A new linear relaxation system for nonconservative hyperbolic systems is introduced, in which a nonlocal source term accounts for the nonconservative product of the original system. Using an asymptotic analysis the relaxation limit and its stability are investigated. It is shown that the path-conservative Lax-Friedrichs scheme arises from a discrete limit of an implicit-explicit scheme for the relaxation system. The relaxation approach is further employed to couple two nonconservative systems at a static interface. A coupling strategy motivated from conservative Kirchhoff conditions is introduced and a corresponding Riemann solver provided. A fully discrete scheme for coupled nonconservative products is derived and studied in terms of path-conservation. Numerical experiments applying the approach to a coupled model of vascular blood flow are presented.
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.
Phase field models are gradient flows with their energy naturally dissipating in time. In order to preserve this property, many numerical schemes have been well-studied. In this paper we consider a well-known method, namely the exponential integrator method (EI). In the literature a few works studied several EI schemes for various phase field models and proved the energy dissipation by either requiring a strong Lipschitz condition on the nonlinear source term or certain $L^\infty$ bounds on the numerical solutions (maximum principle). However for phase field models such as the (non-local) Cahn-Hilliard equation, the maximum principle no longer exists. As a result, solving such models via EI schemes remains open for a long time. In this paper we aim to give a systematic approach on applying EI-type schemes to such models by solving the Cahn-Hilliard equation with a first order EI scheme and showing the energy dissipation. In fact second order EI schemes can be handled similarly and we leave the discussion in a subsequent paper. To our best knowledge, this is the first work to handle phase field models without assuming any strong Lipschitz condition or $L^\infty$ boundedness. Furthermore, we will analyze the $L^2$ error and present some numerical simulations to demonstrate the dynamics.
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.
The Galerkin method is often employed for numerical integration of evolutionary equations, such as the Navier-Stokes equation or the magnetic induction equation. Application of the method requires solving an equation of the form $P(Av-f)=0$ at each time step, where $v$ is an element of a finite-dimensional space $V$ with a basis satisfying boundary conditions, $P$ is the orthogonal projection on this space and $A$ is a linear operator. Usually the coefficients of $v$ expanded in the basis are found by calculating the matrix of $PA$ acting on $V$ and solving the respective system of linear equations. For physically realistic boundary conditions (such as the no-slip boundary conditions for the velocity, or for a dielectric outside the fluid volume for the magnetic field) the basis is often not orthogonal and solving the problem can be computationally demanding. We propose an algorithm giving an opportunity to reduce the computational cost for such a problem. Suppose there exists a space $W$ that contains $V$, the difference between the dimensions of $W$ and $V$ is small relative to the dimension of $V$, and solving the problem $P(Aw-f)=0$, where $w$ is an element of $W$, requires less operations than solving the original problem. The equation $P(Av-f)=0$ is then solved in two steps: we solve the problem $P(Aw-f)=0$ in $W$, find a correction $h=v-w$ that belongs to a complement to $V$ in $W$, and obtain the solution $w+h$. When the dimension of the complement is small the proposed algorithm is more efficient than the traditional one.
Many complex tasks and environments can be decomposed into simpler, independent parts. Discovering such underlying compositional structure has the potential to expedite adaptation and enable compositional generalization. Despite progress, our most powerful systems struggle to compose flexibly. While most of these systems are monolithic, modularity promises to allow capturing the compositional nature of many tasks. However, it is unclear under which circumstances modular systems discover this hidden compositional structure. To shed light on this question, we study a teacher-student setting with a modular teacher where we have full control over the composition of ground truth modules. This allows us to relate the problem of compositional generalization to that of identification of the underlying modules. We show theoretically that identification up to linear transformation purely from demonstrations is possible in hypernetworks without having to learn an exponential number of module combinations. While our theory assumes the infinite data limit, in an extensive empirical study we demonstrate how meta-learning from finite data can discover modular solutions that generalize compositionally in modular but not monolithic architectures. We further show that our insights translate outside the teacher-student setting and demonstrate that in tasks with compositional preferences and tasks with compositional goals hypernetworks can discover modular policies that compositionally generalize.
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.
Partitioned neural network functions are used to approximate the solution of partial differential equations. The problem domain is partitioned into non-overlapping subdomains and the partitioned neural network functions are defined on the given non-overlapping subdomains. Each neural network function then approximates the solution in each subdomain. To obtain the convergent neural network solution, certain continuity conditions on the partitioned neural network functions across the subdomain interface need to be included in the loss function, that is used to train the parameters in the neural network functions. In our work, by introducing suitable interface values, the loss function is reformulated into a sum of localized loss functions and each localized loss function is used to train the corresponding local neural network parameters. In addition, to accelerate the neural network solution convergence, the localized loss function is enriched with an augmented Lagrangian term, where the interface condition and the boundary condition are enforced as constraints on the local solutions by using Lagrange multipliers. The local neural network parameters and Lagrange multipliers are then found by optimizing the localized loss function. To take the advantage of the localized loss function for the parallel computation, an iterative algorithm is also proposed. For the proposed algorithms, their training performance and convergence are numerically studied for various test examples.
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.