Numerical Analysis · Cross-listed from nlin.PS
Robustness of mKdV Breathers: A Numerical Perspective
Chandler Haight, Svetlana Roudenko, Diana Son et al. (+1 more)
We systematically investigate breather solutions in the modified Korteweg-de Vries (mKdV) equation via numerical simulations. We show that the breather solutions are stable under a variety of perturbations, including amplitude changes, modifications of internal parameters, and perturbations of the nonlinearity of the equation. Our results are not only consistent with the known analytical studies on the stability of breathers in integrable systems, extending them further, but also provide numerical evidence that such breather-type structures can persist and remain stable over the simulated time scales in some non-integrable settings with symmetric potentials.
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All authors Chandler Haight, Svetlana Roudenko, Diana Son, Kai Yang
Numerical Analysis
Reconstruction and Range Characterization for a Directional Confocal Non-Line-of-Sight Imaging Model
Lingyun Qiu, Zuoqiang Shi, Jianyu Wang et al. (+1 more)
We study the reconstruction of a directional albedo field from confocal non-line-of-sight measurements. For mirror-symmetric vector fields in Sobolev spaces, radial preprocessing reduces the data to spherical means of the divergence with centers on the relay wall. Full data determine this divergence uniquely, with divergence-free fields forming the entire ambiguity. An explicit
Fourier–sine formula recovers the irrotational Helmholtz component and reproduces the data. The
Fourier–sine transforms of the model data form a weighted
Hilbert space that we characterize exactly, with norm equal to the Sobolev norm of the reconstructed field. This weighted range remains well defined even when the preprocessed data fail to belong to standard Sobolev spaces. For Schwartz fields in the model class, such Sobolev regularity holds exactly when the divergence has zero depth integral. Measurements on an open subset of the relay wall, for all radii $0<r<R_{\max}$, uniquely determine the divergence in the union of the corresponding balls. An FFT-based
algorithm with Stolt interpolation implements the reconstruction in $O(N^3\log N)$ operations on an $N^3$ grid. Tests on explicitly defined fields assess reconstruction accuracy and invariance under divergence-free perturbations. We present imaging examples of potential and vector-field reconstruction from model-generated, rendered, and measured transients.
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All authors Lingyun Qiu, Zuoqiang Shi, Jianyu Wang, Shiwei Wu
Numerical Analysis
Gaussian-process surrogate indicators for residual-based adaptive GMsFEM
Siqing Liu, Eric Chung and Yiran Wang
Residual-based adaptive GMsFEM for high-contrast elliptic problems repeatedly evaluates local weighted $H^{-1}$ indicators on every coarse neighborhood, making indicator evaluation a recurring cost in repeated-query settings. We introduce a non-intrusive Gaussian-process (GP) surrogate for the indicator scores used in Dörfler marking. The operational predictor is the GP posterior mean, algebraically equivalent to a kernel ridge regression (KRR)
estimator under the stated convention; it uses compressed local solution and spectral features without changing the multiscale solve, local spectral construction, or basis enrichment. A nonuniform perturbed-marking result quantifies how pointwise score errors affect the exact indicator mass captured by surrogate-selected neighborhoods, while a conditional bounded-discrepancy KRR pathway identifies sufficient assumptions for such score bounds. In controlled held-out in-distribution tests, the surrogate-guided method gives error-versus-DoF trends comparable with classical $H^{-1}$-residual offline adaptivity and evaluates the online indicator component 2.0-2.1 times faster, excluding offline data generation and GP training.
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Numerical Analysis
Fully Discrete Multi-Entropy Stability of High-Order Schemes for Compressible MHD: A Weak-to-Strong Framework
Huihui Cao, Kailiang Wu and Caiyou Yuan
We establish a fully discrete weak-to-strong (W2S) multi-
entropy stability theory for arbitrarily high-order finite-volume and discontinuous Galerkin (DG) approximations of the ideal compressible magnetohydrodynamics (MHD) equations on general polytopal meshes, whereby a single numerical update simultaneously satisfies discrete
entropy inequalities for any prescribed finite family of convex Harten
entropy pairs. Because physical
entropies are defined only for positive density and pressure, the central analytical difficulty lies in reconciling discrete
entropy stability with positivity preservation, the
magnetic divergence constraint, and the nonconservative Godunov–Powell coupling. Building upon the provably positivity-preserving MHD framework of Wu and Shu, we develop a weak multi-
entropy analysis of the common
cell-average
evolution of finite-volume and DG methods. Through convex decomposition and relative
entropy, we establish two sufficient criteria for this weak stability general polytopal meshes. Compatible
magnetic corrections and locally divergence-free approximations cooperatively offset the nonconservative Godunov–Powell coupling and provide the discrete cancellations essential to both positivity-preservation and
entropy stability. A W2S lifting then unifies positivity and
entropy limiting into a single cellwise scaling limiter, achieving strong multi-
entropy stability while strictly preserving
cell averages and the locally divergence-free
magnetic field. High-order temporal accuracy follows from variable-step strong-stability-preserving multistep methods. Numerical experiments confirm the theoretical findings and demonstrate computational robustness. This framework provides a rigorous, fully discrete foundation for unifying physical admissibility,
magnetic divergence control, and multi-
entropy stability in high-order MHD approximations.
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Numerical Analysis
NEPv Approach for Optimization on Stiefel Manifold with the $(2,1)$-norm Regularization
Ren-Cang Li, Li Wang, Lei-Hong Zhang et al. (+1 more)
Row-sparse projection provides a useful tool in machine learning (ML) when it comes to, for example, feature selection, aiming to choose most relevant features for various ML objectives. One way to seek a high quality row-sparse projection is to combine an ML objective, such as the ones for PCA, LDA, and OCCA, with the
matrix $(2,1)$-norm regularization which is nonsmooth. Such combinations result in challenging optimization problems on the Stiefel
manifold that need to be solved efficiently. In this paper, a unifying NEPv framework is established to efficiently deal with optimization on the Stiefel
manifold with the $(2,1)$-norm regularization. The effect of the $(2,1)$-norm regularization is also investigated. The wide applicability of the framework is demonstrated through the combinations of common learning objectives in today's data science applications with the $(2,1)$-norm regularization. Numerical experiments are presented to illustrate the use of the NEPv approach and to gain insights as to what a proper regularizing parameter should have in real-world applications.
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All authors Ren-Cang Li, Li Wang, Lei-Hong Zhang, Zhaojun Bai
Numerical Analysis · Cross-listed from physics.geo-ph
Distributed Proximal Stein Variational Gradient Descent Algorithm for Large-scale Bayesian Inference in Traveltime Tomography
Akshay Vishwakarma, Kamal Aghazade, Ali Siahkoohi et al. (+1 more)
We present a distributed framework for large-scale
Bayesian inverse problems governed by the eikonal equation, with a specific focus on seismic traveltime
tomography. Traditional deterministic approaches often fail to provide the uncertainty quantification (UQ) necessary for ill-posed problems, while conventional
Bayesian sampling methods such as Markov chain Monte Carlo (MCMC) suffer from the curse of dimensionality and slow convergence in high-dimensional model spaces. The proposed framework addresses these challenges through a three-tier computational strategy. First, we utilize the Fast Marching Method (FMM) to solve the eikonal equation, ensuring high numerical accuracy. Second, we reformulate the global tomographic objective into a decentralized consensus form, allowing the inversion to be decomposed into independent subproblems solved in parallel via the Alternating Direction Method of Multipliers (ADMM). This architecture eliminates the need for the explicit construction of large-scale sensitivity
matrices, significantly reducing the
memory footprint for 3D surveys. Finally, we integrate Stein Variational Gradient Descent (SVGD) within the ADMM workers to perform approximate posterior sampling. By evolving a set of model particles along a functional gradient direction that balances data-fitting forces with a repulsive kernel-based diversity force, we obtain an ensemble from which posterior summaries are computed. We derive a data-space Gauss-Newton update using the Woodbury
matrix identity to further accelerate the particle
evolution in large-scale 3D problems. Numerical experiments on complex 2D and 3D models demonstrate that the
algorithm achieves stable convergence, produces high-fidelity velocity reconstructions, and provides posterior uncertainty maps.
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All authors Akshay Vishwakarma, Kamal Aghazade, Ali Siahkoohi, Ali Gholami
Numerical Analysis · Cross-listed from math.PR
Concentration of Regularized Sparse Random Matrices: Spectral Edge Bounds via Nonbacktracking Operators
Hai-Xiao Wang
In sparse random
matrices, spectral outliers (
eigenvalues and singular values located away from the bulk) emerge due to degree fluctuations: high degrees inflate the operator norm, while low column degrees reduce the least singular value. As proved by Feige and Ofek (2005) and Le, Levina, and Vershynin (2017), degree regularization enforces concentration at the expected norm scale. However, precise bounds incorporating the cutoffs remain unexplored and challenging since regularization introduces dependencies among entries. For the first time in the literature, we provide variance- and cutoff-dependent bounds for extreme singular values and
eigenvalues of regularized inhomogeneous random
matrices. In the absence of regularization, our lower bound for the least singular value matches the same leading constant obtained by Brailovskaya and van Handel (2024). Moreover, our error term vanishes under the milder condition $d/\log N\to\infty$, as opposed to their stronger requirement $d/(\log N)^4\to\infty$. A key ingredient is to extend spectral radius bounds for nonbacktracking
matrices to the dependent setting. We build on approaches for independent cases established by Benaych-Georges, Bordenave, and Knowles (2020), as well as Dumitriu and Zhu (2024), and carefully handle edges traversed only once. Our proof framework separates deterministic spectral comparisons from probabilistic estimates: once Loewner inequalities and columnwise variance controls are established, the remaining probabilistic analysis boils down to verifying the graph moment conditions formulated in this paper. We hope this framework can be extended to handle general random
matrices with more complex dependencies.
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Numerical Analysis · Cross-listed from cs.LG
Notes on Fourier-Bessel wavelets
Marcel Venturotti and Georgios Exarchakis
These notes develop the mathematical foundations and construction of a
Fourier-Bessel wavelet family inspired by the disk harmonics of Shaqfa et al.[9]. We begin with the relevant properties of Bessel and modified Bessel functions and introduce the wavelet properties required for the construction. We then derive the
Fourier-Bessel disk harmonics as solutions to the Helmholtz equation on the unit disk subject to a Neumann boundary condition. Building on this basis, we construct a wavelet family by applying a Gaussian spatial envelope and introducing a zero-mean correction for the zeroth angular order. We derive the corresponding normalisation constants for $L^2$-based applications and discuss $L^1$-based normalisation for frequency-domain peak consistency. Finally, we derive a closed-form
Fourier-domain representation of the resulting wavelets. The main motivation is the approximately linear spacing, which converges to $\pi$ between consecutive radial
eigenvalues. Rather than replacing the conventional dyadic organisation of wavelet families, this construction lays out the foundation to explore whether a more uniform radial frequency allocation can be useful for applications in which broad and balanced frequency coverage is desirable.
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Numerical Analysis
Error Analysis for Solving Elliptic Interface Problems with Randomized Neural Networks
Jun Hu and Sidi Wu
This paper presents a unified error analysis of randomized neural networks (RaNNs) for elliptic interface problems. We first derive an integral representation of Barron functions using the standard $\tanh$ activation, which yields a $C^2$-approximation bound valid for any hidden-parameter distribution supported on a cube with strictly positive density. We then establish a quantitative $\mathcal{O}(n^{-1})$ generalization bound for the composite loss that enforces the partial differential equation, boundary, and interface conditions simultaneously, where $n$ denotes the number of training samples. Combining these results with the optimization guarantees for RaNNs, we obtain an a priori $L^2$ error estimate for the neural network solution in the presence of interface discontinuities. Numerical experiments are presented to validate the theoretical results.
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Numerical Analysis · Cross-listed from cs.CG
Multiform Longest Edge Bisection of Tetrahedra via Sextuple Permutations
Agustin Trujillo, Jose Pablo Suarez and Tania Moreno-García
We introduce a new formulation of the Longest Edge Bisection (LEB) of tetrahedra entirely in sextuple space R6, where tetrahedra are represented by the squares of their edge lengths. This representation renders the LEB refinement equations fully linear and eliminates the need for coordinate-based data structures. A central difficulty in three-dimensional LEB arises when a tetrahedron possesses multiple longest edges, making the refinement rule intrinsically multivalued. We formalize this phenomenon through the notion of Multiform Longest Edge Bisection (MLEB), which systematically explores all admissible longest-edge choices. To encode this multivalued behavior, we introduce the concept of bisection patterns, defined as sequences of sextuple permutations governing the refinement process. We prove that the set of sextuples sharing a common LEB pattern forms a convex region in R6. For structurally significant families of tetrahedra, including the R1+ family and the Liu-Joe family, we show that the infinite refinement tree collapses into a finite directed graph with eight states. Remarkably, both families are governed by the same graph, differing only in their initial state. This directed-graph formulation provides a unified combinatorial description of the refinement process and offers an efficient computational framework for deep iterative LEB analysis.
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Numerical Analysis
Linear Robin-type Domain Decomposition scheme for Mixed Formulation of Richards' Equation
Åsmund v.B. Synnevåg, Wietse M. Boon, Florin A. Radu et al. (+1 more)
In this work, we present a linear Robin-type domain decomposition scheme for solving the mixed formulation of Richards' equation (mLRDD-scheme), governing flow in variably saturated porous media. Assuming a highly heterogeneous porous medium consisting of multiple blocks/layers of distinct materials, we apply non-overlapping domain decomposition to isolate individual materials, yielding near-homogeneous conditions within each subdomain. Richards' equation is discretized in time by backward Euler and linearized using the L-scheme. A Robin-type interface condition, consistent with the mixed formulation, is then derived to couple the subdomains. For spatial discretization, mixed finite elements are employed, ensuring local mass conservation and providing the flux variables consistent with the Robin condition. The convergence of the proposed scheme is rigorously proved. Heterogeneous, multidomain numerical examples in 2D/3D are presented to demonstrate the efficiency and robustness of the scheme, along with numerical validation of the theoretical convergence results.
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All authors Åsmund v.B. Synnevåg, Wietse M. Boon, Florin A. Radu, Sarah E. Gasda
Numerical Analysis
Fast Karhunen-Loève Expansions via FFT-Accelerated Toeplitz Operators
Nils Wildt and Wolfgang Nowak
Gaussian random fields are a versatile tool used in the fields of
stochastic PDEs, uncertainty quantification, and geostatistical simulation. One way to obtain them is to use a truncated Karhunen-Loève expansion (KLE). Computing the expansion requires the leading eigenpairs of an $N \times N$ covariance
matrix, where $N$ is the total number of grid
cells. These are usually computed with a Krylov eigensolver, which relies on the covariance operator only within
matrix-vector products. Stored densely, the
matrix takes $\mathcal{O}(N^{2})$
memory and each product $\mathcal{O}(N^{2})$ time. For a stationary kernel on an equispaced grid, the covariance
matrix becomes (block-) Toeplitz and the product evaluates in $\mathcal{O}(N\log N)$ time using FFT-based circulant
embedding, without the need to assemble the dense
matrix. In a matched single-threaded comparison, the median speedup of the eigensolve grows from $18 \times$ at $N = 4096$ to $183 \times$ at $N = 2^{15}$. This makes it possible to compute discretized fields that would otherwise be infeasible to compute in the standard formulation. We show that the same construction carries over to non-separable kernels as well as $d$ dimensions, using block-Toeplitz
matrices. We extend it to piecewise-constant fields on arbitrary domains given as subsets of a tensor grid. Computational savings grow with problem size, and storage drops from $\mathcal{O}(N^{2})$ to $\mathcal{O}(2^{d}N)$.
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Numerical Analysis · Cross-listed from cs.LG
One-Step Generative Surrogate Models via Block-Triangular Joint Drifting
Nicholas Geissler, Shreya Jha, Ricardo Baptista et al. (+1 more)
Drifting provides a direct route to one-step generative models, but applying it directly to
stochastic transition modeling requires multiple samples of the next state conditioned on the same current state. Standard trajectory data, however, typically provide only one realized next state for each observed current state and therefore do not provide an empirical approximation of the corresponding conditional distribution over possible next states. We introduce block-triangular joint drifting, which instead applies a projected drift field to the empirically accessible joint distribution of consecutive states. Importantly, the block-triangular architecture preserves the current-state marginal while making its second component a direct sampler of the conditional distribution of possible next states. The resulting surrogate generates
stochastic trajectories with one model evaluation per time step, without auxiliary generative steps between time steps. Numerical experiments demonstrate accurate marginal and trajectory-dependent statistics and favorable accuracy-cost tradeoffs compared with deterministic,
diffusion-, flow-, and
distillation-based generative surrogate models.
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All authors Nicholas Geissler, Shreya Jha, Ricardo Baptista, Benjamin Peherstorfer
Numerical Analysis · Cross-listed from stat.ML
SuperPCA: subspace analysis and an efficient algorithm for high-dimensional PCA
Irina-Beatrice Haas, Maike Meier, Yuji Nakatsukasa et al. (+1 more)
Principal component analysis (PCA) is a fundamental tool to reduce the dimensionality of the data in many applications. PCA finds a few signal directions that contain most of the variability of the data by computing the eigenvectors of the sample covariance
matrix. In this work, we focus on the spiked covariance model, in which the data vectors are defined by a few orthogonal signals plus an isotropic Gaussian noise, and our goal is to estimate one or more of the leading signals. Our main theoretical finding is that the subspace spanned by several leading eigenvectors of the sample covariance
matrix contains significant information about the desired signals long before the individual eigenvectors converge to the population principal components. To prove this, we derive a posteriori bounds for the angle between the subspace spanned by the desired population signals and the subspace obtained from the sample using perturbation theory for singular vectors. This leads to a new
algorithm, SuperPCA (SUbsPace subsamplER PCA), which capitalizes on an approximate eigenspace of the sample covariance
matrix to find the leading signals far more efficiently and accurately than classical PCA in the high-dimensional, multi-signal setting. SuperPCA exploits only a small number of subsampled coordinates of the data, which can lead to tremendous savings in data acquisition cost, especially when the signals are approximately sparse. For the same number of measurements, SuperPCA can offer a factor $10$ improvement in accuracy compared to the classical PCA method.
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All authors Irina-Beatrice Haas, Maike Meier, Yuji Nakatsukasa, Taejun Park
Numerical Analysis
Spiral Endgames for Computing Singular Endpoints of Homotopy Paths
Emma R. Cobian, Jonathan D. Hauenstein and Charles W. Wampler
We develop a new endgame for numerically computing singular solutions to complex analytic systems by means of a homotopy path whose endpoint is the solution to be computed. When the solution is singular, prediction-correction path tracking may fail at the endpoint. Instead of tracking the path all the way to its end, endgames sample nonsingular points on the incoming path and approximate the endpoint by interpolating the samples with a truncated Puiseux series. By collecting sample points along a logarithmic spiral in the complex plane, the proposed spiral endgame balances between the superior numerical conditioning of a circular sample (known as the Cauchy endgame) and the update efficiency of a linear sample (known as the power series endgame), these being tied together as two extremes of the new approach. The numerical conditioning of the methods are analyzed and compared, and computational examples illustrate the effectiveness of the new spiral sampling method compared with the circular sampling method of the Cauchy endgame.
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Numerical Analysis · Cross-listed from math.AP
FSI modeling of case-specific nonlinear carotid artery mechanics and the role of outlet boundary conditions
Tristan Probst, Anna Hundertmark, Ashkan Shiravand et al. (+1 more)
Compliant arterial wall mechanics, contributing to the Windkessel effect in the carotid artery (CA), have significant impact on hemodynamic patterns and surface shear indicators for cardiovascular diseases, e.g. atherosclerosis. In this study, we extend the linear elastic Fluid-Structure Interaction (FSI) framework to account for nonlinear strain-dependent wall behavior. The model incorporates a Young's modulus generalized from tensile tests on silicone phantoms to capture the nonlinear stress-strain relation of arterial tissue. The final computational model, using a resistance-type boundary condition and in vitro measured stress-strain relation is validated against both, in vitro assessed silicon CA phantom as well as published clinical data on the flow splitting to the daughter branches in CA bifurcations. To better reflect physiological conditions, our model is subsequently extended to incorporate prestress of patient-specific geometries, and clinically measured stress-strain relations, followed by validation against clinical CA data. The present study demonstrates the feasibility of strain-dependent Young's (elastic) modulus as a means to enhance the capacity of the linear elastic framework to accurately represent the physiologically nonlinear mechanics of arterial walls, striking a balance between implementation effort and physiological fidelity. This approach yields realistic strains, volumetric inflation behavior and nonlinear pressure-volume relationships. Furthermore, the study reveals the importance of proper outlet boundary conditions and the shortcomings of resistance-type boundary condition in patient-specific modeling, leading to non-physiological pressure profiles and non-physiological temporal flow splitting.
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All authors Tristan Probst, Anna Hundertmark, Ashkan Shiravand, Giorgio Cattaneo
Numerical Analysis
An Iterative Active Subspace Approach for Model Order Reduction of Parametric Systems with High-Dimensional Parameter Spaces
Chenzi Wang, Peizhi Yu, Lihong Feng et al. (+3 more)
The increasing complexity in design and manufacturing has driven the need for advanced techniques for fast modeling problems with large-dimensional parameter spaces. Avoiding high-fidelity finite element models while achieving fast and accurate simulations in such contexts is challenging. Parametric model order reduction (pMOR) has drawn significant
attention in recent years. Nevertheless, the curse of dimensionality in parameter spaces has severely limited its effectiveness. The active subspace (AS) approach has been successfully applied to pMOR for systems with many parameters. However, the balance between accuracy and compactness of the reduced model remains problematic for such systems with high-dimensional parameter spaces. It often results in models that are either not small enough or not accurate enough. In this paper, we propose an iterative active subspace (IAS) approach for parametric model order reduction, which, to some extent, addresses the trade-off between accuracy and reduced model size and achieves substantial computational gains compared to the original active subspace method.
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All authors Chenzi Wang, Peizhi Yu, Lihong Feng, Peter Benner, Wenshuai Lu, Zheng You
Numerical Analysis
A posteriori error estimates for variational inequalities of the second kind in an abstract framework
Lothar Banz, Miriam Schönauer and Andreas Schröder
In this paper, an abstract framework is introduced for the derivation of reliable a posteriori error
estimators for variational inequalities of the second kind. Under certain conditions (local) efficiency of the error
estimators can also be derived. The framework is based on the estimation of a residuum which results from an equivalent mixed formulation and from the replacement of the Lagrange multiplier by its (possibly post-processed) discrete counterpart. The approach is applied to an idealized frictional contact problem and a Mosolov type model problem in an $hp$-finite element discretization setup. Several numerical experiments demonstrate the broad applicability of the theoretical findings.
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Numerical Analysis
A structure-preserving staggered semi-implicit four-split finite volume scheme for continuum mechanics on unstructured meshes
M. Dumbser, W. Boscheri, M. Tavelli et al. (+1 more)
We present a new semi-implicit structure-preserving (SP) finite volume discretization for a unified first-order
hyperbolic model of continuum mechanics. This framework provides a common mathematical description for fluids and solids and incorporates transport, viscous effects, heat conduction, and elastic deformations within a single system of
hyperbolic partial differential equations. The coexistence of several physical mechanisms gives rise to multiple characteristic wave speeds, resulting in severe time-step restrictions for fully explicit discretizations. To overcome this difficulty, we develop a four-split scheme in which the governing equations are decomposed into convective, temperature, mechanical, and pressure subsystems. The convective subsystem is the only one that is advanced explicitly in time, while the remaining subsystems are treated implicitly in a sequential manner. As a consequence, the time step restriction of the proposed method depends only on the material velocity and is independent of the acoustic, shear, and thermal wave speeds that characterize the model. The scheme is designed to preserve key structural properties of the underlying equations on unstructured grids. In particular, a compatible vertex-staggered spatial discretization on triangles allows the curl-free involutions associated with the distortion field and thermal impulse to be respected whenever the relaxation source terms in the governing PDE are linear or absent. At the same time, the scheme is asymptotic preserving as it is consistent with the low Mach number limit and with the stiff relaxation limits of the GPR model that recover the classical Navier-Stokes-
Fourier equations in fluid mechanics. A series of numerical experiments covering both fluids and solids demonstrates the accuracy, robustness, and multi-scale capabilities of the proposed approach.
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All authors M. Dumbser, W. Boscheri, M. Tavelli, A. Thomann