In this article, we consider fast direct solvers for nonlocal operators. The pivotal idea is to combine a wavelet representation of the system matrix, yielding a quasi-sparse matrix, with the nested dissection ordering scheme. The latter drastically reduces the fill-in during the factorization of the system matrix by means of a Cholesky decomposition or an LU decomposition, respectively. This way, we end up with the exact inverse of the compressed system matrix with only a moderate increase of the number of nonzero entries in the matrix.
To illustrate the efficacy of the approach, we conduct numerical experiments for different highly relevant applications of nonlocal operators: We consider (i) the direct solution of boundary integral equations in three spatial dimensions, issuing from the polarizable continuum model, (ii) a parabolic problem for the fractional Laplacian in integral form and (iii) the fast simulation of Gaussian random fields.
In this paper, we propose a hybrid collocation method based on finite difference and Haar wavelets to solve nonlocal hyperbolic partial differential equations. Developing an efficient and accurate numerical method to solve such problem is a difficult task due to the presence of nonlocal boundary condition. The speciality of the proposed method is to handle integral boundary condition efficiently using the given data. Due to various attractive properties of Haar wavelets such as closed form expression, compact support and orthonormality, Haar wavelets are efficiently used for spatial discretiza…
In this work, an $r$-linearly converging adaptive solver is constructed for parabolic evolution equations in a simultaneous space-time variational formulation. Exploiting the product structure of the space-time cylinder, the family of trial spaces that we consider are given as the spans of wavelets-in-time and (locally refined) finite element spaces-in-space. Numerical results illustrate our theoretical findings.
A novel nonlocal potential solver based on nonuniform FFT for efficient simulation of the Davey-Stewartson equations
University of Vienna（维也纳大学）；Wolfgang Pauli Institute, University of Vienna（维也纳大学沃尔夫冈·泡利研究所）；ATI, Vienna University of Technology（维也纳工业大学ATI）；Université de Rennes 1（雷恩第一大学）
We present OBMeshfree, an Optimization-Based Meshfree solver for compactly supported nonlocal integro-differential equations (IDEs) that can describe material heterogeneity and brittle fractures. OBMeshfree is developed based on a quadrature rule calculated via an equality constrained least square problem to reproduce exact integrals for polynomials. As such, a meshfree discretization method is obtained, whose solution possesses the asymptotically compatible convergence to the corresponding local solution. Moreover, when fracture occurs, this meshfree formulation automatically provides a sharp…
Atmospheric tomography, i.e. the reconstruction of the turbulence profile in the atmosphere, is a challenging task for adaptive optics (AO) systems of the next generation of extremely large telescopes. Within the community of AO the first choice solver is the so called Matrix Vector Multiplication (MVM), which directly applies the (regularized) generalized inverse of the system operator to the data. For small telescopes this approach is feasible, however, for larger systems such as the European Extremely Large Telescope (ELT), the atmospheric tomography problem is considerably more complex and…
The image quality of the new generation of earthbound Extremely Large Telescopes (ELTs) is heavily influenced by atmospheric turbulences. To compensate these optical distortions a technique called adaptive optics (AO) is used. Many AO systems require the reconstruction of the refractive index fluctuations in the atmosphere, called atmospheric tomography. The standard way of solving this problem is the Matrix Vector Multiplication, i.e., the direct application of a (regularized) generalized inverse of the system operator. However, over the last years the telescope sizes have increased significa…
Based on a nonlocal Laplacian operator, a novel edge detection method of the grayscale image is proposed in this paper. This operator utilizes the information of neighbor pixels for a given pixel to obtain effective and delicate edge detection. The nonlocal edge detection method is used as an initialization for solving the Allen-Cahn equation to achieve two-phase segmentation of the grayscale image. Efficient exponential time differencing (ETD) solvers are employed in the time integration, and finite difference method is adopted in space discretization. The maximum bound principle and energy s…
On the ground states and dynamics of space fractional nonlinear Schrödinger/Gross-Pitaevskii equations with rotation term and nonlocal nonlinear interactions
Université de Lorraine（洛林大学）；Inria Nancy-Grand Est（南锡-大东部国家研究与创新研究所）；Institut Elie Cartan de Lorraine（洛林艾利嘉当研究所）；Laboratoire de Mathématiques Raphaël Salem（拉斐尔萨莱姆数学实验室）；Université de Rouen（鲁昂大学）；Université de Rennes 1（雷恩第一大学）；IRMAR（雷恩数学与应用研究混合研究中心）；University Wien（维也纳大学）；Wolfgang Pauli Institute（沃尔夫冈·泡利研究所）
INEUS: Iterative Neural Solver for High-Dimensional PIDEs
Department of Mathematics and RiskLab, ETH Zurich（数学系和风险实验室，苏黎世联邦理工学院）；Applied Mathematics: Institute for Analysis and Numerics, University of Münster（应用数学：分析与数值计算研究所，蒙斯特大学）
The University of Arizona（亚利桑那大学）；Massachusetts Institute of Technology（麻省理工学院）
This study presents a novel unsupervised convolutional Neural Network (NN) architecture with nonlocal interactions for solving Partial Differential Equations (PDEs). The nonlocal Peridynamic Differential Operator (PDDO) is employed as a convolutional filter for evaluating derivatives the field variable. The NN captures the time-dynamics in smaller latent space through encoder-decoder layers with a Convolutional Long-short Term Memory (ConvLSTM) layer between them. The ConvLSTM architecture is modified by employing a novel activation function to improve the predictive capability of the learning…
In this paper, we develop two fast implicit difference schemes for solving a class of variable-coefficient time-space fractional diffusion equations with integral fractional Laplacian (IFL). The proposed schemes utilize the graded $L1$ formula for the Caputo fractional derivative and a special finite difference discretization for IFL, where the graded mesh can capture the model problem with a weak singularity at initial time. The stability and convergence are rigorously proved via the $M$-matrix analysis, which is from the spatial discretized matrix of IFL. Moreover, the proposed schemes use t…
We consider the multidimensional space-fractional diffusion equations with spatially varying diffusivity and fractional order. Significant computational challenges are encountered when solving these equations due both to the kernel singularity in the fractional integral operator and to the resulting dense discretized operators, which quickly become prohibitively expensive to handle because of their memory and arithmetic complexities. In this work, we present a singularity-aware discretization scheme that regularizes the singular integrals through a singularity subtraction technique adapted to …
