We consider {\em discretized} Hamiltonian PDEs associated with a Hamiltonian function that can be split into a linear unbounded operator and a regular nonlinear part. We consider splitting methods associated with this decomposition. Using a finite dimensional Birkhoff normal form result, we show the almost preservation of the {\em actions} of the numerical solution associated with the splitting method over arbitrary long time, provided the Sobolev norms of the initial data is small enough, and for asymptotically large level of space approximation. This result holds under {\em generic} non resonance conditions on the frequencies of the linear operator and on the step size. We apply this results to nonlinear Schrödinger equations as well as the nonlinear wave equation.}
The quantification of multivariate uncertainties in partial differential equations can easily exceed any computing capacity unless proper measures are taken to reduce the complexity of the model. In this work, we propose a multidimensional Galerkin Proper Orthogonal Decomposition that optimally reduces each dimension of a tensorized product space. We provide the analytical framework and results that define and quantify the low-dimensional approximation. We illustrate its application for uncertainty modeling with Polynomial Chaos Expansions and show its efficiency in a numerical example.
We introduce a general, analytical framework to express and to approximate partial differential equations (PDEs) numerically on graphs and networks of surfaces---generalized by the term hypergraphs. To this end, we consider PDEs on hypergraphs as singular limits of PDEs in networks of thin domains (such as fault planes, pipes, etc.), and we observe that (mixed) hybrid formulations offer useful tools to formulate such PDEs. Thus, our numerical framework is based on hybrid finite element methods (in particular, the class of hybrid discontinuous Galerkin methods).
We investigate the resolution of parabolic PDEs via Extreme Learning Machine (ELMs) Neural Networks, which have a single hidden layer and can be trained at a modest computational cost as compared with Deep Learning Neural Networks. Our approach addresses the time evolution by applying classical ODEs techniques and uses ELM-based collocation for solving the resulting stationary elliptic problems. In this framework, the $θ$-method and Backward Difference Formulae (BDF) techniques are investigated on some linear parabolic PDEs that are challeging problems for the stability and accuracy properties…
We consider the ill-posed inverse problem of identifying a nonlinearity in a time-dependent PDE model. The nonlinearity is approximated by a neural network, and needs to be determined alongside other unknown physical parameters and the unknown state. Hence, it is not possible to construct input-output data pairs to perform a supervised training process. Proposing an all-at-once approach, we bypass the need for training data and recover all the unknowns simultaneously. In the general case, the approximation via a neural network can be realized as a discretization scheme, and the training with n…
For linear parabolic initial-boundary value problems with self-adjoint, time-homogeneous elliptic spatial operator in divergence form with Lipschitz-continuous coefficients, and for incompatible, time-analytic forcing term in polygonal/polyhedral domains $D$, we prove time-analyticity of solutions. Temporal analyticity is quantified in terms of weighted, analytic function classes, for data with finite, low spatial regularity and without boundary compatibility. Leveraging this result, we prove exponential convergence of a conforming, semi-discrete $hp$-time-stepping approach. We combine this se…
Maximal parabolic $L^p$-regularity of linear parabolic equations on an evolving surface is shown by pulling back the problem to the initial surface and studying the maximal $L^p$-regularity on a fixed surface. By freezing the coefficients in the parabolic equations at a fixed time and utilizing a perturbation argument around the freezed time, it is shown that backward difference time discretizations of linear parabolic equations on an evolving surface along characteristic trajectories can preserve maximal $L^p$-regularity in the discrete setting. The result is applied to prove the stability an…
In this article, we derive a new, fast, and robust preconditioned iterative solution strategy for the all-at-once solution of optimal control problems with time-dependent PDEs as constraints, including the heat equation and the non-steady convection--diffusion equation. After applying an optimize-then-discretize approach, one is faced with continuous first-order optimality conditions consisting of a coupled system of PDEs. As opposed to most work in preconditioning the resulting discretized systems, where a (first-order accurate) backward Euler method is used for the discretization of the time…
This work focuses on the development of a non-conforming domain decomposition method for the approximation of PDEs based on weakly imposed transmission conditions: the continuity of the global solution is enforced by a discrete number of Lagrange multipliers defined over the interfaces of adjacent subdomains. The method falls into the class of primal hybrid methods, which also include the well-known mortar method. Differently from the mortar method, we discretize the space of basis functions on the interface by spectral approximation independently of the discretization of the two adjacent doma…
Convergence analysis of the Magnus-Rosenbrock type method for the finite element discretization of semilinear non-autonomous parabolic PDEs with nonsmooth initial data
Western Norway University of Applied Sciences（西挪威应用科学大学）；University of Cape Town（开普敦大学）；Technische Universität Chemnitz（开姆尼茨工业大学）
We consider the design of structure-preserving discretization methods for the solution of systems of boundary controlled Partial Differential Equations (PDEs) thanks to the port-Hamiltonian formalism. We first provide a novel general structure of infinite-dimensional port-Hamiltonian systems (pHs) for which the Partitioned Finite Element Method (PFEM) straightforwardly applies. The proposed strategy is applied to abstract multidimensional linear hyperbolic and parabolic systems of PDEs. Then we show that instructional model problems based on the wave equation, Mindlin equation and heat equatio…
In this paper, we propose forward and backward stochastic differential equations (FBSDEs) based deep neural network (DNN) learning algorithms for the solution of high dimensional quasilinear parabolic partial differential equations (PDEs), which are related to the FBSDEs by the Pardoux-Peng theory. The algorithms rely on a learning process by minimizing the pathwise difference between two discrete stochastic processes, defined by the time discretization of the FBSDEs and the DNN representation of the PDE solutions, respectively. The proposed algorithms are shown to generate DNN solutions for a…
Compatible discretizations, such as finite element exterior calculus, provide a discretization framework that respect the cohomological structure of the de Rham complex, which can be used to systematically construct stable mixed finite element methods. Multisymplectic variational integrators are a class of geometric numerical integrators for Lagrangian and Hamiltonian field theories, and they yield methods that preserve the multisymplectic structure and momentum-conservation properties of the continuous system. In this paper, we investigate the synthesis of these two approaches, by constructin…
We study a general class of singular degenerate parabolic stochastic partial differential equations (SPDEs) which include, in particular, the stochastic porous medium equations and the stochastic fast diffusion equation. We propose a fully discrete numerical approximation of the considered SPDEs based on the very weak formulation. By exploiting the monotonicity properties of the proposed formulation we prove the convergence of the numerical approximation towards the unique solution. Furthermore, we construct an implementable finite element scheme for the spatial discretization of the very weak…
In this work we develop a novel domain splitting strategy for the solution of partial differential equations. Focusing on a uniform discretization of the $d$-dimensional advection-diffusion equation, our proposal is a two-level algorithm that merges the solutions obtained from the discretization of the equation over highly anisotropic submeshes to compute an initial approximation of the fine solution. The algorithm then iteratively refines the initial guess by leveraging the structure of the residual. Performing costly calculations on anisotropic submeshes enable us to reduce the dimensionalit…
The focus of this study is the construction and numerical validation of parallel block preconditioners for low order virtual element discretizations of the three-dimensional Maxwell equations. The virtual element method (VEM) is a recent technology for the numerical approximation of partial differential equations (PDEs), that generalizes finite elements to polytopal computational grids. So far, VEM has been extended to several problems described by PDEs, and recently also to the time-dependent Maxwell equations. When the time discretization of PDEs is performed implicitly, at each time-step a …
Fully implicit Runge-Kutta (IRK) methods have many desirable properties as time integration schemes in terms of accuracy and stability, but high-order IRK methods are not commonly used in practice with numerical PDEs due to the difficulty of solving the stage equations. This paper introduces a theoretical and algorithmic preconditioning framework for solving the systems of equations that arise from IRK methods applied to linear numerical PDEs (without algebraic constraints). This framework also naturally applies to discontinuous Galerkin discretizations in time. Under quite general assumptions…
The aim of this paper is to apply a high-order discontinuous-in-time scheme to second-order hyperbolic partial differential equations (PDEs). We first discretize the PDEs in time while keeping the spatial differential operators undiscretized. The well-posedness of this semi-discrete scheme is analyzed and a priori error estimates are derived in the energy norm. We then combine this $hp$-version discontinuous Galerkin method for temporal discretization with an $H^1$-conforming finite element approximation for the spatial variables to construct a fully discrete scheme. A prior error estimates ar…
In this paper we propose and investigate a general approach to constructing local energy-preserving algorithms which can be of arbitrarily high order in time for solving Hamiltonian PDEs. This approach is based on the temporal discretization using continuous Runge-Kutta-type methods, and the spatial discretization using pseudospectral methods or Gauss--Legendre collocation methods. The local energy conservation law of our new schemes is analyzed in detail. The effectiveness of the novel local energy-preserving integrators is demonstrated by coupled nonlinear Schrödinger equations and 2D nonlin…
Single-stage or single-step high-order temporal discretizations of partial differential equations (PDEs) have shown great promise in delivering high-order accuracy in time with efficient use of computational resources. There has been much success in developing such methods for finite volume method (FVM) discretizations of PDEs. The Picard Integral formulation (PIF) has recently made such single-stage temporal methods accessible for finite difference method (FDM) discretizations. PIF methods rely on the so-called Lax-Wendroff procedures to tightly couple spatial and temporal derivatives through…
Optimal solvers for fourth-order PDEs discretized on unstructured grids
LSEC, Institute of Computational Mathematics and Scientific/Engineering Computing, Academy of Mathematics and System Sciences, Chinese Academy of Sciences（中国科学院数学与系统科学研究院计算数学与科学工程计算研究所）；Center for Computational Mathematics and Applications, Department of Mathematics, The Pennsylvania State University（宾夕法尼亚州立大学数学系计算数学与应用中心）
In this paper, we present a novel parallel dimension-independent node positioning algorithm that is capable of generating nodes with variable density, suitable for meshless numerical analysis. A very efficient sequential algorithm based on Poisson disc sampling is parallelized for use on shared-memory computers, such as modern workstations with multi-core processors. The parallel algorithm uses a global spatial indexing method with its data divided into two levels, which allows for an efficient multi-threaded implementation. The addition of bootstrapping enables the algorithm to use any number…
Folding grid value vectors of size $2^L$ into $L$th order tensors of mode sizes $2\times \cdots\times 2$, combined with low-rank representation in the tensor train format, has been shown to lead to highly efficient approximations for various classes of functions. These include solutions of elliptic PDEs on nonsmooth domains or with oscillatory data. This tensor-structured approach is attractive because it leads to highly compressed, adaptive approximations based on simple discretizations. Standard choices of the underlying basis, such as piecewise multilinear finite elements on uniform tensor …
In this paper, we propose a Galerkin finite element method for the elliptic optimal control problem governed by the Riesz space-fractional PDEs on 2D domains with control variable being discretized by variational discretization technique. The optimality condition is derived and priori error estimates of control, costate and state variables are successfully established. Numerical test is carried out to illustrate the accuracy performance of this approach.
In this work, we determine the full expression for the global truncation error of hyperbolic partial differential equations (PDEs). In particular, we use theoretical analysis and symbolic algebra to find exact expressions for the coefficients of the generic global truncation error. Our analysis is valid for any hyperbolic PDE, be it linear or non-linear, and employing finite difference, finite volume, or finite element discretization in space, and advanced in time with a predictor-corrector, multistep, or a deferred correction method, belonging to the Method of Lines. Furthermore, we discuss t…
Multigrid methods are popular for solving linear systems derived from discretizing PDEs. Local Fourier Analysis (LFA) is a technique for investigating and tuning multigrid methods. P-multigrid is popular for high-order or spectral finite element methods, especially on unstructured meshes. In this paper, we introduce LFAToolkit.jl, a new Julia package for LFA of high-order finite element methods. LFAToolkit.jl analyzes preconditioning techniques for arbitrary systems of second order PDEs and supports mixed finite element methods. Specifically, we develop LFA of p-multigrid with arbitrary second…
Many iterative parallel-in-time algorithms have been shown to be highly efficient for diffusion-dominated partial differential equations (PDEs), but are inefficient or even divergent when applied to advection-dominated PDEs. We consider the application of the multigrid reduction-in-time (MGRIT) algorithm to linear advection PDEs. The key to efficient time integration with this method is using a coarse-grid operator that provides a sufficiently accurate approximation to the the so-called ideal coarse-grid operator. For certain classes of semi-Lagrangian discretizations, we present a novel semi-…
