In this paper, a well-posed simultaneous space-time First Order System Least Squares formulation is constructed of the instationary incompressible Stokes equations with slip boundary conditions. As a consequence of this well-posedness, the minimization over any conforming triple of finite element spaces for velocities, pressure and stress tensor gives a quasi-best approximation from that triple. The formulation is practical in the sense that all norms in the least squares functional can be efficiently evaluated. Being of least squares type, the formulation comes with an efficient and reliable a posteriori error estimator. In addition, a priori error estimates are derived, and numerical results are presented.
Two novel parallel Newton-Krylov Balancing Domain Decomposition by Constraints (BDDC) and Dual-Primal Finite Element Tearing and Interconnecting (FETI-DP) solvers are here constructed, analyzed and tested numerically for implicit time discretizations of the three-dimensional Bidomain system of equations. This model represents the most advanced mathematical description of the cardiac bioelectrical activity and it consists of a degenerate system of two non-linear reaction-diffusion partial differential equations (PDEs), coupled with a stiff system of ordinary differential equations (ODEs). A finite element discretization in space and a segregated implicit discretization in time, based on decoupling the PDEs from the ODEs, yields at each time step the solution of a non-linear algebraic system. The Jacobian linear system at each Newton iteration is solved by a Krylov method, accelerated by BDDC or FETI-DP preconditioners, both augmented with the recently introduced {\em deluxe} scaling of the dual variables. A polylogarithmic convergence rate bound is proven for the resulting parallel Bidomain solvers. Extensive numerical experiments on linux clusters up to two thousands processors confirm the theoretical estimates, showing that the proposed parallel solvers are scalable and quasi-optimal.
In this work, we introduce a novel approach to formulating an artificial viscosity for shock capturing in nonlinear hyperbolic systems by utilizing the property that the solutions of hyperbolic conservation laws are not reversible in time in the vicinity of shocks. The proposed approach does not require any additional governing equations or a priori knowledge of the hyperbolic system in question, is independent of the mesh and approximation order, and requires the use of only one tunable parameter. The primary novelty is that the resulting artificial viscosity is unique for each component of the conservation law which is advantageous for systems in which some components exhibit discontinuities while others do not. The efficacy of the method is shown in numerical experiments of multi-dimensional hyperbolic conservation laws such as nonlinear transport, Euler equations, and ideal magnetohydrodynamics using a high-order discontinuous spectral element method on unstructured grids.
The success of large-scale models in recent years has increased the importance of statistical models with numerous parameters. Several studies have analyzed over-parameterized linear models with high-dimensional data that may not be sparse; however, existing results depend on the independent setting of samples. In this study, we analyze a linear regression model with dependent time series data under over-parameterization settings. We consider an estimator via interpolation and developed a theory for excess risk of the estimator under multiple dependence types. This theory can treat infinite-dimensional data without sparsity and handle long-memory processes in a unified manner. Moreover, we bound the risk in our theory via the integrated covariance and nondegeneracy of autocorrelation matrices. The results show that the convergence rate of risks with short-memory processes is identical to that of cases with independent data, while long-memory processes slow the convergence rate. We also present several examples of specific dependent processes that can be applied to our setting.
This paper makes the first attempt to apply newly developed upwind GFDM for the meshless solution of two-phase porous flow equations. In the presented method, node cloud is used to flexibly discretize the computational domain, instead of complicated mesh generation. Combining with moving least square approximation and local Taylor expansion, spatial derivatives of oil-phase pressure at a node are approximated by generalized difference operators in the local influence domain of the node. By introducing the first-order upwind scheme of phase relative permeability, and combining the discrete boundary conditions, fully-implicit GFDM-based nonlinear discrete equations of the immiscible two-phase porous flow are obtained and solved by the nonlinear solver based on the Newton iteration method with the automatic differentiation, to avoid the additional computational cost and possible computational instability caused by sequentially coupled scheme. Two numerical examples are implemented to test the computational performances of the presented method. Detailed error analysis finds the two sources of the calculation error, roughly studies the convergence order thus find that the low-order error of GFDM makes the convergence order of GFDM lower than that of FDM when node spacing is small, and points out the significant effect of the symmetry or uniformity of the node collocation in the node influence domain on the accuracy of generalized difference operators, and the radius of the node influence domain should be small to achieve high calculation accuracy, which is a significant difference between the studied hyperbolic two-phase porous flow problem and the elliptic problems when GFDM is applied.
There has been an arising trend of adopting deep learning methods to study partial differential equations (PDEs). This article is to propose a Deep Learning Galerkin Method (DGM) for the closed-loop geothermal system, which is a new coupled multi-physics PDEs and mainly consists of a framework of underground heat exchange pipelines to extract the geothermal heat from the geothermal reservoir. This method is a natural combination of Galerkin Method and machine learning with the solution approximated by a neural network instead of a linear combination of basis functions. We train the neural network by randomly sampling the spatiotemporal points and minimize loss function to satisfy the differential operators, initial condition, boundary and interface conditions. Moreover, the approximate ability of the neural network is proved by the convergence of the loss function and the convergence of the neural network to the exact solution in L^2 norm under certain conditions. Finally, some numerical examples are carried out to demonstrate the approximation ability of the neural networks intuitively.
In this article we suggest two discretization methods based on isogeometric analysis (IGA) for planar linear elasticity. On the one hand, we apply the well-known ansatz of weakly imposed symmetry for the stress tensor and obtain a well-posed mixed formulation. Such modified mixed problems have been already studied by different authors. But we concentrate on the exploitation of IGA results to handle also curved boundary geometries. On the other hand, we consider the more complicated situation of strong symmetry, i.e. we discretize the mixed weak form determined by the so-called Hellinger-Reissner variational principle. We show the existence of suitable approximate fields leading to an inf-sup stable saddle-point problem. For both discretization approaches we prove convergence statements and in case of weak symmetry we illustrate the approximation behavior by means of several numerical experiments.
We introduce a novel methodology for particle filtering in dynamical systems where the evolution of the signal of interest is described by a SDE and observations are collected instantaneously at prescribed time instants. The new approach includes the discretisation of the SDE and the design of efficient particle filters for the resulting discrete-time state-space model. The discretisation scheme converges with weak order 1 and it is devised to create a sequential dependence structure along the coordinates of the discrete-time state vector. We introduce a class of space-sequential particle filters that exploits this structure to improve performance when the system dimension is large. This is numerically illustrated by a set of computer simulations for a stochastic Lorenz 96 system with additive noise. The new space-sequential particle filters attain approximately constant estimation errors as the dimension of the Lorenz 96 system is increased, with a computational cost that increases polynomially, rather than exponentially, with the system dimension. Besides the new numerical scheme and particle filters, we provide in this paper a general framework for discrete-time filtering in continuous-time dynamical systems described by a SDE and instantaneous observations. Provided that the SDE is discretised using a weakly-convergent scheme, we prove that the marginal posterior laws of the resulting discrete-time state-space model converge to the posterior marginal posterior laws of the original continuous-time state-space model under a suitably defined metric. This result is general and not restricted to the numerical scheme or particle filters specifically studied in this manuscript.
We design the helicity-conservative physics-informed neural network model for the Navier-Stokes equation in the ideal case. The key is to provide an appropriate PDE model as loss function so that its neural network solutions produce helicity conservation. Physics-informed neural network model is based on the strong form of PDE. We show that the relevant helicity-conservative finite element method based on the weak formulation of PDE can be somewhat different. More precisely, we compares the PINN formulation and the finite element method based on the weak formulation for conserving helicity and argues that for the conservation, strong PDE is more natural. Our result is justified by theory as well. Furthermore, a couple of numerical calculations are demonstrated to confirm our theoretical finding.
We propose a First-Order System Least Squares (FOSLS) method based on deep-learning for numerically solving second-order elliptic PDEs. The method we propose is capable of dealing with either variational and non-variational problems, and because of its meshless nature, it can also deal with problems posed in high-dimensional domains. We prove the $\Gamma$-convergence of the neural network approximation towards the solution of the continuous problem, and extend the convergence proof to some well-known related methods. Finally, we present several numerical examples illustrating the performance of our discretization.
We recall some of the history of the information-theoretic approach to deriving core results in probability theory and indicate parts of the recent resurgence of interest in this area with current progress along several interesting directions. Then we give a new information-theoretic proof of a finite version of de Finetti's classical representation theorem for finite-valued random variables. We derive an upper bound on the relative entropy between the distribution of the first $k$ in a sequence of $n$ exchangeable random variables, and an appropriate mixture over product distributions. The mixing measure is characterised as the law of the empirical measure of the original sequence, and de Finetti's result is recovered as a corollary. The proof is nicely motivated by the Gibbs conditioning principle in connection with statistical mechanics, and it follows along an appealing sequence of steps. The technical estimates required for these steps are obtained via the use of a collection of combinatorial tools known within information theory as `the method of types.'