In this article we develop a high order accurate method to solve the incompressible boundary layer equations in a provably stable manner.~We first derive continuous energy estimates,~and then proceed to the discrete setting.~We formulate the discrete approximation using high-order finite difference methods on summation-by-parts form and implement the boundary conditions weakly using the simultaneous approximation term method.~By applying the discrete energy method and imitating the continuous analysis,~the discrete estimate that resembles the continuous counterpart is obtained proving stability.~We also show that these newly derived boundary conditions removes the singularities associated with the null-space of the nonlinear discrete spatial operator.~Numerical experiments that verifies the high-order accuracy of the scheme and coincides with the theoretical results are presented.~The numerical results are compared with the well-known Blasius similarity solution as well as that resulting from the solution of the incompressible Navier Stokes equations.
High order schemes are known to be unstable in the presence of shock discontinuities or under-resolved solution features for nonlinear conservation laws. Entropy stable schemes address this instability by ensuring that physically relevant solutions satisfy a semi-discrete entropy inequality independently of discretization parameters. This work extends high order entropy stable schemes to the quasi-1D shallow water equations and the quasi-1D compressible Euler equations, which model one-dimensional flows through channels or nozzles with varying width. We introduce new non-symmetric entropy conservative finite volume fluxes for both sets of quasi-1D equations, as well as a generalization of the entropy conservation condition to non-symmetric fluxes. When combined with an entropy stable interface flux, the resulting schemes are high order accurate, conservative, and semi-discretely entropy stable. For the quasi-1D shallow water equations, the resulting schemes are also well-balanced.
Let $\hat\Sigma=\frac{1}{n}\sum_{i=1}^n X_i\otimes X_i$ denote the sample covariance operator of centered i.i.d. observations $X_1,\dots,X_n$ in a real separable Hilbert space, and let $\Sigma=\mathbf{E}(X_1\otimes X_1)$. The focus of this paper is to understand how well the bootstrap can approximate the distribution of the operator norm error $\sqrt n\|\hat\Sigma-\Sigma\|_{\text{op}}$, in settings where the eigenvalues of $\Sigma$ decay as $\lambda_j(\Sigma)\asymp j^{-2\beta}$ for some fixed parameter $\beta>1/2$. Our main result shows that the bootstrap can approximate the distribution of $\sqrt n\|\hat\Sigma-\Sigma\|_{\text{op}}$ at a rate of order $n^{-\frac{\beta-1/2}{2\beta+4+\epsilon}}$ with respect to the Kolmogorov metric, for any fixed $\epsilon>0$. In particular, this shows that the bootstrap can achieve near $n^{-1/2}$ rates in the regime of large $\beta$--which substantially improves on previous near $n^{-1/6}$ rates in the same regime. In addition to obtaining faster rates, our analysis leverages a fundamentally different perspective based on coordinate-free techniques. Moreover, our result holds in greater generality, and we propose a new model that is compatible with both elliptical and Mar\v{c}enko-Pastur models in high-dimensional Euclidean spaces, which may be of independent interest.
This paper proposes a decoupled numerical scheme of the time-dependent Ginzburg--Landau equations under the temporal gauge. For the magnetic potential and the order parameter, the discrete scheme adopts the second type Ned${\rm \acute{e}}$lec element and the linear element for spatial discretization, respectively; and a linearized backward Euler method and the first order exponential time differencing method for time discretization, respectively. The maximum bound principle (MBP) of the order parameter and the energy dissipation law in the discrete sense are proved. The discrete energy stability and MBP-preservation can guarantee the stability and validity of the numerical simulations, and further facilitate the adoption of an adaptive time-stepping strategy, which often plays an important role in long-time simulations of vortex dynamics, especially when the applied magnetic field is strong. An optimal error estimate of the proposed scheme is also given. Numerical examples verify the theoretical results of the proposed scheme and demonstrate the vortex motions of superconductors in an external magnetic field.
We develop a transformer-based sequence-to-sequence model that recovers scalar ordinary differential equations (ODEs) in symbolic form from irregularly sampled and noisy observations of a single solution trajectory. We demonstrate in extensive empirical evaluations that our model performs better or on par with existing methods in terms of accurate recovery across various settings. Moreover, our method is efficiently scalable: after one-time pretraining on a large set of ODEs, we can infer the governing law of a new observed solution in a few forward passes of the model.
The proximal Galerkin finite element method is a high-order, nonlinear numerical method that preserves the geometric and algebraic structure of bound constraints in infinite-dimensional function spaces. This paper introduces the proximal Galerkin method and applies it to solve free-boundary problems, enforce discrete maximum principles, and develop scalable, mesh-independent algorithms for optimal design. The paper begins with a derivation of the latent variable proximal point (LVPP) method: an unconditionally stable alternative to the interior point method. LVPP is an infinite-dimensional optimization algorithm that may be viewed as having an adaptive (Bayesian) barrier function that is updated with a new informative prior at each (outer loop) optimization iteration. One of the main benefits of this algorithm is witnessed when analyzing the classical obstacle problem. Therein, we find that the original variational inequality can be replaced by a sequence of semilinear partial differential equations (PDEs) that are readily discretized and solved with, e.g., high-order finite elements. Throughout this work, we arrive at several unexpected contributions that may be of independent interest. These include (1) a semilinear PDE we refer to as the entropic Poisson equation; (2) an algebraic/geometric connection between high-order positivity-preserving discretizations and infinite-dimensional Lie groups; and (3) a gradient-based, bound-preserving algorithm for two-field density-based topology optimization. The complete latent variable proximal Galerkin methodology combines ideas from nonlinear programming, functional analysis, tropical algebra, and differential geometry and can potentially lead to new synergies among these areas as well as within variational and numerical analysis.
We develop a finite volume method for Maxwell's equations in materials whose electromagnetic properties vary in space and time. We investigate both conservative and non-conservative numerical formulations. High-order methods accurately resolve fine structures that develop due to the varying material properties. Numerical examples demonstrate the effectiveness of the proposed method in handling temporal variation and its efficiency relative to traditional 2nd-order FDTD.
A numerical procedure providing guaranteed two-sided bounds on the effective coefficients of elliptic partial differential operators is presented. The upper bounds are obtained in a standard manner through the variational formulation of the problem and by applying the finite element method. To obtain the lower bounds we formulate the dual variational problem and introduce appropriate approximation spaces employing the finite element method as well. We deal with the 3D setting, which has been rarely considered in the literature so far. The theoretical justification of the procedure is presented and supported with illustrative examples.
An asymptotic preserving and energy stable scheme for the Euler-Poisson system under the quasineutral scaling is designed and analysed. Correction terms are introduced in the convective fluxes and the electrostatic potential, which lead to the dissipation of mechanical energy and the entropy stability. The resolution of the semi-implicit in time finite volume in space fully-discrete scheme involves two steps: the solution of an elliptic problem for the potential and an explicit evaluation for the density and velocity. The proposed scheme possesses several physically relevant attributes, such as the the entropy stability and the consistency with the weak formulation of the continuous Euler-Poisson system. The AP property of the scheme, i.e. the boundedness of the mesh parameters with respect to the Debye length and its consistency with the quasineutral limit system, is shown. The results of numerical case studies are presented to substantiate the robustness and efficiency of the proposed method.
In inverse problems, one attempts to infer spatially variable functions from indirect measurements of a system. To practitioners of inverse problems, the concept of "information" is familiar when discussing key questions such as which parts of the function can be inferred accurately and which cannot. For example, it is generally understood that we can identify system parameters accurately only close to detectors, or along ray paths between sources and detectors, because we have "the most information" for these places. Although referenced in many publications, the "information" that is invoked in such contexts is not a well understood and clearly defined quantity. Herein, we present a definition of information density that is based on the variance of coefficients as derived from a Bayesian reformulation of the inverse problem. We then discuss three areas in which this information density can be useful in practical algorithms for the solution of inverse problems, and illustrate the usefulness in one of these areas -- how to choose the discretization mesh for the function to be reconstructed -- using numerical experiments.
The conjoining of dynamical systems and deep learning has become a topic of great interest. In particular, neural differential equations (NDEs) demonstrate that neural networks and differential equation are two sides of the same coin. Traditional parameterised differential equations are a special case. Many popular neural network architectures, such as residual networks and recurrent networks, are discretisations. NDEs are suitable for tackling generative problems, dynamical systems, and time series (particularly in physics, finance, ...) and are thus of interest to both modern machine learning and traditional mathematical modelling. NDEs offer high-capacity function approximation, strong priors on model space, the ability to handle irregular data, memory efficiency, and a wealth of available theory on both sides. This doctoral thesis provides an in-depth survey of the field. Topics include: neural ordinary differential equations (e.g. for hybrid neural/mechanistic modelling of physical systems); neural controlled differential equations (e.g. for learning functions of irregular time series); and neural stochastic differential equations (e.g. to produce generative models capable of representing complex stochastic dynamics, or sampling from complex high-dimensional distributions). Further topics include: numerical methods for NDEs (e.g. reversible differential equations solvers, backpropagation through differential equations, Brownian reconstruction); symbolic regression for dynamical systems (e.g. via regularised evolution); and deep implicit models (e.g. deep equilibrium models, differentiable optimisation). We anticipate this thesis will be of interest to anyone interested in the marriage of deep learning with dynamical systems, and hope it will provide a useful reference for the current state of the art.