# Project B9 • Dynamical low-rank approximation for the simulation of radiation heat waves

### Principal investigators

 Prof. Dr. Martin Frank (7/2019 - ) Prof. Dr. Christian Lubich (7/2019 - 6/2023)

### Project summary

#### Introduction

An interesting problem in the study of radiation phenomena is the penetration of radiation from a hot source into a cold material. As the material heats, a wave of thermal energy starts to propagate into it. Such propagating radiation fronts are called Marshak waves. Practical examples are the penetration of stellar radiation into the interstellar medium (star formation or supernova explosion), the radiation emitted from a hohlraum striking a fusion target, or laser wakefield acceleration through pressure waves [Mar58, Mih84, ZR67]. All of these examples are of current interest in applications and are still challenging for high-performance computing (HPC) simulations.

We consider the thermal radiative transfer equations, which consist of the radiation transport equation plus a temperature equation for the medium [LPB83, MHB08] $$\tag{1a}\label{eq:RadTransfer1} \frac{1}{c}\partial_{t}f + \Omega\cdot\nabla_{x}f = \sigma_{s}(\phi - f) + \sigma_{a}(B(T) - f),$$ $$\tag{1b}\label{eq:RadTransfer2} c_{\nu}\partial_{t}T = \int_{0}^{\infty}\int_{S^{2}}\sigma_{a}(f - B(T)) \mathrm{d}\Omega\mathrm{\nu}.$$ For the sake of compactness of notation, all the independent variables have been suppressed. The unknowns in the above equation are the specific intensity of radiation $f(t,x,\Omega,\nu)$ at time $t$, position $x\in\mathbb{R}^{3}$, and frequency $\nu>0$, propagating in the direction $\Omega\in S^{2}$ and the temperature $T(t,x)$ of the background medium through which the radiation propagates. In the above equations $c$ denotes the speed of light and $c_\nu$ the material's heat capacity, which is assumed to be constant. The scattering cross section $\sigma_{s}(x,\nu,T(t,x))$ and absorption cross section $\sigma_{a}(x,\nu,T(t,x))$, which describe the material properties of the background medium, depend non-linearly on $T$ [Cha11]. The scalar flux is $\phi(t,x) =\int_{0}^{\infty} \int_{s^{2}}f(t,x,\Omega,\nu)\mathrm{d}\Omega\mathrm{\nu}$. In \eqref{eq:RadTransfer1}, the non-linear dependence $B(T)$ is kept Planckian, which also depends on the frequency.

Equation \eqref{eq:RadTransfer1} describes the dynamics of the photons that undergo isotropic scattering and can be absorbed by a background medium. This absorption of particles leads to an increase in the temperature of the background material according to \eqref{eq:RadTransfer2} which in turn emits blackbody radiation at its temperature. The coupling of the two equations is not only due to absorption but also due to the fact that the interaction cross sections of the medium depend on both, the frequency and the temperature. The phase space of the problem is high-dimensional (3 space, 2 angle, 1 frequency) and thus the problem is challenging to solve numerically. However, in relevant physical regimes there are indications that the actual dynamics take place close to a low-dimensional manifold, the Rosseland diffusion limit [LPB83].

#### Dynamical low-rank approximation (DLRA)

The dynamical low-rank approximation (DLRA), with its origins in quantum dynamics [Dir30, MGW09, MMC90], was mathematically analysed in a series of papers [KL07, KL10, Lub08, LRSV13]. Originally, it was proposed for matrix differential equations (MDEs) and then later extended to tensors [KL10, LRSV13]. The original method, as proposed in [KL07], is based on using an SVD-like ansatz for the low-rank solution of the given MDE, $\dot{Y}(t) = F(Y(t))$, where $Y(t),F(Y(t))\in\mathbb{R}^{m\times n}$. The right hand side of the MDE is then projected onto the tangent space ($\mathcal{T}_{Y}\mathcal{M}_{r}$) to the low-rank manifold ($\mathcal{M}_{r}$) at the current approximation ($Y$). The resulting evolution equations are then solved using standard solvers. While the idea seems rather simple, it has become a cornerstone in simulation of high-dimensional PDEs with low-rank solutions and sparked a greater interest in computational kinetic theory (CKT) [EL18, EL19, EJ21, DEL21].

A major breakthrough for the time integration of these reduced differential equations was achieved by decomposing the tangent space projection into three sub-projections and then applying a projector-splitting method [LO14]. This is known as the projector-splitting integrator (PSI) [LO14] in the literature. One of the key advantages for CKT is that using the method reduces both the computational effort as well as the memory footprint from $\mathcal{O}(mn)$ to $\mathcal{O}(mr + nr + r^{2})$.

##### "Unconventional" DLRA integrator (UI)

As a part of this project, the "unconventional" integrator [CL22] for DLRA was developed in the PhD thesis of G. Ceruti [Cer21]. The unconventional integrator updates the basis vectors in parallel and then performs a time step with the time-updated basis. Some of the attractive features of the unconventional integrator are that it is robust in the presence of small singular values [CL22], it is suitable for dissipative problem and the parallel basis updates allow for efficient HPC implementations.

##### Rank-adaptivity for UI

Since the number of basis vectors that may be required to resolve the solution is not known beforehand, the rank is usually over-approximated. Additionally, since the required number of basis vectors may change over time, rank-adaptivity is an essential extension for DLRA. This is done in a straightforward manner for the UI by including basis vectors of the previous time step to expand the current set of basis vectors [CKL22]. This is followed by a Galerkin step using the augmented basis. The proposed basis augmentation step in the rank-adaptive UI adds further desirable properties such as norm conservation [CKL22].

##### Stability of UI and PSI

The choice of PSI or UI to solve the evolution equations, arising from DLRA, becomes an important factor when considering stability in hyperbolic problems. While the UI yields smoother solution profiles for first-order moments (such as scalar flux in radiation transport), it heavily dampens higher-order moments [KCEF22]. In contrast, the PSI provides a more adequate representation of higher-order moments while producing oscillatory first-order moments [KCEF22]. Additionally, it is also not clear how to choose a CFL (Courant–Friedrichs–Lewy) condition for DLRA. In [KEC23] these questions are investigated and a new stability analysis for the non-linear DLRA equations is presented along with a stabilisation for PSI based on performing DLRA in continuous form.

#### Simulating Marshak waves

Simulating Marshak heat waves is a computationally expensive problem (see Introduction for explanation), thus to obtain a numerically efficient method [CFK22] propose using DLRA as a model reduction technique. This has been performed in conjuncture with a discontinuous Galerkin discretisation in space and spectral approximation in angle. The resulting simulations using PSI and UI agree very well with the reference solution (full method without DLRA) while requiring only 5.8% of the time required to compute the reference solution. In the following figures, the UI is referred to as "BUG" integrator standing for basis update & Galerkin integrator.

#### Dose calculation in radiation therapy

Radiation therapy is a medical procedure to treat cancer which uses high-energy particles to irradiate cancer cells and destroy them. The continuous slowing down (CSD) approximation [LMFB97] to the linear Boltzmann equation provides an accurate model for the transport of particles through the human body. This allows for the calculation of the dose of irradiated particles at the target site. The integrators developed in this project were used to resolve the dynamics of the collided particles in a collided and uncollided split of the linear Boltzmann equation, while an efficient full-rank solver was used for the uncollided particles [KS22].

#### Quantifying high-dimensional uncertainties

In a large amount of applications, that can be modelled by hyperbolic conservation laws (e.g. radiation transport), uncertainty is observed in its input parameters (e.g. initial-, boundary conditions, or modelling parameters). These uncertainties may arise as a result of modelling assumptions as well as measurement or discretisation errors and can heavily influence the behaviour of the system at hand. Uncertainty quantification for hyperbolic problems poses several challenges, such as spurious oscillations [MKNG04, Bar13, DWB13], the loss of hyperbolicity [PDL09], or the exponential growth of the number of unknowns when the dimension of the random domain increases. DLRA can be used to mitigate the high computational cost and memory footprint that may arise due to high-dimensional uncertainty and this has been done for uncertain Burger's equation in [KCEF22].

## Publications

1. , , and . On the stability of robust dynamical low-rank approximations for hyperbolic problems. SIAM J. Sci. Comput., 45(1):A1–A24, February . [preprint] [files] [bibtex]

2. , , , and . A low-rank power iteration scheme for neutron transport criticality problems. J. Comput. Phys., 470:111587, December . [preprint] [files] [bibtex]

3. , , and . A rank-adaptive robust integrator for dynamical low-rank approximation. BIT, 62(4):1149–1174, December . [preprint] [bibtex]

4. and . A robust collision source method for rank adaptive dynamical low-rank approximation in radiation therapy. ESAIM: Math. Model. Numer. Anal., 1–27, November . Online first. [preprint] [files] [bibtex]

5. , , , and . Dynamical low-rank approximation for Burgers' equation with uncertainty. Int. J. Uncertain. Quantif., 12(5):1–21, March . [preprint] [files] [bibtex]

6. and . An unconventional robust integrator for dynamical low-rank approximation. BIT, 62(1):23–44, March . [preprint] [bibtex]

7. , , and . Time integration of tree tensor networks. SIAM J. Numer. Anal., 59(1):289–313, February . [preprint] [bibtex]

8. , , and . A low-rank method for two-dimensional time-dependent radiation transport calculations. J. Comput. Phys., 421:109735, 18, November . [bibtex]

9. and . Time integration of symmetric and anti-symmetric low-rank matrices and Tucker tensors. BIT, 60(3):591–614, January . [preprint] [bibtex]

## Preprints

1. , , and . Asymptotic-preserving and energy stable dynamical low-rank approximation for thermal radiative transfer equations. CRC 1173 Preprint 2024/6, Karlsruhe Institute of Technology, February . [files] [bibtex]

2. , , and . Dynamical low-rank approximation for Marshak waves. CRC 1173 Preprint 2022/76, Karlsruhe Institute of Technology, December . [files] [bibtex]

## Theses

1. . Unconventional contributions to dynamical low-rank approximation of tree tensor networks. PhD thesis, University of Tübingen, July . [bibtex]

2. . Realizability-preserving discretization strategies for hyperbolic and kinetic equations with uncertainty. PhD thesis, Karlsruhe Institute of Technology, May . [bibtex]

## Other references

1. , , and . Dynamical low-rank integrator for the linear Boltzmann equation: error analysis in the diffusion limit. SIAM J. Numer. Anal., 59(4):2254–2285, . [bibtex]

2. and . A mass, momentum, and energy conservative dynamical low-rank scheme for the Vlasov equation. J. Comput. Phys., 443:Paper No. 110495, 16, . [bibtex]

3. and . A quasi-conservative dynamical low-rank algorithm for the Vlasov equation. SIAM J. Sci. Comput., 41(5):B1061–B1081, . [bibtex]

4. and . A low-rank projector-splitting integrator for the Vlasov-Poisson equation. SIAM J. Sci. Comput., 40(5):B1330–B1360, . [bibtex]

5. and . A projector-splitting integrator for dynamical low-rank approximation. BIT, 54(1):171–188, . [bibtex]

6. , , , and . Dynamical approximation by hierarchical Tucker and tensor-train tensors. SIAM J. Matrix Anal. Appl., 34(2):470–494, . [bibtex]

7. , , and . Adaptive uncertainty quantification for computational fluid dynamics. In Uncertainty quantification in computational fluid dynamics, volume 92 of Lect. Notes Comput. Sci. Eng., pages 151–191. Springer, Heidelberg, . [bibtex]

8. . Non-intrusive uncertainty propagation with error bounds for conservation laws containing discontinuities. In Uncertainty quantification in computational fluid dynamics, volume 92 of Lect. Notes Comput. Sci. Eng., pages 1–57. Springer, Heidelberg, . [bibtex]

9. , , , , , , , , , , , , , , , , , , , , , , , , , , , , , , , , , , , , , , , , , , , , , , , , , , , and . ENDF/B-VII.1 Nuclear Data for Science and Technology: Cross Sections, Covariances, Fission Product Yields and Decay Data. Nuclear Data Sheets, 112(12):2887–2996, . Special Issue on ENDF/B-VII.1 Library. [bibtex]

10. and . Dynamical tensor approximation. SIAM J. Matrix Anal. Appl., 31(5):2360–2375, . [bibtex]

11. , , and . Uncertainty quantification for systems of conservation laws. J. Comput. Phys., 228(7):2443–2467, . [bibtex]

12. , , and . Multidimensional Quantum Dynamics. John Wiley & Sons, . [bibtex]

13. . From Quantum to Classical Molecular Dynamics: Reduced Models and Numerical Analysis. Zurich Lectures in Advanced Mathematics. European Mathematical Society (EMS), Zürich, . [bibtex]

14. , , and . On solutions to the $P_n$ equations for thermal radiative transfer. J. Comput. Phys., 227(5):2864–2885, . [bibtex]

15. and . Dynamical low-rank approximation. SIAM J. Matrix Anal. Appl., 29(2):434–454, . [bibtex]

16. , , , and . Uncertainty propagation using Wiener-Haar expansions. J. Comput. Phys., 197(1):28–57, . [bibtex]

17. , , , and . Electron done calculations using Method of Moments. Med Phys., 24(1):111–125, . [bibtex]

18. , , and . The multi-configurational time-dependent Hartree approach. Chemical Physics Letters, 165(1):73–78, . [bibtex]

19. and . Foundations of Radiation Hydrodynamics. Oxford University Press, New York, . [bibtex]

20. , , and . Asymptotic analysis of radiative transfer problems. J. Quant. Spectrosc. Radiat. Transfer, 29(4):285–310, . [bibtex]

21. and . Physics of Shock Waves and High Temperature Hydrodynamic Phenomen. Academic Press, . [bibtex]

22. . Effect of radiation on shock wave behavior. Phys. Fluids, 1:24–29, . [bibtex]

23. . Note on Exchange Phenomena in the Thomas Atom. Mathematical Proceedings of the Cambridge Philosophical Society, 26(3):376–385, . [bibtex]

Former staff
Name Title Function
Dr. Postdoctoral and doctoral researcher
Dr. Postdoctoral and doctoral researcher
Dr. Postdoctoral and doctoral researcher
Prof. Dr. Principal investigator