From 751b305c3bd3b55ecb1d65967046fd9a861c4cea Mon Sep 17 00:00:00 2001 From: Warisa Roongaraya <81345089+warisa-r@users.noreply.github.com> Date: Tue, 3 Dec 2024 16:53:47 +0100 Subject: [PATCH] Update Documentation: Optimized Schemes, PERK Section, and PairedExplicitRK2 Tutorial (#2146) * Some unfinished documentation progress * add final steps * review docu * typos * add commas + change formulation of some sentences * remove extra parentheses * continue docu * elaborate * typo * try to fix refs * use the example block instead * Apply suggestions from code review Co-authored-by: Joshua Lampert <51029046+JoshuaLampert@users.noreply.github.com> * edit the time_integration file and Project.toml to include Convex and ECOS * edit the Project.toml file to include Convex and ECOS * stick to PERK instead of P-ERK * add a comment that s=e in the standalone methods * the package import must be an example block * Apply suggestions from code review Co-authored-by: Hendrik Ranocha * change example 1 to PERK-example-1 * attempt to fix the link to callbacks.md * change the way callbacks is ref * get rid of the numbered list * Apply suggestions from code review * adapt * Update docs/src/time_integration.md --------- Co-authored-by: Daniel_Doehring Co-authored-by: Hendrik Ranocha Co-authored-by: Joshua Lampert <51029046+JoshuaLampert@users.noreply.github.com> Co-authored-by: Daniel Doehring --- docs/Project.toml | 4 + docs/src/time_integration.md | 181 ++++++++++++++++++++++++++++++++++- 2 files changed, 180 insertions(+), 5 deletions(-) diff --git a/docs/Project.toml b/docs/Project.toml index f3a1e66d788..d7cbd579133 100644 --- a/docs/Project.toml +++ b/docs/Project.toml @@ -1,6 +1,8 @@ [deps] CairoMakie = "13f3f980-e62b-5c42-98c6-ff1f3baf88f0" Changelog = "5217a498-cd5d-4ec6-b8c2-9b85a09b6e3e" +Convex = "f65535da-76fb-5f13-bab9-19810c17039a" +ECOS = "e2685f51-7e38-5353-a97d-a921fd2c8199" Documenter = "e30172f5-a6a5-5a46-863b-614d45cd2de4" ForwardDiff = "f6369f11-7733-5829-9624-2563aa707210" HOHQMesh = "e4f4c7b8-17cb-445a-93c5-f69190ed6c8c" @@ -16,7 +18,9 @@ TrixiBase = "9a0f1c46-06d5-4909-a5a3-ce25d3fa3284" [compat] CairoMakie = "0.6, 0.7, 0.8, 0.9, 0.10, 0.11" Changelog = "1.1" +Convex = "0.16" Documenter = "1" +ECOS = "1.1.2" ForwardDiff = "0.10" HOHQMesh = "0.1, 0.2" LaTeXStrings = "1.2" diff --git a/docs/src/time_integration.md b/docs/src/time_integration.md index 600354bb81d..3cdb7fa75ae 100644 --- a/docs/src/time_integration.md +++ b/docs/src/time_integration.md @@ -1,11 +1,13 @@ # [Time integration methods](@id time-integration) +## Methods from OrdinaryDiffEq.jl + Trixi.jl is compatible with the [SciML ecosystem for ordinary differential equations](https://diffeq.sciml.ai/latest/). -In particular, explicit Runge-Kutta methods from [OrdinaryDiffEq.jl](https://github.com/SciML/OrdinaryDiffEq.jl) +In particular, [explicit Runge-Kutta methods](https://docs.sciml.ai/DiffEqDocs/stable/solvers/ode_solve/#Explicit-Runge-Kutta-Methods) from [OrdinaryDiffEq.jl](https://github.com/SciML/OrdinaryDiffEq.jl) are tested extensively. Interesting classes of time integration schemes are -- [Explicit low-storage Runge-Kutta methods](https://diffeq.sciml.ai/latest/solvers/ode_solve/#Low-Storage-Methods) -- [Strong stability preserving methods](https://diffeq.sciml.ai/latest/solvers/ode_solve/#Explicit-Strong-Stability-Preserving-Runge-Kutta-Methods-for-Hyperbolic-PDEs-(Conservation-Laws)) +- [Explicit low-storage Runge-Kutta methods](https://docs.sciml.ai/DiffEqDocs/stable/solvers/ode_solve/#Low-Storage-Methods) +- [Strong stability preserving (SSP) methods](https://docs.sciml.ai/DiffEqDocs/stable/solvers/ode_solve/#Explicit-Strong-Stability-Preserving-Runge-Kutta-Methods-for-Hyperbolic-PDEs-(Conservation-Laws)) Some common options for `solve` from [OrdinaryDiffEq.jl](https://github.com/SciML/OrdinaryDiffEq.jl) are the following. Further documentation can be found in the @@ -21,7 +23,7 @@ are the following. Further documentation can be found in the out of memory or start to swap). - You can set the maximal number of time steps via `maxiters=...`. - SSP methods and many low-storage methods from OrdinaryDiffEq.jl support - `stage_limiter!`s and `step_limiter!`s, e.g., [`PositivityPreservingLimiterZhangShu`](@ref) + `stage_limiter!`s and `step_limiter!`s, e.g., [`PositivityPreservingLimiterZhangShu`](@ref) and [`EntropyBoundedLimiter`](@ref) from Trixi.jl. - If you start Julia with multiple threads and want to use them also in the time integration method from OrdinaryDiffEq.jl, you need to pass the keyword argument @@ -31,7 +33,7 @@ are the following. Further documentation can be found in the For more information on using thread-based parallelism in Trixi.jl, please refer to [Shared-memory parallelization with threads](@ref). - If you use error-based step size control (see also the section on - [error-based adaptive step sizes](@ref adaptive_step_sizes) together with MPI, you need to + [error-based adaptive step sizes](@ref adaptive_step_sizes)) together with MPI, you need to pass `internalnorm=ode_norm` and you should pass `unstable_check=ode_unstable_check` to OrdinaryDiffEq's [`solve`](https://docs.sciml.ai/DiffEqDocs/latest/basics/common_solver_opts/), which are both included in [`ode_default_options`](@ref). @@ -42,3 +44,172 @@ are the following. Further documentation can be found in the of stages, e.g. to allow for interpolation (dense output), root-finding for continuous callbacks, and error-based time step control. In general, you often should not need to worry about this if you use Trixi.jl. + +## Custom Optimized Schemes + +### Stabilized Explicit Runge-Kutta Methods + +Optimized explicit schemes aim to maximize the timestep $\Delta t$ for a given simulation setup. +Formally, this boils down to an optimization problem of the form +```math +\underset{P_{p;S} \, \in \, \mathcal{P}_{p;S}}{\max} \Delta t \text{ such that } \big \vert P_{p;S}(\Delta t \lambda_m) \big \vert \leq 1, \quad m = 1 , \dots , M \tag{1} +``` +where $p$ denotes the order of consistency of the scheme, $S$ is the number of stage evaluations and $M$ denotes the number of eigenvalues $\lambda_m$ of the Jacobian matrix $J \coloneqq \frac{\partial \boldsymbol F}{\partial \boldsymbol U}$ of the right-hand side of the [semidiscretized PDE](https://trixi-framework.github.io/Trixi.jl/stable/overview/#overview-semidiscretizations): +```math +\dot{\boldsymbol U} = \boldsymbol F(\boldsymbol U) \tag{2} \: . +``` +In particular, for $S > p$ the Runge-Kutta method includes some free coefficients which may be used to adapt the domain of absolute stability to the problem at hand. +Since Trixi.jl [supports exact computation of the Jacobian $J$ by means of automatic differentiation](https://trixi-framework.github.io/Trixi.jl/stable/tutorials/differentiable_programming/), we have access to the Jacobian of a given simulation setup. +For small (say, up to roughly $10^4$ DoF) systems, the spectrum $\boldsymbol \sigma = \left \{ \lambda_m \right \}_{m=1, \dots, M}$ can be computed directly using [`LinearAlgebra.eigvals(J)`](https://docs.julialang.org/en/v1/stdlib/LinearAlgebra/#LinearAlgebra.eigvals). +For larger systems, we recommend the procedure outlined in section 4.1 of [Doehring et al. (2024)](https://doi.org/10.1016/j.jcp.2024.113223). This approach computes a reduced set of (estimated) eigenvalues $\widetilde{\boldsymbol \sigma}$ around the convex hull of the spectrum by means of the [Arnoldi method](https://github.com/JuliaLinearAlgebra/Arpack.jl). + +The optimization problem (1) can be solved using the algorithms described in [Ketcheson, Ahmadia (2012)](http://dx.doi.org/10.2140/camcos.2012.7.247) for a moderate number of stages $S$ or [Doehring, Gassner, Torrilhon (2024)](https://doi.org/10.1007/s10915-024-02478-5) for a large number of stages $S$. +In Trixi.jl, the former approach is implemented by means of convex optimization using the [Convex.jl](https://github.com/jump-dev/Convex.jl) package. + +The resulting stability polynomial $P_{p;S}$ is then used to construct an optimized Runge-Kutta method. +Trixi.jl implements the [Paired-Explicit Runge-Kutta (PERK)](https://doi.org/10.1016/j.jcp.2019.05.014) method, a low-storage, multirate-ready method with optimized domain of absolute stability. + +### Paired-Explicit Runge-Kutta (PERK) Schemes + +Paired-Explicit Runge-Kutta (PERK) or `PairedExplicitRK` schemes are an advanced class of numerical methods designed to efficiently solve ODEs. +In the [original publication](https://doi.org/10.1016/j.jcp.2019.05.014), second-order schemes were introduced, which have been extended to [third](https://doi.org/10.1016/j.jcp.2022.111470) and [fourth](https://doi.org/10.48550/arXiv.2408.05470) order in subsequent works. + +By construction, PERK schemes are suited for integrating multirate systems, i.e., systems with varying characteristics speeds throughout the domain. +Nevertheless, due to their optimized stability properties and low-storage nature, the PERK schemes are also highly efficient when applied as standalone methods. In Trixi.jl, the _standalone_ PERK integrators are implemented such that all stages of the method are active. + +#### Tutorial: Using `PairedExplicitRK2` + +In this tutorial, we will demonstrate how you can use the second-order PERK time integrator. You need the packages `Convex.jl` and `ECOS.jl`, so be sure they are added to your environment. + +First, you need to load the necessary packages: + +```@example PERK-example-1 +using Convex, ECOS +using OrdinaryDiffEq +using Trixi +``` + +Then, define the ODE problem and the semidiscretization setup. For this example, we will use a simple advection problem. + +```@example PERK-example-1 +# Define the mesh +cells_per_dimension = 100 +coordinates_min = 0.0 +coordinates_max = 1.0 +mesh = StructuredMesh(cells_per_dimension, + coordinates_min, coordinates_max) + +# Define the equation and initial condition +advection_velocity = 1.0 +equations = LinearScalarAdvectionEquation1D(advection_velocity) + +initial_condition = initial_condition_convergence_test + +# Define the solver +solver = DGSEM(polydeg = 3, surface_flux = flux_lax_friedrichs) + +# Define the semidiscretization +semi = SemidiscretizationHyperbolic(mesh, + equations, initial_condition, + solver) +``` + +After that, we will define the necessary [callbacks](@ref callbacks-id) for the simulation. Callbacks are used to perform actions at specific points during the integration process. + +```@example PERK-example-1 +# Define some standard callbacks +summary_callback = SummaryCallback() +alive_callback = AliveCallback() +analysis_callback = AnalysisCallback(semi, interval = 200) +# For this optimized method we can use a relatively large CFL number +stepsize_callback = StepsizeCallback(cfl = 2.5) + +# Create a CallbackSet to collect all callbacks +callbacks = CallbackSet(summary_callback, + alive_callback, + analysis_callback, + stepsize_callback) +``` + +Now, we define the ODE problem by specifying the time span over which the ODE will be solved. +The `tspan` parameter is a tuple `(t_start, t_end)` that defines the start and end times for the simulation. +The `semidiscretize` function is used to create the ODE problem from the simulation setup. + +```@example PERK-example-1 +# Define the time span +tspan = (0.0, 1.0) + +# Create ODE problem with time span from 0.0 to 1.0 +ode = semidiscretize(semi, tspan) +``` + +Next, we will construct the time integrator. In order to do this, you need the following components: + + - Number of stages: The number of stages $S$ in the Runge-Kutta method. + In this example, we use `6` stages. + - Time span (`tspan`): A tuple `(t_start, t_end)` that defines the time span over which the ODE will be solved. + This defines the bounds for the bisection routine for the optimal timestep $\Delta t$ used in calculating the polynomial coefficients at optimization stage. + This variable is already defined in step 5. + - Semidiscretization (`semi`): The semidiscretization setup that includes the mesh, equations, initial condition, and solver. In this example, this variable is already defined in step 3. + In the background, we compute from `semi` the Jacobian $J$ evaluated at the initial condition using [`jacobian_ad_forward`](https://trixi-framework.github.io/Trixi.jl/stable/reference-trixi/#Trixi.jacobian_ad_forward-Tuple{Trixi.AbstractSemidiscretization}). + This is then followed by the computation of the spectrum $\boldsymbol \sigma(J)$ using `LinearAlgebra.eigvals`. + Equipped with the spectrum, the optimal stability polynomial is computed, from which the corresponding Runge-Kutta method is derived. Other constructors (if the coefficients $\boldsymbol{\alpha}$ of the stability polynomial are already available, or if a reduced spectrum $\widetilde{\boldsymbol{\sigma}}$ should be used) are discussed below. + +```@example PERK-example-1 +# Construct second order-explicit Runge-Kutta method with 6 stages for given simulation setup (`semi`) +# `tspan` provides the bounds for the bisection routine that is used to calculate the maximum timestep. +ode_algorithm = Trixi.PairedExplicitRK2(6, tspan, semi) +``` + +With everything set up, you can now use `Trixi.solve` to solve the ODE problem. The `solve` function takes the ODE problem, the time integrator, and some options such as the time step (`dt`), whether to save every step (`save_everystep`), and the callbacks. + +```@example PERK-example-1 +# Solve the ODE problem using PERK2 +sol = Trixi.solve(ode, ode_algorithm, + dt = 1.0, # overwritten by `stepsize_callback` + save_everystep = false, callback = callbacks) +``` + +##### Advanced constructors: +There are two additional constructors for the `PairedExplicitRK2` method besides the one taking in a semidiscretization `semi`: + - `PairedExplicitRK2(num_stages, base_path_monomial_coeffs::AbstractString)` constructs a `num_stages`-stage method from the given optimal monomial_coeffs $\boldsymbol \alpha$. + These are expected to be present in the provided directory in the form of a `gamma_.txt` file, where `` is the number of stages `num_stages`. + This constructor is useful when the optimal coefficients cannot be obtained using the optimization routine by Ketcheson and Ahmadia, possibly due to a large number of stages $S$. + - `PairedExplicitRK2(num_stages, tspan, eig_vals::Vector{ComplexF64})` constructs a `num_stages`-stage using the optimization approach by Ketcheson and Ahmadia for the (reduced) spectrum `eig_vals`. + The use-case for this constructor would be a large system, for which the computation of all eigenvalues is infeasible. + +#### Automatic computation of a stable CFL Number + +In the previous tutorial the CFL number was set manually to $2.5$. +To avoid the manual trial-and-error process behind this, instantiations of `AbstractPairedExplicitRK` methods can automatically compute the stable CFL number for a given simulation setup using the [`Trixi.calculate_cfl`](@ref) function. +When constructing the time integrator from a semidiscretization `semi`, +```@example PERK-example-1 +# Construct third-order paired-explicit Runge-Kutta method with 8 stages for given simulation setup. +ode_algorithm = Trixi.PairedExplicitRK3(8, tspan, semi) +``` +the maximum timestep `dt` is stored by the `ode_algorithm`. +This can then be used to compute the stable CFL number for the given simulation setup: +```@example PERK-example-1 +cfl_number = Trixi.calculate_cfl(ode_algorithm, ode) +``` +For nonlinear problems, the spectrum will in general change over the course of the simulation. +Thus, it is often necessary to reduce the optimal `cfl_number` by a safety factor: +```@example PERK-example-1 +# For non-linear problems, the CFL number should be reduced by a safety factor +# as the spectrum changes (in general) over the course of a simulation +stepsize_callback = StepsizeCallback(cfl = 0.85 * cfl_number) +``` +If the optimal monomial coefficients are precomputed, the user needs to provide the obtained maximum timestep `dt_opt` from the optimization at construction stage. +The corresponding constructor has signature +```julia +PairedExplicitRK3(num_stages, base_path_a_coeffs::AbstractString, + dt_opt = nothing; cS2 = 1.0f0) +``` +Then, the stable CFL number can be computed as described above. + +#### Currently implemented PERK methods + +##### Single/Standalone methods + +- [`Trixi.PairedExplicitRK2`](@ref): Second-order PERK method with at least two stages. +- [`Trixi.PairedExplicitRK3`](@ref): Third-order PERK method with at least three stages. \ No newline at end of file