arXiv subjects

Katharina Kormann

Publications and source records attributed to Katharina Kormann.

39 records · Page 3Linked to original sources

arXiv2016

Error Control for Exponential Integration of the Master Equation

Error estimates for the numerical solution of the master equation are presented. Estimates are based on adjoint methods. We find that a good estimate can often be computed without spending computational effort on a dual problem. Estimates are applicable to both settings with time-independent, and time-dependent propensity functions. The Finite State Projection algorithm reduces the dimensionality of the problem and time propagation is based on an Arnoldi exponential integrator, which in the time-dependent setting is combined with a Magnus method. Local error estimates are devised for the truncation of both the Magnus expansion and the Krylov subspace in the Arnoldi algorithm. An issue with existing methods is that error estimates for truncation of the state space depend on measuring a loss of probability mass in a way that is not usually compatible with the approximation of the exponential. We suggest an alternative error estimate that is compatible with a Krylov approximation to the matrix exponential. Finally, we apply the new error estimates to develop an adaptive simulation algorithm. Numerical examples demonstrate the benefits of the approach.

math.NA↗

arXiv2014

A semi-Lagrangian Vlasov solver in tensor train format

In this article, we derive a semi-Lagrangian scheme for the solution of the Vlasov equation represented as a low-parametric tensor. Grid-based methods for the Vlasov equation have been shown to give accurate results but their use has mostly been limited to simulations in two dimensional phase space due to extensive memory requirements in higher dimensions. Compression of the solution via high-order singular value decomposition can help in reducing the storage requirements and the tensor train (TT) format provides efficient basic linear algebra routines for low-rank representations of tensors. In this paper, we develop interpolation formulas for a semi-Lagrangian solver in TT format. In order to efficiently implement the method, we propose a compression of the matrix representing the interpolation step and an efficient implementation of the Hadamard product. We show numerical simulations for standard test cases in two, four and six dimensional phase space. Depending on the test case, the memory requirements reduce by a factor $10^2-10^3$ in four and a factor $10^5-10^6$ in six dimensions compared to the full-grid method.

math.NA↗

arXiv2014

Stable difference methods for block-oriented adaptive grids

In this paper, we present a block-oriented scheme for adaptive mesh refinement based on summation-by-parts (SBP) finite difference methods and simultaneous-approximation-term (SAT) interface treatment. Since the order of accuracy at SBP-SAT grid interfaces is lower compared to that of the interior stencils, we strive at using the interior stencils across block-boundaries whenever possible. We devise a stable treatment of SBP-FD junction points, i.e. points where interfaces with different boundary treatment meet. This leads to stable discretizations for more flexible grid configurations within the SBP-SAT framework, with a reduced number of SBP-SAT interfaces. Both first and second derivatives are considered in the analysis. Even though the stencil order is locally reduced close to numerical interfaces and corner points, numerical simulations show that the locally reduced accuracy does not severely reduce the accuracy of the time propagated numerical solution. Moreover, we explain how to organize the grid and how to automatically adapt the mesh, aiming at problems of many variables. Examples of adaptive grids are demonstrated for the simulation of the time-dependent Schrödinger equation and for the advection equation.

math.NA↗