We develop a novel method of virtual sources to formulate boundary integral equations for exterior wave propagation problems. However, by contrast to classical boundary integral formulations, we displace the singularity of the Green's function by a small distance $h>0$. As a result, the discretization can be performed on the actual physical boundary with continuous kernels so that any naive quadrature scheme can be used to approximate integral operators. Using on-surface radiation conditions, we combine single- and double-layer potential representations of the solution to arrive at a well-conditioned system upon discretization. The virtual displacement parameter $h$ controls the conditioning of the discrete system. We provide mathematical guidance to choose $h$, in terms of the wavelength and mesh refinements, in order to strike a balance between accuracy and stability. Proof-of-concept implementations are presented, including piecewise linear and isogeometric element formulations in two- and three-dimensional settings. We observe exceptionally well-behaved spectra, and solve the corresponding systems using matrix-free GMRES iterations. The results are compared to analytical solutions for canonical problems. We conclude that the proposed method leads to accurate solutions and good stability for a wide range of wavelengths and mesh refinements.
Scientists continue to develop increasingly complex mechanistic models to reflect their knowledge more realistically. Statistical inference using these models can be challenging since the corresponding likelihood function is often intractable and model simulation may be computationally burdensome. Fortunately, in many of these situations, it is possible to adopt a surrogate model or approximate likelihood function. It may be convenient to conduct Bayesian inference directly with the surrogate, but this can result in bias and poor uncertainty quantification. In this paper we propose a new method for adjusting approximate posterior samples to reduce bias and produce more accurate uncertainty quantification. We do this by optimizing a transform of the approximate posterior that maximizes a scoring rule. Our approach requires only a (fixed) small number of complex model simulations and is numerically stable. We demonstrate good performance of the new method on several examples of increasing complexity.
We introduce a convergent hierarchy of lower bounds on the minimum value of a real homogeneous polynomial over the sphere. The main practical advantage of our hierarchy over the sum-of-squares (SOS) hierarchy is that the lower bound at each level of our hierarchy is obtained by a minimum eigenvalue computation, as opposed to the full semidefinite program (SDP) required at each level of SOS. In practice, this allows us to go to much higher levels than are computationally feasible for the SOS hierarchy. For both hierarchies, the underlying space at the $k$-th level is the set of homogeneous polynomials of degree $2k$. We prove that our hierarchy converges as $O(1/k)$ in the level $k$, matching the best-known convergence of the SOS hierarchy when the number of variables $n$ is less than the half-degree $d$ (the best-known convergence of SOS when $n \geq d$ is $O(1/k^2)$). More generally, we introduce a convergent hierarchy of minimum eigenvalue computations for minimizing the inner product between a real tensor and an element of the spherical Segre-Veronese variety, with similar convergence guarantees. As examples, we obtain hierarchies for computing the (real) tensor spectral norm, and for minimizing biquadratic forms over the sphere. Hierarchies of eigencomputations for more general constrained polynomial optimization problems are discussed.
We present a new high-order accurate spectral element solution to the two-dimensional scalar Poisson equation subject to a general Robin boundary condition. The solution is based on a simplified version of the shifted boundary method employing a continuous arbitrary order $hp$-Galerkin spectral element method as the numerical discretization procedure. The simplification relies on a polynomial correction to avoid explicitly evaluating high-order partial derivatives from the Taylor series expansion, which traditionally have been used within the shifted boundary method. In this setting, we apply an extrapolation and novel interpolation approach to project the basis functions from the true domain onto the approximate surrogate domain. The resulting solution provides a method that naturally incorporates curved geometrical features of the domain, overcomes complex and cumbersome mesh generation, and avoids problems with small-cut-cells. Dirichlet, Neumann, and general Robin boundary conditions are enforced weakly through: i) a generalized Nitsche's method and ii) a generalized Aubin's method. For this, a consistent asymptotic preserving formulation of the embedded Robin formulations is presented. We present several numerical experiments and analysis of the algorithmic properties of the different weak formulations. With this, we include convergence studies under polynomial, $p$, increase of the basis functions, mesh, $h$, refinement, and matrix conditioning to highlight the spectral and algebraic convergence features, respectively. This is done to assess the influence of errors across variational formulations, polynomial order, mesh size, and mappings between the true and surrogate boundaries.
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 a 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.
A novel spatial autoregressive model for panel data is introduced, which incorporates multilayer networks and accounts for time-varying relationships. Moreover, the proposed approach allows the structural variance to evolve smoothly over time and enables the analysis of shock propagation in terms of time-varying spillover effects. The framework is applied to analyse the dynamics of international relationships among the G7 economies and their impact on stock market returns and volatilities. The findings underscore the substantial impact of cooperative interactions and highlight discernible disparities in network exposure across G7 nations, along with nuanced patterns in direct and indirect spillover effects.
A sweep of a point configuration is any ordered partition induced by a linear functional. Posets of sweeps of planar point configurations were formalized and abstracted by Goodman and Pollack under the theory of allowable sequences of permutations. We introduce two generalizations that model posets of sweeps of higher dimensional configurations. Mimicking the fact that sweep polytopes of point configurations (the monotone path polytopes of the associated zonotopes) are projections of permutahedra, we define sweep oriented matroids as strong maps of the braid oriented matroid. Allowable sequences are then the sweep oriented matroids of rank 2, and many of their properties extend to higher rank. We show strong ties between sweep oriented matroids and both modular hyperplanes and Dilworth truncations from (unoriented) matroid theory. We also explore their connection with the generalized Baues problem for cellular strings, where sweep oriented matroids can play the role of monotone path polytopes, even for non-realizable oriented matroids. In particular, we show that for oriented matroids that admit a sweep oriented matroid, their poset of pseudo-sweeps deformation retracts to a sphere of the appropriate dimension. A second generalization are allowable graphs of permutations: symmetric sets of permutations pairwise connected by allowable sequences. They have the structure of acycloids and include sweep oriented matroids.
In this work, we analyse space-time reduced basis methods for the efficient numerical simulation of hemodynamics in arteries. The classical formulation of the reduced basis (RB) method features dimensionality reduction in space, while finite differences schemes are employed for the time integration of the resulting ordinary differential equation (ODE). Space-time reduced basis (ST-RB) methods extend the dimensionality reduction paradigm to the temporal dimension, projecting the full-order problem onto a low-dimensional spatio-temporal subspace. Our goal is to investigate the application of ST-RB methods to the unsteady incompressible Stokes equations, with a particular focus on stability. High-fidelity simulations are performed using the Finite Element (FE) method and BDF2 as time marching scheme. We consider two different ST-RB methods. In the first one - called ST-GRB - space-time model order reduction is achieved by means of a Galerkin projection; a spatio-temporal velocity basis enrichment procedure is introduced to guarantee stability. The second method - called ST-PGRB - is characterized by a Petrov--Galerkin projection, stemming from a suitable minimization of the FOM residual, that allows to automatically attain stability. The classical RB method - denoted as SRB-TFO - serves as a baseline for the theoretical development. Numerical tests have been conducted on an idealized symmetric bifurcation geometry and on the patient-specific one of a femoropopliteal bypass. The results show that both ST-RB methods provide accurate approximations of the high-fidelity solutions, while considerably reducing the computational cost. In particular, the ST-PGRB method exhibits the best performance, as it features a better computational efficiency while retaining accuracies in accordance with theoretical expectations.
We study the multiplicative hazards model with intermittently observed longitudinal covariates and time-varying coefficients. For such models, the existing {\it ad hoc} approach, such as the last value carried forward, is biased. We propose a kernel weighting approach to get an unbiased estimation of the non-parametric coefficient function and establish asymptotic normality for any fixed time point. Furthermore, we construct the simultaneous confidence band to examine the overall magnitude of the variation. Simulation studies support our theoretical predictions and show favorable performance of the proposed method. A data set from cerebral infarction is used to illustrate our methodology.
We develop a novel discontinuous Galerkin method for solving the rotating thermal shallow water equations (TRSW) on a curvilinear mesh. Our method is provably entropy stable, conserves mass, buoyancy and vorticity, while also semi-discretely conserving energy. This is achieved by using novel numerical fluxes and splitting the pressure and convection operators. We implement our method on a cubed sphere mesh and numerically verify our theoretical results. Our experiments demonstrate the robustness of the method for a regime of well developed turbulence, where it can be run stably without any dissipation. The entropy stable fluxes are sufficient to control the grid scale noise generated by geostrophic turbulence, eliminating the need for artificial stabilization.
The multispecies Landau collision operator describes the two-particle, small scattering angle or grazing collisions in a plasma made up of different species of particles such as electrons and ions. Recently, a structure preserving deterministic particle method arXiv:1910.03080 has been developed for the single species spatially homogeneous Landau equation. This method relies on a regularization of the Landau collision operator so that an approximate solution, which is a linear combination of Dirac delta distributions, is well-defined. Based on a weak form of the regularized Landau equation, the time dependent locations of the Dirac delta functions satisfy a system of ordinary differential equations. In this work, we extend this particle method to the multispecies case, and examine its conservation of mass, momentum, and energy, and decay of entropy properties. We show that the equilibrium distribution of the regularized multispecies Landau equation is a Maxwellian distribution, and state a critical condition on the regularization parameters that guarantees a species independent equilibrium temperature. A convergence study comparing an exact multispecies BKW solution to the particle solution shows approximately 2nd order accuracy. Important physical properties such as conservation, decay of entropy, and equilibrium distribution of the particle method are demonstrated with several numerical examples.