Domain decomposition methods and preconditioning strategies using generalized locally Toepltiz tools: proposals, analysis, and numerical validation
Abdessadek Rifqui, Ahmed Ratnani, Stefano Serra-Capizzano
In the current work we present a spectral analysis of the additive and multiplicative Schwarz methods within the framework of domain decomposition techniques, by investigating the spectral properties of these classical Schwarz preconditioning matrix-sequences, with emphasis on their convergence behavior and on the effect of transmission operators. In particular, after a general presentation of various options, we focus on restricted variants of the Schwarz methods aimed at improving parallel efficiency, while preserving their convergence features. In order to rigorously describe and analyze the convergence behavior, we employ the theory of generalized locally Toeplitz (GLT) sequences, which provides a robust framework for studying the asymptotic spectral distribution of the discretized operators arising from Schwarz iterations. By associating each operator sequence with the appropriate GLT symbol, we derive explicit expressions for the GLT symbols of the convergence factors, for both additive and multiplicative Schwarz methods. The GLT-based spectral approach offers a unified and systematic understanding of how the spectrum evolves with mesh refinement and overlap size (in the algebraic case). Our analysis not only deepens the theoretical understanding of classical Schwarz methods, but also establishes a foundation for examining future restricted or hybrid Schwarz variants using symbolic spectral tools. These results enable the prediction of the remarkable efficiency of block Jacobi/Gauss--Seidel and block additive/multiplicative Schwarz preconditioners for GLT sequences, as further illustrated through a wide choice of numerical experiments.
On the Moreau–Jean scheme with the Frémond impact law: energy conservation and dissipation properties for elastodynamics with contact, impact and friction
Vincent Acary, Nicholas Collins-Craft
The objective of this paper is to propose a time integration scheme for nonsmooth mechanical systems involving one-sided contact, impact and Coulomb friction, that respects the principles of discrete-time energy balance with positive dissipation. To obtain energetic consistency in the continuous time model when an impact occurs, we work with an impact law with friction inspired by the work of M. Frémond (Frémond, 1995, 2001, 2002, 2017) which ensures that dissipation is positive, i.e. that the Clausius–Duhem inequality is satisfied for the impulses and the velocity jumps. On this basis, we propose a time integration method based on the Moreau–Jean scheme (Jean and Moreau, 1987; Moreau, 1988) with a discrete version of the Frémond impact law, and show that this method has correct dissipation properties.
Mechanics of engineering. Applied mechanics
Extending Data to Improve Stability and Error Estimates Using Asymmetric Kansa-like Methods to Solve PDEs
Thomas Hangelbroek, Francis J. Narcowich, Joseph D. Ward
In this paper, a theoretical framework is presented for the use of a Kansa-like method to numerically solve elliptic partial differential equations on spheres and other manifolds. The theory addresses both the stability of the method and provides error estimates for two different approximation methods. A Kansa-like matrix is obtained by replacing the test point set $X$, used in the traditional Kansa method, by a larger set $Y$, which is a norming set for the underlying trial space. This gives rise to a rectangular matrix. In addition, if a basis of Lagrange (or local Lagrange) functions is used for the trial space, then it is shown that the stability of the matrix is comparable to the stability of the elliptic operator acting on the trial space. Finally, two different types of error estimates are given. Discrete least squares estimates of very high accuracy are obtained for solutions that are sufficiently smooth. The second method, giving similar error estimates, uses a rank revealing factorization to create a ``thinning algorithm'' that reduces $\#Y$ to $\#X$. In practice, this algorithm doesn't need $Y$ to be a norming set.
From Euler to Today: Universal Mathematical Fallibility A Large-Scale Computational Analysis of Errors in ArXiv Papers
Igor Rivin
We present the results of a large-scale computational analysis of mathematical papers from the ArXiv repository, demonstrating a comprehensive system that not only detects mathematical errors but provides complete referee reports with journal tier recommendations. Our automated analysis system processed over 37,000 papers across multiple mathematical categories, revealing significant error rates and quality distributions. Remarkably, the system identified errors in papers spanning three centuries of mathematics, including works by Leonhard Euler (1707-1783) and Peter Gustav Lejeune Dirichlet (1805-1859), as well as contemporary Fields medalists. In Numerical Analysis (math.NA), we observed an error rate of 9.6\% (2,271 errors in 23,761 papers), while Geometric Topology (math.GT) showed 6.5\% (862 errors in 13,209 papers). Strikingly, Category Theory (math.CT) showed 0\% errors in 93 papers analyzed, with evidence suggesting these results are ``easier''for automated analysis. Beyond error detection, the system evaluated papers for journal suitability, recommending 0.4\% for top generalist journals, 15.5\% for top field-specific journals, and categorizing the remainder across specialist venues. These findings demonstrate both the universality of mathematical error across all eras and the feasibility of automated comprehensive mathematical peer review at scale. This work demonstrates that the methodology, while applied here to mathematics, is discipline-agnostic and could be readily extended to physics, computer science, and other fields represented in the ArXiv repository.
en
Computer Science, Mathematics
Numerical analysis of a first-order computational algorithm for reaction-diffusion equations via the primal-dual hybrid gradient method
Shu Liu, Xinzhe Zuo, Stanley Osher
et al.
In arXiv:2305.03945 [math.NA], a first-order optimization algorithm has been introduced to solve time-implicit schemes of reaction-diffusion equations. In this research, we conduct theoretical studies on this first-order algorithm equipped with a quadratic regularization term. We provide sufficient conditions under which the proposed algorithm and its time-continuous limit converge exponentially fast to a desired time-implicit numerical solution. We show both theoretically and numerically that the convergence rate is independent of the grid size, which makes our method suitable for large-scale problems. The efficiency of our algorithm has been verified via a series of numerical examples conducted on various types of reaction-diffusion equations. The choice of optimal hyperparameters as well as comparisons with some classical root-finding algorithms are also discussed in the numerical section.
2 sitasi
en
Mathematics, Computer Science
Numerical analysis of a first-order computational algorithm for reaction-diffusion equations via the primal-dual hybrid gradient method
Shu Liu, Xinzhe Zuo, Stanley Osher
et al.
In arXiv:2305.03945 [math.NA], a first-order optimization algorithm has been introduced to solve time-implicit schemes of reaction-diffusion equations. In this research, we conduct theoretical studies on this first-order algorithm equipped with a quadratic regularization term. We provide sufficient conditions under which the proposed algorithm and its time-continuous limit converge exponentially fast to a desired time-implicit numerical solution. We show both theoretically and numerically that the convergence rate is independent of the grid size, which makes our method suitable for large-scale problems. The efficiency of our algorithm has been verified via a series of numerical examples conducted on various types of reaction-diffusion equations. The choice of optimal hyperparameters as well as comparisons with some classical root-finding algorithms are also discussed in the numerical section.
A variant of the Raviart-Thomas method to handle smooth domains using straight-edged triangles. Part II - Approximation results
F. Bertrand, V. Ruas
In arXiv:2307.03503 [math.NA] we commenced to study a variant of the Raviart-Thomas mixed finite element method for triangles, to solve second order elliptic equations in a curved domain with Neumann or mixed boundary conditions. It is well known that in such a case the normal component of the flux variable should not take up values at nodes shifted to the boundary of the approximating polytope in the corresponding normal direction. This is because the method's accuracy downgrades, which was shown in previous work by the first author et al. An order-preserving technique was studied therein, based on a parametric version of these elements with curved simplexes. Our variant is an alternative to the approach advocated in those articles, allowing to achieve the same effect with straight-edged triangles. The key point of this method is a Petrov-Galerkin formulation of the mixed problem, in which the test-flux space is a little different from the shape-flux space. In this paper we first recall the description of this method, together with underlying uniform stability results given in arXiv:2307.03503 [math.NA]. Then we show that it gives rise to optimal-order interpolation in the space H(div). Accordingly a priori error estimates are obtained for the Poisson equation taken as a model.
1 sitasi
en
Computer Science, Mathematics
A variant of the Raviart-Thomas method to handle smooth domains using straight-edged triangles. Part II -- Approximation results
Fleurianne Bertrand, Vitoriano Ruas
In arXiv:2307.03503 [math.NA] we commenced to study a variant of the Raviart-Thomas mixed finite element method for triangles, to solve second order elliptic equations in a curved domain with Neumann or mixed boundary conditions. It is well known that in such a case the normal component of the flux variable should not take up values at nodes shifted to the boundary of the approximating polytope in the corresponding normal direction. This is because the method's accuracy downgrades, which was shown in previous work by the first author et al. An order-preserving technique was studied therein, based on a parametric version of these elements with curved simplexes. Our variant is an alternative to the approach advocated in those articles, allowing to achieve the same effect with straight-edged triangles. The key point of this method is a Petrov-Galerkin formulation of the mixed problem, in which the test-flux space is a little different from the shape-flux space. In this paper we first recall the description of this method, together with underlying uniform stability results given in arXiv:2307.03503 [math.NA]. Then we show that it gives rise to optimal-order interpolation in the space H(div). Accordingly a priori error estimates are obtained for the Poisson equation taken as a model.
A new Directional Algebraic Fast Multipole Method based iterative solver for the Lippmann-Schwinger equation accelerated with HODLR preconditioner
Vaishnavi Gujjula, Sivaram Ambikasaran
We present a fast iterative solver for scattering problems in 2D, where a penetrable object with compact support is considered. By representing the scattered field as a volume potential in terms of the Green's function, we arrive at the Lippmann-Schwinger equation in integral form, which is then discretized using an appropriate quadrature technique. The discretized linear system is then solved using an iterative solver accelerated by Directional Algebraic Fast Multipole Method (DAFMM). The DAFMM presented here relies on the directional admissibility condition of the 2D Helmholtz kernel. And the construction of low-rank factorizations of the appropriate low-rank matrix sub-blocks is based on our new Nested Cross Approximation (NCA)~\cite{ arXiv:2203.14832 [math.NA]}. The advantage of our new NCA is that the search space of so-called far-field pivots is smaller than that of the existing NCAs. Another significant contribution of this work is the use of HODLR based direct solver as a preconditioner to further accelerate the iterative solver. In one of our numerical experiments, the iterative solver does not converge without a preconditioner. We show that the HODLR preconditioner is capable of solving problems that the iterative solver can not. Another noteworthy contribution of this article is that we perform a comparative study of the HODLR based fast direct solver, DAFMM based fast iterative solver, and HODLR preconditioned DAFMM based fast iterative solver for the discretized Lippmann-Schwinger problem. To the best of our knowledge, this work is one of the first to provide a systematic study and comparison of these different solvers for various problem sizes and contrast functions. In the spirit of reproducible computational science, the implementation of the algorithms developed in this article is made available at \url{https://github.com/vaishna77/Lippmann_Schwinger_Solver}.
5 sitasi
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Mathematics, Computer Science
Enriched Nonconforming Multiscale Finite Element Method for Stokes Flows in Heterogeneous Media Based on High-order Weighting Functions
Q. Feng, G. Allaire, P. Omnes
. This paper addresses an enriched nonconforming Multiscale Finite Element Method 5 (MsFEM) to solve viscous incompressible flow problems in genuine heterogeneous or porous media. In 6 the work of [B. P. Muljadi, J. Narski, A. Lozinski, and P. Degond, Multiscale Modeling & Simulation 7 2015 13:4, 1146-1172] and [G. Jankowiak and A. Lozinski, arXiv:1802.04389 [math.NA], 2018], a 8 nonconforming MsFEM has been first developed for Stokes problems in such media. Based on these 9 works, we propose an innovative enriched nonconforming MsFEM where the approximation space 10 of both velocity and pressure are enriched by weighting functions which are defined by polynomials 11 of higher-degree. Numerical experiments show that this enriched nonconforming MsFEM improves 12 significantly the accuracy of the nonconforming MsFEMs. Theoretically, this method provides a 13 general framework which allows to find a good compromise between the accuracy of the method and 14 the computing costs, by varying the degrees of polynomials.
5 sitasi
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Computer Science
Analysis of the implicit Euler time-discretization of passive linear descriptor complementarity systems
Bernard Brogliato, Alexandre Rocca
This article is largely concerned with the time-discretization of descriptor-variable systems coupled to with complementarity constraints. They are named descriptor-variable linear complementarity systems (DVLCS). More speci cally passive DVLCS with minimal state space representation are studied. The Euler implicit discretization of DVLCS is analysed: the one-step non-smooth problem (OSNSP), that is a generalized equation, is shown to be well-posed under some conditions. Then the convergence of the discretized solutions is studied. Several examples illustrate the applicability and the limitations of the developments.
Hybrid of monolithic and staggered solution techniques for the computational analysis of fracture, assessed on fibrous network mechanics
Vedad Tojaga, Artem Kulachenko, Soren Ostlund
et al.
The computational analysis of fiber network fracture is an emerging field with application to paper, rubber-like materials, hydrogels, soft biological tissue, and composites. Fiber networks are often described as probabilistic structures of interacting one-dimensional elements, such as truss-bars and beams. Failure may then be modeled as strong discontinuities in the displacement field that are directly embedded within the structural finite elements. As for other strain-softening materials, the tangent stiffness matrix can be non-positive definite, which diminishes the robustness of the solution of the coupled (monolithic) two-field problem. Its uncoupling, and thus the use of a staggered solution method where the field variables are solved alternatingly, avoids such difficulties and results in a stable, but sub-optimally converging solution method. In the present work, we evaluate the staggered against the monolithic solution approach and assess their computational performance in the analysis of fiber network failure. We then propose a hybrid solution technique that optimizes the performance and robustness of the computational analysis. It represents a matrix regularization technique that retains a positive definite element stiffness matrix while approaching the tangent stiffness matrix of the monolithic problem. The approach is general and may also accelerate the computational analysis of other failure problems.
An unfitted Eulerian finite element method for the time-dependent Stokes problem on moving domains
Henry von Wahl, T. Richter, C. Lehrenfeld
We analyse a Eulerian finite element method, combining a Eulerian time-stepping scheme applied to the time-dependent Stokes equations with the CutFEM approach using inf-sup stable Taylor–Hood elements for the spatial discretization. This is based on the method introduced by Lehrenfeld & Olshanskii (2019, A Eulerian finite element method for PDEs in time-dependent domains. ESAIM: M2AN, 53, 585–614) in the context of a scalar convection–diffusion problems on moving domains, and extended to the nonstationary Stokes problem on moving domains by Burman et al. (2019, arXiv:1910.03054 [math.NA]) using stabilized equal-order elements. The analysis includes the geometrical error made by integrating over approximated level set domains in the discrete CutFEM setting. The method is implemented and the theoretical results are illustrated using numerical examples.
36 sitasi
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Mathematics, Computer Science
Efficient space-time adaptivity for parabolic evolution equations using wavelets in time and finite elements in space
Raymond van Venetië, Jan Westerdiep
Considering the space-time adaptive method for parabolic evolution equations introduced in [arXiv:2101.03956 [math.NA]], this work discusses an implementation of the method in which every step is of linear complexity. Exploiting the product structure of the space-time cylinder, the method allows for a family of trial spaces given as the spans of wavelets-in-time tensorized with (locally refined) finite element spaces-in-space. On spaces whose bases are indexed by double-trees, we derive an algorithm that applies the resulting bilinear forms in linear complexity. We provide extensive numerical experiments to demonstrate the linear runtime of the resulting adaptive loop.
Wind Field Reconstruction with Adaptive Random Fourier Features
Jonas Kiessling, Emanuel Ström, Raúl Tempone
We investigate the use of spatial interpolation methods for reconstructing the horizontal near-surface wind field given a sparse set of measurements. In particular, random Fourier features is compared to a set of benchmark methods including Kriging and Inverse distance weighting. Random Fourier features is a linear model $β(\pmb x) = \sum_{k=1}^K β_k e^{iω_k \pmb x}$ approximating the velocity field, with frequencies $ω_k$ randomly sampled and amplitudes $β_k$ trained to minimize a loss function. We include a physically motivated divergence penalty term $|\nabla \cdot β(\pmb x)|^2$, as well as a penalty on the Sobolev norm. We derive a bound on the generalization error and derive a sampling density that minimizes the bound. Following (arXiv:2007.10683 [math.NA]), we devise an adaptive Metropolis-Hastings algorithm for sampling the frequencies of the optimal distribution. In our experiments, our random Fourier features model outperforms the benchmark models.
Optimally Convergent Mixed Finite Element Methods for the Stochastic Stokes Equations
Xiaobing H. Feng, A. Prohl, Liet Vo
We propose some new mixed finite element methods for the time-dependent stochastic Stokes equations with multiplicative noise, which use the Helmholtz decomposition of the driving multiplicative noise. It is known (Langa, J. A., Real, J. & Simon, J. (2003) Existence and regularity of the pressure for the stochastic Navier--Stokes equations. Appl. Math. Optim., 48, 195--210) that the pressure solution has low regularity, which manifests in suboptimal convergence rates for well-known inf-sup stable mixed finite element methods in numerical simulations; see Feng X., & Qiu, H. (Analysis of fully discrete mixed finite element methods for time-dependent stochastic Stokes equations with multiplicative noise. arXiv:1905.03289v2 [math.NA]). We show that eliminating this gradient part from the noise in the numerical scheme leads to optimally convergent mixed finite element methods and that this conceptual idea may be used to retool numerical methods that are well known in the deterministic setting, including pressure stabilization methods, so that their optimal convergence properties can still be maintained in the stochastic setting. Computational experiments are also provided to validate the theoretical results and to illustrate the conceptual usefulness of the proposed numerical approach.
28 sitasi
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Mathematics, Computer Science
A polynomial-degree-robust a posteriori error estimator for Nédélec discretizations of magnetostatic problems
J. Gedicke, S. Geevers, I. Perugia
et al.
We present an equilibration-based a posteriori error estimator for Nedelec element discretizations of the magnetostatic problem. The estimator is obtained by adding a gradient correction to the estimator for Nedelec elements of arbitrary degree presented in [J. Gedicke, S. Geevers, and I. Perugia. An equilibrated a posteriori error estimator for arbitrary-order Nedelec elements for magnetostatic problems. arXiv preprint, arXiv:1909.01853 [math.NA], 2019]. This new estimator is proven to be reliable, with reliability constant 1, and efficient, with an efficiency constant that is independent of the polynomial degree of the approximation. These properties are demonstrated in a series of numerical experiments on three-dimensional test problems.
9 sitasi
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Computer Science, Mathematics
Entropy Stable Method for the Euler Equations Revisited: Central Differencing via Entropy Splitting and SBP
B. Sjögreen, H. C. Yee
22 sitasi
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Computer Science, Mathematics