arXiv subjects

Juan Galvis

Publications and source records attributed to Juan Galvis.

At least 19 recordsLinked to original sources

arXiv2026

Meshfree GMsFEM-based exponential integration for multiscale 3D advection-diffusion problems

In this work, we extend the meshfree generalized multiscale exponential integration framework introduced in Nikiforov et al. (2025) to the simulation of three-dimensional advection--diffusion problems in heterogeneous and high-contrast media. The proposed approach combines meshfree generalized multiscale finite element methods (GMsFEM) for spatial discretization with exponential integration techniques for time advancement, enabling stable and efficient computations in the presence of stiffness induced by multiscale coefficients and transport effects. We introduce new constructions of multiscale basis functions that incorporate advection either at the snapshot level or within the local spectral problems, improving the approximation properties of the coarse space in advection-dominated regimes. The extension to three-dimensional settings poses additional computational and methodological challenges, including increased complexity in basis construction, higher-dimensional coarse representations, and stronger stiffness effects, which we address within the proposed framework. A series of numerical experiments in three-dimensional domains demonstrates the viability of the method, showing that it preserves accuracy while allowing for significantly larger time steps compared to standard time discretizations. The results highlight the robustness and efficiency of the proposed approach for large-scale multiscale simulations in complex heterogeneous media.

math.NA↗

arXiv2024

Meshfree Generalized Multiscale Exponential Integration Method for Parabolic Problems

This paper considers flow problems in multiscale heterogeneous porous media. The multiscale nature of the modeled process significantly complicates numerical simulations due to the need to compute huge and ill-conditioned sparse matrices, which negatively affect both the computational cost and the stability of the numerical solution. We propose a novel combined approach of the meshfree Generalized Multiscale Finite Element Method (MFGMsFEM) and exponential time integration for solving such problems. MFGMsFEM provides a robust and efficient spatial approximation, allowing us to consider complex heterogeneities without constructing a coarse computational grid. At the same time, exponential integration, using the cost-effective MFGMsFEM matrix, provides a robust temporal approximation for stiff multiscale problems, allowing larger time steps. For the proposed multiscale approach, we provide a rigorous convergence analysis, including the new analysis of the MFGMsFEM spatial approximation. We conduct numerical experiments to computationally verify the proposed approach by solving linear and semi-linear flow problems in multiscale media. Numerical results demonstrate that the proposed multiscale method achieves significant reductions in computational cost and improved stability, even with larger time steps, confirming the theoretical analysis.

math.NA↗

arXiv2024

A second-order exponential integration constraint energy minimizing generalized multiscale method for parabolic problems

This paper investigates an efficient exponential integrator generalized multiscale finite element method for solving a class of time-evolving partial differential equations in bounded domains. The proposed method first performs the spatial discretization of the model problem using constraint energy minimizing generalized multiscale finite element method (CEM-GMsFEM). This approach consists of two stages. First, the auxiliary space is constructed by solving local spectral problems, where the basis functions corresponding to small eigenvalues are captured. The multiscale basis functions are obtained in the second stage using the auxiliary space by solving local energy minimization problems over the oversampling domains. The basis functions have exponential decay outside the corresponding local oversampling regions. We shall consider the first and second-order explicit exponential Runge-Kutta approach for temporal discretization and to build a fully discrete numerical solution. The exponential integration strategy for the time variable allows us to take full advantage of the CEM-GMsFEM as it enables larger time steps due to its stability properties. We derive the error estimates in the energy norm under the regularity assumption. Finally, we will provide some numerical experiments to sustain the efficiency of the proposed method.

math.NA↗

arXiv2024

Generalized multiscale finite element method for a nonlinear elastic strain-limiting Cosserat model

For nonlinear Cosserat elasticity, we consider multiscale methods in this paper. In particular, we explore the generalized multiscale finite element method (GMsFEM) to solve an isotropic Cosserat problem with strain-limiting property (ensuring bounded linearized strains even under high stresses). Such strain-limiting Cosserat model can find potential applications in solids and biological fibers. However, Cosserat media with naturally rotational degrees of freedom, nonlinear constitutive relations, high contrast, and heterogeneities may produce challenging multiscale characteristics in the solution, and upscaling by multiscale methods is necessary. Therefore, we utilize the offline and residual-based online (adaptive or uniform) GMsFEM in this context while handling the nonlinearity by Picard iteration. Through various two-dimensional experiments (for perforated, composite, and stochastically heterogeneous media with small and big strain-limiting parameters), our numerical results show the approaches' convergence, efficiency, and robustness. In addition, these results demonstrate that such approaches provide good accuracy, the online GMsFEM gives more accurate solutions than the offline one, and the online adaptive strategy has similar accuracy to the uniform one but with fewer degrees of freedom.

math.NA↗

arXiv2023

Higher order derivatives of the adjugate matrix and the Jordan form

In this short note, we show that the higher-order derivatives of the adjugate matrix $\mbox{Adj}(z-A)$, are related to the nilpotent matrices and projections in the Jordan decomposition of the matrix $A$. These relations appear as a factorization of the derivative of the adjugate matrix as a product of factors related to the eigenvalues, nilpotent matrices and projectors. The novel relations are obtained using the Riesz projector and functional calculus. The results presented here can be considered to be a generalization of Thompson and McEnteggert's theorem relating the adjugate matrix to the orthogonal projection on the eigenspace of simple eigenvalues for symmetric matrices. They can also be seen as a complement to some earlier results by B. Parisse, M. Vaughan that relate derivatives of the adjugate matrix to the invariant subspaces associated with an eigenvalue. Our results can also be interpreted as a general eigenvector-eigenvalue identity. Many previous works have dealt with relations between the projectors on the eigenspaces and the derivatives of the adjugate matrix with the characteristic spaces but it seems that there is no explicit mention in the literature of the factorization of the higher-order derivatives of the adjugate matrix as a matrix multiplication involving nilpotent and projector matrices, which appear in the Jordan decomposition theorem.

math.FA↗

arXiv2023

Robust domain decomposition methods for high-contrast multiscale problems on irregular domains with virtual element discretizations

Our research focuses on the development of domain decomposition preconditioners tailored for second-order elliptic partial differential equations. Our approach addresses two major challenges simultaneously: i) effectively handling coefficients with high-contrast and multiscale properties, and ii) accommodating irregular domains in the original problem, the coarse mesh, and the subdomain partition. The robustness of our preconditioners is crucial for real-world applications, such as the efficient and accurate modeling of subsurface flow in porous media and other important domains. The core of our method lies in the construction of a suitable partition of unity functions and coarse spaces utilizing local spectral information. Leveraging these components, we implement a two-level additive Schwarz preconditioner. We demonstrate that the condition number of the preconditioned systems is bounded with a bound that is independent of the contrast. Our claims are further substantiated through selected numerical experiments, which confirm the robustness of our preconditioners.

math.NA↗

arXiv2023

On condition numbers of symmetric and nonsymmetric domain decomposition methods

Using oblique projections and angles between subspaces we write condition number estimates for abstract nonsymmetric domain decomposition methods. In particular, we consider a restricted additive method for the Poisson equation and write a bound for the condition number of the preconditioned operator. We also obtain the non-negativity of the preconditioned operator. Condition number estimates are not enough for the convergence of iterative methods such as GMRES but these bounds may lead to further understanding of nonsymmetric domain decomposition methods.

math.NA↗

arXiv2022

Mathematical modelling of proton migration in Earth mantle

In the study, we address the mathematical problem of proton migration in the Earth's mantle and suggest a prototype for exploring the Earth's interior to map the effects of superionic proton conduction. The problem can be mathematically solved by deriving the self-consistent electromagnetic field potential U(x,t) and then reconstructing the distribution function f(x, v, t). Reducing the Vlasov-Maxwell system of equations to non-linear sh-Gordon hyperbolic and transport equations, the propagation of a non-linear wavefront within the domain, and transport of the boundary conditions in the form of a non-linear wave are examined. By computing a 3D model and through Fourier-analysis, the spatial and electrical characteristics of potential U(x, t) are investigated. The numerical results are compared to the Fourier transformed quantities of the potential (V) obtained through field observations of the electric potential (Kuznetsov method). The non-stationary solutions for the forced oscillation of a two-component system, and therefore, the oscillatory strengths of two types of charged particles can be usefully addressed by the proposed mathematical model. Moreover, the model, along with data analysis of the electric potential observations and probabilistic seismic hazard maps, can be used to develop an advanced seismic risk metric.

physics.geo-ph↗

arXiv2022

Finite difference and finite element methods for partial differential equations on fractals

In this paper, we present numerical procedures to compute solutions of partial differential equations posed on fractals. In particular, we consider the strong form of the equation using standard graph Laplacian matrices and also weak forms of the equation derived using standard length or area measure on a discrete approximation of the fractal set. We then introduce a numerical procedure to normalize the obtained diffusions, that is, a way to compute the renormalization constant needed in the definitions of the actual partial differential equation on the fractal set. A particular case that is studied in detail is the solution of the Dirichlet problem in the Sierpinski triangle. Other examples are also presented including a non-planar Hata tree.

math.NA↗

arXiv2021

Natural Factor Based Solvers

We consider parametric families of partial differential equations--PDEs where the parameter $κ$ modifies only the (1,1) block of a saddle point matrix product of a discretization below. The main goal is to develop an algorithm that removes, as much as possible, the dependence of iterative solvers on the parameter $κ$. The algorithm we propose requires only one matrix factorization which does not depend on $κ$, therefore, allows to reuse it for solving very fast a large number of discrete PDEs for different $κ$ and forcing terms. The design of the proposed algorithm is motivated by previous works on natural factor of formulation of the stiffness matrices and their stable numerical solvers. As an application, in two dimensions, we consider an iterative preconditioned solver based on the null space of Crouzeix-Raviart discrete gradient represented as the discrete curl of $P_1$ conforming finite element functions. For the numerical examples, we consider the case of random coefficient pressure equation where the permeability is modeled by an stochastic process. We note that contrarily from recycling Krylov subspace techniques, the proposed algorithm does not require fixed forcing terms.

math.NA↗

arXiv2020

Fast multiscale contrast independent preconditioners for linear elastic topology optimization problems

The goal of this work is to present a fast and viable approach for the numerical solution of the high-contrast state problems arising in topology optimization. The optimization process is iterative, and the gradients are obtained by an adjoint analysis, which requires the numerical solution of large high-contrast linear elastic problems with features spanning several length scales. The size of the discretized problems forces the utilization of iterative linear solvers with solution time dependant on the quality of the preconditioner. The lack of clear separation between the scales, as well as the high-contrast, imposes severe challenges on the standard preconditioning techniques. Thus, here we propose new methods for the high-contrast elasticity equation with performance independent of the high-contrast and the multi-scale structure of the elasticity problem. The solvers are based on two-levels domain decomposition techniques with a carefully constructed coarse level to deal with the high-contrast and multi-scale nature of the problem. The construction utilizes spectral equivalence between scalar diffusion and each displacement block of the elasticity problems and, in contrast to previous solutions proposed in the literature, is able to select the appropriate dimension of the coarse space automatically. The new methods inherit the advantages of domain decomposition techniques, such as easy parallelization and scalability. The presented numerical experiments demonstrate the excellent performance of the proposed methods.

math.NA↗

arXiv2020

On the conservation properties in multiple scale coupling and simulation for Darcy flow with hyperbolic-transport in complex flows

We present and discuss a novel approach to deal with conservation properties for the simulation of nonlinear complex porous media flows in the presence of: 1) multiscale heterogeneity structures appearing in the elliptic-pressure-velocity and in the rock geology model, and 2) multiscale wave structures resulting from shock waves and rarefaction interactions from the nonlinear hyperbolic-transport model. For the pressure-velocity Darcy flow problem, we revisit a recent high-order and volumetric residual-based Lagrange multipliers saddle point problem to impose local mass conservation on convex polygons. We clarify and improve conservation properties on applications.For the hyperbolic-transport problem we introduce a newlocally conservative Lagrangian-Eulerian finite volume method. For the purpose of this work, we recast our method within the Crandall and Majda treatment of the stability and convergence properties of conservation-form, monotone difference, in which the scheme converges to the physical weak solution satisfying the entropy condition. This multiscale coupling approach was applied to several nontrivial examples to show that we are computing qualitatively correct reference solutions. We combine these procedures for the simulation of the fundamental two-phase flow problem with high-contrast multiscale porous medium, but recalling state-of-the-art paradigms on the of notion of solution in related multiscale applications. This is a first step to deal with out-of-reach multiscale systems with traditional techniques. We provide robust numerical examples for verifying the theory and illustrating the capabilities of the approach being presented.

math.NA↗

arXiv2019

Numerical upscaling of the free boundary dam problem in multiscale high-contrast media

In this paper, we address the numerical homogenization approximation of a free-boundary dam problem posed in a heterogeneous media. More precisely, we propose a generalized multiscale finite element (GMsFEM) method for the heterogeneous dam problem. The motivation of using the GMsFEM approach comes from the multiscale nature of the porous media due to its high-contrast permeability. Thus, although we can classically formulate the free-boundary dam problem as in the homogeneous case, a very high resolution will be needed by a standard finite element approximation in order to obtain realistic results that recover the multiscale nature. First, we introduce a fictitious time variable which motivates a suitable time discretization that can be understood as a fixed point iteration to the steady state solution, and we use a duality method to deal with the involved multivalued nonlinear terms. Next, we compute efficient approximations of the pressure and the saturation by using the GMfsFEM method and we can identify the free boundary. More precisely, the GMsGEM method provides numerical results that capture the behavior of the solution due to the variations of the coefficient at the fine-resolution, by just solving linear systems with size proportional to the number of coarse blocks of a coarse-grid (that does not need to be adapted to the variations of the coefficient). Finally, we present illustrative numerical results to validate the proposed methodology.

math.NA↗

arXiv2019

A convergence analysis of Generalized Multiscale Finite Element Methods

In this paper, we consider an approximation method, and a novel general analysis, for second-order elliptic differential equations with heterogeneous multiscale coefficients. We obtain convergence of the Generalized Multi-scale Finite Element Method (GMsFEM) method that uses local eigenvectors in its construction. The analysis presented here can be extended, without great difficulty, to more sophisticated GMsFEMs. For concreteness, the obtained error estimates generalize and simplify the convergence analysis of [J. Comput. Phys. 230 (2011), 937-955]. The GMsFEM method construct basis functions that are obtained by multiplication of (approximation of) local eigenvectors by partition of unity functions. Only important eigenvectors are used in the construction. The error estimates are general and are written in terms of the eigenvalues of the eigenvectors not used in the construction. The error analysis involve local and global norms that measure the decay of the expansion of the solution in terms of local eigenvectors. Numerical experiments are carried out to verify the feasibility of the approach with respect to the convergence and stability properties of the analysis in view of the good scientific computing practice.

math.NA↗

arXiv2018

On polar actions invariant solutions of semilinear equations on manifolds

In this paper we put together some tools from differential topology and analysis in order to study second order semi-linear partial differential equations on a Riemannian manifold $M$. We look for solutions that are constants along orbits of a given group action. Using some results obtained by Helgason in [J DIFFER GEOM,6(3), 411-419] we are able to write a (reduced) second order semi-linear problem on a submanifold $Σ$. This submanifold is, in certain sense, transversal to the orbits of the group actions and its existence is assumed. We describe precise conditions on the Riemannian Manifold $M$ and the submanifold $Σ$ in order to be able to write the reduced equation on $Σ$. These conditions are satisfied by several particular cases including some examples treated separately in the literature such as the sphere, surfaces of revolution and others. Our framework also includes the setup of polar actions or exponential coordinates. Using this procedure, we are left with a second order semi-linear equation posed on a submanifold. In particular, if the submanifold $Σ$ is one-dimensional, we can use suitable tools from analysis to obtain existence and properties of solutions.

math.DG↗

arXiv2017

On overlapping domain decomposition methods for high-contrast multiscale problems

We review some important ideas in the design and analysis of robust overlapping domain decomposition algorithms for high-contrast multiscale problems and propose a domain decomposition method better performance in terms of the number of iterations. The main novelty of our approaches is the construction of coarse spaces, which are computed using spectral information of local bilinear forms. We present several approaches to incorporate the spectral information into the coarse problem in order to obtain minimal coarse space dimension. We show that using these coarse spaces, we can obtain a domain decomposition preconditioner with the condition number independent of contrast and small scales. To minimize further the number of iterations until convergence, we use this minimal dimensional coarse spaces in a construction combining them with large overlap local problems that take advantage of the possibility of localizing global fields orthogonal to the coarse space. We obtain a condition number close to 1 for the new method. We discuss possible drawbacks and further extensions.

math.NA↗

arXiv2017

A Monte Carlo approach to computing stiffness matrices arising in polynomial chaos approximations

We use a Monte Carlo method to assemble finite element matrices for polynomial Chaos approximations of elliptic equations with random coefficients. In this approach, all required expectations are approximated by a Monte Carlo method. The resulting methodology requires dealing with sparse block-diagonal matrices instead of block-full matrices. This leads to the solution of a coupled system of elliptic equations where the coupling is given by a Kronecker product matrix involving polynomial evaluation matrices. This generalizes the Classical Monte Carlo approximation and Collocation method for approximating functionals of solutions of these equations.

math.NA↗

arXiv2017

On high-order conservative finite element methods

A new high-order conservative finite element method for Darcy flow is presented. The key ingredient in the formulation is a volumetric, residual-based, based on Lagrange multipliers in order to impose conservation of mass that does not involve any mesh dependent parameters. We obtain a method with high-order convergence properties with locally conservative fluxes. Furthermore, our approach can be straightforwardly extended to three dimensions. It is also applicable to highly heterogeneous problems where high-order approximation is preferred.

math.NA↗