We present a spectrally-accurate scheme to turn a boundary integral formulation for an elliptic PDE on a single unit cell geometry into one for the fully periodic problem. Applications include computing the effective permeability of composite media (homogenization), and microfluidic chip design. Our basic idea is to exploit a small least squares solve to apply periodicity without ever handling periodic Green's functions. We exhibit fast solvers for the two-dimensional (2D) doubly-periodic Neumann Laplace problem (flow around insulators), and Stokes non-slip fluid flow problem, that for inclusions with smooth boundaries achieve 12-digit accuracy, and can handle thousands of inclusions per unit cell. We split the infinite sum over the lattice of images into a directly-summed "near" part plus a small number of auxiliary sources which represent the (smooth) remaining "far" contribution. Applying physical boundary conditions on the unit cell walls gives an expanded linear system, which, after a rank-1 or rank-3 correction and a Schur complement, leaves a well-conditioned square system which can be solved iteratively using fast multipole acceleration plus a low-rank term. We are rather explicit about the consistency and nullspaces of both the continuous and discretized problems. The scheme is simple (no lattice sums, Ewald methods, nor particle meshes are required), allows adaptivity, and is essentially dimension- and PDE-independent, so would generalize without fuss to 3D and to other non-oscillatory elliptic problems such as elastostatics. We incorporate recently developed spectral quadratures that accurately handle close-to-touching geometries. We include many numerical examples, and provide a software implementation.
We analyze neural network solutions to partial differential equations obtained with Physics Informed Neural Networks. In particular, we apply tools of classical finite element error analysis to obtain conclusions about the error of the Deep Ritz method applied to the Laplace and the Stokes equations. Further, we develop an a posteriori error estimator for neural network approximations of partial differential equations. The proposed approach is based on the dual weighted residual estimator. It is destined to serve as a stopping criterion that guarantees the accuracy of the solution independentl…
We develop, analyze and test adaptive penalty parameter methods. We prove unconditional stability for velocity when adapting the penalty parameter, $ε,$ and stability of the velocity time derivative under a condition on the change of the penalty parameter, $ε(t_{n+1})-ε(t_n)$. The analysis and tests show that adapting $ε(t_{n+1})$ in response to $\nabla\cdot u(t_n)$ removes the problem of picking $ε$ and yields good approximations for the velocity. We provide error analysis and numerical tests to support these results. We supplement the adaptive-$ε$ method by also adapting the time-step. The p…
Many different simulation methods for Stokes flow problems involve a common computationally intense task -- the summation of a kernel function over $O(N^2)$ pairs of points. One popular technique is the Kernel Independent Fast Multipole Method (KIFMM), which constructs a spatial adaptive octree for all points and places a small number of equivalent multipole and local equivalent points around each octree box, and completes the kernel sum with $O(N)$ cost, using these equivalent points. Simpler kernels can be used between these equivalent points to improve the efficiency of KIFMM. Here we prese…
A Proximal Primal-Dual Approach to Generalized JKO Schemes for Doubly Nonlinear Parabolic Equations
Universidad Técnica Federico Santa María（弗雷德里克·维多利亚技术大学）；University of Oxford（牛津大学）；Imperial College London（伦敦帝国理工学院）；Université de Limoges（利摩日大学）；University of Minnesota（明尼苏达大学）
Gopal and Trefethen recently introduced "lightning solvers" for the 2D Laplace and Helmholtz equations, based on rational functions with poles exponentially clustered near singular corners. Making use of the Goursat representation in terms of analytic functions, we extend these methods to the biharmonic equation, specifically to 2D Stokes flow. Solutions to model problems are computed to 10-digit accuracy in less than a second of laptop time. As an illustration of the high accuracy, we resolve two or more counter-rotating Moffatt eddies near a singular corner.
Transform before linearizing: robust Newton methods for singular $p$-Laplace and $p$-Stokes equations
Courant Institute School of Mathematics, Computing and Data Science, New York University（纽约大学柯朗数学科学研究所）；ETSIT, Technical University of Madrid (UPM)（马德里理工大学ETSIT）
This paper presents a new approach for solving the close evaluation problem in three dimensions, commonly encountered while solving linear elliptic partial differential equations via potential theory. The goal is to evaluate layer potentials close to the boundary over which they are defined. The approach introduced here converts these nearly-singular integrals on a patch of the boundary to a set of non-singular line integrals on the patch boundary using the Stokes theorem on manifolds. A function approximation scheme based on harmonic polynomials is designed to express the integrand in a form …
With rheology applications in mind, we present a fast solver for the time-dependent effective viscosity of an infinite lattice containing one or more neutrally buoyant smooth rigid particles per unit cell, in a two-dimensional Stokes fluid with given shear rate. At each time, the mobility problem is reformulated as a 2nd-kind boundary integral equation, then discretized to spectral accuracy by the Nystrom method and solved iteratively, giving typically 10 digits of accuracy. Its solution controls the evolution of particle locations and angles in a first-order system of ordinary differential eq…
Universal image systems for non-periodic and periodic Stokes flows above a no-slip wall
Center for Computational Biology, Flatiron Institute（Flatiron研究所计算生物学中心）；Courant Institute of Mathematical Sciences, New York University（纽约大学柯朗数学科学研究所）
For a generalized Hodge Laplace equation, we prove the quasi-optimal convergence rate of an adaptive mixed finite element method. This adaptive method can control the error in the natural mixed variational norm when the space of harmonic forms is trivial. In particular, we obtain new quasi-optimal adaptive mixed methods for the Hodge Laplace, Poisson, and Stokes equations. Comparing to existing adaptive mixed methods, the new methods control errors in both variables.
We develop a fast method for computing the electrostatic energy and forces for a collection of charges in doubly-periodic slabs with jumps in the dielectric permittivity at the slab boundaries. Our method achieves spectral accuracy by using Ewald splitting to replace the original Poisson equation for nearly-singular sources with a smooth far-field Poisson equation, combined with a localized near-field correction. Unlike existing spectral Ewald methods, which make use of the Fourier transform in the aperiodic direction, we recast the problem as a two-point boundary value problem in the aperiodi…
Recursive reduction quadrature for the evaluation of Laplace layer potentials in three dimensions
Center for Computational Mathematics, Flatiron Institute, Simons Foundation（计算数学中心，Flatiron研究所，西蒙斯基金会）；Institute for Theoretical Sciences, Westlake University（理论科学研究所，西湖大学）
Accurate computation of Galerkin double surface integrals in the 3-D boundary element method
Department of Computer Science, University of Maryland, College Park（马里兰大学学院公园分校计算机科学系）；Fantalgo, LLC（Fantalgo有限责任公司）；Institute for Advanced Computer Studies, University of Maryland, College Park（马里兰大学学院公园分校高级计算机研究所）
