In this work we extend the shifted Laplacian approach to the elastic Helmholtz equation. The shifted Laplacian multigrid method is a common preconditioning approach for the discretized acoustic Helmholtz equation. In some cases, like geophysical seismic imaging, one needs to consider the elastic Helmholtz equation, which is harder to solve: it is three times larger and contains a nullity-rich grad-div term. These properties make the solution of the equation more difficult for multigrid solvers. The key idea in this work is combining the shifted Laplacian with approaches for linear elasticity. We provide local Fourier analysis and numerical evidence that the convergence rate of our method is independent of the Poisson's ratio. Moreover, to better handle the problem size, we complement our multigrid method with the domain decomposition approach, which works in synergy with the local nature of the shifted Laplacian, so we enjoy the advantages of both methods without sacrificing performance. We demonstrate the efficiency of our solver on 2D and 3D problems in heterogeneous media.
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This paper focuses on a challenging class of inverse problems that is often encountered in applications. The forward model is a complex non-linear black-box, potentially non-injective, whose outputs cover multiple decades in amplitude. Observations are supposed to be simultaneously damaged by additive and multiplicative noises and censorship. As needed in many applications, the aim of this work is to provide uncertainty quantification on top of parameter estimates. The resulting log-likelihood is intractable and potentially non-log-concave. An adapted Bayesian approach is proposed to provide credibility intervals along with point estimates. An MCMC algorithm is proposed to deal with the multimodal posterior distribution, even in a situation where there is no global Lipschitz constant (or it is very large). It combines two kernels, namely an improved version of (Preconditioned Metropolis Adjusted Langevin) PMALA and a Multiple Try Metropolis (MTM) kernel. Whenever smooth, its gradient admits a Lipschitz constant too large to be exploited in the inference process. This sampler addresses all the challenges induced by the complex form of the likelihood. The proposed method is illustrated on classical test multimodal distributions as well as on a challenging and realistic inverse problem in astronomy.
The solution of computational fluid dynamics problems is one of the most computationally hard tasks, especially in the case of complex geometries and turbulent flow regimes. We propose to use Tensor Train (TT) methods, which possess logarithmic complexity in problem size and have great similarities with quantum algorithms in the structure of data representation. We develop the Tensor train Finite Element Method -- TetraFEM -- and the explicit numerical scheme for the solution of the incompressible Navier-Stokes equation via Tensor Trains. We test this approach on the simulation of liquids mixing in a T-shape mixer, which, to our knowledge, was done for the first time using tensor methods in such non-trivial geometries. As expected, we achieve exponential compression in memory of all FEM matrices and demonstrate an exponential speed-up compared to the conventional FEM implementation on dense meshes. In addition, we discuss the possibility of extending this method to a quantum computer to solve more complex problems. This paper is based on work we conducted for Evonik Industries AG.
Oceanographers are interested in predicting ocean currents and identifying divergences in a current vector field based on sparse observations of buoy velocities. Since we expect current velocity to be a continuous but highly non-linear function of spatial location, Gaussian processes (GPs) offer an attractive model. But we show that applying a GP with a standard stationary kernel directly to buoy data can struggle at both current prediction and divergence identification -- due to some physically unrealistic prior assumptions. To better reflect known physical properties of currents, we propose to instead put a standard stationary kernel on the divergence and curl-free components of a vector field obtained through a Helmholtz decomposition. We show that, because this decomposition relates to the original vector field just via mixed partial derivatives, we can still perform inference given the original data with only a small constant multiple of additional computational expense. We illustrate the benefits of our method on synthetic and real ocean data.
Oriented object detection has been developed rapidly in the past few years, where rotation equivariant is crucial for detectors to predict rotated bounding boxes. It is expected that the prediction can maintain the corresponding rotation when objects rotate, but severe mutational in angular prediction is sometimes observed when objects rotate near the boundary angle, which is well-known boundary discontinuity problem. The problem has been long believed to be caused by the sharp loss increase at the angular boundary during training, and widely used IoU-like loss generally deal with this problem by loss-smoothing. However, we experimentally find that even state-of-the-art IoU-like methods do not actually solve the problem. On further analysis, we find the essential cause of the problem lies at discontinuous angular ground-truth(box), not just discontinuous loss. There always exists an irreparable gap between continuous model ouput and discontinuous angular ground-truth, so angular prediction near the breakpoints becomes highly unstable, which cannot be eliminated just by loss-smoothing in IoU-like methods. To thoroughly solve this problem, we propose a simple and effective Angle Correct Module (ACM) based on polar coordinate decomposition. ACM can be easily plugged into the workflow of oriented object detectors to repair angular prediction. It converts the smooth value of the model output into sawtooth angular value, and then IoU-like loss can fully release their potential. Extensive experiments on multiple datasets show that whether Gaussian-based or SkewIoU methods are improved to the same performance of AP50 and AP75 with the enhancement of ACM.
We propose an efficient, accurate and robust implicit solver for the incompressible Navier-Stokes equations, based on a DG spatial discretization and on the TR-BDF2 method for time discretization. The effectiveness of the method is demonstrated in a number of classical benchmarks, which highlight its superior efficiency with respect to other widely used implicit approaches. The parallel implementation of the proposed method in the framework of the deal.II software package allows for accurate and efficient adaptive simulations in complex geometries, which makes the proposed solver attractive for large scale industrial applications.
We consider the numerical approximation of a sharp-interface model for two-phase flow, which is given by the incompressible Navier-Stokes equations in the bulk domain together with the classical interface conditions on the interface. We propose structure-preserving finite element methods for the model, meaning in particular that volume preservation and energy decay are satisfied on the discrete level. For the evolving fluid interface, we employ parametric finite element approximations that introduce an implicit tangential velocity to improve the quality of the interface mesh. For the two-phase Navier-Stokes equations, we consider two different approaches: an unfitted and a fitted finite element method, respectively. In the unfitted approach, the constructed method is based on an Eulerian weak formulation, while in the fitted approach a novel arbitrary Lagrangian-Eulerian (ALE) weak formulation is introduced. Using suitable discretizations of these two formulations, we introduce two finite element methods and prove their structure-preserving properties. Numerical results are presented to show the accuracy and efficiency of the introduced methods.
The Immersed Boundary (IB) method of Peskin (J. Comput. Phys., 1977) is useful for problems involving fluid-structure interactions or complex geometries. By making use of a regular Cartesian grid that is independent of the geometry, the IB framework yields a robust numerical scheme that can efficiently handle immersed deformable structures. Additionally, the IB method has been adapted to problems with prescribed motion and other PDEs with given boundary data. IB methods for these problems traditionally involve penalty forces which only approximately satisfy boundary conditions, or they are formulated as constraint problems. In the latter approach, one must find the unknown forces by solving an equation that corresponds to a poorly conditioned first-kind integral equation. This operation can require a large number of iterations of a Krylov method, and since a time-dependent problem requires this solve at each time step, this method can be prohibitively inefficient without preconditioning. In this work, we introduce a new, well-conditioned IB formulation for boundary value problems, which we call the Immersed Boundary Double Layer (IBDL) method. We present the method as it applies to Poisson and Helmholtz problems to demonstrate its efficiency over the original constraint method. In this double layer formulation, the equation for the unknown boundary distribution corresponds to a well-conditioned second-kind integral equation that can be solved efficiently with a small number of iterations of a Krylov method. Furthermore, the iteration count is independent of both the mesh size and immersed boundary point spacing. The method converges away from the boundary, and when combined with a local interpolation, it converges in the entire PDE domain. Additionally, while the original constraint method applies only to Dirichlet problems, the IBDL formulation can also be used for Neumann conditions.
Mixed Laplace approximation for marginal posterior and Bayesian inference in error-in-operator model
Laplace approximation is a very useful tool in Bayesian inference and it claims a nearly Gaussian behavior of the posterior. \cite{SpLaplace2022} established some rather accurate finite sample results about the quality of Laplace approximation in terms of the so called effective dimension $p$ under the critical dimension constraint $p^{3} \ll n$. However, this condition can be too restrictive for many applications like error-in-operator problem or Deep Neuronal Networks. This paper addresses the question whether the dimensionality condition can be relaxed and the accuracy of approximation can be improved if the target of estimation is low dimensional while the nuisance parameter is high or infinite dimensional. Under mild conditions, the marginal posterior can be approximated by a Gaussian mixture and the accuracy of the approximation only depends on the target dimension. Under the condition $p^{2} \ll n$ or in some special situation like semi-orthogonality, the Gaussian mixture can be replaced by one Gaussian distribution leading to a classical Laplace result. The second result greatly benefits from the recent advances in Gaussian comparison from \cite{GNSUl2017}. The results are illustrated and specified for the case of error-in-operator model.
The Virtual Element Method (VEM) is a novel family of numerical methods for approximating partial differential equations on very general polygonal or polyhedral computational grids. This work aims to propose a Balancing Domain Decomposition by Constraints (BDDC) preconditioner that allows using the conjugate gradient method to compute the solution of the saddle-point linear systems arising from the VEM discretization of the three-dimensional Stokes equations. We prove the scalability and quasi-optimality of the algorithm and confirm the theoretical findings with parallel computations. Numerical results with adaptively generated coarse spaces confirm the method's robustness in the presence of large jumps in the viscosity and with high-order VEM discretizations.
In this work, we develop a new algorithm to solve large-scale incompressible time-dependent fluid--structure interaction (FSI) problems using a matrix-free finite element method in arbitrary Lagrangian--Eulerian (ALE) frame of reference. We derive a semi-implicit time integration scheme which improves the geometry-convective explicit (GCE) scheme for problems involving the interaction between incompressible hyperelastic solids and incompressible fluids. The proposed algorithm relies on the reformulation of the time-discrete problem as a generalized Stokes problem with strongly variable coefficients, for which optimal preconditioners have recently been developed. The resulting algorithm is scalable, optimal, and robust: we test our implementation on model problems that mimic classical Turek benchmarks in two and three dimensions, and investigate timing and scalability results.
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