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.
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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.
This paper studies the performance Newton's iteration applied with Anderson acceleration for solving the incompressible steady Navier-Stokes equations. We manifest that this method converges superlinearly with a good initial guess, and moreover, a large Anderson depth decelerates the convergence speed comparing to a small Anderson depth. We observe that the numerical tests confirm these analytical convergence results, and in addition, Anderson acceleration sometimes enlarges the domain of convergence for Newton's method.
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 propose an efficient numerical method for computing natural gradient descent directions with respect to a generic metric in the state space. Our technique relies on representing the natural gradient direction as a solution to a standard least-squares problem. Hence, instead of calculating, storing, or inverting the information matrix directly, we apply efficient methods from numerical linear algebra to solve this least-squares problem. We treat both scenarios where the derivative of the state variable with respect to the parameter is either explicitly known or implicitly given through constraints. We apply the QR decomposition to solve the least-squares problem in the former case and utilize the adjoint-state method to compute the natural gradient descent direction in the latter case. As a result, we can reliably compute several natural gradient descents, including the Wasserstein natural gradient, for a large-scale parameter space with thousands of dimensions, which was believed to be out of reach. Finally, our numerical results shed light on the qualitative differences among the standard gradient descent method and various natural gradient descent methods based on different metric spaces in large-scale nonconvex optimization problems.
This paper is concerned with the numerical solution of compressible fluid flow in a fractured porous medium. The fracture represents a fast pathway (i.e., with high permeability) and is modeled as a hypersurface embedded in the porous medium. We aim to develop fast-convergent and accurate global-in-time domain decomposition (DD) methods for such a reduced fracture model, in which smaller time step sizes in the fracture can be coupled with larger time step sizes in the subdomains. Using the pressure continuity equation and the tangential PDEs in the fracture-interface as transmission conditions, three different DD formulations are derived; each method leads to a space-time interface problem which is solved iteratively and globally in time. Efficient preconditioners are designed to accelerate the convergence of the iterative methods while preserving the accuracy in time with nonconforming grids. Numerical results for two-dimensional problems with non-immersed and partially immersed fractures are presented to show the improved performance of the proposed methods.
Multi-material problems often exhibit complex geometries along with physical responses presenting large spatial gradients or discontinuities. In these cases, providing high-quality body-fitted finite element analysis meshes and obtaining accurate solutions remain challenging. Immersed boundary techniques provide elegant solutions for such problems. Enrichment methods alleviate the need for generating conforming analysis grids by capturing discontinuities within mesh elements. Additionally, increased accuracy of physical responses and geometry description can be achieved with higher-order approximation bases. In particular, using B-splines has become popular with the development of IsoGeometric Analysis. In this work, an eXtended IsoGeometric Analysis (XIGA) approach is proposed for multi-material problems. The computational domain geometry is described implicitly by level set functions. A novel generalized Heaviside enrichment strategy is employed to accommodate an arbitrary number of materials without artificially stiffening the physical response. Higher-order B-spline functions are used for both geometry representation and analysis. Boundary and interface conditions are enforced weakly via Nitsche's method, and a new face-oriented ghost stabilization methodology is used to mitigate numerical instabilities arising from small material integration subdomains. Two- and three-dimensional heat transfer and elasticity problems are solved to validate the approach. Numerical studies provide insight into the ability to handle multiple materials considering sharp-edged and curved interfaces, as well as the impact of higher-order bases and stabilization on the solution accuracy and conditioning.
We propose a unified data-driven reduced order model (ROM) that bridges the performance gap between linear and nonlinear manifold approaches. Deep learning ROM (DL-ROM) using deep-convolutional autoencoders (DC-AE) has been shown to capture nonlinear solution manifolds but fails to perform adequately when linear subspace approaches such as proper orthogonal decomposition (POD) would be optimal. Besides, most DL-ROM models rely on convolutional layers, which might limit its application to only a structured mesh. The proposed framework in this study relies on the combination of an autoencoder (AE) and Barlow Twins (BT) self-supervised learning, where BT maximizes the information content of the embedding with the latent space through a joint embedding architecture. Through a series of benchmark problems of natural convection in porous media, BT-AE performs better than the previous DL-ROM framework by providing comparable results to POD-based approaches for problems where the solution lies within a linear subspace as well as DL-ROM autoencoder-based techniques where the solution lies on a nonlinear manifold; consequently, bridges the gap between linear and nonlinear reduced manifolds. Furthermore, this BT-AE framework can operate on unstructured meshes, which provides flexibility in its application to standard numerical solvers, on-site measurements, experimental data, or a combination of these sources.
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.
We detail a new framework for privacy preserving deep learning and discuss its assets. The framework puts a premium on ownership and secure processing of data and introduces a valuable representation based on chains of commands and tensors. This abstraction allows one to implement complex privacy preserving constructs such as Federated Learning, Secure Multiparty Computation, and Differential Privacy while still exposing a familiar deep learning API to the end-user. We report early results on the Boston Housing and Pima Indian Diabetes datasets. While the privacy features apart from Differential Privacy do not impact the prediction accuracy, the current implementation of the framework introduces a significant overhead in performance, which will be addressed at a later stage of the development. We believe this work is an important milestone introducing the first reliable, general framework for privacy preserving deep learning.
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