arXiv subjects
Publications and source records attributed to Xiangxiong Zhang.
We construct a monotone continuous $Q^1$ finite element method on the uniform mesh for the anisotropic diffusion problem with a diagonally dominant diffusion coefficient matrix. The monotonicity implies the discrete maximum principle. Convergence of the new scheme is rigorously proven. On quadrilateral meshes, the matrix coefficient conditions translate into specific mesh constraints.
It is well known since 1960s that by exploring the tensor product structure of the discrete Laplacian on Cartesian meshes, one can develop a simple direct Poisson solver with an $\mathcal O(N^{\frac{d+1}d})$ complexity in d-dimension, where N is the number of the total unknowns. The GPU acceleration of numerically solving PDEs has been explored successfully around fifteen years ago and become more and more popular in the past decade, driven by significant advancement in both hardware and software technologies, especially in the recent few years. We present in this paper a simple but extremely fast MATLAB implementation on a modern GPU, which can be easily reproduced, for solving 3D Poisson type equations using a spectral-element method. In particular, it costs less than one second on a Nvidia A100 for solving a Poisson equation with one billion degree of freedoms. We also present applications of this fast solver to solve a linear (time-independent) Schrödinger equation and a nonlinear (time-dependent) Cahn-Hilliard equation.
We study some dyadic models for incompressible magnetohydrodynamics and Navier-Stokes equation. The existence of fixed point and stability of the fixed point are established. The scaling law of Kolmogorov's dissipation wavenumber arises from heuristic analysis. In addition, a time-dependent determining wavenumber is shown to exist; moreover, the time average of the determining wavenumber is proved to be bounded above by Kolmogorov's dissipation wavenumber. Additionally, based on the knowledge of the fixed point and stability of the fixed point, numerical simulations are performed to illustrate the energy spectrum in the inertial range below Kolmogorov's dissipation wavenumber.
For time-dependent PDEs, the numerical schemes can be rendered bound-preserving without losing conservation and accuracy, by a post processing procedure of solving a constrained minimization in each time step. Such a constrained optimization can be formulated as a nonsmooth convex minimization, which can be efficiently solved by first order optimization methods, if using the optimal algorithm parameters. By analyzing the asymptotic linear convergence rate of the generalized Douglas-Rachford splitting method, optimal algorithm parameters can be approximately expressed as a simple function of the number of out-of-bounds cells. We demonstrate the efficiency of this simple choice of algorithm parameters by applying such a limiter to cell averages of a discontinuous Galerkin scheme solving phase field equations for 3D demanding problems. Numerical tests on a sophisticated 3D Cahn-Hilliard-Navier-Stokes system indicate that the limiter is high order accurate, very efficient, and well-suited for large-scale simulations. For each time step, it takes at most $20$ iterations for the Douglas-Rachford splitting to enforce bounds and conservation up to the round-off error, for which the computational cost is at most $80N$ with $N$ being the total number of cells.
The monotonicity of discrete Laplacian, i.e., inverse positivity of stiffness matrix, implies discrete maximum principle, which is in general not true for high order accurate schemes on unstructured meshes. On the other hand, it is possible to construct high order accurate monotone schemes on structured meshes. All previously known high order accurate inverse positive schemes are fourth order accurate schemes, which is either an M-matrix or a product of two M-matrices. For the $Q^3$ spectral element method for the two-dimensional Laplacian, we prove its stiffness matrix is a product of four M-matrices thus it is monotone. Such a scheme can be regarded as a fifth order accurate finite difference scheme.
In many applications, it is desired to obtain extreme eigenvalues and eigenvectors of large Hermitian matrices by efficient and compact algorithms. In particular, orthogonalization-free methods are preferred for large-scale problems for finding eigenspaces of extreme eigenvalues without explicitly computing orthogonal vectors in each iteration. For the top $p$ eigenvalues, the simplest orthogonalization-free method is to find the best rank-$p$ approximation to a positive semi-definite Hermitian matrix by algorithms solving the unconstrained Burer-Monteiro formulation. We show that the nonlinear conjugate gradient method for the unconstrained Burer-Monteiro formulation is equivalent to a Riemannian conjugate gradient method on a quotient manifold with the Bures-Wasserstein metric, thus its global convergence to a stationary point can be proven. Numerical tests suggest that it is efficient for computing the largest $k$ eigenvalues for large-scale matrices if the largest $k$ eigenvalues are nearly distributed uniformly.
We study the convergences of three projected Sobolev gradient flows to the ground state of the Gross-Pitaevskii eigenvalue problem. They are constructed as the gradient flows of the Gross-Pitaevskii energy functional with respect to the $H^1_0$-metric and two other equivalent metrics on $H_0^1$, including the iterate-independent $a_0$-metric and the iterate-dependent $a_u$-metric. We first prove the energy dissipation property and the global convergence to a critical point of the Gross-Pitaevskii energy for the discrete-time $H^1$ and $a_0$-gradient flow. We also prove local exponential convergence of all three schemes to the ground state.
For solving two-dimensional incompressible flow in the vorticity form by the fourth-order compact finite difference scheme and explicit strong stability preserving (SSP) temporal discretizations, we show that the simple bound-preserving limiter in [Li H., Xie S., Zhang X., SIAM J. Numer. Anal., 56 (2018)]. can enforce the strict bounds of the vorticity, if the velocity field satisfies a discrete divergence free constraint. For reducing oscillations, a modified TVB limiter adapted from [Cockburn B., Shu CW., SIAM J. Numer. Anal., 31 (1994)] is constructed without affecting the bound-preserving property. This bound-preserving finite difference method can be used for any passive convection equation with a divergence free velocity field.
We show that the classical fourth order accurate compact finite difference scheme with high order strong stability preserving time discretizations for convection diffusion problems satisfies a weak monotonicity property, which implies that a simple limiter can enforce the bound-preserving property without losing conservation and high order accuracy. Higher order accurate compact finite difference schemes satisfying the weak monotonicity will also be discussed.
The monotonicity of discrete Laplacian implies discrete maximum principle, which in general does not hold for high order schemes. The $Q^2$ spectral element method has been proven monotone on a uniform rectangular mesh. In this paper we prove the monotonicity of the $Q^2$ spectral element method on quasi-uniform rectangular meshes under certain mesh constraints. In particular, we propose a relaxed Lorenz's condition for proving monotonicity.
In this paper, we introduce second order and fourth order space discretization via finite difference implementation of the finite element method for solving Fokker-Planck equations associated with irreversible processes. The proposed schemes are first order in time and second order and fourth order in space. Under mild mesh conditions and time step constraints for smooth solutions, the schemes are proved to be monotone, thus are positivity-preserving and energy dissipative. In particular, our scheme is suitable for capturing steady state solutions in large final time simulations.
In this paper, we are interested in constructing a scheme solving compressible Navier--Stokes equations, with desired properties including high order spatial accuracy, conservation, and positivity-preserving of density and internal energy under a standard hyperbolic type CFL constraint on the time step size, e.g., $Δt=\mathcal O(Δx)$. Strang splitting is used to approximate convection and diffusion operators separately. For the convection part, i.e., the compressible Euler equation, the high order accurate postivity-preserving Runge--Kutta discontinuous Galerkin method can be used. For the diffusion part, the equation of internal energy instead of the total energy is considered, and a first order semi-implicit time discretization is used for the ease of achieving positivity. A suitable interior penalty discontinuous Galerkin method for the stress tensor can ensure the conservation of momentum and total energy for any high order polynomial basis. In particular, positivity can be proven with $Δt=\mathcal{O}(Δx)$ if the Laplacian operator of internal energy is approximated by the $\mathbb{Q}^k$ spectral element method with $k=1,2,3$. So the full scheme with $\mathbb{Q}^k$ ($k=1,2,3$) basis is conservative and positivity-preserving with $Δt=\mathcal{O}(Δx)$, which is robust for demanding problems such as solutions with low density and low pressure induced by high-speed shock diffraction. Even though the full scheme is only first order accurate in time, numerical tests indicate that higher order polynomial basis produces much better numerical solutions, e.g., better resolution for capturing the roll-ups during shock reflection.
This paper introduces two explicit schemes to sample matrices from Gibbs distributions on $\mathcal S^{n,p}_+$, the manifold of real positive semi-definite (PSD) matrices of size $n\times n$ and rank $p$. Given an energy function $\mathcal E:\mathcal S^{n,p}_+\to \mathbb{R}$ and certain Riemannian metrics $g$ on $\mathcal S^{n,p}_+$, these schemes rely on an Euler-Maruyama discretization of the Riemannian Langevin equation (RLE) with Brownian motion on the manifold. We present numerical schemes for RLE under two fundamental metrics on $\mathcal S^{n,p}_+$: (a) the metric obtained from the embedding of $\mathcal S^{n,p}_+ \subset \mathbb{R}^{n\times n} $; and (b) the Bures-Wasserstein metric corresponding to quotient geometry. We also provide examples of energy functions with explicit Gibbs distributions that allow numerical validation of these schemes.
In this work, we introduce semi-implicit or implicit finite difference schemes for the continuity equation with a gradient flow structure. Examples of such equations include the linear Fokker-Planck equation and the Keller-Segel equations. The two proposed schemes are first order accurate in time, explicitly solvable, and second order and fourth order accurate in space, which are obtained via finite difference implementation of the classical continuous finite element method. The fully discrete schemes are proven positivity-preserving and energy-dissipative: the second order scheme can achieve so unconditionally; the fourth order scheme only requires a mild time step and mesh size constraint. Furthermore, the fourth order scheme is the first high order spatial discretization that can achieve both positivity and energy decay properties, which is suitable for long time simulation and to obtain accurate steady state solutions.
The spectral element method constructed by the $Q^k$ ($k\geq 2$) continuous finite element method with $(k+1)$-point Gauss-Lobatto quadrature on rectangular meshes is a popular high order scheme for solving wave equations in various applications. It can also be regarded as a finite difference scheme on all Gauss-Lobatto points. We prove that this finite difference scheme is $(k+2)$-order accurate in discrete 2-norm for smooth solutions. The same proof can be extended to the spectral element method solving linear parabolic and Schrödinger equations. The main result also applies to the spectral element method on curvilinear meshes that can be smoothly mapped to rectangular meshes on the unit square.
We propose a one-dimensional (1D) model for the three-dimensional(3D) incompressible ideal magnetohydrodynamics. We establish a regularity criterion of the Beale-Kato-Majda type for this 1D model. Without the stretching effect, the model with only transport effect equipped with a proper sign is shown to have global in time strong solution. Some numerical simulations suggest that solutions of this model with smooth periodic initial data do not tend to develop singularities at finite time.
We consider solving a generalized Allen-Cahn equation coupled with a passive convection for a given incompressible velocity field. The numerical scheme consists of the first order accurate stabilized implicit explicit time discretization and a fourth order accurate finite difference scheme, which is obtained from the finite difference formulation of the $Q^2$ spectral element method. We prove that the discrete maximum principle holds under suitable mesh size and time step constraints. The same result also applies to construct a bound-preserving scheme for any passive convection with an incompressible velocity field.
We prove that the superconvergence of $C^0$-$Q^k$ finite element method at the Gauss Lobatto quadrature points still holds if variable coefficients in an elliptic problem are replaced by their piecewise $Q^k$ Lagrange interpolant at the Gauss Lobatto points in each rectangular cell. In particular, a fourth order finite difference type scheme can be constructed using $C^0$-$Q^2$ finite element method with $Q^2$ approximated coefficients.