We present a compatible finite element discretisation for the vertical slice compressible Euler equations, at next-to-lowest order (i.e., the pressure space is bilinear discontinuous functions). The equations are numerically integrated in time using a fully implicit timestepping scheme which is solved using monolithic GMRES preconditioned by a linesmoother. The linesmoother only involves local operations and is thus suitable for domain decomposition in parallel. It allows for arbitrarily large timesteps but with iteration counts scaling linearly with Courant number in the limit of large Courant number. This solver approach is implemented using Firedrake, and the additive Schwarz preconditioner framework of PETSc. We demonstrate the robustness of the scheme using a standard set of testcases that may be compared with other approaches.
We introduce and analyze a symmetric low-regularity scheme for the nonlinear Schr\"odinger (NLS) equation beyond classical Fourier-based techniques. We show fractional convergence of the scheme in $L^2$-norm, from first up to second order, both on the torus $\mathbb{T}^d$ and on a smooth bounded domain $\Omega \subset \mathbb{R}^d$, $d\le 3$, equipped with homogeneous Dirichlet boundary condition. The new scheme allows for a symmetric approximation to the NLS equation in a more general setting than classical splitting, exponential integrators, and low-regularity schemes (i.e. under lower regularity assumptions, on more general domains, and with fractional rates). We motivate and illustrate our findings through numerical experiments, where we witness better structure preserving properties and an improved error-constant in low-regularity regimes.
To enhance solution accuracy and training efficiency in neural network approximation to partial differential equations, partitioned neural networks can be used as a solution surrogate instead of a single large and deep neural network defined on the whole problem domain. In such a partitioned neural network approach, suitable interface conditions or subdomain boundary conditions are combined to obtain a convergent approximate solution. However, there has been no rigorous study on the convergence and parallel computing enhancement on the partitioned neural network approach. In this paper, iterative algorithms are proposed to address these issues. Our algorithms are based on classical additive Schwarz domain decomposition methods. Numerical results are included to show the performance of the proposed iterative algorithms.
Stencil composition uses the idea of function composition, wherein two stencils with arbitrary orders of derivative are composed to obtain a stencil with a derivative order equal to sum of the orders of the composing stencils. In this paper, we show how stencil composition can be applied to form finite difference stencils in order to numerically solve partial differential equations (PDEs). We present various properties of stencil composition and investigate the relationship between the order of accuracy of the composed stencil and that of the composing stencils. We also present comparisons between the stability restrictions of composed higher-order PDEs to their compact versions and numerical experiments wherein we verify the order of accuracy by convergence tests. To demonstrate an application to PDEs, a boundary value problem involving the two-dimensional biharmonic equation is numerically solved using stencil composition and the order of accuracy is verified by performing a convergence test. The method is then applied to the Cahn-Hilliard phase-field model. In addition to sample results in 2D and 3D for this benchmark problem, the scalability, spectral properties, and sparsity is explored.
This work outlines a time-domain numerical integration technique for linear hyperbolic partial differential equations sourced by distributions (Dirac $\delta$-functions and their derivatives). Such problems arise when studying binary black hole systems in the extreme mass ratio limit. We demonstrate that such source terms may be converted to effective domain-wide sources when discretized, and we introduce a class of time-steppers that directly account for these discontinuities in time integration. Moreover, our time-steppers are constructed to respect time reversal symmetry, a property that has been connected to conservation of physical quantities like energy and momentum in numerical simulations. To illustrate the utility of our method, we numerically study a distributionally-sourced wave equation that shares many features with the equations governing linear perturbations to black holes sourced by a point mass.
We consider linear first-order systems of ordinary differential equations (ODEs) in port-Hamiltonian (pH) form. Physical parameters are remodelled as random variables to conduct an uncertainty quantification. A stochastic Galerkin projection yields a larger deterministic system of ODEs, which does not exhibit a pH form in general. We apply transformations of the original systems such that the stochastic Galerkin projection becomes structure-preserving. Furthermore, we investigate meaning and properties of the Hamiltonian function belonging to the stochastic Galerkin system. A large number of random variables implies a highdimensional stochastic Galerkin system, which suggests itself to apply model order reduction (MOR) generating a low-dimensional system of ODEs. We discuss structure preservation in projection-based MOR, where the smaller systems of ODEs feature pH form again. Results of numerical computations are presented using two test examples.
In this study, we investigate an anisotropic weakly over-penalised symmetric interior penalty method for the Stokes equation. Our approach is a simple discontinuous Galerkin method similar to the Crouzeix--Raviart finite element method. As our primary contribution, we show a new proof for the consistency term, which allows us to obtain an estimate of the anisotropic consistency error. The key idea of the proof is to apply the relation between the Raviart--Thomas finite element space and a discontinuous space. While inf-sup stable schemes of the discontinuous Galerkin method on shape-regular mesh partitions have been widely discussed, our results show that the Stokes element satisfies the inf-sup condition on anisotropic meshes. Furthermore, we also provide an error estimate in an energy norm on anisotropic meshes. In numerical experiments, we compare calculation results for standard and anisotropic mesh partitions, and the results show the effectiveness of using anisotropic meshes for problems with boundary layers.
We propose a Hermite spectral method for the inelastic Boltzmann equation, which makes two-dimensional periodic problem computation affordable by the hardware nowadays. The new algorithm is based on a Hermite expansion, where the expansion coefficients for the VHS model are reduced into several summations and can be derived exactly. Moreover, a new collision model is built with a combination of the quadratic collision operator and a linearized collision operator, which helps us to balance the computational cost and the accuracy. Various numerical experiments, including spatially two-dimensional simulations, demonstrate the accuracy and efficiency of this numerical scheme.
Stochastic space-time fractional diffusion equations often appear in the modeling of the heat propagation in non-homogeneous medium. In this paper, we firstly investigate the Mittag--Leffler Euler integrator of a class of stochastic space-time fractional diffusion equations, whose super-convergence order is obtained by developing a helpful decomposition way for the time-fractional integral. Here, the developed decomposition way is the key to dealing with the singularity of the solution operator. Moreover, we study the Freidlin--Wentzell type large deviation principles of the underlying equation and its Mittag--Leffler Euler integrator based on the weak convergence approach. In particular, we prove that the large deviation rate function of the Mittag--Leffler Euler integrator $\Gamma$-converges to that of the underlying equation.
The hazard function represents one of the main quantities of interest in the analysis of survival data. We propose a general approach for modelling the dynamics of the hazard function using systems of autonomous ordinary differential equations (ODEs). This modelling approach can be used to provide qualitative and quantitative analyses of the evolution of the hazard function over time. Our proposal capitalises on the extensive literature of ODEs which, in particular, allow for establishing basic rules or laws on the dynamics of the hazard function via the use of autonomous ODEs. We show how to implement the proposed modelling framework in cases where there is an analytic solution to the system of ODEs or where an ODE solver is required to obtain a numerical solution. We focus on the use of a Bayesian modelling approach, but the proposed methodology can also be coupled with maximum likelihood estimation. A simulation study is presented to illustrate the performance of these models and the interplay of sample size and censoring. Two case studies using real data are presented to illustrate the use of the proposed approach and to highlight the interpretability of the corresponding models. We conclude with a discussion on potential extensions of our work and strategies to include covariates into our framework.
We propose a novel inference procedure for linear combinations of high-dimensional regression coefficients in generalized estimating equations (GEE), which are widely used to analyze correlated data. Our estimator for this more general inferential target, obtained via constructing projected estimating equations, is shown to be asymptotically normally distributed under certain regularity conditions. We also introduce a data-driven cross-validation procedure to select the tuning parameter for estimating the projection direction, which is not addressed in the existing procedures. We demonstrate the robust finite-sample performance, especially in estimation bias and confidence interval coverage, of the proposed method via extensive simulations, and apply the method to a longitudinal proteomic study of COVID-19 plasma samples to investigate the proteomic signatures associated with disease severity.