We propose an efficient solver for saddle point problems arising from finite element approximations of nonlocal multi-phase Allen--Cahn variational inequalities. The solver is seen to behave mesh independently and to have only a very mild dependence on the number of phase field variables. In addition we prove convergence, in three GMRES iterations, of the approximation of the two phase problem, regardless of mesh size or interfacial width. Numerical results are presented that illustrate the competitiveness of this approach.
Asymptotic spectral properties and preconditioning of an approximated nonlocal Helmholtz equation with Caputo fractional Laplacian and variable coefficient wave number $μ$
A novel method to enable application of the Multiscale Restricted Smoothed Basis (MsRSB) method to non M-matrices is presented. The original MsRSB method is enhanced with a filtering strategy enforcing M-matrix properties to enable the robust application of MsRSB as a preconditioner. Through applications to porous media flow and linear elastic geomechanics, the method is proven to be effective for scalar and vector problems with multipoint finite volume (FV) and finite element (FE) discretization schemes, respectively. Realistic complex (un)structured two- and three-dimensional test cases are …
This work proposes an original preconditioner that couples the Constrained Pressure Residual (CPR) method with block preconditioning for the efficient solution of the linearized systems of equations arising from fully implicit multiphase flow models. This preconditioner, denoted as Block CPR (BCPR), is specifically designed for Lagrange multipliers-based flow models, such as those generated by Mixed Hybrid Finite Element (MHFE) approximations. An original MHFE-based formulation of the two-phase flow model is taken as a reference for the development of the BCPR preconditioner, in which the set …
This is the third part in a series on a mass conserving, high order, mixed finite element method for Stokes flow. In this part, we study a block-diagonal preconditioner for the indefinite Schur complement system arising from the discretization of the Stokes equations using these elements. The underlying finite element method is uniformly stable in both the mesh size h and polynomial order p, and we prove bounds on the eigenvalues of the preconditioned system which are independent of h and grow modestly in p. The analysis relates the Schur complement system to an appropriate variational setting…
We devise 3-field and 4-field finite element approximations of a system describing the steady state of an incompressible heat-conducting fluid with implicit non-Newtonian rheology. We prove that the sequence of numerical approximations converges to a weak solution of the problem. We develop a block preconditioner based on augmented Lagrangian stabilisation for a discretisation based on the Scott-Vogelius finite element pair for the velocity and pressure. The preconditioner involves a specialised multigrid algorithm that makes use of a space-decomposition that captures the kernel of the diverge…
Parallel-in-time methods have become increasingly popular in the simulation of time-dependent numerical PDEs, allowing for the efficient use of additional MPI processes when spatial parallelism saturates. Most methods treat the solution and parallelism in space and time separately. In contrast, all-at-once methods solve the full space-time system directly, largely treating time as simply another spatial dimension. All-at-once methods offer a number of benefits over separate treatment of space and time, most notably significantly increased parallelism and faster time-to-solution (when applicabl…
In this paper, we propose a new finite element solution approach to the multi-compartmental Darcy equations describing flow and interactions in a porous medium with multiple fluid compartments. We introduce a new numerical formulation and a block-diagonal preconditioner. The robustness with respect to variations in material parameters is demonstrated by theoretical considerations and numerical examples.
Numerical simulation of incompressible viscous flow, in particular in three space dimensions, continues to remain a challenging task. Space-time finite element methods feature the natural construction of higher order discretization schemes. They offer the potential to achieve accurate results on computationally feasible grids. Linearizing the resulting algebraic problems by Newton's method yields linear systems with block matrices built of $(k+1)\times (k+1)$ saddle point systems, where $k$ denotes the polynomial order of the variational time discretization. We demonstrate numerically the effi…
Iterative solvers preconditioned with algebraic multigrid have been devised as an optimal technology to speed up the response of large sparse linear systems. In this work, this technique was implemented in the framework of the dual delineation approach. This involves a single groundwater flow solve and a pure advective transport solve with different right-hand sides. The new solver was compared with traditional preconditioned iterative methods and direct sparse solvers on several two- and three-dimensional benchmark problems spanning homogeneous and heterogeneous formations. For the groundwate…
Preconditioning of a coupled Cahn--Hilliard Navier--Stokes system
The University of British Columbia（不列颠哥伦比亚大学）；Technical University München（慕尼黑工业大学）；Max Planck Institute for Dynamics of Complex Technical Systems（马克斯·普朗克复杂技术系统动力学研究所）
This work focuses on the development of a two-step field-split nonlinear preconditioner to accelerate the convergence of two-phase flow and transport in heterogeneous porous media. We propose a field-split algorithm named Field-Split Multiplicative Schwarz Newton (FSMSN), consisting in two steps: first, we apply a preconditioning step to update pressure and saturations nonlinearly by solving approximately two subproblems in a sequential fashion; then, we apply a global step relying on a Newton update obtained by linearizing the system at the preconditioned state. Using challenging test cases, …
We develop a novel iterative solution method for the incompressible Navier-Stokes equations with boundary conditions coupled with reduced models. The iterative algorithm is designed based on the variational multiscale formulation and the generalized-$α$ scheme. The spatiotemporal discretization leads to a block structure of the resulting consistent tangent matrix in the Newton-Raphson procedure. As a generalization of the conventional block preconditioners, a three-level nested block preconditioner is introduced to attain a better representation of the Schur complement, which plays a key role …
We consider the time-dependent Stokes-Darcy problem as a model case for the challenges involved in solving coupled systems. Keeping the model, its discretization, and the underlying numerics for the subproblems in the free-flow domain and the porous medium constant, we focus on different solver approaches for the coupled problem. We compare a partitioned coupling approach using the coupling library preCICE with a monolithic block-preconditioned one that is tailored to different formulations of the problem. Both approaches enable the reuse of already available iterative solvers and precondition…
This paper considers numerical discretization of a nonlocal conservation law modeling vehicular traffic flows involving nonlocal inter-vehicle interactions. The nonlocal model involves an integral over the range measured by a horizon parameter and it recovers the local Lighthill-Richards-Whitham model as the nonlocal horizon parameter goes to zero. Good numerical schemes for simulating these parameterized nonlocal traffic flow models should be robust with respect to the change of the model parameters but this has not been systematically investigated in the literature. We fill this gap through …
Uniform Inf-Sup Norm Equivalence and Robust Operator Preconditioning for Stokes Flow in tight domains with Periodic Pillars
The Chinese University of Hong Kong, Shenzhen（香港中文大学（深圳））；Shenzhen International Center for Industrial and Applied Mathematics, Shenzhen Research Institute of Big Data（深圳大数据研究院工业与应用数学国际中心）；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数学力学重点实验室）；School of Mathematical Sciences, University of Chinese Academy of Sciences（中国科学院大学数学科学学院）；Shenzhen Loop Area Institute（深圳河套学院）；Applied Mathematics and Computational Sciences, CEMSE Division, King Abdullah University of Science and Technology（阿卜杜拉国王科技大学CEMSE学院应用数学与计算科学系）
Many subsurface engineering applications involve tight-coupling between fluid flow, solid deformation, fracturing, and similar processes. To better understand the complex interplay of different governing equations, and therefore design efficient and safe operations, numerical simulations are widely used. Given the relatively long time-scales of interest, fully-implicit time-stepping schemes are often necessary to avoid time-step stability restrictions. A major computational bottleneck for these methods, however, is the linear solver. These systems are extremely large and ill-conditioned. Becau…
The discontinuous Petrov-Galerkin (DPG) methodology of Demkowicz and Gopalakrishnan [15,17] guarantees the optimality of the solution in an energy norm, and provides several features facilitating adaptive schemes. A key question that has not yet been answered in general - though there are some results for Poisson, e.g. - is how best to precondition the DPG system matrix, so that iterative solvers may be used to allow solution of large-scale problems. In this paper, we detail a strategy for preconditioning the DPG system matrix using geometric multigrid which we have implemented as part of Came…
We present a network formulation for a traffic flow model with nonlocal velocity in the flux function. The modeling framework includes suitable coupling conditions at intersections to either ensure maximum flux or distribution parameters. Based on an upwind type numerical scheme, we prove the maximum principle and the existence of weak solutions on networks. We also investigate the limiting behavior of the proposed models when the nonlocal influence tends to infinity. Numerical examples show the difference between the proposed coupling conditions and a comparison to the Lighthill-Whitham-Richa…
Smoothed Particle Hydrodynamics (SPH) is a popular numerical technique developed for simulating complex fluid flows. Among its key ingredients is the use of nonlocal integral relaxations to local differentiations. Mathematical analysis of the corresponding nonlocal models on the continuum level can provide further theoretical understanding of SPH. We present, in this part of a series of works on the mathematics of SPH, a nonlocal relaxation to the conventional linear steady state Stokes system for incompressible viscous flows. The nonlocal continuum model is characterized by a smoothing length…
In this paper, we consider a nonlinear and nonlocal parabolic model for multi-species ionic fluids and introduce a semi-implicit finite volume scheme, which is second order accurate in space, first order in time and satisfies the following properties: positivity preserving, mass conservation and energy dissipation. Besides, our scheme involves a fast algorithm on the convolution terms with singular but integrable kernels, which otherwise impedes the accuracy and efficiency of the whole scheme. Error estimates on the fast convolution algorithm are shown next. Numerous numerical tests are provid…
We present a non-local version of a scalar balance law modeling traffic flow with on-ramps and off-ramps. The source term is used to describe the traffic flow over the on-ramp and off-ramps. We approximate the problem using an upwind-type numerical scheme and we provide L^\infty and BV estimates for the sequence of approximate solutions. Together with a discrete entropy inequality, we also show the well-posedness of the considered class of scalar balance laws. Some numerical simulations illustrate the behaviour of solutions in sample cases.
ND-TNN: Tensor-Neural-Network Approximation for High-Dimensional Nonlocal Diffusion Models
Qiuzhen College, Tsinghua University（清华大学邱成栋中心）；Yau Mathematical Sciences Center, Tsinghua University（清华大学丘成栋数学科学中心）；Yanqi Lake Beijing Institute of Mathematical Sciences and Applications（北京雁栖湖应用数学研究院）
This paper presents a class of one-dimensional cellular automata (CA) models on traffic flows, featuring nonlocal look-ahead interactions. We develop kinetic Monte Carlo (KMC) algorithms to simulate the dynamics. The standard KMC method can be inefficient for models with global interactions. We design an accelerated KMC method to reduce the computational complexity in the evaluation of the nonlocal transition rates. We investigate several numerical experiments to demonstrate the efficiency of the accelerated algorithm, and obtain the fundamental diagrams of the dynamics under various parameter…
Modeling Unknown Nonlocal PDE Systems via Flow Map Learning
Department of Mathematics, The Ohio State University（俄亥俄州立大学数学系）；Department of Mathematics and Statistics, Missouri University of Science and Technology（密苏里科技大学数学与统计系）
We present augmented Lagrangian Schur complement preconditioners and robust multigrid methods for incompressible Stokes problems with extreme viscosity variations. Such Stokes systems arise, for instance, upon linearization of nonlinear viscous flow problems, and they can have severely inhomogeneous and anisotropic coefficients. Using an augmented Lagrangian formulation for the incompressibility constraint makes the Schur complement easier to approximate, but results in a nearly singular (1,1)-block in the Stokes system. We present eigenvalue estimates for the quality of the Schur complement a…
We consider dynamics driven by interaction energies on graphs. We introduce graph analogues of the continuum nonlocal-interaction equation and interpret them as gradient flows with respect to a graph Wasserstein distance. The particular Wasserstein distance we consider arises from the graph analogue of the Benamou-Brenier formulation where the graph continuity equation uses an upwind interpolation to define the density along the edges. While this approach has both theoretical and computational advantages, the resulting distance is only a quasi-metric. We investigate this quasi-metric both on g…
