This paper introduces general methodologies for constructing closed-form solutions to linear constant-coefficient partial differential equations (PDEs) with polynomial right-hand sides in two and three spatial dimensions. Polynomial solutions have recently regained significance in the development of numerical techniques for evaluating volume integral operators and also have potential applications in certain kinds of Trefftz finite element methods. The equations covered in this work include the isotropic and anisotropic Poisson, Helmholtz, Stokes, linearized Navier-Stokes, stationary advection-diffusion, elastostatic equations, as well as the time-harmonic elastodynamic and Maxwell equations. Several solutions to complex PDE systems are obtained by a potential representation and rely on the Helmholtz or Poisson solvers. Some of the cases addressed, namely Stokes flow, Maxwell's equations and linearized Navier-Stokes equations, naturally incorporate divergence constraints on the solution. This article provides a generic pattern whereby solutions are constructed by leveraging solutions of the lowest-order part of the partial differential operator (PDO). With the exception of anisotropic material tensors, no matrix inversion or linear system solution is required to compute the solutions. This work is accompanied by a freely-available Julia library, \texttt{ElementaryPDESolutions.jl}, which implements the proposed methodology in an efficient and user-friendly format.
We address the problem of constructing approximations based on orthogonal polynomials that preserve an arbitrary set of moments of a given function without loosing the spectral convergence property. To this aim, we compute the constrained polynomial of best approximation for a generic basis of orthogonal polynomials. The construction is entirely general and allows us to derive structure preserving numerical methods for partial differential equations that require the conservation of some moments of the solution, typically representing relevant physical quantities of the problem. These properties are essential to capture with high accuracy the long-time behavior of the solution. We illustrate with the aid of several numerical applications to Fokker-Planck equations the generality and the performances of the present approach.
We consider the posets of equivalence relations on finite sets under the standard embedding ordering and under the consecutive embedding ordering. In the latter case, the relations are also assumed to have an underlying linear order, which governs consecutive embeddings. For each poset we ask the well quasi-order and atomicity decidability questions: Given finitely many equivalence relations $\rho_1,\dots,\rho_k$, is the downward closed set Av$(\rho_1,\dots,\rho_k)$ consisting of all equivalence relations which do not contain any of $\rho_1,\dots,\rho_k$: (a) well-quasi-ordered, meaning that it contains no infinite antichains? and (b) atomic, meaning that it is not a union of two proper downward closed subsets, or, equivalently, that it satisfies the joint embedding property?
The comparison of frequency distributions is a common statistical task with broad applications and a long history of methodological development. However, existing measures do not quantify the magnitude and direction by which one distribution is shifted relative to another. In the present study, we define distributional shift (DS) as the concentration of frequencies away from the greatest discrete class, e.g., a histogram's right-most bin. We derive a measure of DS based on the sum of cumulative frequencies, intuitively quantifying shift as a statistical moment. We then define relative distributional shift (RDS) as the difference in DS between distributions. Using simulated random sampling, we demonstrate that RDS is highly related to measures that are popularly used to compare frequency distributions. Focusing on a specific use case, i.e., simulated healthcare Evaluation and Management coding profiles, we show how RDS can be used to examine many pairs of empirical and expected distributions via shift-significance plots. In comparison to other measures, RDS has the unique advantage of being a signed (directional) measure based on a simple difference in an intuitive property.
The design of particle simulation methods for collisional plasma physics has always represented a challenge due to the unbounded total collisional cross section, which prevents a natural extension of the classical Direct Simulation Monte Carlo (DSMC) method devised for the Boltzmann equation. One way to overcome this problem is to consider the design of Monte Carlo algorithms that are robust in the so-called grazing collision limit. In the first part of this manuscript, we will focus on the construction of collision algorithms for the Landau-Fokker-Planck equation based on the grazing collision asymptotics and which avoids the use of iterative solvers. Subsequently, we discuss problems involving uncertainties and show how to develop a stochastic Galerkin projection of the particle dynamics which permits to recover spectral accuracy for smooth solutions in the random space. Several classical numerical tests are reported to validate the present approach.
The aim of this paper is to develop a numerical scheme to approximate evolving interface problems for parabolic equations based on the abstract evolving finite element framework proposed in (C M Elliott, T Ranner, IMA J Num Anal, 41:3, 2021, doi:10.1093/imanum/draa062). An appropriate weak formulation of the problem is derived for the use of evolving finite elements designed to accommodate for a moving interface. Optimal order error bounds are proved for arbitrary order evolving isoparametric finite elements. The paper concludes with numerical results for a model problem verifying orders of convergence.
We propose a generalization of nonlinear stability of numerical one-step integrators to Riemannian manifolds in the spirit of Butcher's notion of B-stability. Taking inspiration from Simpson-Porco and Bullo, we introduce non-expansive systems on such manifolds and define B-stability of integrators. In this first exposition, we provide concrete results for a geodesic version of the Implicit Euler (GIE) scheme. We prove that the GIE method is B-stable on Riemannian manifolds with non-positive sectional curvature. We show through numerical examples that the GIE method is expansive when applied to a certain non-expansive vector field on the 2-sphere, and that the GIE method does not necessarily possess a unique solution for large enough step sizes. Finally, we derive a new improved global error estimate for general Lie group integrators.
Multi-fidelity models provide a framework for integrating computational models of varying complexity, allowing for accurate predictions while optimizing computational resources. These models are especially beneficial when acquiring high-accuracy data is costly or computationally intensive. This review offers a comprehensive analysis of multi-fidelity models, focusing on their applications in scientific and engineering fields, particularly in optimization and uncertainty quantification. It classifies publications on multi-fidelity modeling according to several criteria, including application area, surrogate model selection, types of fidelity, combination methods and year of publication. The study investigates techniques for combining different fidelity levels, with an emphasis on multi-fidelity surrogate models. This work discusses reproducibility, open-sourcing methodologies and benchmarking procedures to promote transparency. The manuscript also includes educational toy problems to enhance understanding. Additionally, this paper outlines best practices for presenting multi-fidelity-related savings in a standardized, succinct and yet thorough manner. The review concludes by examining current trends in multi-fidelity modeling, including emerging techniques, recent advancements, and promising research directions.
This paper studies the long time stability of both stochastic heat equations on a bounded domain driven by a correlated noise and their approximations. It is popular for researchers to prove the intermittency of the solution which means that the moments of solution to stochastic heat equation usually grow exponentially to infinite and this hints that the solution to stochastic heat equation is generally not stable in long time. However, quite surprisingly in this paper we show that when the domain is bounded and when the noise is not singular in spatial variables, the system can be long time stable and we also prove that we can approximate the solution by its finite dimensional spectral approximation which is also long time stable. The idea is to use eigenfunction expansion of the Laplacian on bounded domain. We also present numerical experiments which are consistent with our theoretical results.
We have developed an efficient and unconditionally energy-stable method for simulating droplet formation dynamics. Our approach involves a novel time-marching scheme based on the scalar auxiliary variable technique, specifically designed for solving the Cahn-Hilliard-Navier-Stokes phase field model with variable density and viscosity. We have successfully applied this method to simulate droplet formation in scenarios where a Newtonian fluid is injected through a vertical tube into another immiscible Newtonian fluid. To tackle the challenges posed by nonhomogeneous Dirichlet boundary conditions at the tube entrance, we have introduced additional nonlocal auxiliary variables and associated ordinary differential equations. These additions effectively eliminate the influence of boundary terms. Moreover, we have incorporated stabilization terms into the scheme to enhance its numerical effectiveness. Notably, our resulting scheme is fully decoupled, requiring the solution of only linear systems at each time step. We have also demonstrated the energy decaying property of the scheme, with suitable modifications. To assess the accuracy and stability of our algorithm, we have conducted extensive numerical simulations. Additionally, we have examined the dynamics of droplet formation and explored the impact of dimensionless parameters on the process. Overall, our work presents a refined method for simulating droplet formation dynamics, offering improved efficiency, energy stability, and accuracy.
We derive information-theoretic generalization bounds for supervised learning algorithms based on the information contained in predictions rather than in the output of the training algorithm. These bounds improve over the existing information-theoretic bounds, are applicable to a wider range of algorithms, and solve two key challenges: (a) they give meaningful results for deterministic algorithms and (b) they are significantly easier to estimate. We show experimentally that the proposed bounds closely follow the generalization gap in practical scenarios for deep learning.