Adaptive time splitting method for multi-scale evolutionary partial differential equations
Université Nice Sophia Antipolis（尼斯索菲亚安蒂波利斯大学）；Ecole Centrale Paris（巴黎中央理工学院）
Stéphane Descombes, Max Duarte, Thierry Dumont, Violaine Louvet, Marc Massot
备注：
Accepted to publication in Confluentes Mathematici. Dedication : Cet article est dédié à la mémoire de Michelle Schatzman. Spécialiste des méthodes de décomposition d'opérateur, sa grande clairvoyance scientifique lui a permis d'orienter plusieurs chercheurs débutants sur ce sujet à un moment où il pouvait sembler achevé. Michelle aimait dire qu'il n'y a pas de frontière entre les branches des mathématiques et que seule une grande culture permet de naviguer dans cette forêt et d'y trouver les bonnes techniques pour résoudre un problème. Ce travail est un hommage; à la croisée des mathématiques et de leurs applications effectives, il tente d'illustrer cette assertion. Michelle, ton dynamisme, ton humour et ton plaisir à parler mathématiques nous manquent
This paper introduces an adaptive time splitting technique for the solution of stiff evolutionary PDEs that guarantees an effective error control of the simulation, independent of the fastest physical time scale for highly unsteady problems. The strategy considers a second order Strang method and another lower order embedded splitting scheme that takes into account potential loss of order due to the stiffness featured by time-space multi-scale phenomena. The scheme is then built upon a precise numerical analysis of the method and a complementary numerical procedure, conceived to overcome classical restrictions of adaptive time stepping schemes based on lower order embedded methods, whenever asymptotic estimates fail to predict the dynamics of the problem. The performance of the method in terms of control of integration errors is evaluated by numerical simulations of stiff propagating waves coming from nonlinear chemical dynamics models as well as highly multi-scale nanosecond repetitively pulsed gas discharges, which allow to illustrate the method capabilities to consistently describe a broad spectrum of time scales and different physical scenarios for consecutive discharge/post-discharge phases.
In this paper, we develop a natural operator-splitting variational scheme for a general class of non-local, degenerate conservative-dissipative evolutionary equations. The splitting-scheme consists of two phases: a conservative (transport) phase and a dissipative (diffusion) phase. The first phase is solved exactly using the method of characteristic and DiPerna-Lions theory while the second phase is solved approximately using a JKO-type variational scheme that minimizes an energy functional with respect to a certain Kantorovich optimal transport cost functional. In addition, we also introduce …
We design and study splitting integrators for the temporal discretization of the stochastic FitzHugh--Nagumo system. This system is a model for signal propagation in nerve cells where the voltage variable is solution of a one-dimensional parabolic PDE with a cubic nonlinearity driven by additive space-time white noise. We first show that the numerical solutions have finite moments. We then prove that the splitting schemes have, at least, the strong rate of convergence $1/4$. Finally, numerical experiments illustrating the performance of the splitting schemes are provided.
We develop an \textit{a posteriori} error analysis for a numerical estimate of the time at which a functional of the solution to a partial differential equation (PDE) first achieves a threshold value on a given time interval. This quantity of interest (QoI) differs from classical QoIs which are modeled as bounded linear (or nonlinear) functionals {of the solution}. Taylor's theorem and an adjoint-based \textit{a posteriori} analysis is used to derive computable and accurate error estimates in the case of semi-linear parabolic and hyperbolic PDEs. The accuracy of the error estimates is demonstr…
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…
High-dimensional parabolic partial integro-differential equations (PIDEs) appear in many applications in insurance and finance. Existing numerical methods suffer from the curse of dimensionality or provide solutions only for a given space-time point. This gave rise to a growing literature on deep learning based methods for solving partial differential equations; results for integro-differential equations on the other hand are scarce. In this paper we consider an extension of the deep splitting scheme due to Beck, Becker, Cheridito, Jentzen, Neufeld (2021) and Germain, Pham, Warin (2022) to PID…
In [McDonald, Pestana and Wathen, \textit{SIAM J. Sci. Comput.}, 40 (2018), pp. A1012--A1033], a block circulant preconditioner is proposed for all-at-once linear systems arising from evolutionary partial differential equations, in which the preconditioned matrix is proven to be diagonalizable and to have identity-plus-low-rank decomposition in the case of the heat equation. In this paper, we generalize the block circulant preconditioner by introducing a small parameter $ε>0$ into the top-right block of the block circulant preconditioner. The implementation of the generalized preconditioner re…
This paper studies bulk-surface splitting methods of first order for (semi-linear) parabolic partial differential equations with dynamic boundary conditions. The proposed Lie splitting scheme is based on a reformulation of the problem as a coupled partial differential-algebraic equation system, i.e., the boundary conditions are considered as a second dynamic equation which is coupled to the bulk problem. The splitting approach is combined with bulk-surface finite elements and an implicit Euler discretization of the two subsystems. We prove first-order convergence of the resulting fully discret…
Energy-based operator splitting approach for the time discretization of coupled systems of partial and ordinary differential equations for fluid flows: The Stokes case
Worcester Polytechnic Institute（伍斯特理工学院）；University of Missouri（密苏里大学）；Université de Strasbourg, CNRS, IRMA UMR 7501（斯特拉斯堡大学，法国国家科学研究中心，IRMA UMR 7501）
PI-DOSnet: A Physics-Informed Deep Operator-Splitting Network for Evolution Partial Differential Equations
SKLMS, 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）；School of Mathematical Sciences, University of Chinese Academy of Sciences（中国科学院大学数学科学学院）
We propose a new class of uniformly accurate splitting methods for the Benjamin-Bona-Mahony equation which converge uniformly in the dispersive parameter $\varepsilon$. The proposed splitting schemes are furthermore asymptotic convergent and preserve the KdV limit. We carry out a rigorous convergence analysis of the splitting schemes exploiting the smoothing properties in the system. This will allow us to establish improved error bounds with gain either in regularity (for non smooth solutions) or in the dispersive parameter $\varepsilon$. The latter will be interesting in regimes of a small di…
In this work, we design and investigate contrast-independent partially explicit time discretizations for wave equations in heterogeneous high-contrast media. We consider multiscale problems, where the spatial heterogeneities are at subgrid level and are not resolved. In our previous work, we have introduced contrast-independent partially explicit time discretizations and applied to parabolic equations. The main idea of contrast-independent partially explicit time discretization is to split the spatial space into two components: contrast dependent (fast) and contrast independent (slow) spaces d…
In this paper, we analyze an operator splitting scheme of the nonlinear heat equation in $Ω\subset\mathbb{R}^d$ ($d\geq 1$): $\partial_t u = Δu + λ|u|^{p-1} u$ in $Ω\times(0,\infty)$, $u=0$ in $\partialΩ\times(0,\infty)$, $u ({\bf x},0) =ϕ({\bf x})$ in $Ω$. where $λ\in\{-1,1\}$ and $ϕ\in W^{1,q}(Ω)\cap L^{\infty} (Ω)$ with $2\leq p < \infty$ and $d(p-1)/2<q<\infty$. We establish the well-posedness of the approximation of $u$ in $L^r$-space ($r\geq q$), and furthermore, we derive its convergence rate of order $\mathcal{O}(τ)$ for a time step $τ>0$. Finally, we give some numerical examples to co…
