Numerical Analysis
Boundary Value Correction for the Boundary Element Method
Erik Burman, Peter Hansbo and Mats G. Larson
We develop a boundary element method for the Laplace equation with Dirichlet boundary conditions in a bounded three-dimensional domain. The method uses flat panels of maximum diameter \(h\) on an interior surrogate boundary and corrects the imposed boundary values by a first-order Taylor expansion along the panel normals. The correction uses the normal flux already present in the Calderón formulation and introduces no additional unknown field. Under uniform assumptions on the surrogate geometry and boundary operators, the penalised form is coercive when \(\gamma\delta_h\le c_0<4\), where \(\gamma\) is the penalty parameter and \(\delta_h\) is the maximum normal offset. The error estimate separates trace approximation from a geometry term of size \(\gamma^{1/2}\delta_h^2\|u\|_{H^3(\Omega)}\). With \(\gamma\simeq h^{-1}\), the sufficient condition \(\delta_h\lesssim h^{(k+1)/2}\) yields an error of order \(h^{k+1/2}\) for \(P_k/P_{k-1}\) Dirichlet/flux spaces under the stated regularity and uniform trace bounds. Thus an offset of order \(h^2\) supports the estimate through cubic Dirichlet approximation. We analyse two penalty variants and present numerical experiments on a sphere and an ellipsoid to examine convergence and sensitivity to geometry, penalty scaling and quadrature.
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Numerical Analysis · Cross-listed from cs.LG
NEXT: Physics-Informed Neuro-Spectral Exponential Time Differencing Architectures
Márcio Marques, Leonardo Mendonça, Leonardo M. Moreira et al. (+6 more)
Physics-Informed Neural Networks (PINNs) build neural representations of time-dependent PDE solutions, naturally incorporating physics knowledge and observational data, which makes them well suited to both forward and inverse PDE problems. PINNs, however, are known to suffer from spectral bias and lack of causality. Neuro-Spectral Architectures (NeuSA), a recently proposed alternative to PINNs, mitigate both issues, but their numerical integration becomes unstable for stiff differential equations arising in many relevant physical problems. This study proposes Neuro-Spectral Exponential Time Differencing Architectures (NEXT), which combines the spectral representation of the PDE solution in NeuSA with high-order exponential integrators. Within this approach, the linear stiff part of the vector field induced by the PDE is integrated exactly through
matrix exponentials, while the possibly nonlinear remainder is modeled by a neural network. The effectiveness of NEXT is verified through
benchmark experiments on a set of stiff PDEs, in which NEXT is stable and accurate while NeuSA diverges numerically. It is also shown that NEXT can be applied to inverse problems, where the model has to learn unknown parameters or boundary conditions from sparse data. All code used in this work is publicly available at: https://github.com/marcioh2m/next.git .
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All authors Márcio Marques, Leonardo Mendonça, Leonardo M. Moreira, Christian Júnior de Oliveira, Vitor Balestro, Tiago Novello, Daniel Yukimura, Pavel Petrov, Lucas Nissenbaum
Numerical Analysis
Low-Order Refined Preconditioning for Spectral/hp Element Method for Complex, 3D Geometries
Parv Khurana, Henrik Wüstenberg, David Moxey et al. (+3 more)
Low-order refined (LOR) preconditioning replaces a high-order operator with a low-order discretisation on a refined nodal mesh. For tensor-product elements, the two operators are spectrally equivalent with bounds independent of the
polynomial order $P$, but the construction does not extend directly to simplex and mixed-element discretisations. This work makes two contributions: it extends LOR preconditioning to simplex and mixed-element discretisations, including triangular, tetrahedral, and prismatic elements, and establishes a generalised Vandermonde transformation linking the modal and nodal LOR formulations, showing that the resulting preconditioned spectra and Krylov convergence are independent of the high-order basis. Numerical experiments show controlled iteration growth on triangular meshes despite increasing condition number, and controlled iteration counts up to $P=5$ on tetrahedral, prismatic, and mixed-element meshes. A single algebraic multigrid V-cycle per outer iteration gives the best balance of iteration count and cost. The method is applied to a production incompressible Navier-Stokes simulation of a race-car front-wing and wheel configuration, discretised on a mesh of $2.87\times10^6$ mixed prismatic and tetrahedral elements giving $32.2\times10^6$ pressure degrees of freedom at $P=3$. LOR reduces the mean pressure conjugate gradient (CG) iteration count from $235.3$ to $5.5$, and the pressure-solve time over 1000 timesteps by 16.1%, relative to the default production static-condensation diagonal preconditioner in Nektar++. The one-time cost of constructing the LOR preconditioner is amortised over the production simulation.
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All authors Parv Khurana, Henrik Wüstenberg, David Moxey, Athanasios Chatzopoulos, Julien Hoessler, Spencer J. Sherwin
Numerical Analysis
Anatomical Connectivity from Tractography-free Diffusion Tensor Imaging and Its Application to EEG Brain Imagin
Joonas Lahtinen
This proof-of-concept paper demonstrates how the Kalman filter, as a
brain imaging method, can be enhanced by incorporating raw
diffusion tensor imaging (DTI) data without tractography, in addition to
EEG recordings. An efficient
algorithm is designed to streamline the otherwise tedious process of inferring connectivity between
brain regions from DTI data. The DTI-based
evolution model is applied to the Kalman filter and the Standardized Kalman filter, and these are compared with their conventional counterparts using the random walk
evolution model. The numerical experiments use synthetic somatosensory and auditory evoked potentials. The results show that the DTI-modelled Kalman filter can obtain deep activity in the brainstem and thalamus. Moreover, the connection model limits the estimated spreads to the correct or nearest anatomical
brain region.
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Numerical Analysis · Cross-listed from math.PR
Convergence of a fully discrete approximation for the stochastic 2D Euler equations with Kraichnan transport noise
Abhishek Chaudhary, Ujjwal Koley and Andreas Prohl
We study a fully discrete approximation theory for the two-dimensional incompressible Euler equations on $\mathbb{T}^{2}$, in vorticity form, driven by Kraichnan-type transport noise and with $\mathbb{H}^{-1}(\mathbb{T}^2)$-valued initial vorticity. The main new ingredient is a finite-dimensional coercivity estimate for the
torus Kraichnan model, which captures at the discrete level the regularizing mechanism induced by the rough transport noise. Together with a new compactness strategy based on continuous equation-based interpolants and localized discrete estimates, this coercivity estimate gives tightness of the approximations and shows that subsequential limit is a weak martingale solution of the Euler equations.
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Numerical Analysis
Uniform convergence of diffusion synthetic acceleration for heterogeneous slab transport
Matthias Schlottbom
The
diffusion synthetic accelerated (DSA) source iteration is a standard solver for the radiative transfer equation. Using
Fourier analysis, a convergence rate \(\rho_\infty(c)\le0.2247\,c\) with \(c\) the maximum ratio of scattering to total cross section has been established for an infinite homogeneous medium. For slab geometry with inflow boundary conditions and arbitrary bounded cross sections we prove that the spectral radius of the DSA iteration is at most \(\rho_\infty(c)\). We show that this convergence rate carries over to a variational discretization of the DSA iteration on every conforming tensor-product Galerkin space whose angular factor contains the constants. The analysis rests on an exact min–max characterization of the spectral radius. From it we derive a checkable sufficient condition for a given rate. We verify this condition using a suitable energy-stable projection, a weighted angular average whose weight is chosen so that the condition holds with the rate \(\rho_\infty(c)\). Since the projection maps discrete spaces into discrete spaces, the argument applies verbatim to the discrete iteration. As a consequence, the condition number of the preconditioned system is uniformly bounded by \(1+0.29\,c\), which implies rapid convergence of the preconditioned conjugate gradients method.
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Numerical Analysis
A new operator splitting method for coupled PDE problems, with an application to poromechanics
Francesca Marcon and Stefano Scialò
The present work proposes a new operator splitting technique. The method leverages ideas used in PDE-constrained domain decomposition, adapting them to the objective of decoupling equations defined on the same
geometric domain. The methodology is applied here to the resolution of coupled flow and deformation in the linear quasi-static Biot problem. An overview of its main characteristics is provided, also in comparison with the well established fixed-stress split for poroelasticity.
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Numerical Analysis
Energy-minimizing domain decomposition
Muhammad Hassan, Benjamin Stamm and Lambert Theisen
We propose a novel domain decomposition framework based on energy minimization, applicable to a wide class of linear and nonlinear partial differential equations. This energy-minimizing domain decomposition (EMDD) method addresses problems whose solutions are minimizers of an energy functional, either unconstrained or constrained to a
manifold, and thus covers source and
eigenvalue problems in a single formulation. Besides introducing the general framework, we derive the algorithmic realization of the method for four classes of model problems, namely linear and nonlinear source and
eigenvalue problems, and derive the computational complexity of the method. Numerical experiments demonstrate the robustness and efficiency of the method across all four model problems and show that it compares favourably against existing model-specific domain decomposition methods.
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Numerical Analysis
A thermodynamically compatible semi-implicit finite volume scheme for the compressible Euler equations
M. Dumbser, G. Puppo, S. Rinaldi et al. (+1 more)
In this work we construct a new semi-implicit (SI)
hyperbolic and thermodynamically compatible (HTC) scheme for the compressible Euler equations of gasdynamics. The challenge therein lies in solving the
entropy inequality as the primary
evolution equation instead of the total energy conservation law, which in our framework is an additional conservation law that needs to be fulfilled by the numerical scheme as the consequence of a compatible discretization. The proposed method has a predictor-corrector character, where we first solve the isentropic problem without considering the
entropy production. Therein, the
entropy and the nonlinear convective terms in the momentum flux are discretized explicitly, while the mass flux and the pressure terms are taken implicitly. The discrete momentum equation is then inserted into the discrete mass conservation equation, leading to a mildly nonlinear system for the pressure, which can be efficiently solved with a nested Newton-type
algorithm. Based on this prediction, a non-negative production term in the
entropy is added, ensuring a
cell entropy inequality for the numerical scheme. To guarantee global conservation of total energy at the discrete level, a new modified global Abgrall-type flux correction is introduced. The presented numerical method allows time steps that are restricted only by the material wave speed and not by the sound speed. This makes the scheme particularly useful for flows in the low-Mach-number regime. Numerical results are shown in one and two space dimensions to assess the theoretical properties of the new scheme.
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All authors M. Dumbser, G. Puppo, S. Rinaldi, A. Thomann
Numerical Analysis
Operator-ADI balanced truncation of delay differential systems
Timo Reis
We develop a balanced truncation method for linear delay differential systems based on a finite-rank alternating-direction implicit (ADI) iteration for the associated operator Lyapunov equations. The method acts directly on the infinite-dimensional history-state realization and does not discretize the delay interval during Gramian approximation or balancing. The finite-rank reachability and observability factors are represented exactly in Takenaka–Malmquist coordinates, reducing the required computations to finite-dimensional linear
algebra. These factors yield a finite-dimensional, delay-free reduced model. For real system data, the implementation remains in real arithmetic. Under suitable conditions on the ADI shifts and a gap in the Hankel singular values, we prove convergence in $\mathcal H_\infty$ to the reduced transfer function obtained by exact balanced truncation of the infinite-dimensional system. The construction extends to finitely many discrete delays. Numerical experiments validate the method against independent reference computations. The complete MATLAB implementation used in the experiments is provided as supplementary material.
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Numerical Analysis
A vanishing-viscosity minimizing movement Fourier spectral method for scalar conservation laws
Lun Ji, Buyang Li and Fangyan Yao
We propose a vanishing-viscosity minimizing movement (VVMM)
Fourier spectral method for scalar
hyperbolic conservation laws under periodic boundary conditions. The method is a fully discrete space–time residual-minimizing scheme,
Fourier spectral in space and
polynomial in time, stabilized by vanishing viscosity and heat-kernel postprocessing. A basic analytical difficulty in
Fourier discretizations of nonlinear conservation laws is the interaction between
Fourier projection and the nonlinear flux; the resulting projection residual contains unresolved high-frequency components. VVMM addresses this issue by selecting, on each time slab, the numerical solution that minimizes {a penalized cut-off viscous conservation laws residual} and then applies heat-kernel postprocessing to damp unresolved modes. We prove a fully discrete $L^1$ error estimate, in any fixed space dimension, that separates the vanishing-viscosity error, the temporal interpolation error, and the spatial
Fourier truncation error. {Under exact minimization of the penalized cut-off residual and suitable parameter coupling,} the estimate yields, for each fixed $\gamma>0$, an $L^1$ convergence rate $N^{-1/2+\gamma}$, with a constant depending on $\gamma$. Numerical experiments in one and two dimensions illustrate stable shock capturing without visible Gibbs oscillations and convergence behavior consistent with the theory.
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Numerical Analysis
Deep-Learning Solvers and Surrogates for Infinity and p-Laplace Problems
Tak Shing Au Yeung, Ka Chun Cheung, Hannah Potgieter et al. (+2 more)
We investigate the use of neural network solvers for infinity and $p$-Laplace problems, which are fundamental in nonlinear analysis and have practical applications. Our approach employs Physics-Informed Neural Networks (PINNs) and Deep Operator Networks (DeepONets) to address computational challenges associated with large $p$ values, ranging from $2$ to $1000$, on various 2D and 3D domains. Our method offers advantages over traditional physics-based solvers, especially in three dimensions where mesh-based solvers become very costly for these problems. We also establish conditional convergence results for PINN approximations of both problems and a universal approximation result for DeepONet on the parametric $p$-Poisson problem. We demonstrate the effectiveness of these neural network solvers through numerical experiments and compare their performance with conventional methods.
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All authors Tak Shing Au Yeung, Ka Chun Cheung, Hannah Potgieter, Steven J. Ruuth, Simon See
Numerical Analysis
Sparsely connected rank-inspired neural network
Yunqing Huang, Wu Su, Nianyu Yi et al. (+1 more)
We propose a Sparsely Connected Rank-Inspired Neural Network (SCRINN) for function approximation and the numerical solution of partial differential equations (PDEs). By introducing a structured sparse connectivity architecture and an orthogonality- and normalization-guided loss function, SCRINN constructs an approximately orthonormal neural basis while promoting progressive rank growth of its evaluation
matrix and reducing the number of trainable parameters. A two-stage framework is developed, in which an approximately orthonormal neural basis is first constructed, and the output weights are subsequently determined using least-squares methods. Numerical experiments on function approximation and a variety of steady-state, time-dependent, and nonlinear PDEs demonstrate that SCRINN consistently achieves high approximation accuracy with substantially lower training costs. The code is publicly available on GitHub.
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All authors Yunqing Huang, Wu Su, Nianyu Yi, Peimeng Yin
Numerical Analysis
A Monolithic Discontinuous Galerkin Framework for Darcy Optimal Control with Radon-Measure Tracking and Pointwise Control Constraints
SeongHee Jeong and Sanghyun Lee
We study an elliptic optimal control problem governed by Darcy's equation in heterogeneous porous media, with pointwise box constraints on the control. The objective functional is formulated via a Radon measure, which allows the desired pressure state to be tracked on observation sets of varying dimension, including points, curves, and subdomains, within a single formulation. The state and adjoint equations are discretized by a symmetric interior penalty discontinuous Galerkin method, yielding a locally mass-conservative approximation that is robust across strong permeability discontinuities, while the control is approximated by piecewise constants. The state, adjoint, and control are retained as primary unknowns in a single coupled optimality system and solved monolithically by a primal-dual active set strategy. We establish stability and well-posedness of the discretization and derive a priori $L^2$ error estimates for both variables. The principal difficulty is the reduced regularity of the adjoint state induced by the measure-valued tracking data. The analysis controls the resulting adjoint-control coupling through an intermediate adjoint driven by the continuous optimal state. Numerical experiments confirm the predicted convergence rates for point, curve, and subdomain observations, exhibit mesh-independent primal-dual active set iteration counts, and demonstrate local mass conservation.
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Numerical Analysis · Cross-listed from physics.flu-dyn
Particle Trajectories Beneath Fully Nonlinear Waves Generated by Horizontal Seabed Motion
João Vitor P. Poletto, David Andrade, Marcelo V. Flamarion et al. (+1 more)
We investigate fully nonlinear water waves and fluid-particle dynamics generated by the horizontal motion of a seabed obstacle with prescribed time-dependent velocity. The governing equations are the full Euler equations, formulated in a time-dependent conformal domain that simultaneously maps the moving free surface and seabed onto fixed boundaries. The main contribution of this work is a Lagrangian formulation for computing particle trajectories in the resulting genuinely unsteady conformal domain. We derive a closed-form trajectory system in the canonical domain in which the time dependence of the conformal map is entirely represented by the real and imaginary parts of an analytic function that can be evaluated spectrally from the surface. We apply the formulation to waves generated by horizontal submarine landslide motion and characterize particle displacements throughout the fluid as functions of the initial particle position and Froude number. Our findings identify distinct regions in which particle motion is predominantly associated with the moving seabed, the generated wave, or the combined action of both. The results reveal a transition in the dominant mechanism driving particle motion: at low Froude numbers, particle displacements are primarily associated with the moving seabed, whereas at high Froude numbers the generated wave becomes increasingly dominant, particularly near the free surface and away from the obstacle path.The numerical predictions are benchmarked against laboratory data available in the literature, showing good agreement and providing a quantitative assessment of the model accuracy. Moreover, laboratory topographies beyond those considered here can be readily incorporated into the numerical framework through a Hermite interpolation procedure.
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All authors João Vitor P. Poletto, David Andrade, Marcelo V. Flamarion, Roberto Ribeiro-Jr
Numerical Analysis
A nonoverlapping spectral additive Schwarz method for interior penalty discontinuous Galerkin discretizations of Anisotropic Elliptic Problems
Maurice S. Fabien, Sijing Liu and Marcus Sarkis
We design and analyze a nonoverlapping additive Schwarz preconditioner for interior penalty discontinuous Galerkin discretizations of anisotropic elliptic problems. The preconditioned method coupled with a Krylov subspace iteration is shown to be independent of the highly discontinuous (and anisotropic) jump coefficients as well as the subdomain size. To increase efficacy, various auxiliary spaces are considered to reduce the size of the coarse grid operator. We demonstrate how to modify the additive Schwarz preconditioner such that it is applicable to the nonsymmetric IPDG schemes. Several numerical experiments verify the theory and validate the robustness of the preconditioner.
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