arXiv subjects

Shixiao W. Jiang

Publications and source records attributed to Shixiao W. Jiang.

9 recordsLinked to original sources

arXiv2025

Generalized Moving Least-Squares Methods for Solving Vector-valued PDEs on Unknown Manifolds

In this paper, we extend the Generalized Moving Least-Squares (GMLS) method in two different ways to solve the vector-valued PDEs on unknown smooth 2D manifolds without boundaries embedded in $\mathbb{R}^{3}$, identified with randomly sampled point cloud data. The two approaches are referred to as the intrinsic method and the extrinsic method. For the intrinsic method which relies on local approximations of metric tensors, we simplify the formula of Laplacians and covariant derivatives acting on vector fields at the base point by calculating them in a local Monge coordinate system. On the other hand, the extrinsic method formulates tangential derivatives on a submanifold as the projection of the directional derivative in the ambient Euclidean space onto the tangent space of the submanifold. One challenge of this method is that the discretization of vector Laplacians yields a matrix whose size relies on the ambient dimension. To overcome this issue, we reduce the dimension of vector Laplacian matrices by employing a coordinate transformation. The complexity of both methods scales well with the dimension of manifolds rather than the ambient dimension. We also present supporting numerical examples, including eigenvalue problems, linear Poisson equations, and nonlinear Burgers' equations, to examine the numerical accuracy of proposed methods on various smooth manifolds.

math.NA↗

arXiv2024

Solving PDEs on Unknown Manifolds with Machine Learning

This paper proposes a mesh-free computational framework and machine learning theory for solving elliptic PDEs on unknown manifolds, identified with point clouds, based on diffusion maps (DM) and deep learning. The PDE solver is formulated as a supervised learning task to solve a least-squares regression problem that imposes an algebraic equation approximating a PDE (and boundary conditions if applicable). This algebraic equation involves a graph-Laplacian type matrix obtained via DM asymptotic expansion, which is a consistent estimator of second-order elliptic differential operators. The resulting numerical method is to solve a highly non-convex empirical risk minimization problem subjected to a solution from a hypothesis space of neural networks (NNs). In a well-posed elliptic PDE setting, when the hypothesis space consists of neural networks with either infinite width or depth, we show that the global minimizer of the empirical loss function is a consistent solution in the limit of large training data. When the hypothesis space is a two-layer neural network, we show that for a sufficiently large width, gradient descent can identify a global minimizer of the empirical loss function. Supporting numerical examples demonstrate the convergence of the solutions, ranging from simple manifolds with low and high co-dimensions, to rough surfaces with and without boundaries. We also show that the proposed NN solver can robustly generalize the PDE solution on new data points with generalization errors that are almost identical to the training errors, superseding a Nystrom-based interpolation method.

math.NA↗

arXiv2023

Generalized Finite Difference Method on unknown manifolds

In this paper, we extend the Generalized Finite Difference Method (GFDM) on unknown compact submanifolds of the Euclidean domain, identified by randomly sampled data that (almost surely) lie on the interior of the manifolds. Theoretically, we formalize GFDM by exploiting a representation of smooth functions on the manifolds with Taylor's expansions of polynomials defined on the tangent bundles. We illustrate the approach by approximating the Laplace-Beltrami operator, where a stable approximation is achieved by a combination of Generalized Moving Least-Squares algorithm and novel linear programming that relaxes the diagonal-dominant constraint for the estimator to allow for a feasible solution even when higher-order polynomials are employed. We establish the theoretical convergence of GFDM in solving Poisson PDEs and numerically demonstrate the accuracy on simple smooth manifolds of low and moderate high co-dimensions as well as unknown 2D surfaces. For the Dirichlet Poisson problem where no data points on the boundaries are available, we employ GFDM with the volume-constraint approach that imposes the boundary conditions on data points close to the boundary. When the location of the boundary is unknown, we introduce a novel technique to detect points close to the boundary without needing to estimate the distance of the sampled data points to the boundary. We demonstrate the effectiveness of the volume-constraint employed by imposing the boundary conditions on the data points detected by this new technique compared to imposing the boundary conditions on all points within a certain distance from the boundary, where the latter is sensitive to the choice of truncation distance and require the knowledge of the boundary location.

math.NA↗

arXiv2021

Ghost Point Diffusion Maps for solving elliptic PDE's on Manifolds with Classical Boundary Conditions

In this paper, we extend the class of kernel methods, the so-called diffusion maps (DM), and its local kernel variants, to approximate second-order differential operators defined on smooth manifolds with boundaries that naturally arise in elliptic PDE models. To achieve this goal, we introduce the Ghost Point Diffusion Maps (GPDM) estimator on an extended manifold, identified by the set of point clouds on the unknown original manifold together with a set of ghost points, specified along the estimated tangential direction at the sampled points at the boundary. The resulting GPDM estimator restricts the standard DM matrix to a set of extrapolation equations that estimates the function values at the ghost points. This adjustment is analogous to the classical ghost point method in finite-difference scheme for solving PDEs on flat domain. As opposed to the classical DM which diverges near the boundary, the proposed GPDM estimator converges pointwise even near the boundary. Applying the consistent GPDM estimator to solve the well-posed elliptic PDEs with classical boundary conditions (Dirichlet, Neumann, and Robin), we establish the convergence of the approximate solution under appropriate smoothness assumptions. We numerically validate the proposed mesh-free PDE solver on various problems defined on simple sub-manifolds embedded in Euclidean spaces as well as on an unknown manifold. Numerically, we also found that the GPDM is more accurate compared to DM in solving elliptic eigenvalue problems on bounded smooth manifolds.

math.NA↗

arXiv2020

Machine Learning for Prediction with Missing Dynamics

This article presents a general framework for recovering missing dynamical systems using available data and machine learning techniques. The proposed framework reformulates the prediction problem as a supervised learning problem to approximate a map that takes the memories of the resolved and identifiable unresolved variables to the missing components in the resolved dynamics. We demonstrate the effectiveness of the proposed framework with a theoretical guarantee of a path-wise convergence of the resolved variables up to finite time and numerical tests on prototypical models in various scientific domains. These include the 57-mode barotropic stress models with multiscale interactions that mimic the blocked and unblocked patterns observed in the atmosphere, the nonlinear Schrödinger equation which found many applications in physics such as optics and Bose-Einstein-Condense, the Kuramoto-Sivashinsky equation which spatiotemporal chaotic pattern formation models trapped ion mode in plasma and phase dynamics in reaction-diffusion systems. While many machine learning techniques can be used to validate the proposed framework, we found that recurrent neural networks outperform kernel regression methods in terms of recovering the trajectory of the resolved components and the equilibrium one-point and two-point statistics. This superb performance suggests that recurrent neural networks are an effective tool for recovering the missing dynamics that involves approximation of high-dimensional functions.

math.NA↗

arXiv2020

Modeling of Missing Dynamical Systems: Deriving Parametric Models using a Nonparametric Framework

In this paper, we consider modeling missing dynamics with a nonparametric non-Markovian model, constructed using the theory of kernel embedding of conditional distributions on appropriate Reproducing Kernel Hilbert Spaces (RKHS), equipped with orthonormal basis functions. Depending on the choice of the basis functions, the resulting closure model from this nonparametric modeling formulation is in the form of parametric model. This suggests that the success of various parametric modeling approaches that were proposed in various domains of applications can be understood through the RKHS representations. When the missing dynamical terms evolve faster than the relevant observable of interest, the proposed approach is consistent with the effective dynamics derived from the classical averaging theory. In the linear Gaussian case without the time-scale gap, we will show that the proposed non-Markovian model with a very long memory yields an accurate estimation of the nontrivial autocovariance function for the relevant variable of the full dynamics. Supporting numerical results on instructive nonlinear dynamics show that the proposed approach is able to replicate high-dimensional missing dynamical terms on problems with and without the separation of temporal scales.

stat.ME↗

arXiv2019

Asymmetric behavior of surface waves induced by an underlying interfacial wave

We develop a weakly nonlinear model to study the spatiotemporal manifestation and the dynamical behavior of surface waves in the presence of an underlying interfacial solitary wave in a two-layer fluid system. We show that interfacial solitary-wave solutions of this model can capture the ubiquitous broadening of large-amplitude internal waves in the ocean. In addition, the model is capable of capturing three asymmetric behaviors of surface waves: (i) Surface waves become short in wavelength at the leading edge and long at the trailing edge of an underlying interfacial solitary wave. (ii) Surface waves propagate towards the trailing edge with a relatively small group velocity, and towards the leading edge with a relatively large group velocity. (iii) Surface waves become high in amplitude at the leading edge and low at the trailing edge. These asymmetric behaviors can be well quantified in the theoretical framework of ray-based theories. Our model is relatively easily tractable both theoretically and numerically, thus facilitating the understanding of the surface signature of the observed internal waves.

nlin.PS↗

arXiv2019

Parameter estimation with data-driven nonparametric likelihood functions

In this paper, we consider a surrogate modeling approach using a data-driven nonparametric likelihood function constructed on a manifold on which the data lie (or to which they are close). The proposed method represents the likelihood function using a spectral expansion formulation known as the kernel embedding of the conditional distribution. To respect the geometry of the data, we employ this spectral expansion using a set of data-driven basis functions obtained from the diffusion maps algorithm. The theoretical error estimate suggests that the error bound of the approximate data-driven likelihood function is independent of the variance of the basis functions, which allows us to determine the amount of training data for accurate likelihood function estimations. Supporting numerical results to demonstrate the robustness of the data-driven likelihood functions for parameter estimation are given on instructive examples involving stochastic and deterministic differential equations. When the dimension of the data manifold is strictly less than the dimension of the ambient space, we found that the proposed approach (which does not require the knowledge of the data manifold) is superior compared to likelihood functions constructed using standard parametric basis functions defined on the ambient coordinates. In an example where the data manifold is not smooth and unknown, the proposed method is more robust compared to an existing polynomial chaos surrogate model which assumes a parametric likelihood, the non-intrusive spectral projection.

physics.data-an↗

arXiv2019

Modulation-resonance mechanism for surface waves in a two-layer fluid system

We propose a Boussinesq-type model to study the surface/interfacial wave manifestation of an underlying, slowly-varying, long-wavelength, baroclinic flow in a two-layer, density-stratified system. The results of our model show numerically that, under strong nonlinearity, surface waves, with their typical wavenumber being the resonant $k_{\mathrm{res}}$, can be generated locally at the leading edge of the underlying slowly-varying, long-wavelength baroclinic flow. Here, the resonant $k_{\mathrm{res}}$ satisfies the class 3 triad resonance condition among two short-mode waves and one long-mode wave in which all waves propagate in the same direction. Moreover, when the slope of the baroclinic flow is sufficiently small, only one spatially-localized large-amplitude surface wave packet can be generated at the leading edge. This localized surface wave packet becomes high in amplitude and large in group velocity after the interaction with its surrounding waves. These results are qualitatively consistent with various experimental observations including resonant surface waves at the leading edge of an internal wave. Subsequently, we propose a mechanism, referred to as the modulation-resonance mechanism, underlying these surface phenomena, based on our numerical simulations. The proposed modulation-resonance mechanism combines the linear modulation (ray-based) theory for the spatiotemporal asymmetric behavior of surface waves and the nonlinear class 3 triad resonance theory for the energy focusing of surface waves around the resonant wavenumber $k_{\mathrm{res}}$ in Fourier space.

physics.flu-dyn↗