This paper makes the first attempt to apply newly developed upwind GFDM for the meshless solution of two-phase porous flow equations. In the presented method, meshless nodes are flexibly collocated to characterize the computational domain, instead of complicated mesh generation, and the computational domain is divided into overlapping sub-domains centered on each node. Combining with moving least square approximation and local Taylor expansion, derivatives of oil-phase pressure at the central node are approximated by a generalized difference scheme of nodal pressure in the local subdomain. By introducing the upwind scheme of phase permeability, fully implicit nonlinear discrete equations of the immiscible two-phase porous flow are obtained and solved by Newton iteration method with automatic differentiation technology, to avoid the additional computational cost and possible computational instability caused by sequentially coupled scheme. The upwind GFDM with the fully implicit nonlinear solver given in this paper may provide a critical reference for developing a general-purpose meshless numerical simulator for porous flow.
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We consider the evolution of curve networks in two dimensions (2d) and surface clusters in three dimensions (3d). The motion of the interfaces is described by surface diffusion, with boundary conditions at the triple junction points/lines, where three interfaces meet, and at the boundary points/lines, where an interface meets a fixed planar boundary. We propose a parametric finite element method based on a suitable variational formulation. The constructed method is semi-implicit and can be shown to satisfy the volume conservation of each enclosed bubble and the unconditional energy-stability, thus preserving the two fundamental geometric structures of the flow. Besides, the method has very good properties with respect to the distribution of mesh points, thus no mesh smoothing or regularization technique is required. A generalization of the introduced scheme to the case of anisotropic surface energies and non-neutral external boundaries is also considered. Numerical results are presented for the evolution of two-dimensional curve networks and three-dimensional surface clusters in the cases of both isotropic and anisotropic surface energies.
A singularly perturbed parabolic problem of convection-diffusion type with a discontinuous initial condition is examined. An analytic function is identified which matches the discontinuity in the initial condition and also satisfies the homogenous parabolic differential equation associated with the problem. The difference between this analytical function and the solution of the parabolic problem is approximated numerically, using an upwind finite difference operator combined with an appropriate layer-adapted mesh. The numerical method is shown to be parameter-uniform. Numerical results are presented to illustrate the theoretical error bounds established in the paper.
Meta-elliptical copulas are often proposed to model dependence between the components of a random vector. They are specified by a correlation matrix and a map $g$, called density generator. While the latter correlation matrix can easily be estimated from pseudo-samples of observations, the density generator is harder to estimate, especially when it does not belong to a parametric family. We give sufficient conditions to non-parametrically identify this generator. Several nonparametric estimators of $g$ are then proposed, by M-estimation, simulation-based inference, or by an iterative procedure available in the R package ElliptCopulas. Some simulations illustrate the relevance of the latter method.
In this paper, we study smooth stochastic multi-level composition optimization problems, where the objective function is a nested composition of $T$ functions. We assume access to noisy evaluations of the functions and their gradients, through a stochastic first-order oracle. For solving this class of problems, we propose two algorithms using moving-average stochastic estimates, and analyze their convergence to an $\epsilon$-stationary point of the problem. We show that the first algorithm, which is a generalization of \cite{GhaRuswan20} to the $T$ level case, can achieve a sample complexity of $\mathcal{O}(1/\epsilon^6)$ by using mini-batches of samples in each iteration. By modifying this algorithm using linearized stochastic estimates of the function values, we improve the sample complexity to $\mathcal{O}(1/\epsilon^4)$. {\color{black}This modification not only removes the requirement of having a mini-batch of samples in each iteration, but also makes the algorithm parameter-free and easy to implement}. To the best of our knowledge, this is the first time that such an online algorithm designed for the (un)constrained multi-level setting, obtains the same sample complexity of the smooth single-level setting, under standard assumptions (unbiasedness and boundedness of the second moments) on the stochastic first-order oracle.
Within the framework of parameter dependent PDEs, we develop a constructive approach based on Deep Neural Networks for the efficient approximation of the parameter-to-solution map. The research is motivated by the limitations and drawbacks of state-of-the-art algorithms, such as the Reduced Basis method, when addressing problems that show a slow decay in the Kolmogorov n-width. Our work is based on the use of deep autoencoders, which we employ for encoding and decoding a high fidelity approximation of the solution manifold. To provide guidelines for the design of deep autoencoders, we consider a nonlinear version of the Kolmogorov n-width over which we base the concept of a minimal latent dimension. We show that the latter is intimately related to the topological properties of the solution manifold, and we provide theoretical results with particular emphasis on second order elliptic PDEs, characterizing the minimal dimension and the approximation errors of the proposed approach. The theory presented is further supported by numerical experiments, where we compare the proposed approach with classical POD-Galerkin reduced order models. In particular, we consider parametrized advection-diffusion PDEs, and we test the methodology in the presence of strong transport fields, singular terms and stochastic coefficients.
We introduce a geometric stencil selection algorithm for Laplacian in 3D that significantly improves octant-based selection considered earlier. The goal of the algorithm is to choose a small subset from a set of irregular points surrounding a given point that admits an accurate numerical differentiation formula. The subset serves as an influence set for the numerical approximation of the Laplacian in meshless finite difference methods using either polynomial or kernel-based techniques. Numerical experiments demonstrate a competitive performance of this method in comparison to the finite element method and to other selection methods for solving the Dirichlet problems for the Poisson equation on several STL models. Discretization nodes for these domains are obtained either by 3D triangulations or from Cartesian grids or Halton quasi-random sequences.
Solutions of the Helmholtz equation are known to be well approximated by superpositions of propagative plane waves. This observation is the foundation of successful Trefftz methods. However, when too many plane waves are used, the computation of the expansion is known to be numerically unstable. We explain how this effect is due to the presence of exponentially large coefficients in the expansion and can drastically limit the efficiency of the approach. In this work, we show that the Helmholtz solutions on a disk can be exactly represented by a continuous superposition of evanescent plane waves, generalizing the standard Herglotz representation. Here, by evanescent plane waves, we mean exponential plane waves with complex-valued propagation vector, whose absolute value decays exponentially in one direction. In addition, the density in this representation is proved to be uniformly bounded in a suitable weighted Lebesgue norm, hence overcoming the instability observed with propagative plane waves and paving the way for stable discrete expansions. In view of practical implementations, discretization strategies are investigated. We construct suitable finite-dimensional sets of evanescent plane waves using sampling strategies in a parametric domain. Provided one uses sufficient oversampling and regularization, the resulting approximations are shown to be both controllably accurate and numerically stable, as supported by numerical evidence.
This paper aims to provide a machine learning framework to simulate two-phase flow in porous media. The proposed algorithm is based on Physics-informed neural networks (PINN). A novel residual-based adaptive PINN is developed and compared with the residual-based adaptive refinement (RAR) method and with PINN with fixed collocation points. The proposed algorithm is expected to have great potential to be applied to different fields where adaptivity is needed. In this paper, we focus on the two-phase flow in porous media problem. We provide two numerical examples to show the effectiveness of the new algorithm. It is found that adaptivity is essential to capture moving flow fronts. We show how the results obtained through this approach are more accurate than using RAR method or PINN with fixed collocation points, while having a comparable computational cost.
Froth flotation is a common unit operation used in mineral processing. It serves to separate valuable mineral particles from worthless gangue particles in finely ground ores. The valuable mineral particles are hydrophobic and attach to bubbles of air injected into the pulp. This creates bubble-particle aggregates that rise to the top of the flotation column where they accumulate to a froth or foam layer that is removed through a launder for further processing. At the same time, the hydrophilic gangue particles settle and are removed continuously. The drainage of liquid due to capillarity is essential for the formation of a stable froth layer. This effect is included into a previously formulated hyperbolic system of partial differential equations that models the volume fractions of floating aggregates and settling hydrophilic solids [R. B\"{u}rger, S. Diehl and M.C. Mart\'i, {\it IMA J. Appl. Math.} {\bf 84} (2019) 930--973]. The construction of desired steady-state solutions with a froth layer is detailed and feasibility conditions on the feed volume fractions and the volumetric flows of feed, underflow and wash water are visualized in so-called operating charts. A monotone numerical scheme is derived and employed to simulate the dynamic behaviour of a flotation column. It is also proven that, under a suitable Courant-Friedrichs-Lewy (CFL) condition, the approximate volume fractions are bounded between zero and one when the initial data are.
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.
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