We present a new numerical scheme for one dimensional dynamical systems. This is a modification of the discrete gradient method and keeps its advantages, including the stability and the conservation of the energy integral. However, its accuracy is higher by several orders of magnitude.
In this paper, we exploit the gradient flow structure of continuous-time formulations of Bayesian inference in terms of their numerical time-stepping. We focus on two particular examples, namely, the continuous-time ensemble Kalman-Bucy filter and a particle discretisation of the Fokker-Planck equation associated to Brownian dynamics. Both formulations can lead to stiff differential equations which require special numerical methods for their efficient numerical implementation. We compare discrete gradient methods to alternative semi-implicit and other iterative implementations of the underlyin…
Locally exact integrators preserve linearization of the original system at every point. We construct energy-preserving locally exact discrete gradient schemes for arbitrary multidimensional canonical Hamiltonian systems by modifying classical discrete gradient schemes. Modifications of this kind are found for any discrete gradient.
The discrete gradient methods are integrators designed to preserve invariants of ordinary differential equations. From a formal series expansion of a subclass of these methods, we derive conditions for arbitrarily high order. We derive specific results for the average vector field discrete gradient, from which we get P-series methods in the general case, and B-series methods for canonical Hamiltonian systems. Higher order schemes are presented, and their applications are demonstrated on the Hénon-Heiles system and a Lotka-Volterra system, and on both the training and integration of a pendulum …
We propose new numerical approach to non-conservative dynamical systems. Our method being of low order, enhances qualitative performance of standard discrete gradient algorithm, thank to new concept of a reservoir. Paper is of explanatory character, focusing on concrete non-linear physical systems. Superiority of our new method with respect to standard discrete gradient method is observed.
We show how to increase the order of one-dimensional discrete gradient numerical integrator without losing its advantages, such as exceptional stability, exact conservation of the energy integral and exact preservation of the trajectories in the phase space. The accuracy of our integrators is higher by several orders of magnitude as compared with the standard discrete gradient scheme (modified midpoint rule) and, what is more, our schemes have very high accuracy even for large time steps.
The equality between dissipation and energy drop is a structural property of gradient-flow dynamics. The classical implicit Euler scheme fails to reproduce this equality at the discrete level. We discuss two modifications of the Euler scheme satisfying an exact energy equality at the discrete level. Existence of discrete solutions and their convergence as the fineness of the partition goes to zero are discussed. Eventually, we address extensions to generalized gradient flows, GENERIC flows, and curves of maximal slope in metric spaces.
In this paper we introduce discrete gradient methods to discretize irreversible port-Hamiltonian systems showing that the main qualitative properties of the continuous system are preserved using this kind discretizations methods.
We consider the approximation of initial/boundary value problems involving, possibly high-dimensional, dissipative evolution partial differential equations (PDEs) using a deep neural network framework. More specifically, we first propose discrete gradient flow approximations based on non-standard Dirichlet energies for problems involving essential boundary conditions posed on bounded spatial domains. The imposition of the boundary conditions is realized weakly via non-standard functionals; the latter classically arise in the construction of Galerkin-type numerical methods and are often referre…
We propose a method for generating nodes for kernel quadrature by a point-wise gradient descent method. For kernel quadrature, most methods for generating nodes are based on the worst case error of a quadrature formula in a reproducing kernel Hilbert space corresponding to the kernel. In typical ones among those methods, a new node is chosen among a candidate set of points in each step by an optimization problem with respect to a new node. Although such sequential methods are appropriate for adaptive quadrature, it is difficult to apply standard routines for mathematical optimization to the pr…
We propose an infinity Laplacian method to address the problem of interpolation on an unstructured point cloud. In doing so, we find the labeling function with the smallest infinity norm of its gradient. By introducing the non-local gradient, the continuous functional is approximated with a discrete form. The discrete problem is convex and can be solved efficiently with the split Bregman method. Experimental results indicate that our approach provides consistent interpolations and the labeling functions obtained are globally smooth, even in the case of extreme low sampling rate. More important…
We propose fully discrete, implicit-in-time finite-volume schemes for a general family of non-linear and non-local Fokker-Planck equations with a gradient-flow structure, usually known as aggregation-diffusion equations, in any dimension. The schemes enjoy the positivity-preservation and energy-dissipation properties, essential for their practical use. The first-order scheme verifies these properties unconditionally for general non-linear diffusions and interaction potentials, while the second-order scheme does so provided a CFL condition holds. Sweeping dimensional splitting permits the effic…
Morley element for the linear strain gradient elasticity problem
Hunan Key Laboratory for Computation and Simulation in Science and Engineering, National Center for Applied Mathematics in Hunan, Xiangtan University（湘潭大学湖南省计算与模拟科学工程重点实验室国家应用数学中心（湖南））
This paper is concerned with approximation of blow-up phenomena in nonlinear parabolic problems. We consider the equation u_t = u_xx +|u|^p -b(x)|u_x|^q in a bounded domain, we study the behavior of the semidiscrete problem. Under some assumptions we show existence and unicity of the semidiscrete solution, we show that it blows up in a finite time and we prove the convergence of the semidiscrete problem. Finally, we give an approximation of the blow up rate and the blow up time of the semidiscrete solution
A local discontinuous Galerkin (LDG) method for approximating large deformations of prestrained plates is introduced and tested on several insightful numerical examples in our previous computational work. This paper presents a numerical analysis of this LDG method, focusing on the free boundary case. The problem consists of minimizing a fourth order bending energy subject to a nonlinear and nonconvex metric constraint. The energy is discretized using LDG and a discrete gradient flow is used for computing discrete minimizers. We first show $Γ$-convergence of the discrete energy to the continuou…
Analysis of fully discrete Crank-Nicolson finite element methods for a stochastic Keller-Segel chemotaxis system with gradient-type multiplicative noise
We consider finite-volume approximations of Fokker-Planck equations on bounded convex domains in $\mathbb{R}^d$ and study the corresponding gradient flow structures. We reprove the convergence of the discrete to continuous Fokker-Planck equation via the method of Evolutionary $Γ$-convergence, i.e., we pass to the limit at the level of the gradient flow structures, generalising the one-dimensional result obtained by Disser and Liero. The proof is of variational nature and relies on a Mosco convergence result for functionals in the discrete-to-continuum limit that is of independent interest. Our…
This paper proposes a parallel numerical algorithm to simulate the flow and the transport in a discrete fracture network taking into account the mass exchanges with the surrounding matrix. The discretization of the Darcy fluxes is based on the Vertex Approximate Gradient finite volume scheme adapted to polyhedral meshes and to heterogeneous anisotropic media, and the transport equation is discretized by a first order upwind scheme combined with an Euler explicit integration in time. The parallelization is based on the SPMD (Single Program, Multiple Data) paradigm and relies on a distribution o…
