arXiv subjects

Davide Torlo

Publications and source records attributed to Davide Torlo.

35 records · Page 2Linked to original sources

arXiv2023

A new efficient explicit Deferred Correction framework: analysis and applications to hyperbolic PDEs and adaptivity

The Deferred Correction (DeC) is an iterative procedure, characterized by increasing accuracy at each iteration, which can be used to design numerical methods for systems of ODEs. The main advantage of such framework is the automatic way of getting arbitrarily high order methods, which can be put in Runge--Kutta (RK) form. The drawback is the larger computational cost with respect to the most used RK methods. To reduce such cost, in an explicit setting, we propose an efficient modification: we introduce interpolation processes between the DeC iterations, decreasing the computational cost associated to the low order ones. We provide the Butcher tableaux of the new modified methods and we study their stability, showing that in some cases the computational advantage does not affect the stability. The flexibility of the novel modification allows nontrivial applications to PDEs and construction of adaptive methods. The good performances of the introduced methods are broadly tested on several benchmarks both in ODE and PDE contexts.

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arXiv2023

Efficient iterative arbitrary high order methods: an adaptive bridge between low and high order

We propose a new paradigm for designing efficient p-adaptive arbitrary high order methods. We consider arbitrary high order iterative schemes that gain one order of accuracy at each iteration and we modify them in order to match the accuracy achieved in a specific iteration with the discretization accuracy of the same iteration. Apart from the computational advantage, the new modified methods allow to naturally perform p-adaptivity, stopping the iterations when appropriate conditions are met. Moreover, the modification is very easy to be included in an existing implementation of an arbitrary high order iterative scheme and it does not ruin the possibility of parallelization, if this was achievable by the original method. An application to the Arbitrary DERivative (ADER) method for hyperbolic Partial Differential Equations (PDEs) is presented here. We explain how such framework can be interpreted as an arbitrary high order iterative scheme, by recasting it as a Deferred Correction (DeC) method, and how to easily modify it to obtain a more efficient formulation, in which a local a posteriori limiter can be naturally integrated leading to p-adaptivity and structure preserving properties. Finally, the novel approach is extensively tested against classical benchmarks for compressible gas dynamics to show the robustness and the computational efficiency.

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arXiv2022

Model order reduction strategies for weakly dispersive waves

We focus on the numerical modelling of water waves by means of depth averaged models. We consider in particular PDE systems which consist in a nonlinear hyperbolic model plus a linear dispersive perturbation involving an elliptic operator. We propose two strategies to construct reduced order models for these problems, with the main focus being the control of the overhead related to the inversion of the elliptic operators, as well as the robustness with respect to variations of the flow parameters. In a first approach, only a linear reduction strategies is applied only to the elliptic component, while the computations of the nonlinear fluxes are still performed explicitly. This hybrid approach, referred to as pdROM, is compared to a hyper-reduction strategy based on the empirical interpolation method to reduce also the nonlinear fluxes. We evaluate the two approaches on a variety of benchmarks involving a generalized variant of the BBM-KdV model with a variable bottom, and a one-dimensional enhanced weakly dispersive shallow water system. The results show the potential of both approaches in terms of cost reduction, with a clear advantage for the pdROM in terms of robustness, and for the EIMROM in terms of cost reduction.

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arXiv2022

A necessary condition for non oscillatory and positivity preserving time-integration schemes

Modified Patankar (MP) schemes are conservative, linear implicit and unconditionally positivity preserving time-integration schemes constructed for production-destruction systems. For such schemes, a classical stability analysis does not yield any information about the performance. Recently, two different techniques have been proposed to investigate the properties of MP schemes. In Izgin et al. [ESAIM: M2AN, 56 (2022)], inspired from dynamical systems, the Lyapunov stability properties of such schemes have been investigated, while in Torlo et al. [Appl. Numer. Math., 182 (2022)] their oscillatory behaviour has been studied. In this work, we investigate the connection between the oscillatory behaviour and the Lyapunov stability and we prove that a condition on the Lyapunov stability function is necessary to avoid oscillations. We verify our theoretical result on several numerical tests.

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arXiv2022

An Arbitrary High Order and Positivity Preserving Method for the Shallow Water Equations

In this paper, we develop and present an arbitrary high order well-balanced finite volume WENO method combined with the modified Patankar Deferred Correction (mPDeC) time integration method for the shallow water equations. Due to the positivity-preserving property of mPDeC, the resulting scheme is unconditionally positivity preserving for the water height. To apply the mPDeC approach, we have to interpret the spatial semi-discretization in terms of production-destruction systems. Only small modifications inside the classical WENO implementation are necessary and we explain how it can be done. In numerical simulations, focusing on a fifth order method, we demonstrate the good performance of the new method and verify the theoretical properties.

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arXiv2022

Issues with Positivity-Preserving Patankar-type Schemes

Patankar-type schemes are linearly implicit time integration methods designed to be unconditionally positivity-preserving. However, there are only little results on their stability or robustness. We suggest two approaches to analyze the performance and robustness of these methods. In particular, we demonstrate problematic behaviors of these methods that, even on very simple linear problems, can lead to undesired oscillations and order reduction for vanishing initial condition. Finally, we demonstrate in numerical simulations that our theoretical results for linear problems apply analogously to nonlinear stiff problems.

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arXiv2022

Spectral analysis of high order continuous FEM for hyperbolic PDEs on triangular meshes: influence of approximation, stabilization, and time-stepping

In this work we study various continuous finite element discretization for two dimensional hyperbolic partial differential equations, varying the polynomial space (Lagrangian on equispaced, Lagrangian on quadrature points (Cubature) and Bernstein), the stabilization techniques (streamline-upwind Petrov-Galerkin, continuous interior penalty, orthogonal subscale stabilization) and the time discretization (Runge-Kutta (RK), strong stability preserving RK and deferred correction). This is an extension of the one dimensional study by Michel S. et al J. Sci. Comput. (2021), whose results do not hold in multi-dimensional frameworks. The study ranks these schemes based on efficiency (most of them are mass-matrix free), stability and dispersion error, providing the best CFL and stabilization coefficients. The challenges in two-dimensions are related to the Fourier analysis. Here, we perform it on two types of periodic triangular meshes varying the angle of the advection, and we combine all the results for a general stability analysis. Furthermore, we introduce additional high order viscosity to stabilize the discontinuities, in order to show how to use these methods for tests of practical interest. All the theoretical results are thoroughly validated numerically both on linear and non-linear problems, and error-CPU time curves are provided. Our final conclusions suggest that Cubature elements combined with SSPRK and OSS stabilization is the most promising combination.

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arXiv2022

High order entropy preserving ADER scheme

In this paper, we develop a fully discrete entropy preserving ADER-Discontinuous Galerkin (ADER-DG) method. To obtain this desired result, we equip the space part of the method with entropy correction terms that balance the entropy production in space, inspired by the work of Abgrall. Whereas for the time-discretization we apply the relaxation approach introduced by Ketcheson that allows to modify the timestep to preserve the entropy to machine precision. Up to our knowledge, it is the first time that a provable fully discrete entropy preserving ADER-DG scheme is constructed. We verify our theoretical results with various numerical simulations.

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arXiv2021

Analytical travelling vortex solutions of hyperbolic equations for validating very high order schemes

Testing the order of accuracy of (very) high order methods for shallow water (and Euler) equations is a delicate operation and the test cases are the crucial starting point of this operation. We provide a short derivation of vortex-like analytical solutions in 2 dimensions for the shallow water equations (and, hence, Euler equations) that can be used to test the order of accuracy of numerical methods. These solutions have different smoothness in their derivatives (up to $\mathcal C^\infty$) and can be used accordingly to the order of accuracy of the scheme to test.

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arXiv2021

Some preliminary results on a high order asymptotic preserving computationally explicit kinetic scheme

In this short paper, we intend to describe one way to construct arbitrarily high order kinetic schemes on regular meshes. The method can be arbitrarily high order in space and time, run at least CFL one, is asymptotic preserving and computationally explicit, i.e., the computational costs are of the same order of a fully explicit scheme. We also introduce a non linear stability method that enables to simulate problems with discontinuities, and it does not kill the accuracy for smooth regular solutions.

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arXiv2021

Relaxation Deferred Correction Methods and their Applications to Residual Distribution Schemes

In [1] is proposed a simplified DeC method, that, when combined with the residual distribution (RD) framework, allows to construct a high order, explicit FE scheme with continuous approximation avoiding the inversion of the mass matrix for hyperbolic problems. In this paper, we close some open gaps in the context of deferred correction (DeC) and their application within the RD framework. First, we demonstrate the connection between the DeC schemes and the RK methods. With this knowledge, DeC can be rewritten as a convex combination of explicit Euler steps, showing the connection to the strong stability preserving (SSP) framework. Then, we can apply the relaxation approach introduced in [2] and construct entropy conservative/dissipative DeC (RDeC) methods, using the entropy correction function proposed in [3]. [1] R. Abgrall. High order schemes for hyperbolic problems using globally continuous approximation and avoiding mass matrices. Journal of Scientific Computing, 73(2):461--494, Dec 2017. [2] D. Ketcheson. Relaxation Runge--Kutta methods: Conservation and stability for inner-product norms. SIAM Journal on Numerical Analysis, 57(6):2850--2870, 2019. [3] R. Abgrall. A general framework to construct schemes satisfying additional conservation relations. application to entropy conservative and entropy dissipative schemes. Journal of Computational Physics, 372:640--666, 2018.

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arXiv2021

Spectral analysis of continuous FEM for hyperbolic PDEs: influence of approximation, stabilization, and time-stepping

We study continuous finite element dicretizations for one dimensional hyperbolic partial differential equations. The main contribution of the paper is to provide a fully discrete spectral analysis, which is used to suggest optimal values of the CFL number and of the stabilization parameters involved in different types of stabilization operators. In particular, we analyze the streamline-upwind Petrov-Galerkin (SUPG) stabilization technique, the continuous interior penalty (CIP) stabilization method and the local projection stabilization (LPS). Three different choices for the continuous finite element space are compared: Bernstein polynomials, Lagrangian polynomials on equispaced nodes, and Lagrangian polynomials on Gauss-Lobatto cubature nodes. For the last choice, we only consider inexact quadrature based on the formulas corresponding to the degrees of freedom of the element, which allows to obtain a fully diagonal mass matrix. We also compare different time stepping strategies, namely Runge-Kutta (RK), strong stability preserving RK (SSPRK) and deferred correction time integration methods. The latter allows to alleviate the computational cost as the mass matrix inversion is replaced by the high order correction iterations. To understand the effects of these choices, both time-continuous and fully discrete Fourier analysis are performed. These allow to compare all the different combinations in terms of accuracy and stability, as well as to provide suggestions for optimal values discretization parameters involved. The results are thoroughly verified numerically both on linear and non-linear problems, and error-CPU time curves are provided. Our final conclusions suggest that cubature elements combined with SSPRK and CIP or LPS stabilization are the most promising combinations.

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arXiv2021

DeC and ADER: Similarities, Differences and a Unified Framework

In this paper, we demonstrate that the explicit ADER approach as it is used inter alia in [1] can be seen as a special interpretation of the deferred correction (DeC) method as introduced in [2]. By using this fact, we are able to embed ADER in a theoretical background of time integration schemes and prove the relation between the accuracy order and the number of iterations which are needed to reach the desired order. Next, we extend our investigation to stiff ODEs, treating these source terms implicitly. Some differences in the interpretation and implementation can be found. Using DeC yields typically a much simpler implementation, while ADER benefits from a higher accuracy, at least for our numerical simulations. Then, we also focus on the PDE case and present common space-time discretizations using DeC and ADER in closed forms. Finally, in the numerical section we investigate A-stability for the ADER approach - this is done for the first time up to our knowledge - for different order using several basis functions and compare them with the DeC ansatz. Then, we compare the performance of ADER and DeC for stiff and non-stiff ODEs and verify our analysis focusing on two basic hyperbolic problems. [1] O. Zanotti, F. Fambri, M. Dumbser, and A. Hidalgo. Space-time adaptive ader discontinuous galerkin finite element schemes with a posteriori sub-cell finite volume limiting. Computers & Fluids, 118:204-224, 2015. [2] A. Dutt, L. Greengard, and V. Rokhlin. Spectral Deferred Correction Methods for Ordinary Differential Equations. BIT Numerical Mathematics, 40(2):241-266, 2000.

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arXiv2020

Model Reduction for Advection Dominated Hyperbolic Problems in an ALE Framework: Offline and Online Phases

Model order reduction (MOR) techniques have always struggled in compressing information for advection dominated problems. Their linear nature does not allow to accelerate the slow decay of the Kolmogorov $N$--width of these problems. In the last years, new nonlinear algorithms obtained smaller reduced spaces. In these works only the offline phase of these algorithms was shown. In this work, we study MOR algorithms for unsteady parametric advection dominated hyperbolic problems, giving a complete offline and online description and showing the time saving in the online phase. We propose an arbitrary Lagrangian--Eulerian approach that modifies both the offline and online phases of the MOR process. This allows to calibrate the advected features on the same position and to strongly compress the reduced spaces. The basic MOR algorithms used are the classical Greedy, EIM and POD, while the calibration map is learned through polynomial regression and artificial neural networks. In the performed simulations we show how the new algorithm defeats the classical method on many equations with nonlinear fluxes and with different boundary conditions. Finally, we compare the results obtained with different calibration maps.

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arXiv2019

Arbitrary high-order, conservative and positive preserving Patankar-type deferred correction schemes

Production-destruction systems (PDS) of ordinary differential equations (ODEs) are used to describe physical and biological reactions in nature. The considered quantities are subject to natural laws. Therefore, they preserve positivity and conservation of mass at the analytical level. In order to maintain these properties at the discrete level, the so-called modified Patankar-Runge-Kutta (MPRK) schemes are often used in this context. However, up to our knowledge, the family of MPRK has been only developed up to third order of accuracy. In this work, we propose a method to solve PDS problems, but using the Deferred Correction (DeC) process as a time integration method. Applying the modified Patankar approach to the DeC scheme results in provable conservative and positivity preserving methods. Furthermore, we demonstrate that these modified Patankar DeC schemes can be constructed up to arbitrarily high order. Finally, we validate our theoretical analysis through numerical simulations.

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arXiv2018

Asymptotic preserving Deferred Correction Residual Distribution schemes

This work aims to extend the residual distribution (RD) framework to stiff relaxation problems. The RD is a class of schemes which is used to solve hyperbolic system of partial differential equations. Up to our knowledge, it was used only for systems with mild source terms, such as gravitation problems or shallow water equations. What we propose is an IMEX (implicit--explicit) version of the residual distribution schemes, that can resolve stiff source terms, without refining the discretization up to the stiffness scale. This can be particularly useful in various models, where the stiffness is given by topological or physical quantities, e.g. multiphase flows, kinetic models, viscoelasticity problems. Moreover, the provided scheme is able to catch different relaxation scales automatically, without losing accuracy. The scheme is asymptotic preserving and this guarantees that in the relaxation limit, we recast the expected macroscopic behaviour. To get a high order accuracy, we use an IMEX time discretization combined with a Deferred Correction (DeC) procedure, while naturally RD provides high order space discretization. Finally, we show some numerical tests in 1D and 2D for stiff systems of equations.

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arXiv2018

Stabilized weighted reduced basis methods for parametrized advection dominated problems with random inputs

In this work, we propose viable and efficient strategies for stabilized parametrized advection dominated problems, with random inputs. In particular, we investigate the combination of wRB (weighted reduced basis) method for stochastic parametrized problems with stabilized reduced basis method, which is the integration of classical stabilization methods (SUPG, in our case) in the Offline--Online structure of the RB method. Moreover, we introduce a reduction method that selectively enables online stabilization; this leads to a sensible reduction of computational costs, while keeping a very good accuracy with respect to high fidelity solutions. We present numerical test cases to assess the performance of the proposed methods in steady and unsteady problems related to heat transfer phenomena.

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