A general procedure for constructing conservative numerical integrators for time dependent partial differential equations is presented. In particular, linearly implicit methods preserving a time discretised version of the invariant is developed for systems of partial differential equations with polynomial nonlinearities. The framework is rather general and allows for an arbitrary number of dependent and independent variables with derivatives of any order. It is proved formally that second order convergence is obtained. The procedure is applied to a test case and numerical experiments are provided.
We present linearly implicit methods that preserve discrete approximations to local and global energy conservation laws for multi-symplectic PDEs with cubic invariants. The methods are tested on the one-dimensional Korteweg-de Vries equation and the two-dimensional Zakharov-Kuznetsov equation; the numerical simulations confirm the conservative properties of the methods, and demonstrate their good stability properties and superior running speed when compared to fully implicit schemes.
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…
Many Hamiltonian systems can be recast in multi-symplectic form. We develop a reduced-order model (ROM) for multi-symplectic Hamiltonian partial differential equations (PDEs) that preserves the global energy. The full-order solutions are obtained by finite difference discretization in space and the global energy preserving average vector field (AVF) method. The ROM is constructed in the same way as the full-order model (FOM) applying proper orthogonal decomposition (POD) with the Galerkin projection. The reduced-order system has the same structure as the FOM, and preserves the discrete reduced…
Several important PDE systems, like magnetohydrodynamics and computational electrodynamics, are known to support involutions where the divergence of a vector field evolves in divergence-free or divergence constraint-preserving fashion. Recently, new classes of PDE systems have emerged for hyperelasticity, compressible multiphase flows, so-called first order reductions of the Einstein field equations, or a novel first order hyperbolic reformulation of Schrödinger's equation, to name a few, where the involution in the PDE supports curl-free or curl constraint-preserving evolution of a vector fie…
This paper examines a class of PDEs where some part of the PDE system evolves a vector field whose curl remains zero or grows in proportion to specified source terms. Such PDEs are referred to as curl-free or curl-preserving respectively. In this paper we catalogue a class of DG-like schemes for such PDEs. To retain the globally curl-free or curl-preserving constraints, the components of the vector field, as well as their higher moments, have to be collocated at the edges of the mesh. They are updated by using potentials that are collocated at the vertices of the mesh. The resulting schemes : …
We describe a numerical framework that uses random sampling to efficiently capture low-rank local solution spaces of multiscale PDE problems arising in domain decomposition. In contrast to existing techniques, our method does not rely on detailed analytical understanding of specific multiscale PDEs, in particular, their asymptotic limits. We present the application of the framework on two examples --- a linear kinetic equation and an elliptic equation with rough media. On these two examples, this framework achieves the asymptotic preserving property for the kinetic equations and numerical homo…
Structure-Preserving Quantum Method of Lines for Evolutionary PDEs with Mixed Boundary Conditions
Yau Mathematical Sciences Center, Tsinghua University(清华大学丘成桐数学科学中心);Qiuzhen College, Tsinghua University(清华大学求真学院);Institute for Applied Mathematics, Tsinghua University(清华大学应用数学中心);Beijing Institute of Mathematical Sciences and Applications(北京国际数学研究中心)
Finite element simulations have been used to solve various partial differential equations (PDEs) that model physical, chemical, and biological phenomena. The resulting discretized solutions to PDEs often do not satisfy requisite physical properties, such as positivity or monotonicity. Such invalid solutions pose both modeling challenges, since the physical interpretation of simulation results is not possible, and computational challenges, since such properties may be required to advance the scheme. We, therefore, consider the problem of computing solutions that preserve these structural soluti…
Elucidating the Conformal Structure of the Brinkman Penalisation Method for Geometry-Adapted, Structure-Preserving Operator Learning of Hamiltonian PDEs
University of Bath(巴斯大学);RIKEN(理化学研究所);Kyushu University(九州大学)
In recent years, there has been a large increase in interest in numerical algorithms which preserve various qualitative features of the original continuous problem. Herein, we propose and investigate a numerical algorithm which preserves qualitative features of so-called quenching combustion partial differential equations (PDEs). Such PDEs are often used to model solid-fuel ignition processes or enzymatic chemical reactions and are characterized by their singular nonlinear reaction terms and the exhibited positivity and monotonicity of their solutions on their time intervals of existence. In t…
A Structure-Preserving Framework for Solving Parabolic Partial Differential Equations with Neural Networks
Department of Applied Mathematics, The Hong Kong Polytechnic University(应用数学系,香港Polytechnic大学);Department of Mathematics, University of South Carolina(数学系,南卡罗来纳大学)
There is an intimate connection between numerical upscaling of multiscale PDEs and scattered data approximation of heterogeneous functions: the coarse variables selected for deriving an upscaled equation (in the former) correspond to the sampled information used for approximation (in the latter). As such, both problems can be thought of as recovering a target function based on some coarse data that are either artificially chosen by an upscaling algorithm, or determined by some physical measurement process. The purpose of this paper is then to study that, under such a setup and for a specific e…
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…
Predictive Moving Sample Method for Physics-Informed Neural Solvers of Time-Dependent PDEs
The School of Information Science and Technology and the Institute of Mathematical Sciences ShanghaiTech University(上海科技大学信息科学与技术学院与数学科学学院);SKLMS & LSEC, Institute of Computational Mathematics and Scientific/Engineering Computing Academy of Mathematics and Systems Science, 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,数学重点实验室);School of Mathematical Sciences University of Chinese Academy of Sciences(中国科学院大学数学科学学院);Research Center for Mathematics and Interdisciplinary Sciences Shandong University(山东大学数学交叉前沿科学中心);Frontiers Science Center for Nonlinear Expectations, Minister of Education Shandong University(教育部非线性期望前沿科学中心);The Institute of Mathematical Sciences ShanghaiTech University(上海科技大学数学科学学院)
Arbitrary order stationarity preserving stabilized finite elements for multidimensional nonlinear hyperbolic problems. Application to the Euler equations with gravity
Dip. di Matematica G. Castelnuovo, Università di Roma La Sapienza(罗马第一大学数学G.卡斯特鲁诺沃系);LaR2A Laboratory, Dep. of Mathematics, Faculty of Sciences, Abdelmalek Essaadi Univ.(阿卜杜勒马利克·埃萨迪大学理学院数学系LaR2A实验室);Inria, Univ. Bordeaux, CNRS, Bordeaux INP, IMB, UMR 5251(法国国家信息与自动化研究所、波尔多大学、法国国家科学研究中心、波尔多理工学院、IMB)
We propose a new fully-discretized finite difference scheme for a quantum diffusion equation, in both one and two dimensions. This is the first fully-discretized scheme with proven positivity-preserving and energy stable properties using only standard finite difference discretization. The difficulty in proving the positivity-preserving property lies in the lack of a maximum principle for fourth order PDEs. To overcome this difficulty, we reformulate the scheme as an optimization problem based on variational structure and use the singular nature of the energy functional near the boundary values…
We propose a class of numerical integration methods for stochastic Poisson systems (SPSs) of arbitrary dimensions. Based on the Darboux-Lie theorem, we transform the SPSs to their canonical form, the generalized stochastic Hamiltonian systems (SHSs), via canonical coordinate transformations found by solving certain PDEs defined by the Poisson brackets of the SPSs. An a-generating function approach with α\in [0,1] is then used to create symplectic discretizations of the SHSs, which are then transformed back by the inverse coordinate transformation to numerical integrators for the SPSs. These in…
King Abdullah University of Science & Technology(阿卜杜拉国王科技大学);Széchenyi István University(塞切尼伊什特万大学);University of Massachusetts Dartmouth(马萨诸塞大学达特茅斯分校)
A fixed time-step variational integrator cannot preserve momentum, energy, and symplectic form simultaneously for nonintegrable systems. This barrier can be overcome by treating time as a discrete dynamic variable and deriving adaptive time-step variational integrators that conserve the energy in addition to being symplectic and momentum-preserving. Their utility, however, is still an open question due to the numerical difficulties associated with solving the discrete governing equations. In this work, we investigate the numerical performance of energy-preserving, adaptive time-step variationa…
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…