Numerical Analysis
Locally computable error estimators for conforming approximations of interface problems cannot be robust
Yuwen Li
We prove an impossibility result for finite-range locally computable a posteriori error
estimators for the conforming finite element discretization of an elliptic interface problem. For a class of interface problems with a checkerboard cross-point and $\{1,M\}$-valued coefficients, we construct two problem instances on the same interface-fitted mesh. The two instances share a piecewise-constant load for which the finite element solution and the data oscillation both vanish. The ratio of their exact energy errors grows at least proportionally to $M^{1/4}$. Locality together with efficiency forces identical
estimator values for these instances. The product of reliability and efficiency constants is therefore bounded below by a constant multiple of $M^{1/4}$. Consequently, any locally computable error
estimator for interface problems, whether of residual, equilibrated, or recovery type, cannot be simultaneously reliable and efficient with contrast-independent constants.
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Numerical Analysis · Cross-listed from cs.MS
DSLHyPE-a DSL kernel language for the Exascale Hyperbolic PDE Engine ExaHyPE
Timothy J.R. Stokes, Nick Brown, Thomas A. Flynn et al. (+2 more)
We introduce a bilingual domain-specific
language (DSL) for modelling compute kernels within a generic solver for
hyperbolic partial differential equations (PDEs). Users express PDE terms, i.e.~the underlying physics, in a familiar native
language such as C or C++, while the numerical scheme is specified in a Python-embedded DSL, DSLHyPE. DSLHyPE's compiler lowers the Python description to MLIR and introduces a translation pass that integrates it with native code likewise mapped to MLIR. Our approach keeps the numerical representation and the physics implementation separate for as long as possible, while delegating optimization to the compiler through existing MLIR optimization passes. This separation of concerns benefits researchers developing numerical schemes on top of existing PDE implementations or with applications involving nonlinear systems whose PDE terms must solve PDEs themselves. We demonstrate the feasibility of the approach using a gravitational-wave solver and a matter-
evolution solver on x86 processors and H200 GPUs.
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All authors Timothy J.R. Stokes, Nick Brown, Thomas A. Flynn, Maurice Jamieson, Tobias Weinzierl
Numerical Analysis
Direction-Adaptive Plane-Wave Discontinuous Galerkin Methods for the Helmholtz Equation
Shelvean Kapita
We consider plane-wave discontinuous Galerkin (PWDG) approximations of the Helmholtz equation with adaptive local propagation directions. The directions are chosen by minimizing a weighted residual on the mesh skeleton. We study two formulations: in Part A the PWDG system is solved for the coefficients at fixed directions, while in Part B the same residual is minimized jointly over coefficients and directions, with the coefficients eliminated by variable projection. Complex angles unify propagating and evanescent Trefftz waves. The discrete system is normalized in the Trefftz-DG norm, and a local Cauchy-trace Gramian is used to remove numerically dependent directions. On straight edges the residual integrals are exact. For all-Dirichlet problems, the residual equals the squared DG error and provides local adaptive indicators. We prove local quadratic growth of the reduced direction functional near an identifiable zero-residual solution of fixed rank. Numerically, an exact circular DtN test shows that the dominant phase direction of a Hankel wave can be recovered accurately even when a small plane-wave fan gives a larger field error. We also separate the effects of the coefficient basis, trace cutoff, and trace-spectrum arithmetic on the high-$p$ DtN floor. Finally, for finite sums of plane waves, residual-based ENRICH–MOVE continuation recovers all directions to roundoff for $M=1,\ldots,19$. At $M=20$ the automatic birth step enters a false basin, whereas a nearby birth again reaches roundoff. The results indicate that direction adaptation is most effective for solutions of low directional complexity.
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Numerical Analysis
Fully discrete parameter-robust error analysis of a grad-div stabilized Crank-Nicolson artificial compressibility method for the Navier-Stokes equations
Feiyu Chen, Lili Ju, Rihui Lan et al. (+1 more)
The artificial compressibility method (ACM) relaxes the incompressibility constraint in the Navier-Stokes equations by introducing a perturbation term proportional to the time derivative of the pressure, scaled by a small positive parameter $\varepsilon$. Consequently, the ACM system inherently involves two small parameters: the fluid viscosity $\nu$ and the artificial compressibility parameter $\varepsilon$. While existing temporal analyses of ACM provide insights into its behavior, rigorous fully discrete error estimates that are robust with respect to both parameters remain a significant gap in the literature. In this paper, we propose a second-order Crank-Nicolson fully discrete ACM scheme and establish its parameter-robust optimal error estimates. To enhance stability and ensure robustness, we incorporate two distinct grad-div stabilization strategies: one facilitates the decoupling of velocity and pressure computations, while the other guarantees robustness with respect to both $\nu$ and $\varepsilon$. For spatial discretization, we employ the Scott-Vogelius finite element pair, which is crucial for the decoupling and error analysis. The resulting parameter-uniform bounds are crucial for ensuring the long-time accuracy of the scheme, circumventing the exponential dependence on the Reynolds number typically introduced by Grönwall's lemma. Numerical experiments are provided to validate the theoretical findings and demonstrate the efficiency of the proposed methods.
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All authors Feiyu Chen, Lili Ju, Rihui Lan, Shusen Xie
Numerical Analysis
Posterior Convergence without Force Convergence: Resolution-Stable Sampling for Rough Bayesian Inverse Problems
Zhiliang Deng and Xiaomei Yang
Bayesian targets may converge under model refinement even when the exact sensitivities used by gradient-based samplers do not. We study this probability–sensitivity mismatch and its consequences for Metropolized
Hamiltonian proposals. A vanishing-amplitude wiggly-energy model first gives the basic analytic obstruction: the potential perturbation tends to zero while its classical derivative is of order $r_\varepsilon/\varepsilon$. We then show that the same scaling arises naturally in a periodic elliptic inverse problem, where homogenization makes the forward map and Gaussian likelihood converge while differentiation with respect to a microscopic scale parameter retains an $O(1)$ oscillatory contribution. This provides a PDE origin for the single-scale wiggly mechanism. The main construction concerns a more demanding nested Weierstrass hierarchy, interpreted as an analytically tractable prototype for repeated corrector contributions across geometrically separated scales. There all previously resolved scales persist, adjacent classical-force increments grow geometrically like $(ab)^N$, and the limiting rough component may fail to possess a classical derivative. In this self-similar setting the matched Jackson quotient is structurally adapted to the refinement through dilation covariance and exact finite closure. Uniform negative-log-likelihood approximation yields explicit total-variation, Hellinger, and bounded quantity-of-interest bounds. Measurable kick–drift–kick maps remain exact after Metropolis correction, local field convergence propagates to fixed-length proposals and kernels, and the first classical HMC half-kick can have no fixed-step refinement limit. Numerical experiments on scale-structured inverse problems test the resulting resolution-stability mechanism across one- and two-dimensional inverse problems.
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Numerical Analysis
Inverse Born series based neural operators
John C Schotland, Aseel Titi and Jenn-Nan Wang
The inverse Born series provides a general perturbative framework for representing nonlinear inverse maps between infinite-dimensional function spaces and has found numerous applications in inverse problems governed by partial differential equations and integral equations. Motivated by its operator-theoretic structure, we develop a systematic framework for constructing neural operators that approximate the operator expansions arising in the inverse Born series. Our approach combines the analytical representation of the inverse Born series with the expressive power of neural operators, yielding data-driven approximations of the nonlinear inverse map while preserving the underlying operator structure. The proposed framework is applicable to a broad class of inverse problems and is presented in a general functional-analytic setting. To demonstrate its practical performance, we consider two representative examples: inverse scattering and the Calderón (electrical impedance
tomography) problem. Numerical experiments show that the constructed neural operators accurately approximate the inverse Born expansions and produce high-quality reconstructions across a range of test cases. These results indicate that the proposed methodology provides an effective and computationally efficient approach for learning nonlinear inverse operators and suggests a promising direction for integrating classical operator expansions with modern neural operator architectures.
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Numerical Analysis
Jack H. Soulsby, Andreas C.S. Jørgensen, Atiyo Ghosh et al. (+1 more)
We introduce Ordered
Diffusion Kernels (ODKs), a novel class of local kernels that can approximate the infinitesimal generator of an arbitrary Itô
Stochastic Differential Equation (SDE). ODKs are designed to be applied to data sampled from dynamical systems where little dynamical information is available a priori. The
Laplacian of classical
diffusion kernels approximates the Laplace-Beltrami operator on the underlying
manifold; adjusting the normalisation introduces an advection term that depends on the sampling density; recently, TMDmap generalised this normalisation to target an arbitrary measure, but at the cost of coupling advection to
diffusion. More general local kernels can learn arbitrary second-order elliptic operators but are formulated in terms of known velocity fields — making the first step of any analysis a potentially ill-posed inference problem. To formulate ODK, we first relax the problem of potential estimation to the more tractable task of inferring an ordering of the data, which we represent through an ordering function. We prove ODK's
Laplacian converges to the infinitesimal generator of a gradient-flow SDE with state-dependent isotropic
diffusion, without coupling advection and
diffusion. We provide various extensions of ODK to: arbitrary drifts via local ordering functions; anisotropic
diffusions via a Strang splitting scheme; multiple ordering functions; and self-tuning bandwidths. In addition, we introduce two loss functions which exploit the structure of ODKs to solve a non-parametric inference problem. We validate this framework on synthetic data from deterministic and
stochastic systems, demonstrating accurate recovery of operators, velocity fields, extrinsic
curvature, and spatially dependent drift and
diffusion coefficients.
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All authors Jack H. Soulsby, Andreas C.S. Jørgensen, Atiyo Ghosh, Vahid Shahrezaei
Numerical Analysis
Physics-Informed Learning of Probabilistic Gegenbauer Reconstruction for Transport-Dominated Problems
Lei Yan and Yan Jiang
Transport-dominated problems remain challenging for data-driven methods, which often exhibit severe numerical oscillations near shocks or steep gradients due to globally supported basis functions or overly smooth hypothesis spaces. Gegenbauer reconstruction has shown promise in mitigating such oscillations, but its effectiveness critically depends on the reconstruction parameters, particularly the weight parameter $\lambda$ and truncation order $m$. For data-driven models, variations in governing problems, training data, and model architectures make systematic parameter selection particularly challenging. To address this issue, we propose a physics-informed machine-learning framework that predicts probability distributions over candidate Gegenbauer parameter pairs, enabling probabilistically weighted reconstruction while accounting for parameter uncertainty. A two-stage strategy is adopted, in which a general predictor is first pre-trained and then fine-tuned for target problems to balance accuracy and computational cost. The framework is evaluated for reduced-order and neural operator models, represented by POD-Galerkin and DeepONet, respectively. Numerical experiments on one- and two-dimensional transport-dominated problems show that the framework learns effective spatially adaptive parameter distributions. Compared with conventional reconstruction strategies, it reduces numerical errors by up to one to two orders of magnitude and achieves a more favorable accuracy–cost trade-off than problem-specific model retraining.
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Numerical Analysis
From complex-step differentiation to a general reconstruction framework
Rafael Abreu and Chahana Nagesh
The complex-step method is traditionally derived from the Taylor expansion of an analytic function and is widely used as a numerical technique for derivative approximation. We present an alternative formulation based on the Cauchy–Riemann equations and show that the classical complex-step relation arises naturally from the harmonic structure of holomorphic functions. In particular, the complex-step method admits two complementary harmonic interpretations: as a Cauchy problem, in which the derivative is identified with the normal datum of the imaginary component on the real axis, and as a reconstruction problem in a strip, in which the finite imaginary perturbation provides the upper-boundary data. The latter formulation leads explicitly to the strip Poisson and conjugate Poisson kernels and their derivatives. A related harmonic reconstruction framework in the upper half-plane leads to the Poisson, conjugate Poisson, and Cauchy kernels as elementary reconstruction operators for harmonic and holomorphic functions. Extending this reconstruction from ordinary boundary functions to finite measures yields the classical Stieltjes transform and its inversion formula. The same measure-theoretic structure appears in spectral theory, where scalar
matrix elements of the resolvent are Stieltjes transforms of the associated spectral measures. These results establish a common complex-analytic structure connecting complex-step differentiation, harmonic reconstruction, Stieltjes inversion, and spectral reconstruction, while distinguishing the boundary-value problems through which the corresponding information is recovered.
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Numerical Analysis
Asymptotic dispersion correction for the isotropic elastic Helmholtz equation discretized with a MAC scheme
Pierre-Henri Cocquet, Antoine Tonnoir and Rachel Yovel
The numerical simulation of time-harmonic wave propagation in elastic media plays an important role in applications such as geophysics and non-destructive testing. Accurate discretization of the elastic Helmholtz equation at high frequencies is challenging due to numerical dispersion and pollution effects. In this work, we develop an asymptotic dispersion correction for a Marker-And-
Cell (MAC) discretization of the isotropic elastic Helmholtz equation. We characterize the discrete dispersion relation of the scheme and determine the leading-order term in the dispersion error in both two and three spatial dimensions. Based on this analysis, we derive a correction that is asymptotically optimal in the limit of vanishing mesh size. The proposed approach improves the agreement between the discrete and continuous wave propagation properties while preserving the structure of the underlying discretization. We also establish a connection between the factorization of the dispersion relation and the structure of the grad-div operator symbol, providing additional insight into the algebraic structure of the elastic problem. Numerical experiments finally demonstrate a substantial reduction of relative errors and confirm the effectiveness of the proposed correction. We further provide numerical evidence that the corrected discretization improves the convergence behavior of multigrid solvers.
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Numerical Analysis
A Discrete-to-Continuum Variational Theory for Area-Preserving Surface Parameterization
Shu-Yung Liu, Kento Sakai and Mei-Heng Yueh
We establish a discrete-to-continuum variational theory for area-preserving parameterization of surfaces based on the stretch energy. For orientation-preserving diffeomorphisms between compact, connected, oriented Riemannian surfaces of equal total area, we prove that area-preserving maps are precisely the critical points of the stretch energy under boundary-fixing variations. We then establish discrete-to-continuum convergence of the optimal energy values: within a uniformly geometrically controlled admissible class, the discrete infimum converges to the smooth minimum with second-order accuracy, while discrete almost minimizers have first-order decay of their $L^2$ area distortion. Thus, the discrete problem not only approximates the smooth stretch energy but also recovers area preservation in the refinement limit. We further derive the $L^2$-gradient flow of the stretch energy and its simplicial counterpart, whose projected quasi-implicit iteration is shown to be globally convergent. The resulting method applies to open and closed surfaces of several topological types, and numerical experiments on
benchmark surfaces illustrate its improvement over existing methods.
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Numerical Analysis
Efficient computation of eddy-currents for nonlinear magnetic field problems
Herbert Egger, Nepomuk Krenn and Andreas Schafelner
Estimation of eddy-current losses in conducting non-laminated components of electrical devices requires expensive three-dimensional simulations. Various approximations are therefore used in practice to reduce the computational cost in the early design phase. We review some approaches and discuss their modelling assumptions and resulting approximations. In particular, we identify eddy-current reaction fields as a significant contribution that should be accounted for globally. These reaction fields can be approximately reconstructed from two-dimensional magnetostatic simulations by solving a single linearized time-periodic problem. We further discuss different strategies for solving this post-processing problem. Numerical results demonstrate improved loss prediction compared to standard post-processing at moderate additional cost.
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Numerical Analysis
Duality-Based $\textit{A Posteriori}$ Error Identities for Subgradient Flows Based on the Brézis-Ekeland-Nayroles Principle
Harbir Antil, Alex Kaltenbach and Keegan L. A. Kirk
We derive duality-based $\textit{a posteriori}$ error identities for a broad class of subgradient flows induced by time-dependent convex integral functionals. Starting from the Brézis-Ekeland-Nayroles principle, we identify an unsteady primal energy functional and derive its Fenchel dual formulation, including strong duality and the corresponding optimality system under general normal-integrand assumptions. This Fenchel duality framework is used to derive $\textit{a posteriori}$ error identities for subgradient flows. In doing so, we depart from the usual duality-based $\textit{a posteriori}$ error control framework in the unsteady setting, since the Brézis-Ekeland-Nayroles formulation reveals the following unsteady feature: the minimal primal value and the maximal dual value are both prescribed by the initial datum. This allows us to pass from a combined primal-dual gap identity to separate primal and dual gap identities. These identities quantify the primal and dual errors independently and admit representations in terms of generalized Bregman divergences and, under a spatial convex conjugation formula, as non-negative time-space integral quantities suitable for localization. The abstract framework is applied to a number of variational problems of physical interest, including the unsteady heat equation, the unsteady Stokes equations, the unsteady Navier-Lamé equations, the unsteady Bingham flow through a pipe, the unsteady obstacle problem, and the unsteady elasto-plastic torsion problem.
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Numerical Analysis · Cross-listed from physics.comp-ph
Investigation of the Asymptotic Properties of Active Impedance in Large Finite Array Antennas
Harald Hultin, Lucas Åkerstedt and B. L. G. Jonsson
This paper presents an improved full-wave solver for finite array
antennas, and uses this solver to examine asymptotic properties of active impedance for large regular arrays. The improved solver is based on a preconditioning scheme that has been adapted for use on more general finite geometries, and an improved data structure. These two improvements result in a fast and stable solver with a lower
memory footprint. By investigating the active impedance of finite arrays it is found that, even for arrays with 1000 elements, asymptotic behavior may differ from infinite arrays. Tied to these properties, different predictors on how the active impedance of the center element in the array behaves are presented. The two best predictors work very well for the wideband arrays investigated, and may be used to decide when array approximations, such as unit
cell methods, are appropriate, rather than general statements on array size.
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Numerical Analysis
On Robust Alpha-Damping Viscous Scheme
Hiroaki Nishikawa
In this paper, we investigate the convergence of an implicit defect-correction solver for a viscous discretization based on the alpha-damping scheme for unstructured grids. We show that significantly more robust iterative convergence is achieved by evaluating the damping term at the midpoint between two adjacent
cell centers (edge midpoint) rather than at the face centroid. A one-dimensional
Fourier analysis reveals that the implicit solver tends to be stable when the damping term in the residual is smaller than that used to construct the Jacobian. This observation suggests that the solver can be stabilized by effectively reducing the magnitude of the damping term in the residual - an effect achieved by the edge-midpoint evaluation. Robust convergence is demonstrated numerically for two-dimensional viscous-flow problems on highly irregular mixed-element and triangular grids.
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Numerical Analysis · Cross-listed from quant-ph
Quantum simulation of slow analytic time-dependent Hamiltonians
Chenhao Zhao, Yinan Li and Dong An
We develop a
quantum algorithm for slow analytic
Hamiltonians $\widetilde H(t)=H(t/T)$ with $\|H(s)\|\leq\alpha$ that achieves nearly additive query complexity and low gate overhead. Our main technical contribution is a periodic Gevrey extension of $H(s)$, together with
Fourier component decay and truncation bounds that enable an efficient finite-dimensional simulation. Combined with Floquet
embedding and optimal time-independent
Hamiltonian simulation technique, this gives query complexity $\widetilde{\mathcal O}\!\left(\alpha T+\log(1/\varepsilon)\right)$ and additional gate complexity $\widetilde{\mathcal O}\!\left((\alpha T+\log(1/\varepsilon))^2\log(1/\varepsilon)\right)$, assuming coherent access to $H'(s)$ and endpoint derivatives. For slow analytic control
Hamiltonians, only block encodings of the time-independent control operators are required, with the same query complexity and lower gate overhead. Our method also extends to Gevrey
Hamiltonians and improves the precision dependence for simulating slow analytic semi-dissipative linear differential equations.
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Numerical Analysis · Cross-listed from q-fin.CP
COS-TT-CHF: A Tensor-Train Characteristic-Function COS Method for Multi-Asset Option Pricing
Lucas Arenstein and Michael Kastoryano
This paper considers European multi-asset option pricing under Lévy and affine characteristic-function models. The main obstruction is the curse of dimensionality: direct multidimensional COS pricing forms tensor-product coefficient arrays whose size grows exponentially with the number of assets. We study and extend COS-TT-CHF, a low-rank construction that uses TT-cross to compress sampled characteristic-function tensors into tensor-train COS coefficients for arithmetic basket and min/max option pricing. Once built, the compressed representation gives fast post-setup strike-grid and selected component Delta/Vega calculations. The numerical study compares with adaptive-quadrature
Fourier benchmarks, direct COS, a tensor-
Fourier min-option
benchmark, and quasi-Monte Carlo (QMC) references based on randomized Sobol points. The reported timings show a low-dimensional crossover against direct COS as the
benchmark moves from $d=2$ to $d=4$, favorable timings against the tensor-
Fourier min-option
benchmark from $d=3$ onward, and favorable timings against the QMC common-Heston reference already at $d=2$. The reported tests reach $d=30$ for GBM and $d=20$ for VG, NIG, and common-Heston
benchmark families, with accuracy, rank, runtime, control-sensitivity, and component Delta/Vega diagnostics reported throughout.
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