Advanced Time Integration Methods with Applications to Simulation, Inverse Problems, and Uncertainty Quantification
| dc.contributor.author | Narayanamurthi, Mahesh | en |
| dc.contributor.committeechair | Sandu, Adrian | en |
| dc.contributor.committeemember | Onufriev, Alexey V. | en |
| dc.contributor.committeemember | de Sturler, Eric | en |
| dc.contributor.committeemember | Tokman, Mayya | en |
| dc.contributor.committeemember | Lee, Dongyoon | en |
| dc.contributor.committeemember | Wild, Stefan M. | en |
| dc.contributor.department | Computer Science | en |
| dc.date.accessioned | 2021-07-23T06:00:14Z | en |
| dc.date.available | 2021-07-23T06:00:14Z | en |
| dc.date.issued | 2020-01-29 | en |
| dc.description.abstract | Simulation and optimization of complex physical systems are an integral part of modern science and engineering. The systems of interest in many fields have a multiphysics nature, with complex interactions between physical, chemical and in some cases even biological processes. This dissertation seeks to advance forward and adjoint numerical time integration methodologies for the simulation and optimization of semi-discretized multiphysics partial differential equations (PDEs), and to estimate and control numerical errors via a goal-oriented a posteriori error framework. We extend exponential propagation iterative methods of Runge-Kutta type (EPIRK) by [Tokman, JCP 2011], to build EPIRK-W and EPIRK-K time integration methods that admit approximate Jacobians in the matrix-exponential like operations. EPIRK-W methods extend the W-method theory by [Steihaug and Wofbrandt, Math. Comp. 1979] to preserve their order of accuracy under arbitrary Jacobian approximations. EPIRK-K methods extend the theory of K-methods by [Tranquilli and Sandu, JCP 2014] to EPIRK and use a Krylov-subspace based approximation of Jacobians to gain computational efficiency. New families of partitioned exponential methods for multiphysics problems are developed using the classical order condition theory via particular variants of T-trees and corresponding B-series. The new partitioned methods are found to perform better than traditional unpartitioned exponential methods for some problems in mild-medium stiffness regimes. Subsequently, partitioned stiff exponential Runge-Kutta (PEXPRK) methods -- that extend stiffly accurate exponential Runge-Kutta methods from [Hochbruck and Ostermann, SINUM 2005] to a multiphysics context -- are constructed and analyzed. PEXPRK methods show full convergence under various splittings of a diffusion-reaction system. We address the problem of estimation of numerical errors in a multiphysics discretization by developing a goal-oriented a posteriori error framework. Discrete adjoints of GARK methods are derived from their forward formulation [Sandu and Guenther, SINUM 2015]. Based on these, we build a posteriori estimators for both spatial and temporal discretization errors. We validate the estimators on a number of reaction-diffusion systems and use it to simultaneously refine spatial and temporal grids. | en |
| dc.description.abstractgeneral | The study of modern science and engineering begins with descriptions of a system of mathematical equations (a model). Different models require different techniques to both accurately and effectively solve them on a computer. In this dissertation, we focus on developing novel mathematical solvers for models expressed as a system of equations, where only the initial state and the rate of change of state as a function are known. The solvers we develop can be used to both forecast the behavior of the system and to optimize its characteristics to achieve specific goals. We also build methodologies to estimate and control errors introduced by mathematical solvers in obtaining a solution for models involving multiple interacting physical, chemical, or biological phenomena. Our solvers build on state of the art in the research community by introducing new approximations that exploit the underlying mathematical structure of a model. Where it is necessary, we provide concrete mathematical proofs to validate theoretically the correctness of the approximations we introduce and correlate with follow-up experiments. We also present detailed descriptions of the procedure for implementing each mathematical solver that we develop throughout the dissertation while emphasizing on means to obtain maximal performance from the solver. We demonstrate significant performance improvements on a range of models that serve as running examples, describing chemical reactions among distinct species as they diffuse over a surface medium. Also provided are results and procedures that a curious researcher can use to advance the ideas presented in the dissertation to other types of solvers that we have not considered. Research on mathematical solvers for different mathematical models is rich and rewarding with numerous open-ended questions and is a critical component in the progress of modern science and engineering. | en |
| dc.description.degree | Doctor of Philosophy | en |
| dc.format.medium | ETD | en |
| dc.identifier.other | vt_gsexam:23877 | en |
| dc.identifier.uri | http://hdl.handle.net/10919/104357 | en |
| dc.publisher | Virginia Tech | en |
| dc.rights | In Copyright | en |
| dc.rights.uri | http://rightsstatements.org/vocab/InC/1.0/ | en |
| dc.subject | Time integration | en |
| dc.subject | Exponential integrators | en |
| dc.subject | Adjoints | en |
| dc.subject | A posteriori Error Estimation | en |
| dc.title | Advanced Time Integration Methods with Applications to Simulation, Inverse Problems, and Uncertainty Quantification | en |
| dc.type | Dissertation | en |
| thesis.degree.discipline | Computer Science and Applications | en |
| thesis.degree.grantor | Virginia Polytechnic Institute and State University | en |
| thesis.degree.level | doctoral | en |
| thesis.degree.name | Doctor of Philosophy | en |