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At least 253 records · Page 14Linked to original sources

A stable rank-adaptive step-and-truncate finite volume method for Vlasov transport on domains with piecewise linear boundaries

We consider the numerical solution of the linear Vlasov transport equation on bounded spatial domains with inflow boundary conditions based on low-rank approximation. We combine a finite volume discretization with a rank-adaptive step-and-truncate scheme for the resulting matrix ODE. The spatial and velocity meshes may be unstructured, while suitable numerical fluxes retain a separated space-velocity representation. For homogeneous inflow, we show that the low-rank scheme inherits the $L_2$ stability and CFL restriction of the underlying full finite volume forward Euler method. In addition, the low-rank approximation error is bounded explicitly in terms of the truncation tolerances, avoiding the modeling error associated with tangent-space projections in dynamical low-rank approximation. Numerical experiments in 1d1v and 2d2v confirm the predicted error behavior. In 2d2v, the method handles an unstructured spatial mesh with nonzero inflow and a full tensor-product discretization of approximately $5.8\cdot10^{10}$ phase-space cells while the numerical rank is at most twelve.

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Neural operators approximate strongly continuous convex monotone semigroups

We approximate strongly continuous convex monotone semigroups by learning their Chernoff-type one-step operators with neural operators. First, we introduce the general class of so-called Chernoff-neural operators and show in a universal approximation theorem that they can approximate the Chernoff one-step operators arbitrarily well. By using stability estimates between weighted Hölder spaces, the one-step approximation error can be propagated through the iterations which yields universal approximation of the corresponding semigroup. Second, we introduce the more specialized class of envelope-neural operators for envelope semigroups which allows us to derive quantitative approximation rates. Finally, we illustrate the effectiveness of these neural operators in several numerical examples arising from non-linear partial differential equations, stochastic optimal control and stochastic processes under model uncertainty.

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Continuous data assimilation in steady Navier-Stokes equations with unknown viscosity: robust and efficient solvers and fast parameter recovery

Recent advances in equation discovery methods such as SINDy have highlighted the growing interest in identifying governing parameters and models directly from data. In this work, we take a complementary approach grounded in analysis and numerical PDE methods: we recover an unknown viscosity in steady Navier-Stokes equations (NSE) from partial incompressible flow observations using continuous data assimilation (CDA). We propose a simple and efficient parameter recovery algorithm and also a nonlinear solver for CDA-NSE. Together, this creates a highly efficient technique for recovering an unknown viscosity from partial solution data. Our analysis establishes the well-posedness of steady CDA-NSE, quadratic convergence of the parameter recovery algorithm, and quadratic convergence of a CDA-Picard + CDA-Newton nonlinear solver. Numerical experiments illustrate that the methods are very effective in restoring parameters quickly, even with poor initial guesses.

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GRADSOLVE: fast exact gradients for ODE ensembles on GPUs

Ordinary differential equations (ODEs) underlie models in science and engineering, and many applications need derivatives of their solutions with respect to parameters. Ensembles of independent trajectories suit graphics processing units (GPUs), but current GPU software forces a trade-off: the fastest ensemble solvers cannot be differentiated in reverse mode at the speed they solve, and the solvers built for differentiation solve more slowly. No single tool has yet offered a reverse-mode gradient at the speed of a fused-kernel solve. We present GRADSOLVE, an open-source JAX library for solving and reverse-mode differentiating low-dimensional ODE ensembles on NVIDIA GPUs. It records the steps an adaptive solver accepts and differentiates a fixed-step replay of them; the returned gradient is the exact discrete adjoint of those steps, the same derivative Diffrax returns by default, obtained more cheaply from a fixed-length chain than from an adaptive loop. It targets ensembles differentiated many times against one recorded mesh, keeps Diffrax as a fallback, and supports explicit and Rosenbrock integrators. Used as a solver, GRADSOLVE's forward-only kernel ran 2.8x faster than DiffEqGPU.jl; used for gradients, once a record exists, it computed them 5.6-14.1x faster than Diffrax's checkpointed adjoint at matched forward-state accuracy across three GPU generations, the advantage narrowing on large ensembles and, on stiff systems, down to parity at tight accuracy. GRADSOLVE is released at https://github.com/ECLIPSE-AI4Science/gradsolve.

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Buckling Prediction for Nonlinear Elastic Beams with Soft Inclusions

We develop an efficient and accurate multiscale computational framework for predicting the buckling and post-buckling behaviour of elastic beams containing periodically distributed soft inclusions. The framework extends our previous multiscale, patch, computational homogenisation for linear elasticity by incorporating nonlinearity, and thus enables accurate prediction of both the buckling onset and the subsequent post-buckling response. Microscale computations are performed only within a sparse set of small subdomains (patches), while the macroscale behaviour is recovered through a proven patch-coupling algorithm. The scheme is assessed through quarter- and half-domain patch computations for beams with inclusion-to-matrix Young's modulus ratios ranging from 0.001 to 1. The results show that reducing the inclusion stiffness lowers both the critical buckling strain and the critical buckling stress, indicating an increased susceptibility to instability, while producing a milder post-buckling response with smaller transverse deflections and stress drops. Eigenvalue analysis of the Jacobian matrix accurately predicts the onset of instability and the corresponding critical strain and stress. Bifurcation diagrams of the nonlinear buckled configurations under compressive loading, and a quantitative analysis of the effect of the interpolation order on the predicted buckling and post-buckling responses, are also presented. Comparisons with full-domain simulations demonstrate that the proposed framework accurately predicts both the buckling threshold and the post-buckling behaviour while substantially reducing the computational cost. The methodology is readily extendable to heterogeneous beams, plates, shells, and other engineering structures.

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Dimensional hyperreduction of nonlinear finite element models via empirical cubature with manifold-adaptive weights

Nonlinear-manifold reduced-order models for parametrized finite element problems can achieve substantial compression both in the number of generalized (latent) coordinates and, through sampling-and-weighting hyperreduction, in the number of sampled elements/integration points. Yet current sampling-and-weighting approaches employ weights that remain fixed over the solution manifold. We contend that this restriction leaves hyperreduction potential untapped: allowing the weights to vary continuously and nonlinearly with the latent coordinates can further decrease the number of sampled spatial entities. To exploit this possibility, we propose the Manifold-Adaptive-Weight Empirical Cubature Method (MAW-ECM). Starting from a feasible fixed-weight ECM rule, a greedy pruning strategy removes sampled entities through convex quadratic weight-redistribution problems enforcing local conditions and positivity. The method is assessed on two nonlinear benchmarks: homogenization of a metamaterial unit cell exhibiting negative incremental stiffness, and a history-dependent continuum-damage problem. In both cases, the nonlinear manifold is constructed from an initial linear compression followed by an input-informed identification of the latent coordinates as general linear combinations of the retained modal amplitudes, incorporating graph information when relevant to seek the intrinsic dimensionality of the solution manifold. We show that combining the nonlinear-manifold representation with MAW-ECM reduces the number of sampled integration points by more than two orders of magnitude relative to the corresponding standard linear reduced model. Relative to the fixed-weight manifold models alone, the adaptive weights eliminate approximately 80% of the remaining points in the homogenization benchmark and more than 97% in the damage benchmark, while essentially preserving their accuracy.

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Coupled Tensor-Tensor Completion Method with Applications in Drug Repurposing

Many biomedical challenges can be posed as tensor completion problems where the observed entries of a multidimensional array (a tensor) are used to impute the missing values. In such settings, incorporating side information about the modes of the tensor, such as gene-gene similarity, can significantly enhance the solutions of the completion problem. Most existing tensor completion methods can only incorporate side information in the form of matrices. In this study, we introduce a novel framework to incorporate side information in the form of tensors. Our new approach, called Coupled Tensor-Tensor Completion (CTTC), leverages the hidden connections among multimodal tensors to improve tensor completion performance. In addition to practical utility, CTTC has theoretical foundations in distance metric learning and group theory. We derive an alternating algorithm to solve the CTTC optimization problem and establish its convergence to a stationary point. Finally, we show that CTTC outperforms state-of-the-art tensor completion methods at predicting drug effects. Results: Compared with other tensor completion methods, including HaLRTC, CTRC, Cell, and NTDDR, CTTC demonstrates superior run-time and RSE tensor completion accuracy on two benchmark datasets, DTD and LINCS.

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A novel parallel approach for solving some free boundary value problems

This paper introduces a novel, efficient class of parallel direct and indirect iterative schemes to solve general obstacle and free boundary value problems. The uniqueness of the solution for the direct parallel method is established under the assumption that the model problem yields an $M$-matrix. The convergence analysis of the indirect approach is predicated on minimizing the discrete energy functional at each iterative stage of the linear approximation process. Under the aforementioned setting, we establish theoretical convergence results for both smooth and nonsmooth energy functionals defined over a convex set, in the sense of Ferris and Mangasarian \cite{ferris1994parallel}. For the numerical computation of the one-dimensional obstacle problem, we adopt a direct generalized parallel approach based on the SPIKE algorithm \cite{polizzi2006parallel}. To accelerate convergence and reduce computational complexity, a fast recursive version of the scheme is generalized to the nonsmooth case. For two- and three-dimensional obstacle problems, we employ a directional splitting method that treats each directional subproblem as a one-dimensional obstacle minimization problem. By framing the energy functional minimization as a parabolic time-dependent problem and utilizing an Armijo time-stepping rule during the solution update process, we successfully obtain results for higher-dimensional obstacles. Additionally, this study explores the possibility of extending the algorithm into a constrained quadratic programming optimization solver. We also evaluate the framework on image deblurring phenomena under the aforementioned setting, successfully recovering the original images. Finally, numerical illustrations are provided to validate the theoretical results.

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Numerical Ergodicity and Optimal Strong Error Estimates for a Class of Novel Tamed Schemes to Superlinear SPDEs

We construct a class of novel tamed schemes for superlinear stochastic partial differential equations (SPDEs), including the stochastic Allen--Cahn equation driven by either multiplicative or additive noise. The schemes preserve the same Lyapunov structure as the original system, and we rigorously establish their longtime unconditional stability. Furthermore, we prove that the corresponding Galerkin-based fully discrete tamed schemes inherit the unique ergodicity of the underlying SPDEs and achieve optimal strong convergence rates in both the multiplicative and additive noise cases.

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Deep learning based numerical approximation algorithms for stochastic partial differential equations

In this article, we introduce a deep learning based approximation algorithm for SPDEs. Our approach employs neural networks to approximate the solutions of SPDEs along given realizations of the driving noise process. If applied to a set of simulated noise trajectories, it yields empirical distributions of SPDE solutions, from which functionals like the mean and variance can be estimated. We test the performance of the method on stochastic heat equations with additive and multiplicative noise as well as stochastic Black-Scholes equations with multiplicative noise and Zakai equations from nonlinear filtering theory. In all cases, the proposed algorithm yields accurate results with short runtimes in up to 100 space dimensions.

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Scheme-Induced Minimum Action Methods for SPDEs: A Variational Framework for Convergence Analysis

The minimum action method (MAM) is an important numerical tool for computing the most probable transition paths and the leading exponential rates of rare-event probabilities for stochastic systems with small noise. To the best of our knowledge, no rigorous convergence analysis is available for fully discrete MAMs for stochastic partial differential equations (SPDEs). This paper establishes the convergence of the constrained minima of fully discrete scheme-induced action functionals for terminal observations of scalar semilinear SPDEs. A main difficulty is that a consistent discrete approximation of an admissible control generally fails to satisfy the discrete terminal constraint exactly. To overcome this difficulty, we construct an asymptotically negligible correction that restores the constraint, and incorporate this argument into an abstract variational framework. We then propose a criterion that reduces the assumptions of this framework to verifiable conditions involving the continuous and discrete Green functions. Applying this criterion to fully discrete schemes for a stochastic wave equation and a fourth-order parabolic equation, we prove convergence of the constrained minima along arbitrary spatial and temporal refinement sequences, without a mesh-ratio condition.

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Interpolation in Polynomial Spaces of p-Degree

We recently introduced the Fast Newton Transform (FNT), an hierarchical algorithm for performing multivariate Newton interpolation in arbitrary downward closed polynomial spaces of spatial dimension $m$. Here, we analyze the FNT in the context of a specific family of downward closed sets $A_{m,n,p}$, defined as all multi-indices with $\ell^p$ norm less than $n$ with $p \in [0,\infty]$. The FNT performs with time complexity $\mathcal{O}(|A_{m,n,p}|mn)$ on the induced downward closed polynomial spaces $Π_{m,n,p}$. We show that the $Π_{m,n,p}$ choice compared to the tensor product spaces $Π_{m,n,\infty}$, reduces time complexity by a factor of $ρ_{m,n,p}$, decaying super exponentially with spatial dimension when $m \lesssim n^p$. We showcase the efficiency of the FNT by computing activity scores in sensitivity analysis.

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A Variational Method for Conformable Fractional Equations Using Rank-One Updates

We make a complete variational treatment of rank-one Proper Generalised Decomposition for separable fractional partial differential equations with conformable derivatives. The setting is Hilbertian, the energy is induced by a symmetric coercive bilinear form, and the residual is placed in the dual space. A greedy rank-one update is obtained by maximizing an energy Rayleigh quotient over the rank-one manifold, followed by an exact line search. An exact one step energy decrease identity is proved, together with geometric decay of the energy error under a weak greedy condition that measures how well the search captures the Riesz representer of the residual. The alternating least squares realization is analyzed at the level of operators, including well posedness of the alternating subproblems, a characterization of stationary points, and monotonicity of the Rayleigh quotient along the inner iteration. Discretizations based on weighted finite elements and on Grünwald type schemes are described in detail, including assembly, boundary conditions, complexity, and memory. Two model problems, a stationary fractional Poisson problem and a space time fractional diffusion problem, are treated from the continuous level down to matrices.

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An Unconditionally Stable Explicit Robin-Robin Partitioned Scheme for Fluid-Structure Interaction

We propose a parallelizable partitioned (loosely coupled) scheme for fluid structure interaction (FSI) problems, specifically designed for efficient computation in modern engineering simulations. The FSI problem under consideration involves an incompressible viscous fluid, governed by the Navier--Stokes equations, with a thick linear elastic structure. The scheme adopts a Robin--Robin coupling condition, evaluating the right-hand side of the Robin boundary terms at each time step solely from the previous-step solutions. This explicit scheme allows the fluid and structure subproblems to be solved entirely independently within each time step, eliminating the need for staggered coupling or costly sub-iterations, and thus enabling their concurrent computation. Various numerical experiments demonstrate the stability, accuracy, and computational efficiency of the proposed approach, highlighting its potential for large-scale parallel FSI computations in engineering applications.

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Galerkin-type time discretizations for parabolic and hyperbolic problems: stability and a priori error analysis

Galerkin-type time discretizations are variational time-stepping schemes in which the test and trial spaces consist of piecewise polynomials in time. This paper reviews the schemes from this class available in the literature for parabolic and hyperbolic problems. In particular, we focus on the historical difficulties in their stability and \emph{a priori} error analysis that have limited their applicability, especially for wave propagation problems. We discuss how the limitations of standard energy arguments are behind these theoretical gaps, and present a unified framework that yields stability bounds and \emph{a priori} error estimates in $L^{\infty}(0, T; \mathcal{X})$ norms. Crucially, the stability analysis relies on a suitable choice of nonstandard test functions. This approach is characterized by the absence of Grönwall estimates, applicability to arbitrary approximation degrees, reduced regularity assumptions, and robustness with respect to model parameters.

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Adjoint DSMC Method for Spatially Inhomogeneous Boltzmann Equation with General Boundary Conditions

We develop adjoint Direct Simulation Monte Carlo (DSMC) formulations for the spatially inhomogeneous Boltzmann equation with periodic, specular reflecting, diffuse thermal, and prescribed inflow boundary conditions. Periodic and specular boundaries are treated using a pathwise particle adjoint conditional on the realized event history. For diffuse thermal boundaries, we introduce a randomized-time regularization of wall-crossing events and use score-function terms to differentiate the resulting boundary probabilities. Reparameterization of the outgoing half-Maxwellian samples provides sensitivities with respect to wall temperatures and tangential wall velocities. Prescribed inflow requires a different construction because perturbations of incoming particles affect subsequent cell populations, local collision frequencies, and collision schedules. We therefore derive an ensemble adjoint based on the locally linearized Boltzmann collision operator and evaluate boundary sensitivities using local inflow-source scores, with injection counts held fixed. For a scalar objective, the dominant adjoint cost is largely independent of the number of parameters. Numerical experiments for Maxwell molecules validate the formulations against centered finite differences for thermal, mixed thermal-specular, two-sided inflow, and high-Mach Couette-flow configurations. The results demonstrate consistent gradient estimates, Monte Carlo convergence, stability with respect to the thermal regularization parameter, and accurate sensitivity calculation in a regime with limited relative statistical noise.

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Accurate Residues for Floating-Point Debugging

Floating-point arithmetic is error-prone and unintuitive. Floating-point debuggers instrument programs to monitor floating-point arithmetic at run time and flag numerical issues. They estimate residues, i.e., the difference between actual floating-point and ideal real values, for every floating-point value in the program. Prior work explores various approaches for computing these residues accurately and efficiently. Unfortunately, the most efficient methods, based on "error-free transformations", have a high rate of false reports, while the most accurate methods, based on high-precision arithmetic, are very slow. This paper builds on error-free-transformations-based approaches and aims to improve their accuracy while preserving efficiency. To more accurately compute residues, this paper divides residue computation into two steps (rounding error computation and residue function evaluation) and shows how to perform each step accurately via careful improvements to the current state of the art. We evaluate on 44 large scientific computing workloads, focusing on the 14 benchmarks where prior tools produce false reports: our approach eliminates false reports on 10 benchmarks and substantially reduces them on the remaining 3 benchmarks. Moreover, complex numerical issues require additional care due to absorption, where two machine-precision residues cannot both be computed accurately in a single execution. This paper introduces residue override, which re-executes the program multiple times, computing different residues in different executions and assembling a final "patchwork" execution. We evaluate on 169 standard benchmarks drawn from numerical analysis papers and textbooks, requiring only 3.6 re-executions on average. Among 34 benchmarks with false reports in the initial run, residue override is triggered on 29 of them and reduces false reports on 25 of them, averaging 7.1 re-executions.

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Cut Finite Element Methods for Convection-Diffusion in Mixed-Dimensional Domains

We develop a cut finite element method (CutFEM) for convection--diffusion problems posed on mixed-dimensional domains, i.e., unions of manifolds of different dimensions arranged in a hierarchical structure where lower-dimensional components form parts of the boundaries of higher-dimensional ones. Such domains arise, for instance, in the modeling of fractured porous media with intersecting fractures. The model problem is formulated in a compact abstract form using mixed-dimensional directional derivative and divergence operators, which allows the problem to be expressed in a way that closely resembles the classical convection--diffusion equation. The proposed CutFEM is based on a fixed background mesh that does not conform to the geometry, with each manifold component represented through its associated active mesh. The method employs continuous piecewise linear elements together with weak enforcement of coupling conditions and suitable stabilization. We prove a priori energy norm error estimates under a global uniform-diffusion assumption, with corresponding extensions to solutions of reduced regularity $u\in H^s$, $1\le s<2$, and derive conditional estimates for the globally pure-convection case. Partially degenerate configurations, in which diffusion is present only on selected components, are explored numerically. The experiments report convergence in both the energy and $L^2$-norms and illustrate the performance of the method.

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