Numerical Analysis
Numerical homogenization of a linear multiscale conservation law
Claude Le Bris, Frédéric Legoll and Giulia Merlini
We address the numerical approximation of a scalar conservation law with a highly oscillatory flux, in the linear setting. Taking advantage of the intrinsic numerical viscosity of the scheme employed that yields a parabolic regularization of the original
hyperbolic equation, we use homogenization theory to derive an effective equation which in turn we solve numerically. Our numerical experiments show the performance of the approach on the example of the Lax-Friedrichs scheme.
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Numerical Analysis
Hybrid Joint-Selective Optimization: Reduced-Space Levenberg-Marquardt Refinement of Low-Dimensional Parameters of Interest
Muhammad Luthfi Shahab, Gabriella Alfa Indahsari, Imam Mukhlash et al. (+1 more)
This paper introduces a hybrid joint-selective optimization (HJSO) framework for large-scale numerical problems in which a small subset of trainable quantities is of primary interest. We partition the full parameter vector into a high-dimensional remaining block and a low-dimensional block of parameters of interest (POIs), perform joint first-order optimization over the full parameter set, and then freeze the remaining variables while applying a reduced-space Levenberg-Marquardt (LM) refinement to the POIs. The method is designed for settings in which the POIs are low-dimensional but strongly influence the quality of the computed solution, while the full parameter space remains too large for full-space second-order methods. The framework is evaluated on three representative problems: a
matrix eigenvalue problem, an inverse Bratu problem solved with a physics-informed neural network, and a 100-dimensional nonlinear Black-Scholes problem solved with the DeepBSDE method. In each test, HJSO reaches prescribed POI-error thresholds faster than the corresponding joint first-order baseline and improves the final POI accuracy for the reported solver configurations. The contribution is therefore not a universal optimizer, but a practical reduced-space strategy for problems with known low-dimensional parameters of interest and expensive high-dimensional training variables.
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All authors Muhammad Luthfi Shahab, Gabriella Alfa Indahsari, Imam Mukhlash, Hadi Susanto
Numerical Analysis
BandPC: Learning Residual-Band Preconditioner Combinations for Flexible Conjugate Gradient Solvers
D. M. Li, Shang-Tian Yang and Xin Qiu
The conjugate gradient (CG) method is a classical iterative solver for sparse symmetric positive definite (SPD) linear systems, but its convergence strongly depends on the spectral properties of the system
matrix. Preconditioning can improve these properties; however, designing preconditioners that generalize across diverse and irregular sparsity patterns remains challenging. We propose BandPC (Band Preconditioner Combinations, where "Band" denotes residual-norm bands), a data-driven framework that leverages graph neural networks (GNNs) to predict multi-stage preconditioning strategies for the flexible conjugate gradient (FCG) method. BandPC partitions the FCG iteration into three residual-norm-based bands and defines a structured search space of 125 candidate combinations over five classical preconditioners. By exploiting FCG's ability to switch preconditioners across iterations, BandPC learns to map
matrix structure directly to a promising preconditioner sequence. To improve training and generalization, we introduce a soft-labeling mechanism that retains near-optimal combinations and normalizes their scores into a label distribution, together with a hierarchical feature representation that captures node-level attributes, edge-level algebraic coupling strengths, and global
matrix statistics. Experiments on a hybrid
benchmark of synthetic SPD problems and diverse
matrices from the SuiteSparse Collection show that BandPC achieves the best iteration count and solution time on 41.3% and 33.1% of test
matrices, respectively, even when compared with each
matrix's individually best traditional preconditioner. These results demonstrate that learned residual-band preconditioner scheduling can effectively accelerate flexible CG solvers.
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Numerical Analysis
Mixed-Precision Computing for Scientific Discovery: Formats, Co-Design, and Responsible Approximation
Emmanuel Agullo, Hartwig Anzt, Daniel Bauer et al. (+37 more)
Reduced and mixed precision have moved from a niche optimization to a central design axis in scientific computing and engineering, driven by energy constraints, heterogeneous accelerators, and the convergence of simulation and machine learning. This paper organizes the landscape around seven coupled themes—number formats, floating-point emulation, emerging architectures, hardware/software co-design, relation to other approximations, software design, and precision as a multilevel resource —and, for each theme, synthesizes the state of the art, future directions, and open questions. We emphasize energy per trusted solution as the core objective, and we frame \say{recklessly responsible} computing as a pragmatic doctrine: exploit low precision aggressively, but with systematic detection, escalation, and certification pathways.
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All authors Emmanuel Agullo, Hartwig Anzt, Daniel Bauer, David Bindel, Alfredo Buttari, Alexandru Calotoiu, Erin Claire Carson, Pasqua D'Ambra, Ieva Daužickaitė, James W. Demmel, Jack Dongarra, Iain Duff, Massimiliano Fasi, Dominik Göddeke, Stef Graillat, Laslo Hunhold, Roman Iakymchuk, Fabienne Jézéquel, Nils Kohl, Harald Köstler, Jakub Kružík, Julien Langou, Xiaoye Sherry Li, Hatem Ltaief, Piotr Luszczek, Yuxin Ma, Theo Mary, Mantas Mikaitis, Hiroyuki Ootomo, Daniel Osei-Kuffuor, Enrique S. Quintana-Ortí, Ulrich Rüde, Jennifer Scott, John Shalf, Linda Stals, Rasmus Tamstorf, Stefan Turek, Petr Vacek, Bastien Vieublé, Rio Yokota
Numerical Analysis
Riemannian optimization on low-rank tensor train manifolds for the Gross-Pitaevskii equation
Ivan Bioli, Carlo Marcati and Maxim Rakhuba
This work is concerned with the numerical computation of Gross-Pitaevskii ground states using the tensor train (TT) format. We regard the problem as the minimization of the Gross-Pitaevskii energy functional under a unit mass constraint, and propose a first-order Riemannian optimization scheme that preserves both the mass constraint and the low-rank representation throughout the optimization, by operating on the
manifold of unit-norm functions of fixed TT-rank. On this
manifold, we derive the energy-adaptive Riemannian gradient and show how to compute it efficiently in the TT format. Spatial discretization is performed using a spectral method with numerical integration, which allows the required computations to be carried out efficiently while preserving the low-rank format. The method is shown to substantially reduce computational time compared to full-rank computations, while maintaining accuracy for both single- and multicomponent Gross-Pitaevskii equations.
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Numerical Analysis
Two-term small-time spectral expansions for controllability Gramians
Emmanuel Trélat and Enrique Zuazua
For a controllable single-input linear system in dimension $n$, the controllability Gramian
eigenvalues, ordered decreasingly, are known to have the successive small-time orders $T, T^3, \ldots, T^{2n-1}$. We refine this leading-order hierarchy by explicitly computing the next-order coefficient of every
eigenvalue and the first-order variation of its eigendirection and of the nested spectral subspaces. The resulting formulas have intrinsic expressions in the orthonormal Krylov basis:
eigenvalue corrections describe the action of the dynamics along each Krylov direction, while variations of the spectral subspaces describe coupling to the next direction. We also establish local joint real-analytic dependence on $(T, A, b)$ near $T=0$ for the
eigenvalues divided by their leading powers of $T$, consistently oriented eigenvectors, and spectral projectors. This provides convergent expansions with remainders uniform on compact families of controllable pairs. These results yield refined asymptotics for the worst-case minimum energy required to reach a unit target from the origin, the Gramian determinant and condition number, and the Ornstein–Uhlenbeck Gaussian profile in moving principal coordinates. The energy equals the reciprocal of the smallest Gramian
eigenvalue, whose eigendirection identifies the most energy-demanding targets for sufficiently small times. We further derive an exact Gramian-weighted energy identity for the forward Fokker–Planck equation and sharp anisotropic short-time smoothing asymptotics using, respectively, the Lyapunov equation and an exact
Fourier norm formula combined with the graded Gramian factorization. For symmetric dynamics, the spectral data reconstruct $A$ and determine $b$ up to its global sign.
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Numerical Analysis
Numerical investigation of a homogenized model with effective interface conditions for Stokes flow through porous membranes
Jonas Knoch, Pietro Italiano, Markus Gahn et al. (+2 more)
We investigate numerically fluid flow through a thin porous layer, which is modelled as a lower-dimensional interface separating two bulk domains. At this interface, we impose effective transmission conditions involving homogenized coefficients rigorously derived via two-scale methods in previous works. These coefficients are determined by
cell problems encoding the microscale properties of the porous layer. In a first step, we analyze qualitatively how the effective coefficients depend on the pore geometry. Based on these computations, we then present numerical simulations of the macroscopic models incorporating the effective interface conditions. Although replacing the thin porous layer by an effective interface substantially reduces the computational cost, the resulting nonstandard transmission conditions pose additional challenges for the numerical implementation. We employ a Taylor–Hood-type mixed finite element discretization with discontinuous pressure and tangential velocity across the interface and prove stability as well as error estimates for the resulting scheme. Finally, for microscale geometries that are still computationally resolvable, we compare the results of the macroscopic models with those obtained from direct simulations of the microscopic models.
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All authors Jonas Knoch, Pietro Italiano, Markus Gahn, Carsten Gräser, Maria Neuss-Radu
Numerical Analysis · Cross-listed from math.PR
Consistency and Convergence of the Backward-Euler Scheme for Stochastic Functional Differential Equations Driven by Fractional Brownian Motion
Alexander Abreu, Lisandro Fermin, Ernesto Mordecki et al. (+1 more)
We study the backward-Euler scheme for a class of
stochastic functional differential equations (SFDEs) with
memory driven by a fractional Brownian motion with Hurst parameter H > 1/2. We first establish the local consistency of the method, with a local truncation error of order H -$\rho$- $\beta$ + 1, and then, as the main result, prove the uniform global pathwise convergence of the numerical approximation, on a set of probability one, with order H -$\rho$ -$\beta$, for $\beta$ $\in$ (1-H, 1/2) and 0 < $\rho$ < H -$\beta$. A uniform high-probability formulation with deterministic constants follows as a corollary. In particular, the convergence order can be taken arbitrarily close to 2H -1, matching the order obtained for the explicit Euler scheme. The convergence proof relies on an exact integral representation of the scheme at mesh points, an a priori bound for the numerical solution, fractional calculus estimates, and a Gronwall inequality for weakly singular kernels.
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All authors Alexander Abreu, Lisandro Fermin, Ernesto Mordecki, Soledad Torres
Numerical Analysis
High Performance Computing of SDRE models with Discrete Kalman Filtering for Robust $H_{\infty}$-Controls
Yunfeng Cai, Tiexiang Li, Wen-Wei Lin et al. (+1 more)
State-dependent Riccati equation (SDRE) control requires repeated online solution of continuous-time algebraic Riccati equations (CAREs). A projected-channel $H_\infty$ formulation preserves the physical actuator and sensor dimensions of under-actuated, partially observed systems. We derive a computable sufficient attenuation bound for positive-semidefinite stabilizing Riccati solutions and construct an update that enforces their spectral-radius coupling condition. A discrete Kalman recursion supplies the scheduling state estimates. The two CAREs arising in controller synthesis are solved by a structure-preserving doubling
algorithm (SDA) or a warm-started Newton–Kleinman iteration equipped with a doubling Lyapunov solver. Numerical studies use a twelve-state F-16 model with complete aerodynamic forces, moments, and trim, together with quadrotor spiral tracking. With instantaneous command updates, all three CARE backends give essentially the same closed-loop response. In the tracking simulations, measured computation times determine when new control inputs are applied, and the previous inputs are held during computation. SDA and Newton reduce airspeed and pitch errors in all six paired aircraft tracking runs. In the faster quadrotor task with limited computational resources, SDA and Newton complete all paired runs, while runs using MATLAB icare terminate early.
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All authors Yunfeng Cai, Tiexiang Li, Wen-Wei Lin, Junxin Zhang
Numerical Analysis
Hard-Trace First-Order Residual Learning for Coupled Stokes-Brinkman-Darcy Flow
Zefeng Liu and Hongxing Rui
Stokes-Brinkman-Darcy (SBD) models connect free flow and porous flow through a Brinkman layer of finite thickness. The proposed method for solving these coupled equations consists of a mixed first-order formulation, shared interface traces and hard traction constraints, and a pressure correction based on boundary mass balance. Independent stresses, Darcy flux and pressure-gradient auxiliaries avoid second derivatives of network outputs. Boundary liftings and shared traces impose exterior and interface kinematic conditions exactly, while a stress map enforces native Brinkman-Darcy force balance. An integral momentum relation determines the pressure correction after training, without reference-pressure labels. Across two manufactured solutions and three permeabilities, mean corrected upper-pressure relative $L^2$ errors range from 0.87% to 2.58%; correction reduces both upper-pressure $L^2$ errors and the full Brinkman-pressure $H^1$ error in every run. Paired controls assess the contributions of interface sharing and traction enforcement. A non-manufactured filtration problem tests mixed-boundary adaptation against an independently refined finite-element reference, with all four runs satisfying the prescribed field and physical-consistency criteria.
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Numerical Analysis
Structure-preserving upwind Lagrange multiplier schemes for solid-state dewetting with a logarithmic Flory–Huggins potential
Qiong-Ao Huang, Ying-wei Wang and Cheng Yuan
Phase-field simulations of solid-state dewetting based on
polynomial potentials may exhibit spurious bulk-
diffusion coarsening, inconsistent with the surface-
diffusion-dominated physics. To address this issue, we formulate a degenerate Cahn–Hilliard model with the logarithmic Flory–Huggins potential and dynamic contact line boundary conditions for the film–substrate–vapor triple junction. The logarithmic barrier confines the phase variable to its physical range and suppresses spurious coarsening at the continuum level. We develop a fully discrete, structure-preserving scheme that combines a Lagrange multiplier approach with an upwind finite-volume discretization and rigorously guarantees pointwise boundedness, mass conservation, and energy dissipation without artificial cut-offs or projections. A dimensional-splitting strategy further reduces computational cost while preserving these properties in each one-dimensional sweep. We also derive an explicit estimate of the
equilibrium radius contraction caused by spontaneous film shrinking, showing that the logarithmic potential produces weaker spurious shrinkage than the
polynomial potential. Numerical experiments confirm the analysis and demonstrate that, for small temperature parameters, the proposed scheme suppresses spurious coarsening and pinch-off while accurately reproducing surface-
diffusion-dominated dynamics and relaxation toward
equilibrium island structures.
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Numerical Analysis
Into the danger zone: stable extrapolation in high-dimensional function and operator learning
Ben Adcock, Simone Brugiapaglia and Xuemeng Wang
Out-of-distribution (OOD) generalization is a central challenge in scientific machine learning. We study regression problems in which the test distribution differs from the training distribution and ask: under what assumptions on the target function or operator is stable extrapolation possible, and how far beyond the training domain can one extrapolate? Existing theory controls the test error through additive penalties measuring the discrepancy between the training and test distributions. Such guarantees show robustness to small distribution shifts, but can be very pessimistic in comparison to OOD performance observed empirically. We identify classes of holomorphic functions and operators for which the OOD generalization error converges at algebraic rates even in the presence of large distribution shifts. This phenomenon stems from the increasing smoothness of higher-index coordinates, leading to what we term a `blessing of high dimensionality'. For learning with either
polynomials, deep neural networks or deep neural operators, we derive explicit rates for arbitrary test measures supported on suitable domains and quantify how the admissible domain depends on the underlying regularity of the function or operator. Our extrapolation guarantees are independent of the test distribution, depending only on its support. We also present a series of numerical experiments across a range of functions and operators that support the main theoretical findings.
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Numerical Analysis
CI-PINN: Causal Integral Physics-Informed Neural Network for Solving Evolution Equations
Xiaodong Feng, Ziyu Sun, Tao Tang et al. (+2 more)
Physics-informed neural networks (PINNs) solve partial differential equations (PDEs) by incorporating governing physical laws into the training loss. For
evolution equations, however, their conventional pointwise space–time representation does not explicitly encode temporal dependence, which can hinder accurate prediction. To mitigate this limitation, this work proposes a novel neural architecture termed a causal integral neural network (CinNet). The core module of CinNet is a Volterra-type causal integral term, which aggregates historical features to encode temporal dependence, thereby incorporating temporal causality at the architectural level rather than through training-level modifications as in many existing methods. Building on CinNet, we further develop a causal integral physics-informed neural network (CI-PINN) for solving
evolution equations. Extensive numerical experiments on
benchmark evolution equations demonstrate that the presented method outperforms various baseline PINN variants in terms of solution accuracy, with pronounced superiority under sparse-collocation scenarios. Additional empirical analyses show that CI-PINN exhibits low sensitivity to hyperparameter choices, while ablation studies confirm the effectiveness of the proposed network components.
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All authors Xiaodong Feng, Ziyu Sun, Tao Tang, Xiaoliang Wan, Tao Zhou
Numerical Analysis
Compressed Sensing with Quantized Tensor Trains (QTTs)
Jingchun Shao
The storage and recovery of a vector of length \(2^d\) can become prohibitively expensive as \(d\) grows, a manifestation of the curse of dimensionality. For certain structured functions and multiscale quantities, the resulting discretized vectors admit compact quantized tensor train (QTT) representations after binary tensorization: a length-\(2^d\) vector is reshaped into a \(d\)-way binary tensor with low tensor-train (TT) rank. Motivated by this construction, we study compressed sensing of tensorized signals that combine bounded TT rank with sparse low-order interaction structure, using randomly sampled Walsh–Hadamard measurements. For this structured model class, we establish a uniform restricted isometry property and derive a measurement condition guaranteeing uniqueness of noiseless recovery. We also propose a structure-aware initializer for the alternating linear scheme (ALS), obtained by projecting the adjoint backprojection onto the low-order interaction space before applying TT-SVD. We prove a uniform initialization error bound whose measurement requirement, for fixed structural parameters, grows polynomially with the tensor order \(d\) rather than with the ambient dimension \(2^d\). Numerical experiments support the predicted RIP and initialization scaling and demonstrate more reliable ALS recovery.
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Numerical Analysis
A unified structure-preserving framework for geometric flows with coupled orientation and curvature dependence
Yulin Zhang
We develop a structure-preserving parametric finite element framework for
geometric flows whose energy density couples the unit normal and the
curvature. This class includes bending energies with orientation-dependent rigidity or spontaneous
curvature. A common fully discrete formulation treats closed curves in two dimensions and closed surfaces in three dimensions, and accommodates the $L^2$ flow, curve or surface
diffusion, and the area- or volume-constrained $L^2$ flow. The formulation couples the
geometric and
curvature updates so that their contributions satisfy a discrete energy inequality. It uses continuous piecewise linear elements, a surface energy
matrix, and a mass-lumped projection of the
curvature derivative of the density. For positive densities satisfying a directional condition and convexity in
curvature, we prove energy dissipation without a time-step restriction. The
diffusion and constrained flows also preserve the enclosed area or volume exactly. The analysis allows non-even anisotropies and nonseparable dependence on orientation and
curvature. Numerical experiments exhibit approximately second-order convergence in the
manifold distance and confirm the discrete structural properties. Shape relaxation under an anisotropic Helfrich-type energy illustrates the use of the framework for coupled directional and bending effects.
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