Numerical Analysis · Cross-listed from physics.comp-ph
Polyconvex neural-network surrogates with learned paired directional features for anisotropic hyperelastic homogenization
S. Ares de Parga, A. Cornejo, J. A. Hernández et al. (+1 more)
Approximating the effective anisotropic hyperelastic response of a representative volume element (RVE) requires constitutive expressiveness, mechanical consistency, and computational efficiency. This work develops a polyconvex physics-augmented neural network (PANN) construction based on paired directional features whose orientations, stretch powers, and determinant exponents adapt to the RVE response. The features are composed with convex, componentwise nondecreasing cores, realized as an input-convex neural network (ICNN) or an input-convex Kolmogorov-Arnold network (ICKAN). The complete energies satisfy objectivity, an exactly stress-free reference, two-dimensional polyconvexity, and prescribed growth conditions by construction, and nonnegative energy is certified separately for the selected models. On a multicavity and a single-cavity periodic
cell, these energies are compared with an Unconstrained energy, trained identically without the
curvature and growth constraints, and with three hyperreduced projection-based reduced-order models (HPROMs), which serve as physics-based references. On the first
cell, learning the features lowers the stress error sevenfold, and six features suffice on both. The constrained energies remain below one percent in stress error and in the displacement error of a tensile-coupon FE$^2$ application with a full-order reference, whereas the Unconstrained energy and the HPROMs are more accurate inside the data. Beyond the data, however, the Unconstrained energy loses rank-one convexity, and under confined compression it stops below half of the 500 MPa that the constrained energies reach. These results quantify what the guarantees cost in accuracy and what they secure beyond the data.
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All authors S. Ares de Parga, A. Cornejo, J. A. Hernández, R. Rossi
Numerical Analysis
Variational neural transport for aggregation-diffusion equations
Qianyi Li and Hailiang Liu
We develop a neural transport framework for nonlinear, nonlocal aggregationdiffusion equations arising in chemotaxis,
polymer dynamics, and related applications. Based on the Onsager variational principle, we reformulate the governing equation as a constrained optimal control problem, taking the velocity field as the control and evolving the density via the associated continuity equation. The velocity field is parameterized by a neural network trained on the variational objective evaluated along particle trajectories. By coupling the density and generalized score equations into a single system solved via the Euler method, the score function propagates efficiently for loss evaluation. Furthermore, we establish a rigorous error analysis that decomposes the total error into approximation, optimization, Monte Carlo sampling, and time-discretization components, and prove corresponding error bounds. Numerical experiments across several representative models demonstrate the accuracy and effectiveness of the proposed approach.
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Numerical Analysis · Cross-listed from math.AP
A Framework for Arbitrary-Order Electromagnetic Field Approximation Based on Analytical Solutions of Maxwell's Equations
David Wei Ge
The standard Yee finite-difference time-domain (FDTD)
algorithm uses Maxwell's equations to replace first order temporal derivatives with spatial curls. In this work, the relation is extended to arbitrary orders: a Time-Space
Theorem establishes the correspondence between higher-order temporal derivatives and successively higher-order spatial curl operators. Based on this relation, an arbitrary-order framework for electromagnetic field approximations is developed. The framework constructs higher temporal orders through higher curl orders and permits different spatial discretizations and curl-estimation techniques, thereby providing a general basis for developing numerical
algorithms of arbitrary orders. As one implementation, an arbitrary-order FDTD
algorithm is constructed using staggered time and space stepping together with recursive curl estimations. Numerical simulations of an initial-value problem are performed for temporal approximation orders from second to tenth order while the spatial and temporal step sizes are kept fixed. Comparisons with the analytical solution show that the errors decrease rapidly and monotonically with increasing approximation order. These results demonstrate the practical potential of the framework for high-accuracy electromagnetic computation and provide a basis for further development of arbitrary-order numerical methods.
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Numerical Analysis · Cross-listed from eess.SY
Symbolic-Permutation-Based Direct Sparse Jacobian Assembly for Accelerated Power-Flow Analysis
Tianshi Cheng and Venkata Dinavahi
The repeated assembly of the sparse Jacobian
matrix constitutes a primary computational bottleneck in the Newton-Raphson power-flow analysis. Through an algebraic equivariance analysis of the Jacobian
matrix, this paper proposes a direct sparse Jacobian assembly method based on symbolic permutation. By pre-applying the permutation to the admittance
matrix during a one-time symbolic phase, the runtime bus-type projection overhead is entirely eliminated. Consequently, complex Jacobian differentiation and global
matrix assembly fuse into a single operation, yielding a single-pass, branchless
algorithm that streams values directly into contiguous
memory. The framework is realized in the open-source RustPower solver.
Benchmarks on IEEE test systems and PEGASE 9241 demonstrate that the proposed assembly is 24.4-30.1x faster than the MATPOWER- style baseline and 6.0-7.8x faster than the Schafer-Braun optimized assembly. End-to-end, the grid-level solve time is 11.7x-154.3x faster than pandapower 3.5.4 with Numba, while leaving numerical results and convergence behavior unchanged. Compared with the native C++ LightSim2Grid 1.0.0, grid-level performance is comparable on IEEE 39 and 1.3x-1.8x faster on IEEE 118 and the PEGASE systems. The method extends directly to general problems where a sparse Jacobian inherits its structure from a static network operator, including transient stability analysis, EMT simulation, and OPF Hessian assembly.
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Numerical Analysis
Median randomized quasi-Monte Carlo for nested integration
Arved Bartuska, Yang Liu and Raúl Tempone
Nested integrals $\int f\left(\int g(\boldsymbol{y},\boldsymbol{x})\mathrm{d}{}\boldsymbol{x}\right)\mathrm{d}{}\boldsymbol{y}$ where $\boldsymbol{y}\in[0,1]^{d_1}$ and $\boldsymbol{x}\in[0,1]^{d_2}$ frequently arise in
Bayesian experimental design, medical decision making, and computational finance. Statistical
estimators for nested integrals are more computationally demanding than for standard integrals. Recent studies demonstrate that the median randomized quasi-Monte Carlo (mRQMC) method achieves super-
polynomial convergence rates for analytic integrands. We extend mRQMC methods to nested integrations and propose a novel double-loop mRQMC
estimator with super-
polynomial convergence rate if both the inner and outer integrands are analytic. Established
estimators for nested integrals, such as double-loop or multilevel Monte Carlo, are by contrast limited to algebraic convergence rates. However, expected information gain (EIG) applications from experimental design typically do not fulfill this condition due to a lack of regularity in the outer integrand. We address this through a theoretically-grounded importance sampling regularization scheme. Although super-
polynomial convergence rates remain achievable for the inner integral, only the algebraic rate $\alpha+3/2-\epsilon$ for any $\epsilon>0$ can be theoretically guaranteed for the outer integral in the EIG, where $\alpha\in\mathbb{N}\cup\{0\}$ denotes the order of the mixed derivatives of the regularized outer integrand. Our approach shows substantial improvements over double-loop randomized quasi-Monte Carlo methods based on the sample mean in moderately high-dimensional settings for a simple
polynomial example. Moreover, we demonstrate improved convergence behavior of the median-based
estimator for the more challenging setting of EIG estimation.
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Numerical Analysis · Cross-listed from cs.CE
Mesh-Native Tokenisation: Retrofitting Foundation Models to Unstructured Data
Georg Maierhofer, Miles Cranmer and Payel Mukhopadhyay
Physics foundation models are an increasingly popular approach for building versatile emulators for spatiotemporal systems. They require tokenisation layers that lift physical field data into a latent representation suitable for dynamic processing. A typical choice for this layer is a convolutional encoder, which lifts field information in a locality-aware way and can be trained very efficiently. However, this choice cannot be applied to a large class of scientific computing problems where data are represented on unstructured meshes, for example simulations on domains with curved boundaries. Such data typically require graph neural network architectures, which are more expensive to train and, in the form currently used, encode information differently from their CNN counterparts, thus limiting the portability of physics emulators between these data regimes. In this work we introduce Mesh-Native Convolution (MNC), a locality-aware tokenisation layer that encodes unstructured mesh-based data in a way that is analogous to CNNs. This approach leads to models that can be trained once on mesh data and then deployed to arbitrary unstructured meshes, even if these are irregular, with minimal retraining. We show that this tokenisation approach can be used to retrofit grid-pretrained foundation models efficiently on unstructured meshes and provide theoretical results to confirm the consistency of this approach with classical CNN encoders. We demonstrate the favourable performance of this retrofitting approach, which in many cases reaches acceptable accuracy even in zero-shot deployment, and outperforms existing baselines after only a few epochs of fine-tuning, thus providing an efficient bridge between the two data regimes.
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Numerical Analysis
Fourier Transform-Based Computation of Two-Electron Four-Center Coulomb Repulsion Integrals
William Chen, Lior Silberman, Ury Segal et al. (+1 more)
We present a
Fourier-based method for evaluating two-electron four-center Coulomb repulsion integrals over Slater-type orbitals. Spherical
Fourier-Bessel coefficients of the convolution factors are precomputed and reused. Since the spherical part of the integral can be evaluated directly, there remains only a one-dimensional quadrature problem in the radial direction. For the ten reference integrals reported here, the largest absolute discrepancy is $1.7\times10^{-9}$. A preliminary resident-cache
benchmark computes approximately $4.2\times10^5$ unique integrals per second on an NVIDIA V100 at the contraction stage.
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All authors William Chen, Lior Silberman, Ury Segal, Chen Greif
Numerical Analysis
A neural characteristic mapping method: Lagrangian PINNs based on flow maps for transport-dominated problems
Martin Campos Pinto, Victor Fournet, Emmanuel Franck et al. (+2 more)
We propose a novel numerical method for transport-dominated problems using Physics-Informed Neural Networks (PINNs). In such problems, the solution can develop large gradients and fine structures over time. This is particularly challenging for classical PINNs, which represent the solution itself. In our approach, rather than the solution, we choose to approximate the flow map of the equation. The solution is then recovered by pulling back the exact initial condition, so that its fine structures are produced by the map rather than represented by the network. Our method is constructed by approximating the flow map of the equation with multiple PINNs, one per time subinterval, and composing them using the semigroup property of the flow, so that each network only has to represent a map close to the identity. To highlight the advantages of our method compared to classical PINNs or classical numerical schemes, we present numerical results on the linear advection equation, the incompressible Euler equation in vorticity formulation, the Vlasov-Poisson equation, and finally a drift-kinetic equation.
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All authors Martin Campos Pinto, Victor Fournet, Emmanuel Franck, Philipp Krah, Victor Michel-Dansac
Numerical Analysis
Volume Sampling and Spectral Equalization in Randomized Alternating Projections
Alireza Entezari, Arunava Banerjee and Leila Kalantari
We study a family of randomized alternating projection methods that alternate among subspaces spanned by subsets of \(n\) vectors from a prescribed set. We derive an explicit characterization of performance bounds when these subspaces are sampled with probabilities proportional to the volumes subtended by the vectors in their corresponding subsets. For each \(n\), the bound is obtained through an explicit nonlinear transformation of the spectrum of an associated
matrix. Our analysis reveals an explicit spectral equalization mechanism that drives the spectrum toward improved conditioning as $n$ increases, establishing an unexpected connection between volume sampling and the Cayley-Hamilton
theorem. Furthermore, we introduce a computationally efficient uniform sampling scheme that achieves comparable theoretical guarantees through a specific relaxation strategy. Empirical results show that this relaxation method achieves convergence rates comparable to, and often better than, volume sampling, while avoiding the infeasibility of volume sampling at large scale. Besides the randomized Kaczmarz, these results also directly apply to randomized Gauss-Seidel and coordinate descent methods.
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Numerical Analysis · Cross-listed from cs.MS
asdex: Automatic Sparse Differentiation in JAX
Adrian Hill and Guillaume Dalle
Many tasks in scientific computing and machine learning require the Jacobian or Hessian
matrix of a function. Automatic differentiation (AD) computes these derivatives to machine precision, but materializing a dense $m \times n$ Jacobian requires $n$ forward-mode or $m$ reverse-mode AD passes, one per column or row. For a large class of functions, each output depends on only a few inputs, making the derivative
matrix sparse. Automatic sparse differentiation (ASD) exploits this structure in four steps: detection of the input-agnostic sparsity pattern, coloring of a graph to group columns or rows that can share an AD pass, compressed differentiation to compute a compressed derivative
matrix with one AD pass per color, and finally decompression into the original sparsity pattern. The number of colors, and hence of AD passes, is often independent of the problem dimension: a banded Jacobian with $b$ contiguous bands, for instance, only ever requires $b$ colors, regardless of its size. asdex offers the first standalone ASD toolkit in the popular JAX ecosystem. With $\texttt{asdex.jacobian}$ and $\texttt{asdex.hessian}$, it provides sparse drop-in replacements for $\texttt{jax.jacobian}$ and $\texttt{jax.hessian}$.
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Numerical Analysis
A Fast and Stable Square-Root-Free Unitary Core-Chasing Algorithm
Mónica Esquivel-Rosado, Jared L. Aurentz, Giovanni Barbarino et al. (+1 more)
Symmetric and
unitary matrices are among the most important classes of structured
matrices admitting efficient and stable
eigenvalue algorithms. Notable examples include structure-preserving variants of the QR
algorithm and their square-root-free counterparts. For
unitary matrices, these
algorithms were historically derived from recurrence relations for orthogonal
polynomials on the unit circle. A
matrix-based derivation using core chasing was later given in [3]; this family of
algorithms is backward stable, but the underlying
symmetries needed to cast out the square roots were not identified, and the question of structured backward stability was left open. In this paper we present a
matrix-based derivation of the symmetric
unitary core-chasing
algorithm and use it to obtain a square-root-free variant. We give a
matrix-based proof of backward stability and show that strict structured backward stability is impossible in general. Open-source Fortran code and numerical experiments demonstrate that the combination of exploiting the
symmetry and removing the square roots reduces computation time without degrading accuracy.
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All authors Mónica Esquivel-Rosado, Jared L. Aurentz, Giovanni Barbarino, María C. Quintana
Numerical Analysis
Variational Derivation of the Weak Form for Viscous Flows Involving Free Surfaces with Implications for Geodynamic Simulations
Karim Norouzi Moghanjoghi, Javier Garcia Pintado, Daniel R. Shapero et al. (+1 more)
Geodynamic simulations involve solving the Stokes equations, where boundary conditions play a crucial role in governing internal dynamics and surface topography
evolution. A common approach is to model the interface in contact with air as a free surface. This interface is stress-free and deforms in response to internal force balances, which is essential for understanding processes ranging from rifted margins to subduction. However, a free surface can introduce instabilities and oscillations in the numerical solution, commonly known as the "drunken sailor" instability, forcing the use of small time steps. Geodynamic models therefore often employ stabilization terms based on the gravitational effect of free-surface motion. To date, these terms have been derived primarily on a heuristic basis. Here, we apply variational calculus to the energy-minimization formulation of incompressible Stokes flow. Using the Gateaux derivative, we derive the complete weak form for a deforming free-surface domain and show that the stabilization terms arise naturally from the free-surface assumption. We consider the linear-viscosity case and identify two boundary-integral contributions: one associated with internal viscous deformation and the other with gravitational body force. Two
benchmark cases demonstrate the consistency of the derived formulation with previously proposed stabilization approaches. Our results provide a mathematical foundation for the commonly used
gravity stabilization and identify an additional viscous boundary contribution.
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All authors Karim Norouzi Moghanjoghi, Javier Garcia Pintado, Daniel R. Shapero, Marta Perez-Gussinye
Numerical Analysis · Cross-listed from cond-mat.soft
A structure-preserving neural density functional for the ions of a polymer electrolyte
Liyao Lyu
Predicting the structure and response of inhomogeneous
polymer electrolytes requires a description of ion correlations that retains molecular-scale accuracy while remaining transferable across spatial scales and geometries. We develop a neural density functional for electrolytes that preserves spatial
symmetries, thermodynamic integrability and the Noether identities, with perfect screening recovered in stable, noncritical bulk states. Its nonlinear density dependence captures the concentration-dependent correlations missed by a pair closure, including a crossover from enhanced to suppressed long-wavelength number fluctuations at strong coupling. The functional describes density profiles at an untrained salt concentration and predicts bulk structure factors and the long-wavelength number response. Trained solely on planar density and internal-force profiles from molecular dynamics, the functional predicts ionic structure in larger domains and in two-dimensional external fields. On the same ion data, it is more accurate than three other neural density-functional architectures and keeps its accuracy with a quarter of the training runs, where the errors of the best alternative grow by about two thirds. The spatial transferability provides a necessary foundation for connecting molecular correlations to continuum predictions at larger scales.
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Numerical Analysis
A posteriori error estimation for coarse or distorted meshes
Franz Chouly, Michel Duprez, Claudio Lobos et al. (+1 more)
Finite element simulations carried out on meshes issued from real-world geometries - patient-specific anatomies, scanned industrial parts, fractured media - almost never satisfy the shape-regularity assumptions under which classical a posteriori error analysis is written. Practitioners are therefore left without a quantitative answer to a very legitimate question: how wrong is my simulation when my mesh is coarse and contains badly shaped elements? In this work, we study to which extent equilibrated flux
estimators can provide such an answer. Indeed, they deliver a guaranteed and fully computable upper bound of the energy-norm discretization error, with a constant equal to one; and, crucially for the present study, its derivation uses no shape-regularity, quasi-uniformity or angle condition. The only
geometric ingredient is the Poincaré constant on a single
cell, which Payne and Weinberger showed to be at most hK /pi on any convex
cell K, however distorted (hK being the
cell size). Mesh quality affects the local efficiency - the sharpness of the
estimator - but never its reliability, so that the failure mode under distortion is pessimism rather than false confidence.
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All authors Franz Chouly, Michel Duprez, Claudio Lobos, Zuqi Tang
Numerical Analysis
Model Order Reduction for Parametric Dissipative Quantum Systems
Bernard Haasdonk, Benjamin Stamm and Zhuoyao Zeng
We consider reduced basis approximations of non-
equilibrium steady states of parameter-dependent Lindbladians, whose ambient
matrix space grows exponentially with system size. We give a unified structural view of the problem through its characterizations as an
eigenvalue problem or as a trace-constrained source problem. Building on these characterizations, we propose a residual-driven reduced basis framework for both formulations. Under the assumption of a unique steady state, we derive residual-based state-error estimates, and establish (sub-)exponential convergence of the greedy
algorithms under real-analytic parameter dependence of the problem data. Numerical experiments on boundary-driven Fermi–Hubbard and dissipative XYZ chains support the analysis and suggest that the trace-constrained greedy method offers the best overall balance of accuracy and computational cost.
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Numerical Analysis
Mathematical foundation of symmetric fast Fourier transform
Weifeng Hou, Kai Jiang and Jingfei Tang
In this work, we study the fast
Fourier transform (FFT) of discrete data with crystallographic
symmetry, for which standard FFT
algorithms incur substantial redundant computation. We establish a rigorous mathematical theory of the symmetric fast
Fourier transform (SFFT) for $n$-dimensional crystallographic groups and propose the SFFT and symmetric inverse fast
Fourier transform (SIFFT)
algorithms. We derive
symmetry-reduction formulas for both linear and translational
symmetries and unify them into a recursive framework. We analyze the arithmetic complexity to obtain theoretical speedup factors relative to the standard FFT, and we confirm the accuracy and efficiency of the proposed methods by numerical experiments on representative three-dimensional space groups.
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Numerical Analysis
Data-Driven Free-Energy Learning from Trajectories via Structure-Preserving Exponential Time Differencing
Wenshuai Hu, Guanghua Ji and Xiao Li
Structure-preserving numerical methods for gradient flows have been extensively developed when the governing equations and free energies are known. However, accurately predicting dynamics from observational data while preserving intrinsic physical properties remains challenging. Although neural operators, such as
Fourier neural operators (FNOs), provide powerful data-driven approximations, their predictions do not inherently guarantee physical structure preservation. To address this challenge, we integrate deep learning with structure-preserving exponential time differencing (ETD) methods. Instead of directly learning the
evolution operator, we introduce a *trajectory-inferred free energy* (TIFE), which reconstructs the unknown energy density from observed trajectories through a Duhamel-based learning framework. The learned energy determines the variational force and stabilization parameter, enabling structure-preserving numerical
evolution. We further extend the framework to jointly identify the free energy and
diffusion coefficient. Under suitable assumptions, we establish the maximum-bound principle, unconditional dissipation of the original learned energy, and error estimates incorporating discretization and inference errors. Numerical experiments demonstrate accurate energy recovery and reliable long-time predictions.
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Numerical Analysis
Acceleration of Newton's method for nonlinear algebraic systems by preflattening and elimination techniques
Ngoc Do Quyen Dang, Ibtihel Ben Gharbia, Clément Cancès et al. (+1 more)
In this paper, we propose a new approach called preflattening to speed up the resolution of nonlinear algebraic systems by Newton-type methods. Preflattening is meant to be for nonlinear systems what preconditioning is for linear ones. The idea is to transform the system into an equivalent one that is more favorable to Newton's method. To this end, we introduce the notion of flatness, which is intended to play for nonlinear systems a role similar to that of the condition number for linear systems. For a physical model of interest in the geosciences, namely the chemical
equilibrium problem, we combine this strategy with the nonlinear elimination technique and demonstrate the value of the resulting approach through numerical simulations.
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All authors Ngoc Do Quyen Dang, Ibtihel Ben Gharbia, Clément Cancès, Quang Huy Tran
Numerical Analysis
Boundary integral equation based solvers for elastic transmission problems in complex media
V. Domínguez and C. Turc
We present a boundary integral equation (BIE) framework for two-dimensional time-harmonic elastic transmission problems. Using the Helmholtz decomposition, the elastodynamic displacement fields are expressed in terms of scalar pressure and shear potentials, so that only the four classical Helmholtz boundary integral operators are needed. The key step is a rewriting of the Navier traction operator in the local normal–tangential frame of the interface, in which second-order normal derivatives are eliminated in favour of tangential derivatives and
curvature terms. This leads to a one-parameter family of indirect combined field integral equations, depending on a coupling constant $\alpha\ne 0$, which we prove to be uniquely solvable. The principal part of the resulting operator is, however, defective, and the discretized systems are severely ill-conditioned. Using the pseudodifferential calculus of the Helmholtz BIOs, we construct explicit left and right analytical preconditioners and prove that the preconditioned operator is a compact perturbation of the identity. Numerical experiments based on high-order Nyström discretizations confirm that the preconditioner clusters the spectrum: the number of GMRES iterations becomes independent of the discretization and is reduced by one order of magnitude or more, also in the high-frequency regime and for non-convex scatterers.
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Numerical Analysis
Finite volume discretization and normalized gradient flow for computing minimizers of the rotating Gross-Pitaevskii energy
Quentin Chauleur, Guillaume Dujardin and Robin Roussel
We study the approximation by a finite volume scheme of the stationary Gross-Pitaevskii equation with angular momentum rotation. We prove that, under standard mesh regularity assumptions, the discrete global minimizers converge to the continuous one as the mesh diameter tends to zero. Moreover, under a spectral gap assumption on the Hessian of the discrete energy, we prove that solutions to a normalized continuous gradient flow converges exponentially fast to such discrete minimizers. Additionally, we show that this previous discrete spectral gap assumption can be derived from similar hypotheses in the continuous setting. We support our theoretical results with numerical simulations, which broaden the scope of the analysis.
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