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At least 127 records · Page 7

Accurate gradient approximation for complex interface problems in 3D by an improved coupling interface method

Most elliptic interface solvers become complicated for complex interface problems at those “exceptional points” where there are not enough neighboring interior points for high order interpolation. Such complication increases especially in three dimensions. Usually, the solvers are thus reduced to low order accuracy. In this paper, we classify these exceptional points and propose two recipes to maintain order of accuracy there, aiming at improving the previous coupling interface method [26]. Yet the idea is also applicable to other interface solvers. The main idea is to have at least first order approximations for second order derivatives at those exceptional points. Recipe 1 is to use the finite difference approximation for the second order derivatives at a nearby interior grid point, whenever this is possible. Recipe 2 is to flip domain signatures and introduce a ghost state so that a second-order method can be applied. This ghost state is a smooth extension of the solution at the exceptional point from the other side of the interface. The original state is recovered by a post-processing using nearby states and jump conditions. The choice of recipes is determined by a classification scheme of the exceptional points. The method renders the solution and its gradient uniformly second-order accurate in the entire computed domain. Numerical examples are provided to illustrate the second order accuracy of the presently proposed method in approximating the gradients of the original states for some complex interfaces which we had tested previous in two and three dimensions, and a real molecule ( (1D63)) which is double-helix shape and composed of hundreds of atoms.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Robust Optimal Experimental Design of Infinite-Dimensional Bayesian Nonlinear Inverse Problems

Abstract. We consider robust optimal experimental design (ROED) for nonlinear Bayesian inverse problems governed by partial differential equations (PDEs). An optimal design is one that maximizes some utility quantifying the quality of the solution of an inverse problem. However, the optimal design is dependent on elements of the inverse problem such as the simulation model, the prior, or the measurement error model. ROED aims to produce an optimal design that is aware of the additional uncertainties encoded in the inverse problem and remains optimal even after variations in them. We follow a worst-case scenario approach to develop a new framework for robust optimal design of nonlinear Bayesian inverse problems. The proposed framework (a) is scalable and designed for infinite-dimensional Bayesian nonlinear inverse problems constrained by PDEs; (b) develops efficient approximations of the utility, namely the expected information gain; (c) employs eigenvalue sensitivity techniques to develop analytical forms and efficient evaluation methods of the gradient of the utility with respect to the uncertainties against which we wish to be robust; and (d) employs a probabilistic optimization paradigm that properly defines and efficiently solves the resulting combinatorial max-min optimization problem. The effectiveness of the proposed approach is illustrated for optimal sensor placement problem in an inverse problem governed by an elliptic PDE.

Chowdhary, Abhijit↗

Parallel Element Agglomeration Algebraic Multigrid and Upscaling Library

ParFELAG is a parallel distributed memory C++ library for numerical upscaling of finite element discretizations. It provides optimal complesity algorithms ro build multilevel hierarchies and solvers that can be used for solving a wide class of partial differential equations (elliptic, hyperbolic, saddle point problems) on general unstructured mesh (under the assumption that the topology of the agglomerated entities is correct). Additionally, a novel multilevel solver for saddle point problems with divergence constraint is implemented.

Source record↗

Parallel Element Agglomeration Algebraic Multigrid and Upscaling Library

ParFELAG is a parallel distributed memory C++ library for numerical upscaling of finite element discretizations. It provides optimal complesity algorithms ro build multilevel hierarchies and solvers that can be used for solving a wide class of partial differential equations (elliptic, hyperbolic, saddle point problems) on general unstructured mesh (under the assumption that the topology of the agglomerated entities is correct). Additionally, a novel multilevel solver for saddle point problems with divergence constraint is implemented.

Source record↗

Parallel Element Agglomeration Algebraic Multigrid and Upscaling Library

ParELAG is a parallel C++ library for numerical upscaling of finite element discretizations and element-based algebraic multigrid solvers. It provides optimal complexity algorithms to build multilevel hierarchies and solvers that can be used for solving a wide class of partial differential equations (elliptic, hyperbolic, saddle point problems) on general unstructured meshes. Additionally, a novel multilevel solver for saddle point problems with divergence constraint is implemented.

Barker, Andrew T.↗

Method of Green’s Potentials for Elliptic PDEs in Domains with Random Apertures

Problems with topological uncertainties appear in many fields ranging from nano-device engineering to the design of bridges. In many of such problems, a part of the domains boundaries is subjected to random perturbations making inefficient conventional schemes that rely on discretization of the whole domain. Here, we study elliptic PDEs in domains with boundaries comprised of a deterministic part and random apertures, and apply the method of modified potentials with Green’s kernels defined on the deterministic part of the domain. This approach allows to reduce the dimension of the original differential problem by reformulating it as a boundary integral equation posed on the random apertures only. The multilevel Monte Carlo method is then applied to this modified integral equation and its optimal ϵ -2 asymptotical complexity is shown. Finally, we provide the qualitative analysis of the proposed technique and support it with numerical results.

97 MATHEMATICS AND COMPUTING↗

Nonisothermal Free-Molecular Flow of Gas in an Elliptic Channel with a Circular Cylindrical Element Inside

The linearized problem of free-molecular gas flow in a long elliptic channel with a circular cylindrical element inside has been solved in the kinetic approximation. The flow in the channel is caused by temperature and pressure drops between its ends. The Boltzmann kinetic equation for collisionless gas has been used as a basic equation, and the boundary condition has been set in terms of the diffuse reflection model. The distribution of the mass velocity of the gas over the cross section of the channel has been obtained. The mass flow rate of the gas in the channel versus the temperature and pressure drops between its ends has been calculated. It has been found that the mass flow of the gas substantially depends on the radius of the inner cylinder.

42 ENGINEERING↗

On a Highly Nonlinear Self-Obstacle Optimal Control Problem

We consider a non-quadratic optimal control problem associated to a nonlinear elliptic variational inequality, where the obstacle is the control itself. We show that, fixed a desired profile, there exists an optimal solution which is not far from it. Detailed characterizations of the optimal solution are given, also in terms of approximating problems.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Modal analysis of the behavior of inertial particles in turbulence subjected to Stokes drag

The clustering of small heavy inertial particles subjected to Stokes drag in turbulence, which is the concern of present study, is known to be minimal at small and large Stokes number and substantial at St = $\textit{O}$(1). This nonmonotonic trend, which has been shown computationally and experimentally, is yet to be explained analytically. In this study, we obtain an analytical expression for the Lyapunov exponents that quantitatively predicts this trend. The sum of the exponents, which is the normalized rate of change of the signed volume of a small cloud of particles, is correctly predicted to be negative and positive at small and large Stokes numbers, respectively, asymptoting to $\textit{τQ}$ as $\textit{τ}$ → 0 and $τ^{–1/2}|Q|^{1/4}$ as $\textit{τ} → ∞$, where $\textit{τ}$ is the particle relaxation time and $\textit{Q(τ)}$ is the difference between the norm of the rotation- and strain-rate tensors computed along the particle trajectory, which remains negative at all $\textit{τ}$ in turbulent flows. Additionally, the trajectory crossing is predicted only in hyperbolic flows where Q < 0 for sufficiently inertial particles with a $\textit{τ}$ that scales with $|Q|^{–1/2}$. Following the onset of crossovers, a transition from clustering to dispersion is predicted correctly. We show these behaviors are not unique to three-dimensional isotropic turbulence and can be reproduced closely by a one-dimensional mono-harmonic flow, which appears as a fundamental canonical problem in the study of particle clustering. Analysis of this one-dimensional canonical flow shows that the rate of clustering, quantified as the product of the Lyapunov exponent and particle relaxation time, is bounded by –1/2, behaving with extreme nonlinearity in the hyperbolic flows and always remaining positive in the elliptic flows. Finally, this model problem also confirms that dispersion in a hyperbolic flow will occur only if particles' trajectory cross. These findings, which stem from our analysis, are corroborated by the direct numerical simulations.

42 ENGINEERING↗

Consistent dynamics of the components of an elliptically polarised wave with zero mean amplitudes in a nonlinear isotropic gyrotropic medium in the adiabatic approximation

The adiabatic approximation is used to obtain an analytical solution to a nonintegrable problem of propagation of a plane elliptically polarised light wave with zero mean amplitudes of orthogonal circularly polarised field components through an isotropic gyrotropic medium with local and nonlocal components of Kerr nonlinearity and second-order group velocity dispersion. We describe the aperiodic evolution of bound (attributable to the medium nonlinearity) paired states, which are responsible for the propagation of two orthogonal polarisation components – cnoidal waves with significantly different periods. (nonlinear optical phenomena)

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Localized harmonic characteristic basis functions for multiscale finite element methods

We solve elliptic systems of equations posed on highly heterogeneous materials. Examples of this class of problems are composite structures and geological processes. We focus on a model problem which is a second-order elliptic equation with discontinuous coefficients. These coefficients represent the conductivity of a composite material. We assume a background with a low conductivity that contains inclusions with different thermal properties. Under this scenario, we design a multiscale finite element method to efficiently approximate solutions. The method is based on an asymptotic expansion of the solution in terms of the ratio between the conductivities. The resulting method constructs (locally) finite element basis functions (one for each inclusion). These bases generate the multiscale finite element space where the approximation of the solution is computed. Numerical experiments show the good performance of the proposed methodology.

97 MATHEMATICS AND COMPUTING↗

Bayesian sparse learning with preconditioned stochastic gradient MCMC and its applications

Deep neural networks have been successfully employed in an extensive variety of research areas, including solving partial differential equations. Despite its significant success, there are some challenges in effectively training DNN, such as avoiding overfitting in over-parameterized DNNs and accelerating the optimization in DNNs with pathological curvature. Here, we propose a Bayesian type sparse deep learning algorithm. The algorithm utilizes a set of spike-and-slab priors for the parameters in the deep neural network. The hierarchical Bayesian mixture will be trained using an adaptive empirical method. That is, one will alternatively sample from the posterior using preconditioned stochastic gradient Langevin Dynamics (PSGLD), and optimize the latent variables via stochastic approximation. The sparsity of the network is achieved while optimizing the hyperparameters with adaptive searching and penalizing. A popular SG-MCMC approach is Stochastic gradient Langevin dynamics (SGLD). However, considering the complex geometry in the model parameter space in nonconvex learning, updating parameters using a universal step size in each component as in SGLD may cause slow mixing. To address this issue, we apply a computationally manageable preconditioner in the updating rule, which provides a step-size parameter to adapt to local geometric properties. Moreover, by smoothly optimizing the hyperparameter in the preconditioning matrix, our proposed algorithm ensures a decreasing bias, which is introduced by ignoring the correction term in the preconditioned SGLD. According to the existing theoretical framework, we show that the proposed algorithm can asymptotically converge to the correct distribution with a controllable bias under mild conditions. Numerical tests are performed on both synthetic regression problems and learning solutions of elliptic PDE, which demonstrate the accuracy and efficiency of the present work.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Quantum properties of non-Dirichlet boundary conditions in gravity

The Euclidean path integral for gravity is enriched by the addition of boundaries, which provide useful probes of thermodynamic properties. Common boundary conditions include Dirichlet conditions on the boundary induced metric; microcanonical conditions, which refers to fixing some components of the Brown-York boundary stress tensor; and conformal conditions, in which the conformal structure of the induced metric and the trace of the extrinsic curvature are fixed. Boundaries also present interesting problems of consistency. The Dirichlet problem is known, under various (and generally different) conditions, to be inconsistent with perturbative quantization of graviton fluctuations, to exhibit thermodynamic instability, or to require infinite fine-tuning in the presence of matter fluctuations. We extend some of these results to other boundary conditions. We find that similarly to the Dirichlet problem, the graviton fluctuation operator is not elliptic with microcanonical boundaries, and the nonelliptic modes correspond to “boundary-moving diffeomorphisms.” However, we argue that microcanonical factorization of path integrals—essentially, the insertion of microcanonical constraints on two-sided surfaces in the bulk—is not affected by the same issues of ellipticity. We also show that for a variety of matter field boundary conditions, matter fluctuations renormalize the gravitational bulk and boundary terms differently, so that the classical microcanonical or conformal variational problems are not preserved unless an infinite fine-tuning is performed.

Draper, Patrick [Univ. of Illinois at Urbana-Champ↗

Risk-averse optimal control of semilinear elliptic PDEs

In this paper, we consider the optimal control of semilinear elliptic PDEs with random inputs. These problems are often nonconvex, infinite-dimensional stochastic optimization problems for which we employ risk measures to quantify the implicit uncertainty in the objective function. In contrast to previous works in uncertainty quantification and stochastic optimization, we provide a rigorous mathematical analysis demonstrating higher solution regularity (in stochastic state space), continuity and differentiability of the control-to-state map, and existence, regularity and continuity properties of the control-to-adjoint map. Our proofs make use of existing techniques from PDE-constrained optimization as well as concepts from the theory of measurable multifunctions. We illustrate our theoretical results with two numerical examples motivated by the optimal doping of semiconductor devices.

97 MATHEMATICS AND COMPUTING↗

On the validity of the guiding-center approximation in the presence of strong magnetic gradients

The motion of a charged particle in a nonuniform straight magnetic field with a constant magnetic-field gradient is solved exactly in terms of elliptic functions. The connection between this problem and the guiding-center approximation is discussed. Here, it is shown that, for this problem, the predictions of higher-order guiding-center theory agree very well with the orbit-averaged particle motion and hold well beyond the standard guiding-center limit $\epsilon$ $\equiv$ p/L << 1, where p is the gyromotion length scale and L is the magnetic-field gradient length scale.

70 PLASMA PHYSICS AND FUSION TECHNOLOGY↗

A Least-Squares-Based Weak Galerkin Finite Element Method for Second Order Elliptic Equations

Here, in this article, we introduce a least-squares-based weak Galerkin finite element method for the second order elliptic equation. This new method is shown to provide very accurate numerical approximations for both the primal and the flux variables. In contrast to other existing least-squares finite element methods, this new method allows us to use discontinuous approximating functions on finite element partitions consisting of arbitrary polygon/polyhedron shapes. We also develop a Schur complement algorithm for the resulting discretization problem by eliminating all the unknowns that represent the solution information in the interior of each element. Optimal order error estimates for both the primal and the flux variables are established. An extensive set of numerical experiments are conducted to demonstrate the robustness, reliability, flexibility, and accuracy of the least-squares-based weak Galerkin finite element method. Finally, the numerical examples cover a wide range of applied problems, including singularly perturbed reaction-diffusion equations and the flow of fluid in porous media with strong anisotropy and heterogeneity.

nite element methods↗