We propose a second order exponential scheme suitable for two-component coupled systems of stiff advection--diffusion--reaction equations in two and three space dimensions. It is based on a directional splitting of the involved matrix functions, which allows for a simple yet efficient implementation through the computation of small-sized exponential-like functions and tensor-matrix products. The procedure straightforwardly extends to the case of an arbitrary number of components and to any space dimension $d$. Several numerical experiments in 2D and 3D with physically relevant DIB, Schnakenberg, FitzHugh--Nagumo, and advective Brusselator models clearly show the advantage of the approach against state-of-the-art techniques.
In this paper, we are interested in constructing a scheme solving compressible Navier--Stokes equations, with desired properties including high order spatial accuracy, conservation, and positivity-preserving of density and internal energy under a standard hyperbolic type CFL constraint on the time step size, e.g., $\Delta t=\mathcal O(\Delta x)$. Strang splitting is used to approximate convection and diffusion operators separately. For the convection part, i.e., the compressible Euler equation, the high order accurate postivity-preserving Runge--Kutta discontinuous Galerkin method can be used. For the diffusion part, the equation of internal energy instead of the total energy is considered, and a first order semi-implicit time discretization is used for the ease of achieving positivity. A suitable interior penalty discontinuous Galerkin method for the stress tensor can ensure the conservation of momentum and total energy for any high order polynomial basis. In particular, positivity can be proven with $\Delta t=\mathcal{O}(\Delta x)$ if the Laplacian operator of internal energy is approximated by the $\mathbb{Q}^k$ spectral element method with $k=1,2,3$. So the full scheme with $\mathbb{Q}^k$ ($k=1,2,3$) basis is conservative and positivity-preserving with $\Delta t=\mathcal{O}(\Delta x)$, which is robust for demanding problems such as solutions with low density and low pressure induced by high-speed shock diffraction. Even though the full scheme is only first order accurate in time, numerical tests indicate that higher order polynomial basis produces much better numerical solutions, e.g., better resolution for capturing the roll-ups during shock reflection.
In relational verification, judicious alignment of computational steps facilitates proof of relations between programs using simple relational assertions. Relational Hoare logics (RHL) provide compositional rules that embody various alignments of executions. Seemingly more flexible alignments can be expressed in terms of product automata based on program transition relations. A single degenerate alignment rule (self-composition), atop a complete Hoare logic, comprises a RHL for $\forall\forall$ properties that is complete in the ordinary logical sense. The notion of alignment completeness was previously proposed as a more satisfactory measure, and some rules were shown to be alignment complete with respect to a few ad hoc forms of alignment automata. This paper proves alignment completeness with respect to a general class of $\forall\forall$ alignment automata, for a RHL comprised of standard rules together with a rule of semantics-preserving rewrites based on Kleene algebra with tests. A new logic for $\forall\exists$ properties is introduced and shown to be alignment complete. The $\forall\forall$ and $\forall\exists$ automata are shown to be semantically complete. Thus the logics are both complete in the ordinary sense.
This paper presents a novel approach to construct regularizing operators for severely ill-posed Fredholm integral equations of the first kind by introducing parametrized discretization. The optimal values of discretization and regularization parameters are computed simultaneously by solving a minimization problem formulated based on a regularization parameter search criterion. The effectiveness of the proposed approach is demonstrated through examples of noisy Laplace transform inversions and the deconvolution of nuclear magnetic resonance relaxation data.
We develop a hybrid scheme based on a finite difference scheme and a rescaling technique to approximate the solution of nonlinear wave equation. In order to numerically reproduce the blow-up phenomena, we propose a rule of scaling transformation, which is a variant of what was successfully used in the case of nonlinear parabolic equations. A careful study of the convergence of the proposed scheme is carried out and several numerical examples are performed in illustration.
Developing an efficient computational scheme for high-dimensional Bayesian variable selection in generalised linear models and survival models has always been a challenging problem due to the absence of closed-form solutions for the marginal likelihood. The RJMCMC approach can be employed to samples model and coefficients jointly, but effective design of the transdimensional jumps of RJMCMC can be challenge, making it hard to implement. Alternatively, the marginal likelihood can be derived using data-augmentation scheme e.g. Polya-gamma data argumentation for logistic regression) or through other estimation methods. However, suitable data-augmentation schemes are not available for every generalised linear and survival models, and using estimations such as Laplace approximation or correlated pseudo-marginal to derive marginal likelihood within a locally informed proposal can be computationally expensive in the "large n, large p" settings. In this paper, three main contributions are presented. Firstly, we present an extended Point-wise implementation of Adaptive Random Neighbourhood Informed proposal (PARNI) to efficiently sample models directly from the marginal posterior distribution in both generalised linear models and survival models. Secondly, in the light of the approximate Laplace approximation, we also describe an efficient and accurate estimation method for the marginal likelihood which involves adaptive parameters. Additionally, we describe a new method to adapt the algorithmic tuning parameters of the PARNI proposal by replacing the Rao-Blackwellised estimates with the combination of a warm-start estimate and an ergodic average. We present numerous numerical results from simulated data and 8 high-dimensional gene fine mapping data-sets to showcase the efficiency of the novel PARNI proposal compared to the baseline add-delete-swap proposal.
We present a multidimensional deep learning implementation of a stochastic branching algorithm for the numerical solution of fully nonlinear PDEs. This approach is designed to tackle functional nonlinearities involving gradient terms of any orders, by combining the use of neural networks with a Monte Carlo branching algorithm. In comparison with other deep learning PDE solvers, it also allows us to check the consistency of the learned neural network function. Numerical experiments presented show that this algorithm can outperform deep learning approaches based on backward stochastic differential equations or the Galerkin method, and provide solution estimates that are not obtained by those methods in fully nonlinear examples.
Quadratization of polynomial and nonpolynomial systems of ordinary differential equations is advantageous in a variety of disciplines, such as systems theory, fluid mechanics, chemical reaction modeling and mathematical analysis. A quadratization reveals new variables and structures of a model, which may be easier to analyze, simulate, control, and provides a convenient parametrization for learning. This paper presents novel theory, algorithms and software capabilities for quadratization of non-autonomous ODEs. We provide existence results, depending on the regularity of the input function, for cases when a quadratic-bilinear system can be obtained through quadratization. We further develop existence results and an algorithm that generalizes the process of quadratization for systems with arbitrary dimension that retain the nonlinear structure when the dimension grows. For such systems, we provide dimension-agnostic quadratization. An example is semi-discretized PDEs, where the nonlinear terms remain symbolically identical when the discretization size increases. As an important aspect for practical adoption of this research, we extended the capabilities of the QBee software towards both non-autonomous systems of ODEs and ODEs with arbitrary dimension. We present several examples of ODEs that were previously reported in the literature, and where our new algorithms find quadratized ODE systems with lower dimension than the previously reported lifting transformations. We further highlight an important area of quadratization: reduced-order model learning. This area can benefit significantly from working in the optimal lifting variables, where quadratic models provide a direct parametrization of the model that also avoids additional hyperreduction for the nonlinear terms. A solar wind example highlights these advantages.
It is disproved the Tokareva's conjecture that any balanced boolean function of appropriate degree is a derivative of some bent function. This result is based on new upper bounds for the numbers of bent and plateaued functions.
The semi-empirical nature of best-estimate models closing the balance equations of thermal-hydraulic (TH) system codes is well-known as a significant source of uncertainty for accuracy of output predictions. This uncertainty, called model uncertainty, is usually represented by multiplicative (log-)Gaussian variables whose estimation requires solving an inverse problem based on a set of adequately chosen real experiments. One method from the TH field, called CIRCE, addresses it. We present in the paper a generalization of this method to several groups of experiments each having their own properties, including different ranges for input conditions and different geometries. An individual (log-)Gaussian distribution is therefore estimated for each group in order to investigate whether the model uncertainty is homogeneous between the groups, or should depend on the group. To this end, a multi-group CIRCE is proposed where a variance parameter is estimated for each group jointly to a mean parameter common to all the groups to preserve the uniqueness of the best-estimate model. The ECME algorithm for Maximum Likelihood Estimation is adapted to the latter context, then applied to relevant demonstration cases. Finally, it is tested on a practical case to assess the uncertainty of critical mass flow assuming two groups due to the difference of geometry between the experimental setups.
Simulating physical problems involving multi-time scale coupling is challenging due to the need of solving these multi-time scale processes simultaneously. In response to this challenge, this paper proposed an explicit multi-time step algorithm coupled with a solid dynamic relaxation scheme. The explicit scheme simplifies the equation system in contrast to the implicit scheme, while the multi-time step algorithm allows the equations of different physical processes to be solved under different time step sizes. Furthermore, an implicit viscous damping relaxation technique is applied to significantly reduce computational iterations required to achieve equilibrium in the comparatively fast solid response process. To validate the accuracy and efficiency of the proposed algorithm, two distinct scenarios, i.e., a nonlinear hardening bar stretching and a fluid diffusion coupled with Nafion membrane flexure, are simulated. The results show good agreement with experimental data and results from other numerical methods, and the simulation time is reduced firstly by independently addressing different processes with the multi-time step algorithm and secondly decreasing solid dynamic relaxation time through the incorporation of damping techniques.