Despite the growing interest in parallel-in-time methods as an approach to accelerate numerical simulations in atmospheric modelling, improving their stability and convergence remains a substantial challenge for their application to operational models. In this work, we study the temporal parallelization of the shallow water equations on the rotating sphere combined with time-stepping schemes commonly used in atmospheric modelling due to their stability properties, namely an Eulerian implicit-explicit (IMEX) method and a semi-Lagrangian semi-implicit method (SL-SI-SETTLS). The main goal is to investigate the performance of parallel-in-time methods, namely Parareal and Multigrid Reduction in Time (MGRIT), when these well-established schemes are used on the coarse discretization levels and provide insights on how they can be improved for better performance. We begin by performing an analytical stability study of Parareal and MGRIT applied to a linearized ordinary differential equation depending on the choice of coarse scheme. Next, we perform numerical simulations of two standard tests to evaluate the stability, convergence and speedup provided by the parallel-in-time methods compared to a fine reference solution computed serially. We also conduct a detailed investigation on the influence of artificial viscosity and hyperviscosity approaches, applied on the coarse discretization levels, on the performance of the temporal parallelization. Both the analytical stability study and the numerical simulations indicate a poorer stability behaviour when SL-SI-SETTLS is used on the coarse levels, compared to the IMEX scheme. With the IMEX scheme, a better trade-off between convergence, stability and speedup compared to serial simulations can be obtained under proper parameters and artificial viscosity choices, opening the perspective of the potential competitiveness for realistic models.
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The multivariate inverse hypergeometric (MIH) distribution is an extension of the negative multinomial (NM) model that accounts for sampling without replacement in a finite population. Even though most studies on longitudinal count data with a specific number of `failures' occur in a finite setting, the NM model is typically chosen over the more accurate MIH model. This raises the question: How much information is lost when inferring with the approximate NM model instead of the true MIH model? The loss is quantified by a measure called deficiency in statistics. In this paper, asymptotic bounds for the deficiencies between MIH and NM experiments are derived, as well as between MIH and the corresponding multivariate normal experiments with the same mean-covariance structure. The findings are supported by a local approximation for the log-ratio of the MIH and NM probability mass functions, and by Hellinger distance bounds.
We develop a data-driven optimal shrinkage algorithm for matrix denoising in the presence of high-dimensional noise with a separable covariance structure; that is, the noise is colored and dependent across samples. The algorithm, coined {\em extended OptShrink} (eOptShrink) depends on the asymptotic behavior of singular values and singular vectors of the random matrix associated with the noisy data. Based on the developed theory, including the sticking property of non-outlier singular values and delocalization of the non-outlier singular vectors associated with weak signals with a convergence rate, and the spectral behavior of outlier singular values and vectors, we develop three estimators, each of these has its own interest. First, we design a novel rank estimator, based on which we provide an estimator for the spectral distribution of the pure noise matrix, and hence the optimal shrinker called eOptShrink. In this algorithm we do not need to estimate the separable covariance structure of the noise. A theoretical guarantee of these estimators with a convergence rate is given. On the application side, in addition to a series of numerical simulations with a comparison with various state-of-the-art optimal shrinkage algorithms, we apply eOptShrink to extract maternal and fetal electrocardiograms from the single channel trans-abdominal maternal electrocardiogram.
We present a space-time virtual element method for the discretization of the heat equation, which is defined on general prismatic meshes and variable degrees of accuracy. Strategies to handle efficiently the space-time mesh structure are discussed. We perform convergence tests for the $h$- and $hp$-versions of the method in case of smooth and singular solutions, and test space-time adaptive mesh refinements driven by a residual-type error indicator.
We present a rigorous and precise analysis of the maximum degree and the average degree in a dynamic duplication-divergence graph model introduced by Sol\'e, Pastor-Satorras et al. in which the graph grows according to a duplication-divergence mechanism, i.e. by iteratively creating a copy of some node and then randomly alternating the neighborhood of a new node with probability $p$. This model captures the growth of some real-world processes e.g. biological or social networks. In this paper, we prove that for some $0 < p < 1$ the maximum degree and the average degree of a duplication-divergence graph on $t$ vertices are asymptotically concentrated with high probability around $t^p$ and $\max\{t^{2 p - 1}, 1\}$, respectively, i.e. they are within at most a polylogarithmic factor from these values with probability at least $1 - t^{-A}$ for any constant $A > 0$.
Invariant finite-difference schemes for the one-dimensional shallow water equations in the presence of a magnetic field for various bottom topographies are constructed. Based on the results of the group classification recently carried out by the authors, finite-difference analogues of the conservation laws of the original differential model are obtained. Some typical problems are considered numerically, for which a comparison is made between the cases of a magnetic field presence and when it is absent (the standard shallow water model). The invariance of difference schemes in Lagrangian coordinates and the energy preservation on the obtained numerical solutions are also discussed.
We study the approximation properties of complex-valued polynomial Trefftz spaces for the $(d+1)$-dimensional linear time-dependent Schr\"odinger equation. More precisely, we prove that for the space-time Trefftz discontinuous Galerkin variational formulation proposed by G\'omez, Moiola (SIAM. J. Num. Anal. 60(2): 688-714, 2022), the same $h$-convergence rates as for polynomials of degree $p$ in $(d + 1)$ variables can be obtained in a mesh-dependent norm by using a space of Trefftz polynomials of anisotropic degree. For such a space, the dimension is equal to that of the space of polynomials of degree $2p$ in $d$ variables, and bases are easily constructed.
Blow-up solutions to a heat equation with spatial periodicity and a quadratic nonlinearity are studied through asymptotic analyses and a variety of numerical methods. The focus is on the dynamics of the singularities in the complexified space domain. Blow up in finite time is caused by these singularities eventually reaching the real axis. The analysis provides a distinction between small and large nonlinear effects, as well as insight into the various time scales on which blow up is approached. It is shown that an ordinary differential equation with quadratic nonlinearity plays a central role in the asymptotic analysis. This equation is studied in detail, including its numerical computation on multiple Riemann sheets, and the far-field solutions are shown to be given at leading order by a Weierstrass elliptic function.
A slow decaying Kolmogorov n-width of the solution manifold of a parametric partial differential equation precludes the realization of efficient linear projection-based reduced-order models. This is due to the high dimensionality of the reduced space needed to approximate with sufficient accuracy the solution manifold. To solve this problem, neural networks, in the form of different architectures, have been employed to build accurate nonlinear regressions of the solution manifolds. However, the majority of the implementations are non-intrusive black-box surrogate models, and only a part of them perform dimension reduction from the number of degrees of freedom of the discretized parametric models to a latent dimension. We present a new intrusive and explicable methodology for reduced-order modelling that employs neural networks for solution manifold approximation but that does not discard the physical and numerical models underneath in the predictive/online stage. We will focus on autoencoders used to compress further the dimensionality of linear approximants of solution manifolds, achieving in the end a nonlinear dimension reduction. After having obtained an accurate nonlinear approximant, we seek for the solutions on the latent manifold with the residual-based nonlinear least-squares Petrov-Galerkin method, opportunely hyper-reduced in order to be independent from the number of degrees of freedom. New adaptive hyper-reduction strategies are developed along with the employment of local nonlinear approximants. We test our methodology on two nonlinear time-dependent parametric benchmarks involving a supersonic flow past a NACA airfoil with changing Mach number and an incompressible turbulent flow around the Ahmed body with changing slant angle.
We design a monotone meshfree finite difference method for linear elliptic equations in the non-divergence form on point clouds via a nonlocal relaxation method. The key idea is a novel combination of a nonlocal integral relaxation of the PDE problem with a robust meshfree discretization on point clouds. Minimal positive stencils are obtained through a local $l_1$-type optimization procedure that automatically guarantees the stability and, therefore, the convergence of the meshfree discretization for linear elliptic equations. A major theoretical contribution is the existence of consistent and positive stencils for a given point cloud geometry. We provide sufficient conditions for the existence of positive stencils by finding neighbors within an ellipse (2d) or ellipsoid (3d) surrounding each interior point, generalizing the study for Poisson's equation by Seibold (Comput Methods Appl Mech Eng 198(3-4):592-601, 2008). It is well-known that wide stencils are in general needed for constructing consistent and monotone finite difference schemes for linear elliptic equations. Our result represents a significant improvement in the stencil width estimate for positive-type finite difference methods for linear elliptic equations in the near-degenerate regime (when the ellipticity constant becomes small), compared to previously known works in this area. Numerical algorithms and practical guidance are provided with an eye on the case of small ellipticity constant. At the end, we present numerical results for the performance of our method in both 2d and 3d, examining a range of ellipticity constants including the near-degenerate regime.
This work focuses on solving super-linear stochastic differential equations (SDEs) involving different time scales numerically. Taking advantages of being explicit and easily implementable, a multiscale truncated Euler-Maruyama scheme is proposed for slow-fast SDEs with local Lipschitz coefficients. By virtue of the averaging principle, the strong convergence of its numerical solutions to the exact ones in pth moment is obtained. Furthermore, under mild conditions on the coefficients, the corresponding strong error estimate is also provided. Finally, two examples and some numerical simulations are given to verify the theoretical results.
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