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This paper introduces a new theoretical and computational framework for a data driven Koopman mode analysis of nonlinear dynamics. To alleviate the potential problem of ill-conditioned eigenvectors in the existing implementations of the Dynamic Mode Decomposition (DMD) and the Extended Dynamic Mode Decomposition (EDMD), the new method introduces a Koopman-Schur decomposition that is entirely based on unitary transformations. The analysis in terms of the eigenvectors as modes of a Koopman operator compression is replaced with a modal decomposition in terms of a flag of invariant subspaces that correspond to selected eigenvalues. The main computational tool from the numerical linear algebra is the partial ordered Schur decomposition that provides convenient orthonormal bases for these subspaces. In the case of real data, a real Schur form is used and the computation is based on real orthogonal transformations. The new computational scheme is presented in the framework of the Extended DMD and the kernel trick is used.

We propose a method for computing the Lyapunov exponents of renewal equations (delay equations of Volterra type) and of coupled systems of renewal and delay differential equations. The method consists in the reformulation of the delay equation as an abstract differential equation, the reduction of the latter to a system of ordinary differential equations via pseudospectral collocation, and the application of the standard discrete QR method. The effectiveness of the method is shown experimentally and a MATLAB implementation is provided.

Magnetization dynamics in ferromagnetic materials is modeled by the Landau-Lifshitz (LL) equation, a nonlinear system of partial differential equations. Among the numerical approaches, semi-implicit schemes are widely used in the micromagnetics simulation, due to a nice compromise between accuracy and efficiency. At each time step, only a linear system needs to be solved and a projection is then applied to preserve the length of magnetization. However, this linear system contains variable coefficients and a non-symmetric structure, and thus an efficient linear solver is highly desired. If the damping parameter becomes large, it has been realized that efficient solvers are only available to a linear system with constant, symmetric, and positive definite (SPD) structure. In this work, based on the implicit-explicit Runge-Kutta (IMEX-RK) time discretization, we introduce an artificial damping term, which is treated implicitly. The remaining terms are treated explicitly. This strategy leads to a semi-implicit scheme with the following properties: (1) only a few linear system with constant and SPD structure needs to be solved at each time step; (2) it works for the LL equation with arbitrary damping parameter; (3) high-order accuracy can be obtained with high-order IMEX-RK time discretization. Numerically, second-order and third-order IMEX-RK methods are designed in both the 1-D and 3-D domains. A comparison with the backward differentiation formula scheme is undertaken, in terms of accuracy and efficiency. The robustness of both numerical methods is tested on the first benchmark problem from National Institute of Standards and Technology. The linearized stability estimate and optimal rate convergence analysis are provided for an alternate IMEX-RK2 numerical scheme as well.

In PDE-constrained optimization, one aims to find design parameters that minimize some objective, subject to the satisfaction of a partial differential equation. A major challenges is computing gradients of the objective to the design parameters, as applying the chain rule requires computing the Jacobian of the design parameters to the PDE's state. The adjoint method avoids this Jacobian by computing partial derivatives of a Lagrangian. Evaluating these derivatives requires the solution of a second PDE with the adjoint differential operator to the constraint, resulting in a backwards-in-time simulation. Particle-based Monte Carlo solvers are often used to compute the solution to high-dimensional PDEs. However, such solvers have the drawback of introducing noise to the computed results, thus requiring stochastic optimization methods. To guarantee convergence in this setting, both the constraint and adjoint Monte Carlo simulations should simulate the same particle trajectories. For large simulations, storing full paths from the constraint equation for re-use in the adjoint equation becomes infeasible due to memory limitations. In this paper, we provide a reversible extension to the family of permuted congruential pseudorandom number generators (PCG). We then use such a generator to recompute these time-reversed paths for the heat equation, avoiding these memory issues.

In this paper, we present a stochastic method for the simulation of Laplace's equation with a mixed boundary condition in planar domains that are polygonal or bounded by circular arcs. We call this method the Reflected Walk on Spheres algorithm. The method combines a traditional Walk on Spheres algorithm with use of reflections at the Neumann boundaries. We apply our algorithm to simulate numerical conformal mappings from certain quadrilaterals to the corresponding canonical domains, and to compute their conformal moduli. Finally, we give examples of the method on three dimensional polyhedral domains, and use it to simulate the heat flow on an L-shaped insulated polyhedron.

In this paper, we formulate and analyse a symmetric low-regularity integrator for solving the nonlinear Klein-Gordon equation in the $d$-dimensional space with $d=1,2,3$. The integrator is constructed based on the two-step trigonometric method and the proposed integrator has a simple form. Error estimates are rigorously presented to show that the integrator can achieve second-order time accuracy in the energy space under the regularity requirement in $H^{1+\frac{d}{4}}\times H^{\frac{d}{4}}$. Moreover, the time symmetry of the scheme ensures the good long-time energy conservation which is rigorously proved by the technique of modulated Fourier expansions. A numerical test is presented and the numerical results demonstrate the superiorities of the new integrator over some existing methods.

We present an isogeometric collocation method for solving the biharmonic equation over planar bilinearly parameterized multi-patch domains. The developed approach is based on the use of the globally $C^4$-smooth isogeometric spline space [34] to approximate the solution of the considered partial differential equation, and proposes as collocation points two different choices, namely on the one hand the Greville points and on the other hand the so-called superconvergent points. Several examples demonstrate the potential of our collocation method for solving the biharmonic equation over planar multi-patch domains, and numerically study the convergence behavior of the two types of collocation points with respect to the $L^2$-norm as well as to equivalents of the $H^s$-seminorms for $1 \leq s \leq 4$. In the studied case of spline degree $p=9$, the numerical results indicate in case of the Greville points a convergence of order $\mathcal{O}(h^{p-3})$ independent of the considered (semi)norm, and show in case of the superconvergent points an improved convergence of order $\mathcal{O}(h^{p-2})$ for all (semi)norms except for the equivalent of the $H^4$-seminorm, where the order $\mathcal{O}(h^{p-3})$ is anyway optimal.

A posteriori reduced-order models, e.g. proper orthogonal decomposition, are essential to affordably tackle realistic parametric problems. They rely on a trustful training set, that is a family of full-order solutions (snapshots) representative of all possible outcomes of the parametric problem. Having such a rich collection of snapshots is not, in many cases, computationally viable. A strategy for data augmentation, designed for parametric laminar incompressible flows, is proposed to enrich poorly populated training sets. The goal is to include in the new, artificial snapshots emerging features, not present in the original basis, that do enhance the quality of the reduced-order solution. The methodologies devised are based on exploiting basic physical principles, such as mass and momentum conservation, to devise physically-relevant, artificial snapshots at a fraction of the cost of additional full-order solutions. Interestingly, the numerical results show that the ideas exploiting only mass conservation (i.e., incompressibility) are not producing significant added value with respect to the standard linear combinations of snapshots. Conversely, accounting for the linearized momentum balance via the Oseen equation does improve the quality of the resulting approximation and therefore is an effective data augmentation strategy in the framework of viscous incompressible laminar flows.

Microring resonators (MRRs) are promising devices for time-delay photonic reservoir computing, but the impact of the different physical effects taking place in the MRRs on the reservoir computing performance is yet to be fully understood. We numerically analyze the impact of linear losses as well as thermo-optic and free-carrier effects relaxation times on the prediction error of the time-series task NARMA-10. We demonstrate the existence of three regions, defined by the input power and the frequency detuning between the optical source and the microring resonance, that reveal the cavity transition from linear to nonlinear regimes. One of these regions offers very low error in time-series prediction under relatively low input power and number of nodes while the other regions either lack nonlinearity or become unstable. This study provides insight into the design of the MRR and the optimization of its physical properties for improving the prediction performance of time-delay reservoir computing.

Tensorial neural networks (TNNs) combine the successes of multilinear algebra with those of deep learning to enable extremely efficient reduced-order models of high-dimensional problems. Here, I describe a deep neural network architecture that fuses multiple TNNs into a larger network, intended to solve a broader class of problems than a single TNN. I evaluate this architecture, referred to as a "stacked tensorial neural network" (STNN), on a parametric PDE with three independent variables and three parameters. The three parameters correspond to one PDE coefficient and two quantities describing the domain geometry. The STNN provides an accurate reduced-order description of the solution manifold over a wide range of parameters. There is also evidence of meaningful generalization to parameter values outside its training data. Finally, while the STNN architecture is relatively simple and problem agnostic, it can be regularized to incorporate problem-specific features like symmetries and physical modeling assumptions.