SOUTHERN METHODIST UNIVERSITY DEPARTMENT OF MATHEMATICS
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Research Activities: Dan Reynolds

Research (updated fall 2007)

My primary field of research is applied mathematics, specifically the sub-disciplines of scientific computation and numerical analysis. In the fast-developing field of scientific computation, there are three main research thrusts that together aim to allow mathematical insight and innovation to make a difference in the physical, biological and engineering sciences: the incorporation of increased realism into mathematical modeling systems; the development of increasingly robust and accurate numerical methods for solution of mathematical models; and the development of computational algorithms to allow for efficient solution of these problems on increasingly-larger computational hardware.

I am an active member of the scientific computation community, having organized a plenary panel discussion at the 2007 SIAM Conference on Computational Science and Engineering on Research Directions for the CS&E community [16]. In my own research, I have contributed to each of the aforementioned challenges through investigations on the algorithmic development and computational solution of coupled multi-physics systems of partial differential equations, arising in real-world applications ranging from fusion energy to cosmological astrophysics and materials science. In these areas, I strive to explore three fundamental applied mathematics issues: (1) the accurate modeling of physical systems involving disparate time and space scales, (2) the development and use of highly-accurate and efficient time evolution algorithms for stiff multi-rate problems, and (3) the investigation of discretization and solution methods that retain constraint-preserving properties of PDE systems. I am pursuing these investigations in the context of a number of highly collaborative physics applications: the modeling of solid-state phase transformations and thermodynamics in shape memory alloys, simulations of macroscopic stability and refueling of fusion plasmas, calculations determining the physical processes underlying core-collapse supernova phenomena, and investigations of reionization physics within the early universe.


MULTI-SCALE MATHEMATICAL MODELING AND SIMULATION

In my thesis research, I developed a new mathematical model for simulating multi-scale thermodynamic phase transformation processes in shape memory alloys (SMA), based on continuum-level thermodynamic PDE modeling of their behavior. Such alloys are already at the forefront of research in materials science and engineering applications, as they may be used in the production of microscopic devices with the ability to perform work without the use of moving parts. Such behaviors are made possible by the understanding and control of phase transformation processes that occur at the atomistic scale of these materials, in which a variety of small-scale crystalline transformations coordinate to allow large-scale nonlinear thermodynamic actions, a diagram of which is presented in Figure 1.

Figure 1:  Shape Memory Effect and Hysteresis: when cooled, austenite transforms into twinned martensite, which is easily deformed under stress. Upon heating, the deformed martensite returns to the austenitic configuration. Hysteresis in these materials provides a measure of the overall energy absorbed by the material during a full loop of the forward and reverse phase transformations.

On the macroscopic continuum level, these phase transformations may be modeled through the use of non-convex free energy potentials, resulting in temperature-dependent hysteresis, super-elasticity, and other nonlinear material behaviors. Mathematically, the use of non-convex Helmholtz free energy potentials in the macroscale model results in a PDE system of the form

(1)
   Tr    
where is the macroscopic material deformation, is the material temperature, , is the material-dependent Helmholtz free energy density, , , and are various material-dependent parameters, and and provide external body forces and heat source interactions with the surrounding environment. Of particular interest in such models of shape memory materials is that unlike standard models in linear or even nonlinear elasticity, the potential is non-quasiconvex, giving rise to variational PDE formulations that do not satisfy weak lower semicontinuity, thus precluding the use of standard PDE existence theory and computational solution techniques toward their solution. For simplified one-dimensional model systems of these materials we developed stochastic computational techniques for computing steady-state averaged crystalline properties [1, 2, 3, 4], and I derived physically accurate deterministic PDE models for SMA wires [12].

In addition to deriving qualitatively and quantitatively accurate continuum-level models for SMA wires, I developed an efficient and robust computational solution approach for approximating solutions to the system (1), based on natural parameter continuation approaches employing the material viscosity to regularize the modeling system, thereby allowing the computational solution of the non-convex PDE model to successfully reproduce material phase transitions and time-dependent computations of thermodynamic SMA processes [6]. I then used the resulting numerical model to design techniques for damping vibrational energy based on thermal actuation [7, 8, 9].

While these advances have proven fruitful in the modeling and design of one-dimensional SMA wires, there remains significant work on extending such continuum-level descriptions to realistic models for slabs and solids, as these two and three-dimensional models require construction of very complex multi-dimensional free-energy potentials. Therefore in addition to investigations of free energy potentials for higher-dimensional models of SMA materials, current research in this area attempts to span the gap between macroscopic-scale systems and atomistic material dynamics through the use of multi-scale modeling approaches. In my future investigations in this area, I plan to follow this second path of realistic material thermodynamics through the development of multi-scale and multi-model approaches for SMA thermodynamics, along with the accompanying numerical techniques required for multi-scale computational simulations.


ALGORITHMIC DESIGN AND SOFTWARE FOR ROBUST AND EFFICIENT MULTI-PHYSICS PROBLEMS

As a post-doctoral researcher both at Lawrence Livermore National Laboratory and at the University of California at San Diego, I have been investigating the use of fully implicit computational approaches for time evolution of large-scale, multi-rate PDE systems. These efforts have been in the context of resistive magnetohydrodynamics (MHD), arising in studies of fusion plasma stability and refueling, and radiation hydrodynamics (RHD), used to model core-collapse supernova explosions. These applications involve the solution of coupled PDE systems for modeling multiple interacting physical processes. For example, the resistive MHD model couples the compressible viscous Euler equations for modeling plasma hydrodynamics,

   
(2)
   
with the low-frequency Maxwell equations that model the evolution of the surrounding electromagnetic fields,
   
(3)
   
   
Here is the density, is the velocity, is the magnetic induction, is the electric current, is the electric field, is the total energy, is the pressure, is the plasma temperature, is the plasma viscosity, and and correspond to the coefficients of viscosity and resistivity. Similarly, in the model for radiation hydrodynamics, additional PDE models for nonlinear radiation diffusion are coupled with either the hydrodynamical system (2), or even the full MHD system (2)-(3) for increased modeling accuracy.

A distinct feature of these type of multi-physics models is that each variable or group of variables will often evolve on drastically different time and space scales. As a result, standard-practice explicit and operator-split time integration techniques fail to efficiently and accurately track some of the more slowly-evolving processes of interest, such as the macroscopic stability of a fusion plasma or the energy partitioning within a collapsing star. Moreover, for any consistent mathematical system to successfully model problems with large disparities in scale, it requires spatial resolutions that may only be tractable on the world's largest supercomputers, along with novel computational algorithms that may efficiently operate on such large scale machines.

In my postdoctoral work, I have investigated the use of high-accuracy fully implicit approaches for solving the MHD and RHD systems of equations. Due to the disparity of time scales involved in such problems they are typically very stiff, requiring advances in nonlinear solvers and preconditioning approaches that allow the methods to efficiently `step over' their stiff transient components while still accurately tracking the more slowly-evolving quantities of interest. In collaboration with computational physicists from Princeton Plasma Physics Laboratory and computational mathematicians from LLNL, I have successfully developed implicit simulations of resistive MHD processes for stability and refueling studies [5, 15]. I have also introduced new preconditioning approaches for these type of fully implicit methods, and am currently assessing their efficacy and scalability on multi-physics problems of this type [11, 13, 14]. Moreover, in collaboration with astrophysicists from the State University of New York at Stony Brook, we are nearing completion of the first fully implicit approaches for RHD simulations of core-collapse supernova.

I plan to continue these investigations over the next 4 years under a recently-awarded DOE SciDAC grant, moving these fields ahead in both computational efficiency through scalable computational approaches, and in the incorporation of additional physical processes and constraint-handling properties of the associated models. As exemplified in the MHD system (2)-(3), many multi-physics PDE models involve both evolution and constraint equations that should be simultaneously satisfied for their accurate solution. In many numerical models these constraints fail at the discrete level, though certain algorithms retain such quantities given a satisfactory initial state. I intend to examine these issues in detail, specifically in regards to the development of preconditioning techniques that retain such desirable algorithmic properties, while also allowing efficient solution at large computational scale.


MULTI-SCALE, MULTI-PHYSICS MODELING AND PETASCALE SCIENTIFIC COMPUTING

For the last two years I have also actively collaborated with researchers in the Center for Astrophysics and Space Sciences at UCSD, addressing fundamental questions regarding reionization of the early universe following the Big Bang. Modern observational astronomy has offered some glimpses into the earliest precursors of galactic formation, giving rise to debate as to the underlying physical processes that formed our universe. For these studies, we are developing coupled radiation-hydrodynamic-chemical kinetics simulations that will attempt to test some of these theories against experimental observation. As with the energy research described above, these models involve the coupling of a large number of physical processes, including the compressible Euler equations for gas motion, nonlinear radiation diffusion equations for multi-frequency radiation transport, chemical kinetics models for tracking the ionization state of elemental species, as well as a model for gravitational acceleration due to star clustering and galactic formation. This problem therefore combines all of the aforementioned challenges facing scientific computation: consistent modeling of the coupled physical processes present in cosmic reionization, analysis of the well-posedness of the resulting PDE modeling system, the use of high-fidelity numerical methods for accurately approximating processes at large (cosmic) and ``small'' (solar) scales, and the invention of solution strategies for efficiently solving the resulting PDE model system on some of the largest NSF supercomputers.

In this effort I have been working on nearly all of these fronts: deriving a coupled PDE modeling system that will both capture the lowest-order physical processes while lending itself to efficient numerical solution; deriving an accurate time-evolution technique for the coupled radiation transport and chemical kinetics processes occurring on multiple time and space scales, and implementing computational algorithms based on these approaches designed to utilize next-generation petascale computing hardware. Progress is still under way in this endeavor, with initial results described in [10], and I hope to continue this research for the next four years under a recently-proposed NSF grant.


REFERENCES

[1] D.D. Cox, P. Kloucek, and D.R. Reynolds. The computational  modeling of crystalline materials using a stochastic variational principle. Lecture Notes in Computer Science, 2330:461--469, 2002.

[2] D.D. Cox, P. Kloucek, and D.R. Reynolds. A subgrid projection method for relaxation of non-attainable differential inclusions. In Proceedings: ENUMATH 2001 European Conference on Numerical Mathematics, Berlin, 2002. Springer-Verlag.

[3] D.D. Cox, P. Kloucek, and D.R. Reynolds. On the asymptotically stochastic computational modeling of microstructures. Future Generation Computer Systems, 20:409--424, 2004.

[4] D.D. Cox, P. Kloucek, D.R. Reynolds, and P. Solin. Stochastic relaxation of variational integrals with non-attainable infima. In Proceedings: ENUMATH 2003 European Conference on Numerical Mathematics, Berlin, 2004. Springer-Verlag.

[5] D.E. Keyes, D.R. Reynolds, and C.S. Woodward. Implicit solvers for large-scale nonlinear problems. Journal of Physics: Conference Series, 46:433--442, 2006.

[6] P.Kloucek and D.R. Reynolds. On the modeling of nonlinear thermodynamics in SMA wires. Computer Methods in Applied Mechanics and Engineering, 196:180--191, 2006.

[7] P. Kloucek, D.R. Reynolds, and T.I. Seidman. On thermodynamic active control of shape memory alloy wires. Systems & Control Letters, 48, 2003.

[8] P. Kloucek, D.R. Reynolds, and T.I. Seidman. Thermal stabilization of shape memory alloy wires. R.C. Smith, editor, In Smart Structures and Materials 2003: Modeling, Signal Processing, and Control, volume 5049 of Proc. of SPIE, 2003.

[9] P. Kloucek, D.R. Reynolds, and T.I. Seidman. Computational modeling of vibration damping in SMA wires. Continuum Mechanics and Thermodynamics, 16:495--514, 2004.

[10] M.L. Norman, G.L.Bryan, R. Harkness, J. Bordner, D. Reynolds, B. O'Shea, and R. Wagner. Petascale Computing: Algorithms and Applications, chapter Simulating cosmological evolution with Enzo. CRC Press, 2007.

[11] D.R. Reynolds. On the improvement of splitting methods for fully implicit systems of equations. (in preparation).

[12] D.R. Reynolds. A Nonlinear Thermodynamic Model for Phase Transitions in Shape Memory Alloy Wires. PhD thesis, Rice University Dept. of Computational and Applied Mathematics, 2003.

[13] D.R. Reynolds, R. Samtaney, and C.S. Woodward. Operator-based preconditioning of stiff hyperbolic magnetohydrodynamics systems. (submitted).

[14] D.R. Reynolds, R. Samtaney, and C.S. Woodward. Physics-based preconditioning of resistive MHD systems. (in preparation).

[15] D.R. Reynolds, R. Samtaney, and C.S. Woodward. A fully implicit numerical method for single-fluid resistive magnetohydrodynamics. Journal of Computational Physics, 219:144--162, 2006.

[16] D.R. Reynolds and R. Szypowski. Panel discusses research directions and enabling technologies for the future of CS&E. SIAM News, May 2007.




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