We present a stable spectral vanishing viscosity for discontinuous Galerkin schemes, with applications to turbulent and supersonic flows. The idea behind the SVV is to spatially filter the dissipative fluxes, such that it concentrates in higher wavenumbers, where the flow is typically under-resolved, leaving low wavenumbers dissipation-free. Moreover, we derive a stable approximation of the Guermond-Popov fluxes with the Bassi-Rebay 1 scheme, used to introduce density regularization in shock capturing simulations. This filtering uses a Cholesky decomposition of the fluxes that ensures the entropy stability of the scheme, which also includes a stable approximation of boundary conditions for adiabatic walls. For turbulent flows, we test the method with the three-dimensional Taylor-Green vortex and show that energy is correctly dissipated, and the scheme is stable when a kinetic energy preserving split-form is used in combination with a low dissipation Riemann solver. Finally, we test the shock capturing capabilities of our method with the Shu-Osher and the supersonic forward facing step cases, obtaining good results without spurious oscillations even with coarse meshes.
In this paper, we investigate the question: Given a small number of datapoints, for example N = 30, how tight can PAC-Bayes and test set bounds be made? For such small datasets, test set bounds adversely affect generalisation performance by withholding data from the training procedure. In this setting, PAC-Bayes bounds are especially attractive, due to their ability to use all the data to simultaneously learn a posterior and bound its generalisation risk. We focus on the case of i.i.d. data with a bounded loss and consider the generic PAC-Bayes theorem of Germain et al. While their theorem is known to recover many existing PAC-Bayes bounds, it is unclear what the tightest bound derivable from their framework is. For a fixed learning algorithm and dataset, we show that the tightest possible bound coincides with a bound considered by Catoni; and, in the more natural case of distributions over datasets, we establish a lower bound on the best bound achievable in expectation. Interestingly, this lower bound recovers the Chernoff test set bound if the posterior is equal to the prior. Moreover, to illustrate how tight these bounds can be, we study synthetic one-dimensional classification tasks in which it is feasible to meta-learn both the prior and the form of the bound to numerically optimise for the tightest bounds possible. We find that in this simple, controlled scenario, PAC-Bayes bounds are competitive with comparable, commonly used Chernoff test set bounds. However, the sharpest test set bounds still lead to better guarantees on the generalisation error than the PAC-Bayes bounds we consider.
Our objective is to stabilise and accelerate the time-domain boundary element method (TDBEM) for the three-dimensional wave equation. To overcome the potential time instability, we considered using the Burton--Miller-type boundary integral equation (BMBIE) instead of the ordinary boundary integral equation (OBIE), which consists of the single- and double-layer potentials. In addition, we introduced a smooth temporal basis, i.e. the B-spline temporal basis of order $d$, whereas $d=1$ was used together with the OBIE in a previous study [Takahashi 2014]. Corresponding to these new techniques, we generalised the interpolation-based fast multipole method that was developed in \cite{takahashi2014}. In particular, we constructed the multipole-to-local formula (M2L) so that even for $d\ge 2$ we can maintain the computational complexity of the entire algorithm, i.e. $O(N_{\rm s}^{1+\delta} N_{\rm t})$, where $N_{\rm s}$ and $N_{\rm t}$ denote the number of boundary elements and the number of time steps, respectively, and $\delta$ is theoretically estimated as $1/3$ or $1/2$. The numerical examples indicated that the BMBIE is indispensable for solving the homogeneous Dirichlet problem, but the order $d$ cannot exceed 1 owing to the doubtful cancellation of significant digits when calculating the corresponding layer potentials. In regard to the homogeneous Neumann problem, the previous TDBEM based on the OBIE with $d=1$ can be unstable, whereas it was found that the BMBIE with $d=2$ can be stable and accurate. The present study will enhance the usefulness of the TDBEM for 3D scalar wave problems.
In this work, we propose three novel block-structured multigrid relaxation schemes based on distributive relaxation, Braess-Sarazin relaxation, and Uzawa relaxation, for solving the Stokes equations discretized by the mark-and-cell scheme. In our earlier work \cite{he2018local}, we discussed these three types of relaxation schemes, where the weighted Jacobi iteration is used for inventing the Laplacian involved in the Stokes equations. In \cite{he2018local}, we show that the optimal smoothing factor is $\frac{3}{5}$ for distributive weighted-Jacobi relaxation and inexact Braess-Sarazin relaxation, and is $\sqrt{\frac{3}{5}}$ for $\sigma$-Uzawa relaxation. Here, we propose mass-based approximation inside of these three relaxations, where mass matrix $Q$ obtained from bilinear finite element method is directly used to approximate to the inverse of scalar Laplacian operator instead of using Jacobi iteration. Using local Fourier analysis, we theoretically derive the optimal smoothing factors for the resulting three relaxation schemes. Specifically, mass-based distributive relaxation, mass-based Braess-Sarazin relaxation, and mass-based $\sigma$-Uzawa relaxation have optimal smoothing factor $\frac{1}{3}$, $\frac{1}{3}$ and $\sqrt{\frac{1}{3}}$, respectively. Note that the mass-based relaxation schemes do not cost more than the original ones using Jacobi iteration. Another superiority is that there is no need to compute the inverse of a matrix. These new relaxation schemes are appealing.
In this paper, we study two kinds of structure-preserving splitting methods, including the Lie--Trotter type splitting method and the finite difference type method, for the stochasticlogarithmic Schr\"odinger equation (SlogS equation) via a regularized energy approximation. We first introduce a regularized SlogS equation with a small parameter $0<\epsilon\ll1$ which approximates the SlogS equation and avoids the singularity near zero density. Then we present a priori estimates, the regularized entropy and energy, and the stochastic symplectic structure of the proposed numerical methods. Furthermore, we derive both the strong convergence rates and the convergence rates of the regularized entropy and energy. To the best of our knowledge, this is the first result concerning the construction and analysis of numerical methods for stochastic Schr\"odinger equations with logarithmic nonlinearities.
The quadrature-based method of moments (QMOM) offers a promising class of approximation techniques for reducing kinetic equations to fluid equations that are valid beyond thermodynamic equilibrium. A major challenge with these and other closures is that whenever the flux function must be evaluated (e.g., in a numerical update), a moment-inversion problem must be solved that computes the flux from the known input moments. In this work we study a particular five-moment variant of QMOM known as HyQMOM and establish that this system is moment-invertible over a convex region in solution space. We then develop a high-order Lax-Wendroff discontinuous Galerkin scheme for solving the resulting fluid system. The scheme is based on a predictor-corrector approach, where the prediction step is a localized space-time discontinuous Galerkin scheme. The nonlinear algebraic system that arises in this prediction step is solved using a Picard iteration. The correction step is a straightforward explicit update using the predicted solution in order to evaluate space-time flux integrals. In the absence of additional limiters, the proposed high-order scheme does not in general guarantee that the numerical solution remains in the convex set over which HyQMOM is moment-invertible. To overcome this challenge, we introduce novel limiters that rigorously guarantee that the computed solution does not leave the convex set over which moment-invertible and hyperbolicity of the fluid system is guaranteed. We develop positivity-preserving limiters in both the prediction and correction steps, as well as an oscillation-limiter that damps unphysical oscillations near shocks and rarefactions. Finally, we perform convergence tests to verify the order of accuracy of the scheme, as well as test the scheme on Riemann data to demonstrate the shock-capturing and robustness of the method.
In this paper, we revisit the $L_2$-norm error estimate for $C^0$-interior penalty analysis of Dirichlet boundary control problem governed by biharmonic operator. In this work, we have relaxed the interior angle condition of the domain from $120$ degrees to $180$ degrees, therefore this analysis can be carried out for any convex domain. The theoretical findings are illustrated by numerical experiments. Moreover, we propose a new analysis to derive the error estimates for the biharmonic equation with Cahn-Hilliard type boundary condition under minimal regularity assumption.
The focus of the present research is on the analysis of local energy stability of high-order (including split-form) summation-by-parts methods, with e.g. two-point entropy-conserving fluxes, approximating non-linear conservation laws. Our main finding is that local energy stability, i.e., the numerical growth rate does not exceed the growth rate of the continuous problem, is not guaranteed even when the scheme is non-linearly stable and that this may have adverse implications for simulation results. We show that entropy-conserving two-point fluxes are inherently locally energy unstable, as they can be dissipative or anti-dissipative. Unfortunately, these fluxes are at the core of many commonly used high-order entropy-stable extensions, including split-form summation-by-parts discontinuous Galerkin spectral element methods (or spectral collocation methods). For the non-linear Burgers equation, we further demonstrate numerically that such schemes cause exponential growth of errors during the simulation. Furthermore, we encounter a similar abnormal behaviour for the compressible Euler equations, for a smooth exact solution of a density wave. Finally, for the same case, we demonstrate numerically that other commonly known split-forms, such as the Kennedy and Gruber splitting, are also locally energy unstable.
The Arnold-Beltrami-Childress (ABC) flow and the Kolmogorov flow are three dimensional periodic divergence free velocity fields that exhibit chaotic streamlines. We are interested in front speed enhancement in G-equation of turbulent combustion by large intensity ABC and Kolmogorov flows. We give a quantitative construction of the ballistic orbits of ABC and Kolmogorov flows, namely those with maximal large time asymptotic speeds in a coordinate direction. Thanks to the optimal control theory of G-equation (a convex but non-coercive Hamilton-Jacobi equation), the ballistic orbits serve as admissible trajectories for front speed estimates. To study the tightness of the estimates, we compute the front speeds of G-equation based on a semi-Lagrangian (SL) scheme with Strang splitting and weighted essentially non-oscillatory (WENO) interpolation. Time step size is chosen so that the Courant number grows sublinearly with the flow intensity. Numerical results show that the front speed growth rate in terms of the flow intensity may approach the analytical bounds from the ballistic orbits.
In this paper, we extend the positivity-preserving, entropy stable first-order finite volume-type scheme developed for the one-dimensional compressible Navier-Stokes equations in [1] to three spatial dimensions. The new first-order scheme is provably entropy stable, design-order accurate for smooth solutions, and guarantees the pointwise positivity of thermodynamic variables for 3-D compressible viscous flows. Similar to the 1-D counterpart, the proposed scheme for the 3-D Navier-Stokes equations is discretized on Legendre-Gauss-Lobatto grids used for high-order spectral collocation methods. The positivity of density is achieved by adding an artificial dissipation in the form of the first-order Brenner-Navier-Stokes diffusion operator. Another distinctive feature of the proposed scheme is that the Navier-Stokes viscous terms are discretized by high-order spectral collocation summation-by-parts operators. To eliminate time step stiffness caused by the high-order approximation of the viscous terms, the velocity and temperature limiters developed for the 1-D compressible Navier-Stokes equations in [1] are generalized to three spatial dimensions. These limiters bound the magnitude of velocity and temperature gradients and preserve the entropy stability and positivity properties of the baseline scheme. Numerical results are presented to demonstrate design-order accuracy and positivity-preserving properties of the new first-order scheme for 2-D and 3-D inviscid and viscous flows with strong shocks and contact discontinuities.
We propose a globally convergent numerical method, called the convexification, to numerically compute the viscosity solution to first-order Hamilton-Jacobi equations through the vanishing viscosity process where the viscosity parameter is a fixed small number. By convexification, we mean that we employ a suitable Carleman weight function to convexify the cost functional defined directly from the form of the Hamilton-Jacobi equation under consideration. The strict convexity of this functional is rigorously proved using a new Carleman estimate. We also prove that the unique minimizer of the this strictly convex functional can be reached by the gradient descent method. Moreover, we show that the minimizer well approximates the viscosity solution of the Hamilton-Jacobi equation as the noise contained in the boundary data tends to zero. Some interesting numerical illustrations are presented.