arXiv subjects

Max Gunzburger

Publications and source records attributed to Max Gunzburger.

At least 37 records · Page 2Linked to original sources

arXiv2019

Piecewise polynomial approximation of probability density functions with application to uncertainty quantification for stochastic PDEs

The probability density function (PDF) associated with a given set of samples is approximated by a piecewise-linear polynomial constructed with respect to a binning of the sample space. The kernel functions are a compactly supported basis for the space of such polynomials, i.e. finite element hat functions, that are centered at the bin nodes rather than at the samples, as is the case for the standard kernel density estimation approach. This feature naturally provides an approximation that is scalable with respect to the sample size. On the other hand, unlike other strategies that use a finite element approach, the proposed approximation does not require the solution of a linear system. In addition, a simple rule that relates the bin size to the sample size eliminates the need for bandwidth selection procedures. The proposed density estimator has unitary integral, does not require a constraint to enforce positivity, and is consistent. The proposed approach is validated through numerical examples in which samples are drawn from known PDFs. The approach is also used to determine approximations of (unknown) PDFs associated with outputs of interest that depend on the solution of a stochastic partial differential equation.

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arXiv2019

Exponential Time Differencing for the Tracer Equations Appearing in Primitive Equation Ocean Models

The tracer equations are part of the primitive equations used in ocean modeling and describe the transport of tracers, such as temperature, salinity or chemicals, in the ocean. Depending on the number of tracers considered, several equations may be added to and coupled to the dynamics system. In many relevant situations, the time-step requirements of explicit methods imposed by the transport and mixing in the vertical direction are more restrictive than those for the horizontal, and this may cause the need to use very small time steps if a fully explicit method is employed. To overcome this issue, we propose an exponential time differencing (ETD) solver where the vertical terms (transport and diffusion) are treated with a matrix exponential, whereas the horizontal terms are dealt with in an explicit way. We investigate numerically the computational speed-ups that can be obtained over other semi-implicit methods, and we analyze the advantages of the method in the case of multiple tracers.

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arXiv2019

Affine approximation of parametrized kernels and model order reduction for nonlocal and fractional Laplace models

We consider parametrized problems driven by spatially nonlocal integral operators with parameter-dependent kernels. In particular, kernels with varying nonlocal interaction radius $δ> 0$ and fractional Laplace kernels, parametrized by the fractional power $s\in(0,1)$, are studied. In order to provide an efficient and reliable approximation of the solution for different values of the parameters, we develop the reduced basis method as a parametric model order reduction approach. Major difficulties arise since the kernels are not affine in the parameters, singular, and discontinuous. Moreover, the spatial regularity of the solutions depends on the varying fractional power $s$. To address this, we derive regularity and differentiability results with respect to $δ$ and $s$, which are of independent interest for other applications such as optimization and parameter identification. We then use these results to construct affine approximations of the kernels by local polynomials. Finally, we certify the method by providing reliable a posteriori error estimators, which account for all approximation errors, and support the theoretical findings by numerical experiments.

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arXiv2019

Exponential time differencing for mimetic multilayer ocean models

A framework for exponential time discretization of the multilayer rotating shallow water equations is developed in combination with a mimetic discretization in space. The method is based on a combination of existing exponential time differencing (ETD) methods and a careful choice of approximate Jacobians. The discrete Hamiltonian structure and conservation properties of the model are taken into account, in order to ensure stability of the method for large time steps and simulation horizons. In the case of many layers, further efficiency can be gained by a layer reduction which is based on the vertical structure of fast and slow modes. Numerical experiments on the example of a mid-latitude regional ocean model confirm long term stability for time steps increased by an order of magnitude over the explicit CFL, while maintaining accuracy for key statistical quantities.

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arXiv2018

Sharp convergence rates of time discretization for stochastic time-fractional PDEs subject to additive space-time white noise

The stochastic time-fractional equation $\partial_t ψ-Δ\partial_t^{1-α} ψ= f + \dot W$ with space-time white noise $\dot W$ is discretized in time by a backward-Euler convolution quadrature for which the sharp-order error estimate \[ {\mathbb E}\|ψ(\cdot,t_n)-ψ_n\|_{L^2(\mathcal{O})}^2=O(τ^{1-αd/2}) \] is established for $α\in(0,2/d)$, where $d$ denotes the spatial dimension, $ψ_n$ the approximate solution at the $n^{\rm th}$ time step, and $\mathbb{E}$ the expectation operator. In particular, the result indicates optimal convergence rates of numerical solutions for both stochastic subdiffusion and diffusion-wave problems in one spatial dimension. Numerical examples are presented to illustrate the theoretical analysis.

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arXiv2018

A Localized Reduced-Order Modeling Approach for PDEs with Bifurcating Solutions

Reduced-order modeling (ROM) commonly refers to the construction, based on a few solutions (referred to as snapshots) of an expensive discretized partial differential equation (PDE), and the subsequent application of low-dimensional discretizations of partial differential equations (PDEs) that can be used to more efficiently treat problems in control and optimization, uncertainty quantification, and other settings that require multiple approximate PDE solutions. In this work, a ROM is developed and tested for the treatment of nonlinear PDEs whose solutions bifurcate as input parameter values change. In such cases, the parameter domain can be subdivided into subregions, each of which corresponds to a different branch of solutions. Popular ROM approaches such as proper orthogonal decomposition (POD), results in a global low-dimensional basis that does no respect not take advantage of the often large differences in the PDE solutions corresponding to different subregions. Instead, in the new method, the k-means algorithm is used to cluster snapshots so that within cluster snapshots are similar to each other and are dissimilar to those in other clusters. This is followed by the construction of local POD bases, one for each cluster. The method also can detect which cluster a new parameter point belongs to, after which the local basis corresponding to that cluster is used to determine a ROM approximation. Numerical experiments show the effectiveness of the method both for problems for which bifurcation cause continuous and discontinuous changes in the solution of the PDE.

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arXiv2018

Survey of multifidelity methods in uncertainty propagation, inference, and optimization

In many situations across computational science and engineering, multiple computational models are available that describe a system of interest. These different models have varying evaluation costs and varying fidelities. Typically, a computationally expensive high-fidelity model describes the system with the accuracy required by the current application at hand, while lower-fidelity models are less accurate but computationally cheaper than the high-fidelity model. Outer-loop applications, such as optimization, inference, and uncertainty quantification, require multiple model evaluations at many different inputs, which often leads to computational demands that exceed available resources if only the high-fidelity model is used. This work surveys multifidelity methods that accelerate the solution of outer-loop applications by combining high-fidelity and low-fidelity model evaluations, where the low-fidelity evaluations arise from an explicit low-fidelity model (e.g., a simplified physics approximation, a reduced model, a data-fit surrogate, etc.) that approximates the same output quantity as the high-fidelity model. The overall premise of these multifidelity methods is that low-fidelity models are leveraged for speedup while the high-fidelity model is kept in the loop to establish accuracy and/or convergence guarantees. We categorize multifidelity methods according to three classes of strategies: adaptation, fusion, and filtering. The paper reviews multifidelity methods in the outer-loop contexts of uncertainty propagation, inference, and optimization.

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arXiv2018

Regularity and approximation analyses of nonlocal variational equality and inequality problems

We consider linear and obstacle problems driven by a nonlocal integral operator, for which nonlocal interactions are restricted to a ball of finite radius. These type of operators are used to model anomalous diffusion and, for a special choice of the integral kernels, reduce to the fractional Laplace operator on a bounded domain. By means of a nonlocal vector calculus we recast the problems in a weak form, leading to corresponding nonlocal variational equality and inequality problems. We prove optimal regularity results for both problems, including a higher regularity of the solution and the Lagrange multiplier. Based on the regularity results, we analyze the convergence of finite element approximations for a linear problem and illustrate the theoretical findings by numerical results.

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arXiv2018

An Optimally Convergent Coupling Approach for Interface Problems Approximated with Higher-Order Finite Elements

In this paper, we present a new numerical method for determining the numerical solution of interface problems to optimal accuracy with respect to the polynomial order of the Lagrangian finite element space on polytopial meshes. We introduce the notion of a virtual interface, and on this virtual interface we enforce that "extended" interface conditions are satisfied in the sense of a Dirichlet--Neumann coupling. The virtual interface framework serves to bypass geometric variational crimes incurred by the classical finite element method. Further, this approach does not require that the geometric interfaces are spatially matching. Our analysis indicates that this approach is well--posed and optimally convergent in $H^1$. Numerical experiments indicate that optimal $H^1$ and $L^2$ convergence is achieved.

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arXiv2018

Optimally accurate higher-order finite element methods on polytopial approximations of domains with smooth boundaries

Meshing of geometric domains having curved boundaries by affine simplices produces a polytopial approximation of those domains. The resulting error in the representation of the domain limits the accuracy of finite element methods based on such meshes. On the other hand, the simplicity of affine meshes makes them a desirable modeling tool in many applications. In this paper, we develop and analyze higher-order accurate finite element methods that remain stable and optimally accurate on polytopial approximations of domains with smooth boundaries. This is achieved by constraining a judiciously chosen extension of the finite element solution on the polytopial domain to weakly match the prescribed boundary condition on the true geometric boundary. We provide numerical examples that highlight key properties of the new method and that illustrate the optimal $H^1$ and $L^2$-norm convergence rates.

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arXiv2018

Fast Spherical Centroidal Voronoi Mesh Generation: A Lloyd-preconditioned LBFGS Method in Parallel

Centroidal Voronoi tessellation (CVT)-based mesh generation is a very effective technique for creating high-quality Voronoi meshes and their dual Delaunay triangulations that often play a crucial role in applications, including ocean and atmospheric simulations using finite volume schemes. In the next generation climate models, the spacing scales change dramatically across the whole sphere and require ultra-high resolution and smooth transitions from coarse to fine grid regions. Thus fast and robust spherical CVT (SCVT) meshing algorithms become highly desirable. In this paper, we first propose a Lloyd-preconditioned limited-memory BFGS method for constructing SCVTs that is also applicable to the construction of CVTs of general domains. This method is then parallelized based on overlapping domain decomposition, enabling excellent scalability on distributed systems. Results of several computational experiments show that the new method could incur computational time costs one order of magnitude smaller compared with some existing methods for generating large-scale highly variable-resolution meshes, while also providing significantly improvements in mesh quality.

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arXiv2018

Research and Education in Computational Science and Engineering

Over the past two decades the field of computational science and engineering (CSE) has penetrated both basic and applied research in academia, industry, and laboratories to advance discovery, optimize systems, support decision-makers, and educate the scientific and engineering workforce. Informed by centuries of theory and experiment, CSE performs computational experiments to answer questions that neither theory nor experiment alone is equipped to answer. CSE provides scientists and engineers of all persuasions with algorithmic inventions and software systems that transcend disciplines and scales. Carried on a wave of digital technology, CSE brings the power of parallelism to bear on troves of data. Mathematics-based advanced computing has become a prevalent means of discovery and innovation in essentially all areas of science, engineering, technology, and society; and the CSE community is at the core of this transformation. However, a combination of disruptive developments---including the architectural complexity of extreme-scale computing, the data revolution that engulfs the planet, and the specialization required to follow the applications to new frontiers---is redefining the scope and reach of the CSE endeavor. This report describes the rapid expansion of CSE and the challenges to sustaining its bold advances. The report also presents strategies and directions for CSE research and education for the next decade.

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arXiv2017

An improved discrete least-squares/reduced-basis method for parameterized elliptic PDEs

It is shown that the computational efficiency of the discrete least-squares (DLS) approximation of solutions of stochastic elliptic PDEs is improved by incorporating a reduced-basis method into the DLS framework. The goal is to recover the entire solution map from the parameter space to the finite element space. To this end, first, a reduced-basis solution using a weak greedy algorithm is constructed, then a DLS approximation is determined by evaluating the reduced-basis approximation instead of the full finite element approximation. The main advantage of the new approach is that one only need apply the DLS operator to the coefficients of the reduced-basis expansion, resulting in huge savings in both the storage of the DLS coefficients and the online cost of evaluating the DLS approximation. In addition, the recently developed quasi-optimal polynomial space is also adopted in the new approach, resulting in superior convergence rates for a wider class of problems than previous analyzed. Numerical experiments are provided that illustrate the theoretical results.

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arXiv2017

Convergence of finite element solutions of stochastic partial integro-differential equations driven by white noise

Numerical approximation of a stochastic partial integro-differential equation driven by a space- time white noise is studied by truncating a series representation of the noise, with finite element method for spatial discretization and convolution quadrature for time discretization. Sharp-order convergence of the numerical solutions is proved up to a logarithmic factor. Numerical examples are provided to support the theoretical analysis.

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arXiv2017

A Leray regularized ensemble-proper orthogonal decomposition method for parameterized convection-dominated flows

Partial differential equations (PDEs) are often dependent on input quantities which are inherently uncertain. To quantify this uncertainty, these PDEs must be solved over a large ensemble of parameters. Even for a single realization this can a computationally intensive process. In the case of flows governed by the Navier-Stokes equations, an efficient method has been devised for computing an ensemble of solutions. To further reduce the computational cost of this method, an ensemble proper orthogonal decomposition (POD) method was recently proposed. The main contribution of this work is the introduction of POD spatial filtering for ensemble-POD methods. The POD spatial filter makes possible the construction of the Leray ensemble-POD model, which is a regularized reduced order model for the numerical simulation of convection-dominated flows. The Leray ensemble-POD model employs the POD spatial filter to smooth (regularize) the convection term in the Navier-Stokes equations and greatly diminishes the numerical inaccuracies produced by the ensemble-POD method in the numerical simulation of convection-dominated flows. Specifically, for the numerical simulation of a convection-dominated two-dimensional flow between two offset cylinders, we show that the Leray ensemble-POD method yields accurate results, whereas the ensemble-POD is highly inaccurate. The second contribution of this work is a new numerical discretization of the variable viscosity ensemble algorithm in which the average viscosity is replaced with the maximum viscosity. It is shown that this new numerical discretization is significantly more stable than those in current use. Furthermore, error estimates for the novel Leray ensemble-POD algorithm with this new numerical discretization are also proven.

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arXiv2017

A Coupling Approach for Linear Elasticity Problems with Spatially Noncoincident Interfaces

We present a new formulation based on the classical Dirichlet-Neumann formulation for interface coupling problems in linearized elasticity. By using Taylor series expansions, we derive a new set of interface conditions that allow our formulation to pass the linear consistency test. In addition, we propose an iterative method to determine the solution of our formulation. We demonstrate in our numerical results that we may achieve the desired piecewise linear finite element error bounds for both nonoverlapping domain decomposition problems as well as for interface coupling problems where the Lamé parameters of the structures differ.

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arXiv2017

A higher-order ensemble/proper orthogonal decomposition method for the nonstationary Navier-Stokes equations

Partial differential equations (PDE) often involve parameters, such as viscosity or density. An analysis of the PDE may involve considering a large range of parameter values, as occurs in uncertainty quantification, control and optimization, inference, and several statistical techniques. The solution for even a single case may be quite expensive; whereas parallel computing may be applied, this reduces the total elapsed time but not the total computational effort. In the case of flows governed by the Navier-Stokes equations, a method has been devised for computing an ensemble of solutions. Recently, a reduced-order model derived from a proper orthogonal decomposition (POD) approach was incorporated into a first-order accurate in time version of the ensemble algorithm. In this work, we expand on that work by incorporating the POD reduced order model into a second-order accurate ensemble algorithm. Stability and convergence results for this method are updated to account for the POD/ROM approach. Numerical experiments illustrate the accuracy and efficiency of the new approach.

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arXiv2017

A second-order time-stepping scheme for simulating ensembles of parameterized flow problems

We consider settings for which one needs to perform multiple flow simulations based on the Navier-Stokes equations, each having different values for the physical parameters and/or different initial condition data, boundary conditions data, and/or forcing functions. For such settings, we propose a second-order time accurate ensemble-based method that to simulate the whole set of solutions, requires, at each time step, the solution of only a single linear system with multiple right-hand-side vectors. Rigorous analyses are given proving the conditional stability and error estimates for the proposed algorithm. Numerical experiments are provided that illustrate the analyses.

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