 2 πœ”<,? βˆ’ πœ”<,?@4 βˆ†π‘§ + Ξ£(πœ”<,? = 𝑑 πœ”<,?, 𝑦<, 𝑧? πœ”<,? =

n }~,β€’,#~,&β€’ βˆ†#@ ; ; €~β€’D

E,β€’@ ;

; €~`D

E,β€’@β€šΖ’ E }~β€’D,β€’=}~`D,β€’

@ y B β€ž~,β€’β€’D

E

@ y B β€ž~,β€’`D

E

@β€šβ€¦

E }~,β€’β€’D=}~,β€’`D βˆ†β€  βˆ†β€‘

v w=z βˆ†β€ 

βˆ†β€‘

=Λ†β€°βˆ†#

(9)

10

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SLIDE 11

Computing algorithm

  • Initialize πœ”<,? and 𝑇<,?
  • While 𝑓 > etol
  • 1. for π‘œ = 1:

Ε½ 2

% sweeping in angle (𝜈 > 0, πœƒ > 0) for 𝑗 = 1: 𝑂𝑦 % sweeping in x for π‘˜ = 1: 𝑂𝑧 % sweeping in y

  • Calculate ;

𝑔

<Β±D

E,?

N

and B 𝑕

<Β±D

E,?

N

, 𝑙 = 1,2 % Eq (5)

  • Calculate 𝛾P , 𝛾4

% Eq (7)

  • Calculate 𝛽N , π‘₯N, 𝑙 = 1,2

% Eq (4)

  • Calculate ;

𝑔<Β±D

E,? and ;

𝑔<Β±D

E,?

% Eq (5)

  • Calculate ;

; 𝑔<Β±D

E,? and y

B 𝑕<Β±D

E,?

% Eq (8)

  • Calculate πœ”<,?

% Eq (9)

  • Calculate 𝑇<,?
  • 2. for π‘œ =

Ε½ 2 + 1: Ε½ >

% sweeping in angle (𝜈 < 0, πœƒ > 0)

…

  • 3. for π‘œ =

Ε½ > + 1: pΕ½ 2

% sweeping in angle (𝜈 < 0, πœƒ < 0) …

  • 4. for π‘œ =

pΕ½ 2 + 1: 𝑂

% sweeping in angle (𝜈 > 0, πœƒ < 0)

11

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SLIDE 12

Spatial convergence

12

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SLIDE 13

Manufactured solution

πœ” 𝑦, 𝑧, 𝜈N, πœƒN = 𝑦p𝑧p 2 βˆ’ 𝑦 p 2 βˆ’ 𝑧 p

𝑅N 𝑦, 𝑧 = 4 24𝑦> βˆ’ 48𝑦p + 30𝑦2 βˆ’ 6𝑦’ 𝑧p 2 βˆ’ 𝑧 p𝜈N +𝑦p 2 βˆ’ 𝑦 p 24𝑧> βˆ’ 48𝑧p + 30𝑧2 βˆ’ 6𝑧’ πœƒN βˆ’ Ξ£β€œπœš 𝑦, 𝑧

13

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Sweeping convergence rate

Ξ£( = 1 cm@4 and c =0.6 Ξ£( = 5 cm@4 and c =0.6

14

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SLIDE 15

Computational complexity

* Computational complexity: the number of grid points x the number of iterations

15

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Positivity?

Note that LF-WENO3 can be rendered to be positivity preserving using the linear scaling limiter proposed by Zhang and Shu (2010).

16

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Diffusion limit of SN

πœˆβ€’ 𝑒 𝑒𝑦 πœ”β€’ + Ξ£(πœ”β€’ = Ξ£n 2 𝜚 + 𝑅 2 Scaling Ξ£( β†’

0‰ β€” ,

Ξ£β€œ β†’ πœΞ£β€œ , 𝑅 β†’ πœπ‘… , We have πœ”β€’ =

β„’ > + 𝑃 𝜁 , for 𝜁 β†’ 0

βˆ’ 𝑒 𝑒𝑦 1 3Ξ£β€Ί 𝑒 𝑒𝑦 𝜚 + Ξ£Ε“πœš = 𝑅 Where 𝜚 satisfies the following diffusion equation

17

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SLIDE 18

Diffusion limit – smooth solution

𝑀 = 1, β„Ž = 0.1 Ξ£β€Ί =

4 ,

Σ‘ =

4 βˆ’ 0.8Ξ΅,

𝑅 = Ξ΅

18

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SLIDE 19

Diffusion limit – nonsmooth solution with boundary layer

𝜁 = 0.01

DD LF-WENO3

19

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SLIDE 20

Diffusion limit – 2D

LΓ—L = 2Γ—2, h# = h& = 0.2 Ξ£β€Ί =

4 ,

Σ‘ =

4 βˆ’ 0.8Ξ΅,

𝑅 = Ξ΅

20

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SLIDE 21

A theoretical result on diffusion limit

(Wang 2019, NSE): Δ𝑦 = πœΒ¦β„Ž = 𝜁 ⁄

4 Nβ„Ž

Δ𝑦 = β„Ž Δ𝑦 = 𝜁 ⁄

4 Nβ„Ž

π‘š = 0: Thick diffusion limit π‘š = 1: Intermidiate diffusion limit Larsen et al. 1987:

21

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SLIDE 22

Conclusions

  • LF-WENO3 is a sweeping scheme based on the Lax–

Friedrichs fluxes with the WENO reconstruction.

  • It can achieve better accuracy than DD, and more

importantly it possesses good positivity-preserving property.

  • In addition, LF-WENO3 can achieve almost linear

computational complexity with underrelaxation.

  • Finally, LF-WENO3 has the diffusion limit of π‘š =

1/3, which lies between the thick diffusion regime (π‘š = 0) and the intermediate regime (π‘š = 1).

22

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SLIDE 23

References

  • W. Chen, C.-S. Chou, and C.-Y. Kao, β€œLax-Friedrichs Fast Sweeping

Methods for Steady State Problems for Hyperbolic Conservation Laws,”

  • J. Comput. Phys., 234, 452 (2013)
  • 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).

  • X. Zhang, C.-W. Shu, β€œOn maximum-principle-satisfying high order

schemes for scalar conservation laws,” J. Comput. Phys., 229 (2010).

  • X. Zhang, C.-W. Shu, β€œOn positivity-preserving high order discontinuous

Galerkin schemes for compressible Euler equations on rectangular meshes,” J. Comput. Phys., 229 (2010).

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

SN Transport Equation," Nucl. Sci. Eng., (2019).

  • E. W. Larsen, J. E. Morel, and W. F. Miller Jr., β€œAsymptotic Solutions of

Numerical Transport Problems in Optically Thick, Diffusive Regimes,” J.

  • Comput. Phys., 69, 283 (1987).

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Thank You!

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