In this article, we aim to study the stability and dynamic transition of an electrically conducting fluid in the presence of an external uniform horizontal magnetic field and a rotation based on a Boussinesq approximation model. We take a hybrid approach combining theoretical analysis with numerical computation to study the transition from a simple real eigenvalue, a pair of complex conjugate eigenvalues and a pair of real eigenvalues. The center manifold reduction theory is applied to reduce the infinite dimensional system to the corresponding finite dimensional one together with several non-dimensional transition numbers that determine the dynamic transition types. Careful numerical computations are performed to determine these transition numbers as well as related temporal and flow patterns etc. Our results indicate that both transition of continuous type and transition of jump type can occur at certain parameter region. For the continuous transition from a simple real eigenvalue, the Boussinesq approximation model bifurcates to two nontrivial stable steady-state solutions. For the continuous transition from a pair of complex conjugate eigenvalues, the model bifurcates to a stable periodic solutions. For the continuous transition from a pair of real eigenvalues, the model bifurcates to a local attractor at the critical Rayleigh number. The local attractor contains two (four) stable nodes and two (four) saddle points.
This paper focuses on obtaining a posteriori error estimates for mixed-dimensional elliptic equations exhibiting a hierarchical structure. We derive general abstract estimates based on the theory of functional a posteriori error estimates, for which guaranteed upper bounds for the primal and dual variables and two-sided bounds for the primal-dual pair are obtained. However, unlike standard results obtained with the functional approach, we propose four different ways of estimating the residual errors based on the level of accuracy available for their approximations, i.e.: (1) no conservation, (2) subdomain conservation, (3) local conservation, and (4) exact conservation. This treatment results in sharper and fully computable estimates when mass is conserved either locally or exactly, with a comparable structure to those obtained from grid-based a posteriori techniques. We demonstrate the practical effectiveness of our theoretical results through numerical experiments using four different discretization methods on matching and nonmatching grids for synthetic problems and benchmarks of flow in fractured porous media.
In this article we consider the numerical modeling and simulation via the phase field approach of two-phase flows of different densities and viscosities in superposed fluid and porous layers. The model consists of the Cahn-Hilliard-Navier-Stokes equations in the free flow region and the Cahn-Hilliard-Darcy equations in porous media that are coupled by seven domain interface boundary conditions. We show that the coupled model satisfies an energy law. Based on the ideas of pressure stabilization and artificial compressibility, we propose an unconditionally stable time stepping method that decouples the computation of the phase field variable, the velocity and pressure of free flow, the velocity and pressure of porous media, hence significantly reduces the computational cost. The energy stability of the scheme effected with the finite element spatial discretization is rigorously established. We verify numerically that our schemes are convergent and energy-law preserving. Ample numerical experiments are performed to illustrate the features of two-phase flows in the coupled free flow and porous media setting.
Discretization of continuous stochastic processes is needed to numerically simulate them or to infer models from experimental time series. However, depending on the nature of the process, the same discretization scheme, if not accurate enough, may perform very differently for the two tasks. Exact discretizations, which work equally well at any scale, are characterized by the property of invariance under coarse-graining. Motivated by this observation, we build an explicit Renormalization Group approach for Gaussian time series generated by auto-regressive models. We show that the RG fixed points correspond to discretizations of linear SDEs, and only come in the form of first order Markov processes or non-Markovian ones. This fact provides an alternative explanation of why standard delay-vector embedding procedures fail in reconstructing partially observed noise-driven systems. We also suggest a possible effective Markovian discretization for the inference of partially observed underdamped equilibrium processes based on the exploitation of the Einstein relation.
We analyze the problem of simultaneous support recovery and estimation of the coefficient vector ($\beta^*$) in a linear model with independent and identically distributed Normal errors. We apply the penalized least square estimator based on non-linear penalties of stochastic gates (STG) [YLNK20] to estimate the coefficients. Considering Gaussian design matrices we show that under reasonable conditions on dimension and sparsity of $\beta^*$ the STG based estimator converges to the true data generating coefficient vector and also detects its support set with high probability. We propose a new projection based algorithm for linear models setup to improve upon the existing STG estimator that was originally designed for general non-linear models. Our new procedure outperforms many classical estimators for support recovery in synthetic data analysis.
Sequential methods for synthetic realisation of random processes have a number of advantages compared with spectral methods. In this article, the determination of optimal autoregressive (AR) models for reproducing a predefined target autocovariance function of a random process is addressed. To this end, a novel formulation of the problem is developed. This formulation is linear and generalises the well-known Yule-Walker (Y-W) equations and a recent approach based on restricted AR models (Krenk-Moller approach, K-M). Two main features characterise the introduced formulation: (i) flexibility in the choice for the autocovariance equations employed in the model determination, and (ii) flexibility in the definition of the AR model scheme. Both features were exploited by a genetic algorithm to obtain optimal AR models for the particular case of synthetic generation of homogeneous stationary isotropic turbulence time series. The obtained models improved those obtained with the Y-W and K-M approaches for the same model parsimony in terms of the global fitting of the target autocovariance function. Implications for the reproduced spectra are also discussed. The formulation for the multivariate case is also presented, highlighting the causes behind some computational bottlenecks.
Neural field models are nonlinear integro-differential equations for the evolution of neuronal activity, and they are a prototypical large-scale, coarse-grained neuronal model in continuum cortices. Neural fields are often simulated heuristically and, in spite of their popularity in mathematical neuroscience, their numerical analysis is not yet fully established. We introduce generic projection methods for neural fields, and derive a-priori error bounds for these schemes. We extend an existing framework for stationary integral equations to the time-dependent case, which is relevant for neuroscience applications. We find that the convergence rate of a projection scheme for a neural field is determined to a great extent by the convergence rate of the projection operator. This abstract analysis, which unifies the treatment of collocation and Galerkin schemes, is carried out in operator form, without resorting to quadrature rules for the integral term, which are introduced only at a later stage, and whose choice is enslaved by the choice of the projector. Using an elementary timestepper as an example, we demonstrate that the error in a time stepper has two separate contributions: one from the projector, and one from the time discretisation. We give examples of concrete projection methods: two collocation schemes (piecewise-linear and spectral collocation) and two Galerkin schemes (finite elements and spectral Galerkin); for each of them we derive error bounds from the general theory, introduce several discrete variants, provide implementation details, and present reproducible convergence tests.
We present a numerical approximation of the solutions of the Euler equations with a gravitational source term. On the basis of a Suliciu type relaxation model with two relaxation speeds, we construct an approximate Riemann solver, which is used in a first order Godunov-type finite volume scheme. This scheme can preserve both stationary solutions and the low Mach limit to the corresponding incompressible equations. In addition, we prove that our scheme preserves the positivity of density and internal energy, that it is entropy satisfying and also guarantees not to give rise to numerical checkerboard modes in the incompressible limit. Later we give an extension to second order that preserves these properties. Finally, the theoretical properties are investigated in numerical experiments.
We introduce a novel minimal order hybrid Discontinuous Galerkin (HDG) and a novel mass conserving mixed stress (MCS) method for the approximation of incompressible flows. For this we employ the $H(\operatorname{div})$-conforming linear Brezzi-Douglas-Marini space and the lowest order Raviart-Thomas space for the approximation of the velocity and the vorticity, respectively. Our methods are based on the physically correct diffusive flux $-\nu \varepsilon(u)$ and provide exactly divergence-free discrete velocity solutions, optimal (pressure robust) error estimates and a minimal number of coupling degrees of freedom. For the stability analysis we introduce a new Korn-like inequality for vector-valued element-wise $H^1$ and normal continuous functions. Numerical examples conclude the work where the theoretical findings are validated and the novel methods are compared in terms of condition numbers with respect to discrete stability parameters.
Homology features of spaces which appear in many applications, for instance 3D meshes, are among the most important topological properties of these objects. Given a non-trivial cycle in a homology class, we consider the problem of computing a representative in that homology class which is optimal. We study two measures of optimality, namely, the lexicographic order of cycles (the lex-optimal cycle) and the bottleneck norm (a bottleneck-optimal cycle). We give a simple algorithm for computing the lex-optimal cycle for a 1-homology class in a surface. In contrast to this, our main result is that, in the case of 3-manifolds of size $n^2$ in the Euclidean 3-space, the problem of finding a bottleneck optimal cycle cannot be solved more efficiently than solving a system of linear equations with a $n \times n$ sparse matrix. From this reduction, we deduce several hardness results. Most notably, we show that for 3-manifolds given as a subset of the 3-space (of size $n^2$), persistent homology computations are at least as hard as matrix multiplication while ordinary homology computations can be done in $O(n^2 \log n)$ time. This is the first such distinction between these two computations. Moreover, it follows that the same disparity exists between the height persistent homology computation and general sub-level set persistent homology computation for simplicial complexes in the 3-space.
For the purpose of Monte Carlo scenario generation, we propose a graphical model for the joint distribution of wind power and electricity demand in a given region. To conform with the practice in the electric power industry, we assume that point forecasts are provided exogenously, and concentrate on the modeling of the deviations from these forecasts instead of modeling the actual quantities of interest. We find that the marginal distributions of these deviations can have heavy tails, feature which we need to handle before fitting a graphical Gaussian model to the data. We estimate covariance and precision matrices using an extension of the graphical LASSO procedure which allows us to identify temporal and geographical (conditional) dependencies in the form of separate dependence graphs. We implement our algorithm on data publicly available for the Texas grid as managed by ERCOT, and we confirm that the geographical dependencies identified by the algorithm are consistent with the geographical relative locations of the zones over which the data were collected.