We derive and analyze a symmetric interior penalty discontinuous Galerkin scheme for the approximation of the second-order form of the radiative transfer equation in slab geometry. Using appropriate trace lemmas, the analysis can be carried out as for more standard elliptic problems. Supporting examples show the accuracy and stability of the method also numerically. For discretization, we employ quadtree-like grids, which allow for local refinement in phase-space, and we show exemplary that adaptive methods can efficiently approximate discontinuous solutions.
In this paper we propose and analyze finite element discontinuous Galerkin methods for the one- and two-dimensional stochastic Maxwell equations with multiplicative noise. The discrete energy law of the semi-discrete DG methods were studied. Optimal error estimate of the semi-discrete method is obtained for the one-dimensional case, and the two-dimensional case on both rectangular meshes and triangular meshes under certain mesh assumptions. Strong Taylor 2.0 scheme is used as the temporal discretization. Both one- and two-dimensional numerical results are presented to validate the theoretical analysis results.
Two novel parallel Newton-Krylov Balancing Domain Decomposition by Constraints (BDDC) and Dual-Primal Finite Element Tearing and Interconnecting (FETI-DP) solvers are here constructed, analyzed and tested numerically for implicit time discretizations of the three-dimensional Bidomain system of equations. This model represents the most advanced mathematical description of the cardiac bioelectrical activity and it consists of a degenerate system of two non-linear reaction-diffusion partial differential equations (PDEs), coupled with a stiff system of ordinary differential equations (ODEs). A finite element discretization in space and a segregated implicit discretization in time, based on decoupling the PDEs from the ODEs, yields at each time step the solution of a non-linear algebraic system. The Jacobian linear system at each Newton iteration is solved by a Krylov method, accelerated by BDDC or FETI-DP preconditioners, both augmented with the recently introduced {\em deluxe} scaling of the dual variables. A polylogarithmic convergence rate bound is proven for the resulting parallel Bidomain solvers. Extensive numerical experiments on linux clusters up to two thousands processors confirm the theoretical estimates, showing that the proposed parallel solvers are scalable and quasi-optimal.
The biharmonic equation with Dirichlet and Neumann boundary conditions discretized using the mixed finite element method and piecewise linear (with the possible exception of boundary triangles) finite elements on triangular elements has been well-studied for domains in R2. Here we study the analogous problem on polyhedral surfaces. In particular, we provide a convergence proof of discrete solutions to the corresponding smooth solution of the biharmonic equation. We obtain convergence rates that are identical to the ones known for the planar setting. Our proof focuses on three different problems: solving the biharmonic equation on the surface, solving the biharmonic equation in a discrete space in the metric of the surface, and solving the biharmonic equation in a discrete space in the metric of the polyhedral approximation of the surface. We employ inverse discrete Laplacians to bound the error between the solutions of the two discrete problems, and generalize a flat strategy to bound the remaining error between the discrete solutions and the exact solution on the curved surface.
We employ kernel-based approaches that use samples from a probability distribution to approximate a Kolmogorov operator on a manifold. The self-tuning variable-bandwidth kernel method [Berry & Harlim, Appl. Comput. Harmon. Anal., 40(1):68--96, 2016] computes a large, sparse matrix that approximates the differential operator. Here, we use the eigendecomposition of the discretization to (i) invert the operator, solving a differential equation, and (ii) represent gradient vector fields on the manifold. These methods only require samples from the underlying distribution and, therefore, can be applied in high dimensions or on geometrically complex manifolds when spatial discretizations are not available. We also employ an efficient $k$-$d$ tree algorithm to compute the sparse kernel matrix, which is a computational bottleneck.
This paper is a continuation of the work presented in [Chertock et al., Math. Cli. Weather Forecast. 5, 1 (2019), 65--106]. We study uncertainty propagation in warm cloud dynamics of weakly compressible fluids. The mathematical model is governed by a multiscale system of PDEs in which the macroscopic fluid dynamics is described by a weakly compressible Navier-Stokes system and the microscopic cloud dynamics is modeled by a convection-diffusion-reaction system. In order to quantify uncertainties present in the system, we derive and implement a generalized polynomial chaos stochastic Galerkin method. Unlike the first part of this work, where we restricted our consideration to the partially stochastic case in which the uncertainties were only present in the cloud physics equations, we now study a fully random Navier-Stokes-cloud model in which we include randomness in the macroscopic fluid dynamics as well. We conduct a series of numerical experiments illustrating the accuracy and efficiency of the developed approach.
We extend the Deep Galerkin Method (DGM) introduced in Sirignano and Spiliopoulos (2018)} to solve a number of partial differential equations (PDEs) that arise in the context of optimal stochastic control and mean field games. First, we consider PDEs where the function is constrained to be positive and integrate to unity, as is the case with Fokker-Planck equations. Our approach involves reparameterizing the solution as the exponential of a neural network appropriately normalized to ensure both requirements are satisfied. This then gives rise to nonlinear a partial integro-differential equation (PIDE) where the integral appearing in the equation is handled by a novel application of importance sampling. Secondly, we tackle a number of Hamilton-Jacobi-Bellman (HJB) equations that appear in stochastic optimal control problems. The key contribution is that these equations are approached in their unsimplified primal form which includes an optimization problem as part of the equation. We extend the DGM algorithm to solve for the value function and the optimal control \simultaneously by characterizing both as deep neural networks. Training the networks is performed by taking alternating stochastic gradient descent steps for the two functions, a technique inspired by the policy improvement algorithms (PIA).
In this work, we introduce a novel approach to formulating an artificial viscosity for shock capturing in nonlinear hyperbolic systems by utilizing the property that the solutions of hyperbolic conservation laws are not reversible in time in the vicinity of shocks. The proposed approach does not require any additional governing equations or a priori knowledge of the hyperbolic system in question, is independent of the mesh and approximation order, and requires the use of only one tunable parameter. The primary novelty is that the resulting artificial viscosity is unique for each component of the conservation law which is advantageous for systems in which some components exhibit discontinuities while others do not. The efficacy of the method is shown in numerical experiments of multi-dimensional hyperbolic conservation laws such as nonlinear transport, Euler equations, and ideal magnetohydrodynamics using a high-order discontinuous spectral element method on unstructured grids.
There has been an arising trend of adopting deep learning methods to study partial differential equations (PDEs). This article is to propose a Deep Learning Galerkin Method (DGM) for the closed-loop geothermal system, which is a new coupled multi-physics PDEs and mainly consists of a framework of underground heat exchange pipelines to extract the geothermal heat from the geothermal reservoir. This method is a natural combination of Galerkin Method and machine learning with the solution approximated by a neural network instead of a linear combination of basis functions. We train the neural network by randomly sampling the spatiotemporal points and minimize loss function to satisfy the differential operators, initial condition, boundary and interface conditions. Moreover, the approximate ability of the neural network is proved by the convergence of the loss function and the convergence of the neural network to the exact solution in L^2 norm under certain conditions. Finally, some numerical examples are carried out to demonstrate the approximation ability of the neural networks intuitively.
We study the numerical approximation by space-time finite element methods of a multi-physics system coupling hyperbolic elastodynamics with parabolic transport and modelling poro- and thermoelasticity. The equations are rewritten as a first-order system in time. Discretizations by continuous Galerkin methods in space and time with inf-sup stable pairs of finite elements for the spatial approximation of the unknowns are investigated. Optimal order error estimates of energy-type are proven. Superconvergence at the time nodes is addressed briefly. The error analysis can be extended to discontinuous and enriched Galerkin space discretizations. The error estimates are confirmed by numerical experiments.
In this paper, we consider the constrained energy minimizing generalized multiscale finite element method (CEM-GMsFEM) with discontinuous Galerkin (DG) coupling for the linear elasticity equations in highly heterogeneous and high contrast media. We will introduce the construction of a DG version of the CEM-GMsFEM, such as auxiliary basis functions and offline basis functions. The DG version of the method offers some advantages such as flexibility in coarse grid construction and sparsity of resulting discrete systems. Moreover, to our best knowledge, this is the first time where the proof of the convergence of the CEM-GMsFEM in the DG form is given. Some numerical examples will be presented to illustrate the performance of the method.