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David I. Ketcheson

Publications and source records attributed to David I. Ketcheson.

At least 19 recordsLinked to original sources

Compartmental epidemiological models with infection-driven immune escape

We propose and study a compartmental epidemiological model that incorporates both waning immunity and mutation-driven immune escape into a single-strain framework. The model, termed SIRCm, extends the SIRC (Susceptible-Infected-Recovered-Cross-immune) model, in which recovered individuals pass through an intermediate cross-immune class before returning to full susceptibility. In SIRCm, both the rate of immune waning and the rate of immune escape are amplified by a feedback function tied to the current level of infection. We study two formulations of this feedback, a transmission-driven model, in which mutation opportunities arise at the point of new infection, and a prevalence-driven model, in which they arise in proportion to the infected population alone. For both models and any feedback strength, we prove existence of an endemic equilibrium using persistence theory, and characterize its behavior analytically in the weak and strong-feedback limits, recovering the SIRC and SIS models, respectively, as limiting cases. Unlike the SIRC model, we show that the SIRCm endemic equilibrium is unstable in certain parameter regimes. This leads to novel behavior, even in the absence of seasonal forcing.

math.DS↗

Asymptotic-Preserving Exponential Integrators applied to the Hyperbolic Korteweg-de Vries System

We study the application of exponential time integration methods, coupled with Fourier pseudospectral space discretization, to the hyperbolic Korteweg-de Vries (KdVH) system. We investigate the asymptotic preserving (AP) properties of such discretizations, showing that, in general, Lawson methods are not asymptotic preserving, because the auxiliary (derivative-approximating) variables do not satisfy the limit equilibrium manifold, whereas exponential time differencing (ETD) methods are AP for all components, including both the solution variable and the auxiliary variables. We also present an efficient numerical implementation based on an exact formula for the matrix exponential of this system, and compare it with previously-proposed ImEx Runge-Kutta time integration, showing that exponential methods can be competitive in this context.

math.NA↗

High-order mass- and energy-conserving methods for the nonlinear Schrödinger equation and its hyperbolization

We propose a class of numerical methods for the nonlinear Schrödinger (NLS) equation that conserves mass and energy, is of arbitrarily high-order accuracy in space and time, and requires only the solution of a scalar algebraic equation per time step. We show that some existing spatial discretizations, including the popular Fourier spectral method, are in fact energy-conserving if one considers the appropriate form of the energy density. We develop a new relaxation-type approach for conserving multiple nonlinear functionals that is more efficient and robust for the NLS equation compared to the existing multiple-relaxation approach. The accuracy and efficiency of the new schemes is demonstrated on test problems for both the focusing and defocusing NLS.

math.NA↗

Conserving mass, momentum, and energy for the Benjamin-Bona-Mahony, Korteweg-de Vries, and nonlinear Schrödinger equations

We propose and study a class of arbitrarily high-order numerical discretizations that preserve multiple invariants and are essentially explicit (they do not require the solution of any large systems of algebraic equations). In space, we use Fourier Galerkin methods, while in time we use a combination of orthogonal projection and relaxation. We prove and numerically demonstrate the conservation properties of the method by applying it to the Benjamin-Bona-Mahony, Korteweg-de Vries, and nonlinear Schrödinger (NLS) PDEs as well as a hyperbolic approximation of NLS. For each of these equations, the proposed schemes conserve mass, momentum, and energy up to numerical precision. We show that this conservation leads to reduced growth of numerical errors for long-term simulations.

math.NA↗

Adaptive, efficient, and scalable water wave modeling with dispersive hyperbolic systems

Accurate modeling of tsunamis (such as those generated by landslides) requires capturing both wave dispersion in the deep ocean and wave breaking near the shore. The shallow water equations are often preferred for working with tsunamis, but neglect dispersion and may be inaccurate in scenarios where dispersive effects are significant. In this work, we develop an approach that seeks to incorporate the best aspects of both hyperbolic and dispersive models by combining either of two hyperbolic reformulations of the Serre-Green-Naghdi equations away from the shore with the non-dispersive shallow water equations near the shore. The model is discretized and implemented within the GeoClaw software, and incorporates adaptive mesh refinement as well as shared-memory parallelism. We validate it through comparison with benchmarks and real tsunami data. The results and performance compare favorably with the existing dispersive water wave solvers, including a speedup of about 2x relative to GeoClaw's existing dispersive solver for a large-scale tsunami simulation.

physics.flu-dyn↗

Solitary wave formation in the compressible Euler equations

We study the behavior of perturbations in a compressible one-dimensional inviscid gas with an ambient state consisting of constant pressure and periodically-varying density. We show through asymptotic analysis that long-wavelength perturbations approximately obey a system of dispersive nonlinear wave equations. Computational experiments demonstrate that solutions of the 1D Euler equations agree well with this dispersive model, with solutions consisting mainly of solitary waves. Shock formation seems to be avoided for moderate-amplitude initial data, while shock formation occurs for larger initial data. We investigate the threshold for transition between these behaviors, validating a previously-proposed criterion based on further computational experiments. These results support the existence of large-time non-breaking solutions to the 1D compressible Euler equations, as hypothesized in previous works.

math.AP↗

Homogenized Equations for Isentropic Gas in a Pipe with Periodically-Varying Cross-Section

We analyze the behavior of an isentropic gas in a narrow pipe with periodically-varying cross-sectional area. Using multiple-scale perturbation theory, we derive homogenized effective equations, which take the form of a constant-coefficient system of evolution equations, including dispersive higher-order derivative terms. We provide an approximate Riemann solver for the variable-cross-section isentropic gas equations, and compare numerical solutions of the original system with those of the homogenized system. We observe that the resulting solutions take the form of solitary waves, rather than shock waves, under fairly general conditions.

math.AP↗

Efficient High-order Mass-conserving and Energy-balancing Schemes for Schrödinger-Poisson Equations

We study relaxation-based approaches for conserving mass and energy in the numerical solution of Schrödinger-Poisson (SP) type systems. Relaxation-based methods offer a general approach that can be applied as post-time step processing to achieve conservation with any time-stepping scheme. Here we study two types of relaxation techniques applied to implicit-explicit Runge-Kutta schemes, with Fourier collocation in space. We also study SP equations with time-varying coefficients (which appear naturally in cosmology) where energy is not conserved but satisfies a balance equation. We show that the fully-discrete system conserves both mass and energy (or satisfies the balance equation in case of time-varying coefficients), up to rounding errors. The effectiveness of these methods is demonstrated via numerical examples, including a three-dimensional cosmological simulation.

physics.comp-ph↗

Asymptotic-preserving and energy-conserving methods for a hyperbolic approximation of the BBM equation

We study the hyperbolic approximation of the Benjamin-Bona-Mahony (BBM) equation proposed recently by Gavrilyuk and Shyue (2022). We develop asymptotic-preserving numerical methods using implicit-explicit (additive) Runge-Kutta methods that are implicit in the stiff linear part. The new discretization of the hyperbolization conserves important invariants converging to invariants of the BBM equation. We use the entropy relaxation approach to make the fully discrete schemes energy-preserving. Numerical experiments demonstrate the effectiveness of these discretizations.

math.NA↗

Traveling-wave solutions and structure-preserving numerical methods for a hyperbolic approximation of the Korteweg-de Vries equation

We study the recently-proposed hyperbolic approximation of the Korteweg-de Vries equation (KdV). We show that this approximation, which we call KdVH, possesses a rich variety of solutions, including solitary wave solutions that approximate KdV solitons, as well as other solitary and periodic solutions that are related to higher-order water wave models, and may include singularities. We analyze a class of implicit-explicit Runge-Kutta time discretizations for KdVH that are asymptotic preserving, energy conserving, and can be applied to other hyperbolized systems. We also develop structure-preserving spatial discretizations based on summation-by-parts operators in space including finite difference, discontinuous Galerkin, and Fourier methods. We use the entropy relaxation approach to make the fully discrete schemes energy-preserving. Numerical experiments demonstrate the effectiveness of these discretizations.

math.NA↗

A Hyperbolic Approximation of the Nonlinear Schrödinger Equation

We study a first-order hyperbolic approximation of the nonlinear Schrödinger (NLS) equation. We show that the system is strictly hyperbolic and possesses a modified Hamiltonian structure, along with at least three conserved quantities that approximate those of NLS. We provide families of explicit standing-wave solutions to the hyperbolic system, which are shown to converge uniformly to ground-state solutions of NLS in the relaxation limit. The system is formally equivalent to NLS in the relaxation limit, and we develop asymptotic preserving discretizations that tend to a consistent discretization of NLS in that limit, while also conserving mass. Examples for both the focusing and defocusing regimes demonstrate that the numerical discretization provides an accurate approximation of the NLS solution.

math.AP↗

A dispersive effective equation for transverse propagation of planar shallow water waves over periodic bathymetry

We study the behavior of shallow water waves propagating over bathymetry that varies periodically in one direction and is constant in the other. Plane waves traveling along the constant direction are known to evolve into solitary waves, due to an effective dispersion. We apply multiple-scale perturbation theory to derive an effective constant-coefficient system of equations, showing that the transversely-averaged wave approximately satisfies a Boussinesq-type equation, while the lateral variation in the wave is related to certain integral functions of the bathymetry. Thus the homogenized equations not only accurately describe these waves but also predict their full two-dimensional shape in some detail. Numerical experiments confirm the good agreement between the effective equations and the variable-bathymetry shallow water equations.

math.AP↗

Approximation of arbitrarily high-order PDEs by first-order hyperbolic relaxation

We present a framework for constructing a first-order hyperbolic system whose solution approximates that of a desired higher-order evolution equation. Constructions of this kind have received increasing interest in recent years, and are potentially useful as either analytical or computational tools for understanding the corresponding higher-order equation. We perform a systematic analysis of a family of linear model equations and show that for each member of this family there is a stable hyperbolic approximation whose solution converges to that of the model equation in a certain limit. We then show through several examples that this approach can be applied successfully to a very wide range of nonlinear PDEs of practical interest.

math.AP↗

A multiscale model for weakly nonlinear shallow water waves over periodic bathymetry

We study the behavior of shallow water waves over periodically-varying bathymetry, based on the first-order hyperbolic Saint-Venant equations. Although solutions of this system are known to generally exhibit wave breaking, numerical experiments suggest a different behavior in the presence of periodic bathymetry. Starting from the first-order variable-coefficient hyperbolic system, we apply a multiple-scale perturbation approach in order to derive a system of constant-coefficient high-order partial differential equations whose solution approximates that of the original system. The high-order system turns out to be dispersive and exhibits solitary-wave formation, in close agreement with direct numerical simulations of the original system. We show that the constant-coefficient homogenized system can be used to study the properties of solitary waves and to conduct efficient numerical simulations.

math.AP↗

Pseudo-Energy-Preserving Explicit Runge-Kutta Methods

Using a recent characterization of energy-preserving B-series, we derive the explicit conditions on the coefficients of a Runge-Kutta method that ensure energy preservation (for Hamiltonian systems) up to a given order in the step size, which we refer to as the pseudo-energy-preserving (PEP) order. We study explicit Runge-Kutta methods with PEP order higher than their classical order. We provide examples of such methods up to PEP order six, and test them on Hamiltonian ODE and PDE systems. We find that these methods behave similarly to exactly energy-conservative methods over moderate time intervals and exhibit significantly smaller errors, relative to other Runge-Kutta methods of the same order, for moderately long-time simulations.

math.NA↗

Order conditions for Runge--Kutta-like methods with solution-dependent coefficients

In recent years, many positivity-preserving schemes for initial value problems have been constructed by modifying a Runge--Kutta (RK) method by weighting the right-hand side of the system of differential equations with solution-dependent factors. These include the classes of modified Patankar--Runge--Kutta (MPRK) and Geometric Conservative (GeCo) methods. Compared to traditional RK methods, the analysis of accuracy and stability of these methods is more complicated. In this work, we provide a comprehensive and unifying theory of order conditions for such RK-like methods, which differ from original RK schemes in that their coefficients are solution-dependent. The resulting order conditions are themselves solution-dependent and obtained using the theory of NB-series, and thus, can easily be read off from labeled N-trees. We present for the first time order conditions for MPRK and GeCo schemes of arbitrary order; For MPRK schemes, the order conditions are given implicitly in terms of the stages. From these results, we recover as particular cases all known order conditions from the literature for first- and second-order GeCo as well as first-, second- and third-order MPRK methods. Additionally, we derive sufficient and necessary conditions in an explicit form for 3rd and 4th order GeCo schemes as well as 4th order MPRK methods. We also present a new 4th order MPRK method within this framework and numerically confirm its convergence rate.

math.NA↗

A Comparative Study of Iterative Riemann Solvers for the Shallow Water and Euler Equations

The Riemann problem for first-order hyperbolic systems of partial differential equations is of fundamental importance for both theoretical and numerical purposes. Many approximate solvers have been developed for such systems; exact solution algorithms have received less attention because computation of the exact solution typically requires iterative solution of algebraic equations. Iterative algorithms may be less computationally efficient or might fail to converge in some cases. We investigate the achievable efficiency of robust iterative Riemann solvers for relatively simple systems, focusing on the shallow water and Euler equations. We consider a range of initial guesses and iterative schemes applied to an ensemble of test Riemann problems. For the shallow water equations, we find that Newton's method with a simple modification converges quickly and reliably. For the Euler equations we obtain similar results; however, when the required precision is high, a combination of Ostrowski and Newton iterations converges faster. These solvers are slower than standard approximate solvers like Roe and HLLE, but come within a factor of two in speed. We also provide a preliminary comparison of the accuracy of a finite volume discretization using an exact solver versus standard approximate solvers.

math.NA↗

Explicit Runge Kutta Methods that Alleviate Order Reduction

Explicit Runge--Kutta (RK) methods are susceptible to a reduction in the observed order of convergence when applied to initial-boundary value problem with time-dependent boundary conditions. We study conditions on explicit RK methods that guarantee high-order convergence for linear problems; we refer to these conditions as weak stage order conditions. We prove a general relationship between the method's order, weak stage order, and number of stages. We derive explicit RK methods with high weak stage order and demonstrate, through numerical tests, that they avoid the order reduction phenomenon up to any order for linear problems and up to order three for nonlinear problems.

math.NA↗