High order schemes are known to be unstable in the presence of shock discontinuities or under-resolved solution features, and have traditionally required additional filtering, limiting, or artificial viscosity to avoid solution blow up. Entropy stable schemes address this instability by ensuring that physically relevant solutions satisfy a semi-discrete entropy inequality independently of discretization parameters. However, additional measures must be taken to ensure that solutions satisfy physical constraints such as positivity. In this work, we present a high order entropy stable discontinuous Galerkin (ESDG) method for the nonlinear shallow water equations (SWE) on two-dimensional (2D) triangular meshes which preserves the positivity of the water heights. The scheme combines a low order positivity preserving method with a high order entropy stable method using convex limiting. This method is entropy stable and well-balanced for fitted meshes with continuous bathymetry profiles.
The scope of this paper is the analysis and approximation of an optimal control problem related to the Allen-Cahn equation. A tracking functional is minimized subject to the Allen-Cahn equation using distributed controls that satisfy point-wise control constraints. First and second order necessary and sufficient conditions are proved. The lowest order discontinuous Galerkin - in time - scheme is considered for the approximation of the control to state and adjoint state mappings. Under a suitable restriction on maximum size of the temporal and spatial discretization parameters $k$, $h$ respectively in terms of the parameter $\epsilon$ that describes the thickness of the interface layer, a-priori estimates are proved with constants depending polynomially upon $1/ \epsilon$. Unlike to previous works for the uncontrolled Allen-Cahn problem our approach does not rely on a construction of an approximation of the spectral estimate, and as a consequence our estimates are valid under low regularity assumptions imposed by the optimal control setting. These estimates are also valid in cases where the solution and its discrete approximation do not satisfy uniform space-time bounds independent of $\epsilon$. These estimates and a suitable localization technique, via the second order condition (see \cite{Arada-Casas-Troltzsch_2002,Casas-Mateos-Troltzsch_2005,Casas-Raymond_2006,Casas-Mateos-Raymond_2007}), allows to prove error estimates for the difference between local optimal controls and their discrete approximation as well as between the associated state and adjoint state variables and their discrete approximations
In this paper we consider a class of unfitted finite element methods for scalar elliptic problems. These so-called CutFEM methods use standard finite element spaces on a fixed unfitted triangulation combined with the Nitsche technique and a ghost penalty stabilization. As a model problem we consider the application of such a method to the Poisson interface problem. We introduce and analyze a new class of preconditioners that is based on a subspace decomposition approach. The unfitted finite element space is split into two subspaces, where one subspace is the standard finite element space associated to the background mesh and the second subspace is spanned by all cut basis functions corresponding to nodes on the cut elements. We will show that this splitting is stable, uniformly in the discretization parameter and in the location of the interface in the triangulation. Based on this we introduce an efficient preconditioner that is uniformly spectrally equivalent to the stiffness matrix. Using a similar splitting, it is shown that the same preconditioning approach can also be applied to a fictitious domain CutFEM discretization of the Poisson equation. Results of numerical experiments are included that illustrate optimality of such preconditioners for the Poisson interface problem and the Poisson fictitious domain problem.
This paper presents the convergence analysis of the spatial finite difference method (FDM) for the stochastic Cahn--Hilliard equation with Lipschitz nonlinearity and multiplicative noise. Based on fine estimates of the discrete Green function, we prove that both the spatial semi-discrete numerical solution and its Malliavin derivative have strong convergence order $1$. Further, by showing the negative moment estimates of the exact solution, we obtain that the density of the spatial semi-discrete numerical solution converges in $L^1(\mathbb R)$ to the exact one. Finally, we apply an exponential Euler method to discretize the spatial semi-discrete numerical solution in time and show that the temporal strong convergence order is nearly $\frac38$, where a difficulty we overcome is to derive the optimal H\"older continuity of the spatial semi-discrete numerical solution.
Natural policy gradient (NPG) methods with entropy regularization achieve impressive empirical success in reinforcement learning problems with large state-action spaces. However, their convergence properties and the impact of entropy regularization remain elusive in the function approximation regime. In this paper, we establish finite-time convergence analyses of entropy-regularized NPG with linear function approximation under softmax parameterization. In particular, we prove that entropy-regularized NPG with averaging satisfies the \emph{persistence of excitation} condition, and achieves a fast convergence rate of $\tilde{O}(1/T)$ up to a function approximation error in regularized Markov decision processes. This convergence result does not require any a priori assumptions on the policies. Furthermore, under mild regularity conditions on the concentrability coefficient and basis vectors, we prove that entropy-regularized NPG exhibits \emph{linear convergence} up to a function approximation error.
We use the augmented Lagrangian formalism to derive discontinuous Galerkin formulations for problems in nonlinear elasticity. In elasticity stress is typically a symmetric function of strain, leading to symmetric tangent stiffness matrices in Newtons method when conforming finite elements are used for discretization. By use of the augmented Lagrangian framework, we can also obtain symmetric tangent stiffness matrices in discontinuous Galerkin methods. We suggest two different approaches and give examples from plasticity and from large deformation hyperelasticity.
We consider the analysis of probability distributions through their associated covariance operators from reproducing kernel Hilbert spaces. We show that the von Neumann entropy and relative entropy of these operators are intimately related to the usual notions of Shannon entropy and relative entropy, and share many of their properties. They come together with efficient estimation algorithms from various oracles on the probability distributions. We also consider product spaces and show that for tensor product kernels, we can define notions of mutual information and joint entropies, which can then characterize independence perfectly, but only partially conditional independence. We finally show how these new notions of relative entropy lead to new upper-bounds on log partition functions, that can be used together with convex optimization within variational inference methods, providing a new family of probabilistic inference methods.
We present a parametric family of semi-implicit second order accurate numerical methods for non-conservative and conservative advection equation for which the numerical solutions can be obtained in a fixed number of forward and backward alternating substitutions. The methods use a novel combination of implicit and explicit time discretizations for one-dimensional case and the Strang splitting method in several dimensional case. The methods are described for advection equations with a continuous variable velocity that can change its sign inside of computational domain. The methods are unconditionally stable in the non-conservative case for variable velocity and for variable numerical parameter. Several numerical experiments confirm the advantages of presented methods including an involvement of differential programming to find optimized values of the variable numerical parameter.
Like most multiobjective combinatorial optimization problems, biobjective optimization problems on matroids are in general intractable and their corresponding decision problems are in general NP-hard. In this paper, we consider biobjective optimization problems on matroids where one of the objective functions is restricted to binary cost coefficients. We show that in this case the problem has a connected efficient set with respect to a natural definition of a neighborhood structure and hence, can be solved efficiently using a neighborhood search approach. This is, to the best of our knowledge, the first non-trivial problem on matroids where connectedness of the efficient set can be established. The theoretical results are validated by numerical experiments with biobjective minimum spanning tree problems (graphic matroids) and with biobjective knapsack problems with a cardinality constraint (uniform matroids). In the context of the minimum spanning tree problem, coloring all edges with cost 0 green and all edges with cost 1 red leads to an equivalent problem where we want to simultaneously minimize one general objective and the number of red edges (which defines the second objective) in a Pareto sense.
We present two strategies for designing passivity preserving higher order discretization methods for Maxwell's equations in nonlinear Kerr-type media. Both approaches are based on variational approximation schemes in space and time. This allows to rigorously prove energy conservation or dissipation, and thus passivity, on the fully discrete level. For linear media, the proposed methods coincide with certain combinations of mixed finite element and implicit Runge-Kutta schemes. The order optimal convergence rates, which can thus be expected for linear problems, are also observed for nonlinear problems in the numerical tests.
This paper extends the high-order entropy stable (ES) adaptive moving mesh finite difference schemes developed in [14] to the two- and three-dimensional (multi-component) compressible Euler equations with the stiffened equation of state. The two-point entropy conservative (EC) flux is first constructed in the curvilinear coordinates. The high-order semi-discrete EC schemes are given with the aid of the two-point EC flux and the high-order discretization of the geometric conservation laws, and then the high-order semi-discrete ES schemes satisfying the entropy inequality are derived by adding the high-order dissipation term based on the multi-resolution weighted essentially non-oscillatory (WENO) reconstruction for the scaled entropy variables to the EC schemes. The explicit strong-stability-preserving Runge-Kutta methods are used for the time discretization and the mesh points are adaptively redistributed by iteratively solving the mesh redistribution equations with an appropriately chosen monitor function. Several 2D and 3D numerical tests are conducted on the parallel computer system with the MPI programming to validate the accuracy and the ability to capture effectively the localized structures of the proposed schemes.