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Felix Krumbiegel

Publications and source records attributed to Felix Krumbiegel.

6 recordsLinked to original sources

Conservative Three-Layer Schemes for Kirchhoff-Type Equations

We study a Kirchhoff-type nonlinear integro-differential equation in two spatial dimensions whose coefficients are allowed to depend on time, and we construct conservative discretizations in time for the associated initial--boundary value problem. We consider two symmetric three-layer schemes of Crank--Nicolson type, a locally linear one and a genuinely nonlinear one, and we show that each of them preserves a discrete analogue of the total mechanical energy of the homogeneous problem with constant coefficients. For the nonlinear scheme we establish uniform apriori bounds on the discrete solution and on its discrete velocity by working directly with the discrete energies, without invoking a nonlinear discrete Grönwall inequality, the constants still grow exponentially in the final time, and we prove local second-order convergence in time, both for the solution and for the central-difference approximation of its first time derivative. The nonlinear system arising at each time level is solved by a fixed-point iteration: given iterates at the two preceding levels that satisfy the apriori bounds, that equation has exactly one solution and the iteration converges to it at a geometric rate once the time step is small enough. Since the apriori bounds are index-local, alternating them with that one-step solver constructs the trajectory stepwise, for time-dependent coefficients as well, on the local interval on which those bounds hold. Numerical experiments, carried out in a setting in which the spatial discretization contributes no error, exhibit the conservation of the discrete invariants, confirm the second order in time and verify the geometric convergence of the fixed-point iteration.

math.NA↗

phepy: Visual benchmarks and improvements for out-of-distribution detectors

Applying machine learning to increasingly high-dimensional problems with sparse or biased training data increases the risk that a model is used on inputs outside its training domain. For such out-of-distribution (OOD) inputs, the model can no longer make valid predictions, and its error is potentially unbounded. Since testing OOD detection methods on real-world datasets is complicated, we design a benchmark for OOD detection, which includes three novel and easily-visualisable toy examples. These simple examples provide direct and intuitive insight into whether the detector is able to detect (1) linear and (2) non-linear concepts and (3) identify thin in-distribution (ID) subspaces (needles) within high-dimensional spaces (haystacks). We use our benchmark to evaluate the performance of various methods from the literature. Since tactile examples of OOD inputs may benefit OOD detection, we also review several simple methods to synthesise OOD inputs for supervised training. We introduce two improvements, $t$-poking and OOD sample weighting, to make supervised detectors more precise at the ID-OOD boundary. This is especially important when conflicts between real ID and synthetic OOD sample blur the decision boundary. Finally, we provide recommendations for constructing and applying OOD detectors in machine learning.

cs.LG↗

Enriched higher-order multiscale approaches with applications to wave propagation

We consider the numerical solution of partial differential equations with coefficients that are strongly heterogeneous in space. We provide an overview of higher-order localized orthogonal decomposition (LOD) methods for the elliptic setting, including recent advancements, and then present a generalization of the strategy to linear hyperbolic multiscale problems. We address the limitations of earlier constructions for the wave equation, which only achieve second-order convergence in space, independent of the chosen polynomial degree. Building on the methodology of enriched corrections recently developed for parabolic multiscale problems, we motivate and propose an enriched higher-order LOD method for the wave equation. The enriched corrections exhibit exponential decay and can be computed on patches. Under minimal assumptions on the coefficient and standard well-preparedness conditions on the data, we derive a priori error estimates that achieve optimal high-order convergence rates, thereby overcoming the previously observed saturation of the convergence rate. With the fifth-order Rosenbrock-Wanner (ROW) time integrator, we conduct a series of numerical examples to verify our theoretical results. We provide examples showing the optimal spatial convergence of the method including the localization errors for different polynomial orders. We also present examples showing the optimal convergence rates of the time discretization.

math.NA↗

Optimal higher-order convergence rates for parabolic multiscale problems

In this paper, we introduce a higher-order multiscale method for time-dependent problems with highly oscillatory coefficients. Building on the localized orthogonal decomposition (LOD) framework, we construct enriched correction operators to enrich the multiscale spaces, ensuring higher-order convergence without requiring assumptions on the coefficient beyond boundedness. This approach addresses the challenge of a reduction of convergence rates when applying higher-order LOD methods to time-dependent problems. Addressing a parabolic equation as a model problem, we prove the exponential decay of these enriched corrections and establish rigorous a priori error estimates. Numerical experiments confirm our theoretical results.

math.NA↗

Neural numerical homogenization based on Deep Ritz corrections

Numerical homogenization methods aim at providing appropriate coarse-scale approximations of solutions to (elliptic) partial differential equations that involve highly oscillatory coefficients. The localized orthogonal decomposition (LOD) method is an effective way of dealing with such coefficients, especially if they are non-periodic and non-smooth. It modifies classical finite element basis functions by suitable fine-scale corrections. In this paper, we make use of the structure of the LOD method, but we propose to calculate the corrections based on a Deep Ritz approach involving a parametrization of the coefficients to tackle temporal variations or uncertainties. Numerical examples for a parabolic model problem are presented to assess the performance of the approach.

math.NA↗

A Higher-Order Multiscale Method for the Wave Equation

In this paper we propose a multiscale method for the acoustic wave equation in highly oscillatory media. We use a higher-order extension of the localized orthogonal decomposition method combined with a higher-order time stepping scheme and present rigorous a-priori error estimates in the energy-induced norm. We find that in the very general setting without additional assumptions on the coefficient beyond boundedness, arbitrary orders of convergence cannot be expected but that increasing the polynomial degree may still considerably reduce the size of the error. Under additional regularity assumptions, higher orders can be obtained as well. Numerical examples are presented that confirm the theoretical results.

math.NA↗