An essential ingredient of a spectral method is the choice of suitable bases for test and trial spaces. On complex domains, these bases are harder to devise, necessitating the use of domain partitioning techniques such as the spectral element method. In this study, we introduce the Projection Extension (PE) method, an approach that yields spectrally accurate solutions to various problems on complex geometries without requiring domain decomposition. This technique builds on the insights used by extension methodologies such as the immersed boundary smooth extension and Smooth Forcing Extension (SFE) methods that are designed to improve the order of accuracy of the immersed boundary method. In particular, it couples an accurate extension procedure, that functions on arbitrary domains regardless of connectedness or regularity, with a least squares minimization of the boundary conditions. The resulting procedure is stable under iterative application and straightforward to generalize to higher dimensions. Moreover, it rapidly and robustly yields exponentially convergent solutions to a number of challenging test problems, including elliptic, parabolic, Newtonian fluid flow, and viscoelastic problems.
We show that solution to the Hermite-Pad\'{e} type I approximation problem leads in a natural way to a subclass of solutions of the Hirota (discrete Kadomtsev-Petviashvili) system and of its adjoint linear problem. Our result explains the appearence of various ingredients of the integrable systems theory in application to multiple orthogonal polynomials, numerical algorthms, random matrices, and in other branches of mathematical physics and applied mathematics where the Hermite-Pad\'{e} approximation problem is relevant. We present also the geometric algorithm, based on the notion of Desargues maps, of construction of solutions of the problem in the projective space over the field of rational functions. As a byproduct we obtain the corresponding generalization of the Wynn recurrence. We isolate the boundary data of the Hirota system which provide solutions to Hermite-Pad\'{e} problem showing that the corresponding reduction lowers dimensionality of the system. In particular, we obtain certain equations which, in addition to the known ones given by Paszkowski, can be considered as direct analogs of the Frobenius identities. We study the place of the reduced system within the integrability theory, which results in finding multidimensional (in the sense of number of variables) extension of the discrete-time Toda chain equations.
Stochastic PDE eigenvalue problems are useful models for quantifying the uncertainty in several applications from the physical sciences and engineering, e.g., structural vibration analysis, the criticality of a nuclear reactor or photonic crystal structures. In this paper we present a simple multilevel quasi-Monte Carlo (MLQMC) method for approximating the expectation of the minimal eigenvalue of an elliptic eigenvalue problem with coefficients that are given as a series expansion of countably-many stochastic parameters. The MLQMC algorithm is based on a hierarchy of discretisations of the spatial domain and truncations of the dimension of the stochastic parameter domain. To approximate the expectations, randomly shifted lattice rules are employed. This paper is primarily dedicated to giving a rigorous analysis of the error of this algorithm. A key step in the error analysis requires bounds on the mixed derivatives of the eigenfunction with respect to both the stochastic and spatial variables simultaneously. Under stronger smoothness assumptions on the parametric dependence, our analysis also extends to multilevel higher-order quasi-Monte Carlo rules. An accompanying paper [Gilbert and Scheichl, 2022], focusses on practical extensions of the MLQMC algorithm to improve efficiency, and presents numerical results.
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.
This paper makes the first attempt to apply newly developed upwind GFDM for the meshless solution of two-phase porous flow equations. In the presented method, node cloud is used to flexibly discretize the computational domain, instead of complicated mesh generation, and the computational domain is divided into overlapping sub-domains centered on each node. Combining with moving least square approximation and local Taylor expansion, derivatives of oil-phase pressure at the central node are approximated by a generalized difference operator in the local subdomain. By introducing the first-order upwind scheme of phase permeability, and combining the discrete boundary conditions, fully implicit GFDM discrete nonlinear equations of the immiscible two-phase porous flow are obtained and solved by the nonlinear solver based on the Newton iteration method with the automatic differentiation technology, to avoid the additional computational cost and possible computational instability caused by sequentially coupled scheme. Two numerical examples are implemented to test the computational performances of the presented method. Detailed error analysis finds the two sources of the calculation error, and points out the significant effect of the symmetry or uniformity of the node allocation in the node influence domain on the accuracy of the generalized difference operator, and the radius of node influence domain should be as small as possible to achieve high calculation accuracy, which is a significant difference between the studied parabolic two-phase porous flow problem and the elliptic equation previously studied by GFDM. In all, the upwind GFDM with the fully implicit nonlinear solver and related analysis about computational performances given in this work may provide a critical reference for developing a general-purpose meshless numerical simulator for porous flow problems.
We propose a new unfitted finite element method for simulation of two-phase flows in presence of insoluble surfactant. The key features of the method are 1) discrete conservation of surfactant mass; 2) the possibility of having meshes that do not conform to the evolving interface separating the immiscible fluids; 3) accurate approximation of quantities with weak or strong discontinuities across evolving geometries such as the velocity field and the pressure. The new discretization of the incompressible Navier--Stokes equations coupled to the convection-diffusion equation modeling the surfactant transport on evolving surfaces is based on a space-time cut finite element formulation with quadrature in time and a stabilization term in the weak formulation that provides function extension. The proposed strategy utilize the same computational mesh for the discretization of the surface Partial Differential Equation (PDE) and the bulk PDEs and can be combined with different techniques for representing and evolving the interface, here the level set method is used. Numerical simulations in both two and three space dimensions are presented including simulations showing the role of surfactant in the interaction between two drops.
Lattice Boltzmann schemes rely on the enlargement of the size of the target problem in order to solve PDEs in a highly parallelizable and efficient kinetic-like fashion, split into a collision and a stream phase. This structure, despite the well-known advantages from a computational standpoint, is not suitable to construct a rigorous notion of consistency with respect to the target equations and to provide a precise notion of stability. In order to alleviate these shortages and introduce a rigorous framework, we demonstrate that any lattice Boltzmann scheme can be rewritten as a corresponding multi-step Finite Difference scheme on the conserved variables. This is achieved by devising a suitable formalism based on operators, commutative algebra and polynomials. Therefore, the notion of consistency of the corresponding Finite Difference scheme allows to invoke the Lax-Richtmyer theorem in the case of linear lattice Boltzmann schemes. Moreover, we show that the frequently-used von Neumann-like stability analysis for lattice Boltzmann schemes entirely corresponds to the von Neumann stability analysis of their Finite Difference counterpart. More generally, the usual tools for the analysis of Finite Difference schemes are now readily available to study lattice Boltzmann schemes. Their relevance is verified by means of numerical illustrations.
The solution of the shortest path problem on a surface is not only a theoretical problem to be solved in the field of mathematics, but also problems that need to be solved in very different fields such as medicine, defense and construction technologies. When it comes to the land specific, solution algorithms for these problems are also of great importance in terms of determination of the shortest path in an open area where the road will pass in the field of civil engineering, or route determination of manned or unmanned vehicles for various logistic needs, especially in raw terrains. In addition, path finding problems in the raw terrains are also important for manned and unmanned ground vehicles (UGV) used in the defense industry. Within the scope of this study, a method that can be used for instant route determinations within sight range or for route determinations covering wider areas is proposed. Although the examples presented within the scope of the study are land-based, the method can be applied to almost all problem types of similar nature. The approach used in the study can be briefly described as the mechanical analysis of a surface transformed into a structural load bearing system based on mechanical analogies. In this approach, the determination of the shortest path connecting two points can be realized by following the stress-strain values that will occur by moving the points away from each other or by following a linear line that will be formed between two points during the mechanical analysis. If the proposed approach is to be carried out with multiple rigid body dynamics approaches instead of flexible bodies mechanics, it can be carried out easily and very quickly by determining the shortest path between two points or by tracking the forces. However, the proposed approach in this study is presented by simulating examples of flexible bodies using FEM.
Spectral clustering (SC) is a popular clustering technique to find strongly connected communities on a graph. SC can be used in Graph Neural Networks (GNNs) to implement pooling operations that aggregate nodes belonging to the same cluster. However, the eigendecomposition of the Laplacian is expensive and, since clustering results are graph-specific, pooling methods based on SC must perform a new optimization for each new sample. In this paper, we propose a graph clustering approach that addresses these limitations of SC. We formulate a continuous relaxation of the normalized minCUT problem and train a GNN to compute cluster assignments that minimize this objective. Our GNN-based implementation is differentiable, does not require to compute the spectral decomposition, and learns a clustering function that can be quickly evaluated on out-of-sample graphs. From the proposed clustering method, we design a graph pooling operator that overcomes some important limitations of state-of-the-art graph pooling techniques and achieves the best performance in several supervised and unsupervised tasks.
Deep neural network models used for medical image segmentation are large because they are trained with high-resolution three-dimensional (3D) images. Graphics processing units (GPUs) are widely used to accelerate the trainings. However, the memory on a GPU is not large enough to train the models. A popular approach to tackling this problem is patch-based method, which divides a large image into small patches and trains the models with these small patches. However, this method would degrade the segmentation quality if a target object spans multiple patches. In this paper, we propose a novel approach for 3D medical image segmentation that utilizes the data-swapping, which swaps out intermediate data from GPU memory to CPU memory to enlarge the effective GPU memory size, for training high-resolution 3D medical images without patching. We carefully tuned parameters in the data-swapping method to obtain the best training performance for 3D U-Net, a widely used deep neural network model for medical image segmentation. We applied our tuning to train 3D U-Net with full-size images of 192 x 192 x 192 voxels in brain tumor dataset. As a result, communication overhead, which is the most important issue, was reduced by 17.1%. Compared with the patch-based method for patches of 128 x 128 x 128 voxels, our training for full-size images achieved improvement on the mean Dice score by 4.48% and 5.32 % for detecting whole tumor sub-region and tumor core sub-region, respectively. The total training time was reduced from 164 hours to 47 hours, resulting in 3.53 times of acceleration.
Recent works showed that Generative Adversarial Networks (GANs) can be successfully applied in unsupervised domain adaptation, where, given a labeled source dataset and an unlabeled target dataset, the goal is to train powerful classifiers for the target samples. In particular, it was shown that a GAN objective function can be used to learn target features indistinguishable from the source ones. In this work, we extend this framework by (i) forcing the learned feature extractor to be domain-invariant, and (ii) training it through data augmentation in the feature space, namely performing feature augmentation. While data augmentation in the image space is a well established technique in deep learning, feature augmentation has not yet received the same level of attention. We accomplish it by means of a feature generator trained by playing the GAN minimax game against source features. Results show that both enforcing domain-invariance and performing feature augmentation lead to superior or comparable performance to state-of-the-art results in several unsupervised domain adaptation benchmarks.