We introduce a new preconditioner for a recently developed pressure-robust hybridized discontinuous Galerkin (HDG) finite element discretization of the Stokes equations. A feature of HDG methods is the straightforward elimination of degrees-of-freedom defined on the interior of an element. In our previous work (J. Sci. Comput., 77(3):1936--1952, 2018) we introduced a preconditioner for the case in which only the degrees-of-freedom associated with the element velocity were eliminated via static condensation. In this work we introduce a preconditioner for the statically condensed system in which the element pressure degrees-of-freedom are also eliminated. In doing so the number of globally coupled degrees-of-freedom are reduced, but at the expense of a more difficult problem to analyse. We will show, however, that the Schur complement of the statically condensed system is spectrally equivalent to a simple trace pressure mass matrix. This result is used to formulate a new, provably optimal preconditioner. Through numerical examples in two- and three-dimensions we show that the new preconditioned iterative method converges in fewer iterations, has superior conservation properties for inexact solves, and is faster in CPU time when compared to our previous preconditioner.
We study a class of deterministic flows in ${\mathbb R}^{d\times k}$, parametrized by a random matrix ${\boldsymbol X}\in {\mathbb R}^{n\times d}$ with i.i.d. centered subgaussian entries. We characterize the asymptotic behavior of these flows over bounded time horizons, in the high-dimensional limit in which $n,d\to\infty$ with $k$ fixed and converging aspect ratios $n/d\to\delta$. The asymptotic characterization we prove is in terms of a system of a nonlinear stochastic process in $k$ dimensions, whose parameters are determined by a fixed point condition. This type of characterization is known in physics as dynamical mean field theory. Rigorous results of this type have been obtained in the past for a few spin glass models. Our proof is based on time discretization and a reduction to certain iterative schemes known as approximate message passing (AMP) algorithms, as opposed to earlier work that was based on large deviations theory and stochastic processes theory. The new approach allows for a more elementary proof and implies that the high-dimensional behavior of the flow is universal with respect to the distribution of the entries of ${\boldsymbol X}$. As specific applications, we obtain high-dimensional characterizations of gradient flow in some classical models from statistics and machine learning, under a random design assumption.
Despite the many advances in the use of weakly-compressible smoothed particle hydrodynamics (SPH) for the simulation of incompressible fluid flow, it is still challenging to obtain second-order convergence numerically. In this paper we perform a systematic numerical study of convergence and accuracy of kernel-based approximation, discretization operators, and weakly-compressible SPH (WCSPH) schemes. We explore the origins of the errors and issues preventing second-order convergence. Based on the study, we propose several new variations of the basic WCSPH scheme that are all second-order accurate. Additionally, we investigate the linear and angular momentum conservation property of the WCSPH schemes. Our results show that one may construct accurate WCSPH schemes that demonstrate second-order convergence through a judicious choice of kernel, smoothing length, and discretization operators in the discretization of the governing equations.
We study the mathematical structure of the solution set (and its tangent space) to the matrix equation $G^*JG=J$ for a given square matrix $J$. In the language of pure mathematics, this is a Lie group which is the isometry group for a bilinear (or a sesquilinear) form. Generally these groups are described as intersections of a few special groups. The tangent space to $\{G: G^*JG=J \}$ consists of solutions to the linear matrix equation $X^*J+JX=0$. For the complex case, the solution set of this linear equation was computed by De Ter{\'a}n and Dopico. We found that on its own, the equation $X^*J+JX=0$ is hard to solve. By throwing into the mix the complementary linear equation $X^*J-JX=0$, we find that rather than increasing the complexity, we reduce the complexity. Not only is it possible to now solve the original problem, but we can approach the broader algebraic and geometric structure. One implication is that the two equations form an $\mathfrak{h}$ and $\mathfrak{m}$ pair familiar in the study of pseudo-Riemannian symmetric spaces. We explicitly demonstrate the computation of the solutions to the equation $X^*J\pm XJ=0$ for real and complex matrices. However, any real, complex or quaternionic case with an arbitrary involution (e.g., transpose, conjugate transpose, and the various quaternion transposes) can be effectively solved with the same strategy. We provide numerical examples and visualizations.
We present VPVnet, a deep neural network method for the Stokes' equations under reduced regularity. Different with recently proposed deep learning methods [40,51] which are based on the original form of PDEs, VPVnet uses the least square functional of the first-order velocity-pressure-vorticity (VPV) formulation ([30]) as loss functions. As such, only first-order derivative is required in the loss functions, hence the method is applicable to a much larger class of problems, e.g. problems with non-smooth solutions. Despite that several methods have been proposed recently to reduce the regularity requirement by transforming the original problem into a corresponding variational form, while for the Stokes' equations, the choice of approximating spaces for the velocity and the pressure has to satisfy the LBB condition additionally. Here by making use of the VPV formulation, lower regularity requirement is achieved with no need for considering the LBB condition. Convergence and error estimates have been established for the proposed method. It is worth emphasizing that the VPVnet method is divergence-free and pressure-robust, while classical inf-sup stable mixed finite elements for the Stokes' equations are not pressure-robust. Various numerical experiments including 2D and 3D lid-driven cavity test cases are conducted to demonstrate its efficiency and accuracy.
Discretization of the uniform norm of functions from a given finite dimensional subspace of continuous functions is studied. We pay special attention to the case of trigonometric polynomials with frequencies from an arbitrary finite set with fixed cardinality. We give two different proofs of the fact that for any $N$-dimensional subspace of the space of continuous functions it is sufficient to use $e^{CN}$ sample points for an accurate upper bound for the uniform norm. Previous known results show that one cannot improve on the exponential growth of the number of sampling points for a good discretization theorem in the uniform norm. Also, we prove a general result, which connects the upper bound on the number of sampling points in the discretization theorem for the uniform norm with the best $m$-term bilinear approximation of the Dirichlet kernel associated with the given subspace. We illustrate application of our technique on the example of trigonometric polynomials.
Our study aims to specify the asymptotic error distribution in the discretization of a stochastic Volterra equation with a fractional kernel. It is well-known that for a standard stochastic differential equation, the discretization error, normalized with its rate of convergence $1/\sqrt{n}$, converges in law to the solution of a certain linear equation. Similarly to this, we show that a suitably normalized discretization error of the Volterra equation converges in law to the solution of a certain linear Volterra equation with the same fractional kernel.
In this paper, we study the parallel simulation of the magnetohydrodynamic (MHD) dynamo in a rapidly rotating spherical shell with pseudo-vacuum magnetic boundary conditions. A second-order finite volume scheme based on a collocated quasi-uniform cubed-sphere grid is applied to the spatial discretization of the MHD dynamo equations. To ensure the solenoidal condition of the magnetic field, we adopt a widely-used approach whereby a pseudo-pressure is introduced into the induction equation. The temporal integration is split by a second-order approximate factorization approach, resulting in two linear algebraic systems both solved by a preconditioned Krylov subspace iterative method. A multi-level restricted additive Schwarz preconditioner based on domain decomposition and multigrid method is then designed to improve the efficiency and scalability. Accurate numerical solutions of two benchmark cases are obtained with our code, comparable to the existing local method results. Several large-scale tests performed on the Sunway TaihuLight supercomputer show good strong and weak scalabilities and a noticeable improvement from the multi-level preconditioner with up to 10368 processor cores.
In this article, we propose two numerical methods, the Gaussian Process (GP) method and the Fourier Features (FF) algorithm, to solve mean field games (MFGs). The GP algorithm approximates the solution of a MFG with maximum a posteriori probability estimators of GPs conditioned on the partial differential equation (PDE) system of the MFG at a finite number of sample points. The main bottleneck of the GP method is to compute the inverse of a square gram matrix, whose size is proportional to the number of sample points. To improve the performance, we introduce the FF method, whose insight comes from the recent trend of approximating positive definite kernels with random Fourier features. The FF algorithm seeks approximated solutions in the space generated by sampled Fourier features. In the FF method, the size of the matrix to be inverted depends only on the number of Fourier features selected, which is much less than the size of sample points. Hence, the FF method reduces the precomputation time, saves the memory, and achieves comparable accuracy to the GP method. We give the existence and the convergence proofs for both algorithms. The convergence argument of the GP method does not depend on any monotonicity condition, which suggests the potential applications of the GP method to solve MFGs with non-monotone couplings in future work. We show the efficacy of our algorithms through experiments on a stationary MFG with a non-local coupling and on a time-dependent planning problem. We believe that the FF method can also serve as an alternative algorithm to solve general PDEs.
It is well known that the discretization of fractional diffusion equations (FDEs) with fractional derivatives $\alpha\in(1,2)$, using the so-called weighted and shifted Gr\"unwald formula, leads to linear systems whose coefficient matrices show a Toeplitz-like structure. More precisely, in the case of variable coefficients, the related matrix sequences belong to the so-called Generalized Locally Toeplitz (GLT) class. Conversely, when the given FDE have constant coefficients, using a suitable discretization, we encounter a Toeplitz structure associated to a nonnegative function $\mathcal{F}_\alpha$, called the spectral symbol, having a unique zero at zero of real positive order between one and two. For the fast solution of such systems by preconditioned Krylov methods, several preconditioning techniques have been proposed in both the one and two dimensional cases. In this note we propose a new preconditioner denoted by $\mathcal{P}_{\mathcal{F}_\alpha}$ which belongs to the $\tau$ algebra and it is based on the spectral symbol $\mathcal{F}_\alpha$. Comparing with some of the previously proposed preconditioners, we show that although the low band structure preserving preconditioners are more effective in the one-dimensional case, the new preconditioner performs better in the more challenging multi-dimensional setting.
We introduce a collection of benchmark problems in 2D and 3D (geometry description and boundary conditions), including simple cases with known analytic solution, classical experimental setups, and complex geometries with fabricated solutions for evaluation of numerical schemes for incompressible Navier-Stokes equations in laminar flow regime. We compare the performance of a representative selection of most broadly used algorithms for Navier-Stokes equations on this set of problems. Where applicable, we compare the most common spatial discretization choices (unstructured triangle/tetrahedral meshes and structured or semi-structured quadrilateral/hexahedral meshes). The study shows that while the type of spatial discretization used has a minor impact on the accuracy of the solutions, the choice of time integration method, spatial discretization order, and the choice of solving the coupled equations or reducing them to simpler subproblems have very different properties. Methods that are directly solving the original equations tend to be more accurate than splitting approaches for the same number of degrees of freedom, but numerical or computational difficulty arise when they are scaled to larger problem sizes. Low-order splitting methods are less accurate, but scale more easily to large problems, while higher-order splitting methods are accurate but require dense time discretizations to be stable. We release the description of the experiments and an implementation of our benchmark, which we believe will enable statistically significant comparisons with the state of the art as new approaches for solving the incompressible Navier-Stokes equations are introduced.