We present an efficient dimension-by-dimension finite-volume method which solves the adiabatic magnetohydrodynamics equations at high discretization order, using the constrained-transport approach on Cartesian grids. Results are presented up to tenth order of accuracy. This method requires only one reconstructed value per face for each computational cell. A passage through high-order point values leads to a modest growth of computational cost with increasing discretization order. At a given resolution, these high-order schemes present significantly less numerical dissipation than commonly employed lower-order approaches. Thus, results of comparable accuracy are achievable at a substantially coarser resolution, yielding overall performance gains. We also present a way to include physical dissipative terms: viscosity, magnetic diffusivity and cooling functions, respecting the finite-volume and constrained-transport frameworks.
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.
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.
Stochastic sequential quadratic optimization (SQP) methods for solving continuous optimization problems with nonlinear equality constraints have attracted attention recently, such as for solving large-scale data-fitting problems subject to nonconvex constraints. However, for a recently proposed subclass of such methods that is built on the popular stochastic-gradient methodology from the unconstrained setting, convergence guarantees have been limited to the asymptotic convergence of the expected value of a stationarity measure to zero. This is in contrast to the unconstrained setting in which almost-sure convergence guarantees (of the gradient of the objective to zero) can be proved for stochastic-gradient-based methods. In this paper, new almost-sure convergence guarantees for the primal iterates, Lagrange multipliers, and stationarity measures generated by a stochastic SQP algorithm in this subclass of methods are proved. It is shown that the error in the Lagrange multipliers can be bounded by the distance of the primal iterate to a primal stationary point plus the error in the latest stochastic gradient estimate. It is further shown that, subject to certain assumptions, this latter error can be made to vanish by employing a running average of the Lagrange multipliers that are computed during the run of the algorithm. The results of numerical experiments are provided to demonstrate the proved theoretical guarantees.
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.
The solutions of scalar ordinary differential equations become more complex as their coefficients increase in magnitude. As a consequence, when a standard solver is applied to such an equation, its running time grows with the magnitudes of the equation's coefficients. It is well known, however, that scalar ordinary differential equations with slowly-varying coefficients admit slowly-varying phase functions whose cost to represent via standard techniques is largely independent of the magnitude of the equation's coefficients. This observation is the basis of most methods for the asymptotic approximation of the solutions of ordinary differential equations, including the WKB method. Here, we introduce two numerical algorithms for constructing phase functions for scalar ordinary differential equations inspired by the classical Levin method for the calculation of oscillatory integrals. In the case of a large class of scalar ordinary differential equations with slowly-varying coefficients, their running times are independent of the magnitude of the equation's coefficients. The results of extensive numerical experiments demonstrating the properties of our algorithms are presented.
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.
Forward and inverse models are used throughout different engineering fields to predict and understand the behaviour of systems and to find parameters from a set of observations. These models use root-finding and minimisation techniques respectively to achieve their goals. This paper introduces improvements to these mathematical methods to then improve the convergence behaviour of the overarching models when used in highly non-linear systems. The performance of the new techniques is examined in detail and compared to that of the standard methods. The improved techniques are also tested with FEM models to show their practical application. Depending on the specific configuration of the problem, the improved models yielded larger convergence basins and/or took fewer steps to converge.