We consider a non-linear Bayesian data assimilation model for the periodic two-dimensional Navier-Stokes equations with initial condition modelled by a Gaussian process prior. We show that if the system is updated with sufficiently many discrete noisy measurements of the velocity field, then the posterior distribution eventually concentrates near the ground truth solution of the time evolution equation, and in particular that the initial condition is recovered consistently by the posterior mean vector field. We further show that the convergence rate can in general not be faster than inverse logarithmic in sample size, but describe specific conditions on the initial conditions when faster rates are possible. In the proofs we provide an explicit quantitative estimate for backward uniqueness of solutions of the two-dimensional Navier-Stokes equations.
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Processing 是一門開源編程語言和與之配套的集成開發環境（IDE）的名稱。Processing 在電子藝術和視覺設計社區被用來教授編程基礎，并運用于大量的新媒體和互動藝術作品中。
Zeitlin's model is a spatial discretization for the 2-D Euler equations on the flat 2-torus or the 2-sphere. Contrary to other discretizations, it preserves the underlying geometric structure, namely that the Euler equations describe Riemannian geodesics on a Lie group. Here we show how to extend Zeitlin's approach to the axisymmetric Euler equations on the 3-sphere. It is the first discretization of the 3-D Euler equations that fully preserves the geometric structure. Thus, this finite-dimensional model admits Riemannian curvature and Jacobi equations, which are discussed.
We develop structure-preserving numerical methods for the Serre-Green-Naghdi equations, a model for weakly dispersive free-surface waves. We consider both the classical form, requiring the inversion of a non-linear elliptic operator, and a hyperbolic approximation of the equations, allowing fully explicit time stepping. Systems for both flat and variable topography are studied. Our novel numerical methods conserve both the total water mass and the total energy. In addition, the methods for the original Serre-Green-Naghdi equations conserve the total momentum for flat bathymetry. For variable topography, all the methods proposed are well-balanced for the lake-at-rest state. We provide a theoretical setting allowing us to construct schemes of any kind (finite difference, finite element, discontinuous Galerkin, spectral, etc.) as long as summation-by-parts operators are available in the chosen setting. Energy-stable variants are proposed by adding a consistent high-order artificial viscosity term. The proposed methods are validated through a large set of benchmarks to verify all the theoretical properties. Whenever possible, comparisons with exact, reference numerical, or experimental data are carried out. The impressive advantage of structure preservation, and in particular energy preservation, to resolve accurately dispersive wave propagation on very coarse meshes is demonstrated by several of the tests.
We construct a decoupled, first-order, fully discrete, and unconditionally energy stable scheme for the Cahn-Hilliard-Navier-Stokes equations. The scheme is divided into two main parts. The first part involves the calculation of the Cahn-Hilliard equations, and the other part is calculating the Navier-Stokes equations subsequently by utilizing the phase field and chemical potential values obtained from the above step. Specifically, the velocity in the Cahn-Hilliard equation is discretized explicitly at the discrete time level, which enables the computation of the Cahn-Hilliard equations is fully decoupled from that of Navier-Stokes equations. Furthermore, the pressure-correction projection method, in conjunction with the scalar auxiliary variable approach not only enables the discrete scheme to satisfy unconditional energy stability, but also allows the convective term in the Navier-Stokes equations to be treated explicitly. We subsequently prove that the time semi-discrete scheme is unconditionally stable and analyze the optimal error estimates for the fully discrete scheme. Finally, several numerical experiments validate the theoretical results.
We present the numerical analysis of a finite element method (FEM) for one-dimensional Dirichlet problems involving the logarithmic Laplacian (the pseudo-differential operator that appears as a first-order expansion of the fractional Laplacian as the exponent $s\to 0^+$). Our analysis exhibits new phenomena in this setting; in particular, using recently obtained regularity results, we prove rigorous error estimates and provide a logarithmic order of convergence in the energy norm using suitable $\log$-weighted spaces. Numerical evidence suggests that this type of rate cannot be improved. Moreover, we show that the stiffness matrix of logarithmic problems can be obtained as the derivative of the fractional stiffness matrix evaluated at $s=0$. Lastly, we investigate the relationship between the discrete eigenvalue problem and its convergence to the continuous one.
In this paper, Lie symmetry analysis method is applied to the (2+1)-dimensional time fractional Kadomtsev-Petviashvili (KP) equation with the mixed derivative of Riemann-Liouville time-fractional derivative and integer-order $x$-derivative. We obtained all the Lie symmetries admitted by the KP equation and used them to reduce the (2+1)-dimensional fractional partial differential equation with Riemann-Liouville fractional derivative to some (1+1)-dimensional fractional partial differential equations with Erd\'{e}lyi-Kober fractional derivative or Riemann-Liouville fractional derivative, thereby getting some exact solutions of the reduced equations. In addition, the new conservation theorem and the generalization of Noether operators are developed to construct the conservation laws for the equation studied.
This work proposes a novel numerical scheme for solving the high-dimensional Hamilton-Jacobi-Bellman equation with a functional hierarchical tensor ansatz. We consider the setting of stochastic control, whereby one applies control to a particle under Brownian motion. In particular, the existence of diffusion presents a new challenge to conventional tensor network methods for deterministic optimal control. To overcome the difficulty, we use a general regression-based formulation where the loss term is the Bellman consistency error combined with a Sobolev-type penalization term. We propose two novel sketching-based subroutines for obtaining the tensor-network approximation to the action-value functions and the value functions, which greatly accelerate the convergence for the subsequent regression phase. We apply the proposed approach successfully to two challenging control problems with Ginzburg-Landau potential in 1D and 2D with 64 variables.
Several forms for constructing novel physics-informed neural-networks (PINN) for the solution of partial-differential-algebraic equations based on derivative operator splitting are proposed, using the nonlinear Kirchhoff rod as a prototype for demonstration. The open-source DeepXDE is likely the most well documented framework with many examples. Yet, we encountered some pathological problems and proposed novel methods to resolve them. Among these novel methods are the PDE forms, which evolve from the lower-level form with fewer unknown dependent variables to higher-level form with more dependent variables, in addition to those from lower-level forms. Traditionally, the highest-level form, the balance-of-momenta form, is the starting point for (hand) deriving the lowest-level form through a tedious (and error prone) process of successive substitutions. The next step in a finite element method is to discretize the lowest-level form upon forming a weak form and linearization with appropriate interpolation functions, followed by their implementation in a code and testing. The time-consuming tedium in all of these steps could be bypassed by applying the proposed novel PINN directly to the highest-level form. We developed a script based on JAX. While our JAX script did not show the pathological problems of DDE-T (DDE with TensorFlow backend), it is slower than DDE-T. That DDE-T itself being more efficient in higher-level form than in lower-level form makes working directly with higher-level form even more attractive in addition to the advantages mentioned further above. Since coming up with an appropriate learning-rate schedule for a good solution is more art than science, we systematically codified in detail our experience running optimization through a normalization/standardization of the network-training process so readers can reproduce our results.
We present a new algorithm for solving linear-quadratic regulator (LQR) problems with linear equality constraints, also known as constrained LQR (CLQR) problems. Our method's sequential runtime is linear in the number of stages and constraints, and its parallel runtime is logarithmic in the number of stages. The main technical contribution of this paper is the derivation of parallelizable techniques for eliminating the linear equality constraints while preserving the standard positive (semi-)definiteness requirements of LQR problems.
This study proposes a novel spatial discretization procedure for the compressible Euler equations which guarantees entropy conservation at a discrete level when an arbitrary equation of state is assumed. The proposed method, based on a locally-conservative discretization, guarantees also the spatial conservation of mass, momentum, and total energy and is kinetic energy-preserving. In order to achieve the entropy-conservation property for an arbitrary non-ideal gas, a general strategy is adopted based on the manipulation of discrete balance equations through the imposition of global entropy conservation and the use of a summation by parts rule. The procedure, which is extended to an arbitrary order of accuracy, conducts to a general form of the internal-energy numerical flux which results in a nonlinear function of thermodynamic and dynamic variables and still admits the mass flux as a residual degree of freedom. The effectiveness of the novel entropy-conservative formulation is demonstrated through numerical tests making use of some of the most popular cubic equations of state.
The strong convergence of an explicit full-discrete scheme is investigated for the stochastic Burgers-Huxley equation driven by additive space-time white noise, which possesses both Burgers-type and cubic nonlinearities. To discretize the continuous problem in space, we utilize a spectral Galerkin method. Subsequently, we introduce a nonlinear-tamed exponential integrator scheme, resulting in a fully discrete scheme. Within the framework of semigroup theory, this study provides precise estimations of the Sobolev regularity, $L^\infty$ regularity in space, and H\"older continuity in time for the mild solution, as well as for its semi-discrete and full-discrete approximations. Building upon these results, we establish moment boundedness for the numerical solution and obtain strong convergence rates in both spatial and temporal dimensions. A numerical example is presented to validate the theoretical findings.
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