Numerical Analysis
Two-level additive Schwarz preconditioners with GDSW coarse spaces for high-order discretizations in 2D
Tommaso Bevilacqua, Axel Klawonn, Martin Lanser et al. (+1 more)
Two-level overlapping Schwarz preconditioners with Generalized Dryja-Smith-Widlund (GDSW) and Reduced GDSW (RGDSW) coarse spaces for high-order finite element methods (FEM) and virtual element methods (VEM) are investigated and applied to the Poisson problem in 2D. The GDSW coarse space is a well-established robust choice for preconditioners in domain decomposition, while the RGDSW coarse space offers a competitive alternative by reducing the coarse problem dimension while maintaining robustness. On the theoretical side, a condition number bound for both preconditioners is proved for conforming $\mathbb{P}_k$ and $\mathbb{Q}_k$ finite element spaces with explicit dependence on the
polynomial degree $k$. Through numerical experiments on structured triangular and quadrilateral meshes for FEM and on polygonal meshes for VEM, it is demonstrated that both GDSW and RGDSW maintain scalability properties across
polynomial orders up to $k=9$ for selected degrees. The RGDSW approach achieves a reduction in the coarse problem dimension by a factor of approximately three compared to GDSW while maintaining competitive iteration counts.
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All authors Tommaso Bevilacqua, Axel Klawonn, Martin Lanser, Adam Wasiak
Numerical Analysis
Low-cost non-iterative Sylvester solvers for dynamical low-rank approximation of reaction-diffusion equations
Joy Saha, Jun Yang and Peimeng Yin
In this work, we develop low-cost non-iterative Sylvester solvers for dynamical low-rank approximation of reaction-
diffusion equations and incorporate them into a basis-update & Galerkin mass-lumped finite element method (\mbox{BUG-MLFEM}). By incorporating mass lumping via Gauss-Lobatto quadrature, the spatial discretization yields a
matrix differential equation equipped with diagonal positive-definite mass
matrices. We establish the weighted dynamical low-rank approximation (WDLRA) within the Galerkin framework of the MLFEM system, proving the theoretical equivalence between the BUG integrator and MLFEM on low-rank subspaces, which guarantees the discrete well-posedness of the implicit BUG steps. To overcome the severe computational bottleneck of standard $O(m^3+n^3)$ Sylvester solvers, we develop tailored, low-cost non-iterative solvers that exploit the inherent sparse-by-small algebraic structure. Under Dirichlet and Neumann boundary conditions (BCs), the large coefficient
matrices are banded, enabling efficient diagonalization of the small $r \times r$ factor
matrix and reducing the per-step computational complexity to $O((m+n)r^2)$ and storage to $O((m+n)r)$. For periodic BCs, we combine this diagonalization strategy with a rank-2 Sherman-Morrison-Woodbury update to handle wrap-around corner entries at negligible additional cost. Numerical experiments demonstrate first-order temporal and $(k+1)$th-order spatial convergence of the proposed BUG-MLFEM in the discrete $L^2$ norm, where $k$ denotes the
polynomial degree of the finite element space, together with significant computational speedups over existing low-rank integrators.
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Numerical Analysis · Cross-listed from math.OC
A Projection Anderson Acceleration Algorithm for Non-quasi-monotone Variational Inequalities with Hölder Continuous Terms
Xiaojun Chen, C. T. Kelley and Lei Wang
This paper proposes a Projection Anderson Acceleration (PAA)
algorithm for variational inequality (VI) problems, where the underlying function is expressed as a finite sum of Hölder continuous functions and satisfies the $\sigma$-
star strongly monotone condition that includes the
star strong monotonicity with $\sigma = 1$ as a special case. In the absence of quasi-monotonicity and Lipschitz continuity, we establish the evaluation complexity of the PAA
algorithm for finding an approximate solution. Specifically, for the
star strongly monotone VI problems, the PAA
algorithm needs at most $O (\log (\epsilon^{-1}) \epsilon^{2 (\underline{\alpha} - 1)})$ evaluations of the function and projection for finding an $\epsilon$-approximate solution, where $\underline{\alpha} \in (0, 1]$ is the smallest exponent of Hölder continuity of the component functions. We illustrate our theoretical results by numerical examples of non-quasi-monotone complementarity problems and non-monotone semilinear elliptic equations with non-Lipschitz terms.
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Numerical Analysis · Cross-listed from physics.flu-dyn
One-way pressure-independent valves with hysteresis and chattering
Fabio Bagagiolo, Andrea Corli, Stefan Moreti et al. (+1 more)
We propose a model for the one-dimensional isothermal gas flow through a valve in a pipe. The valve aims at keeping the outgoing flow in an assigned interval; moreover, its opening and closing depend on a further parameter. The model is realized by a system of two conservation laws with suitable conditions coupling the ingoing and the outgoing flow. We study the corresponding Riemann problem, where non-classical shocks show up. Although simple, the model allows to study two key oscillatory behaviors of the flow, which are due, respectively, to the chattering of the valve, especially seen in the numerical simulations, and to the stabilizing hysteresis induced by the valve operation. We characterize the states leading to chattering and show how they depend on the parameters of the model. Through several numerical simulations, we study the interplay between the two above phenomena.
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All authors Fabio Bagagiolo, Andrea Corli, Stefan Moreti, Massimiliano D. Rosini
Numerical Analysis
Hyperelastic Modeling of Cardiac Tissue Deformation for Data Registration
Joyce Ghantous, Yves Coudiere and Michael Leguèbe
This work proposes a biomechanical registration framework designed to combine functional optical-mapping data with structural high-resolution MRI of cardiac tissue. The two acquisitions are performed in different mechanical configurations: optical mapping is obtained after stretching the sample, whereas MRI is acquired in a fixed resting state. To estimate the deformation between these configurations, the tissue is modeled as a nearly incompressible transversely isotropic hyperelastic material, and the traction amplitude is identified from optical-map marker positions through an inverse problem. Two-and threedimensional simulations show physically admissible deformations and provide a first proof of concept for the proposed strategy.
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Numerical Analysis
Numerical simulation of biological capsules based on interface-fitted polygonal meshes
Daniele A. Di Pietro, Simon Mendez and Aurelio E. Spadotto
In this work we introduce a numerical framework for the simulation of biological capsules based on meshes that adapt iteration-wise to the shape of the membrane. The discretization leverages a Hybrid High Order method (HHO) to solve a Stokes problem with a source term distributed on the interface between the internal and the external phases. The HHO discretization supports meshes composed of general polygons, permitting to use fitted meshes that can be easily generated by cutting the elements intersected by the interface. Moreover, polygonal meshes allow arbitrarily accurate interface discretizations without introducing bulk degrees of freedom. The presentation of the simulation
algorithm is completed with a proof-of-concept numerical test on a well-established
benchmark: the deformation of an elastic capsule immersed in a shear flow.
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Numerical Analysis
Simultaneous energy and entropy stability of volume-penalisation immersed-boundary methods for the compressible Navier–Stokes equations
Abbas Ballout, Albert Jiménez-Ramos, Gonzalo Rubio et al. (+1 more)
Immersed-boundary methods avoid body-fitted meshes, but the energy or
entropy stability of the underlying flow discretisation does not automatically extend to the immersed treatment. This manuscript analyses the volume-penalised compressible Navier–Stokes equations for both energy and
entropy stability, on the continuous and semi-discrete levels, and integrates the isolated source exactly in time. The source is formulated as a one-parameter family indexed by $\theta$, whose momentum component relaxes the fluid velocity towards the prescribed solid velocity; $\theta$ sets how much of the resulting kinetic-energy loss leaves the domain rather than being converted to internal energy. The two stability requirements impose opposing bounds on $\theta$, with dissipation of the relative total energy requiring $\theta\geq0$ and stability of the mathematical
entropy requiring $\theta\leq1$. Where penalisation acts, both conditions are therefore satisfied if and only if $0\leq\theta\leq1$, and the symmetric value $\theta=1/2$ divides the kinetic-energy loss equally between the domain and the internal energy. We conclude that any
entropy-stable split-form discontinuous Galerkin spectral element method remains semi-discretely
entropy stable once the source is added at the collocation nodes, for stationary and prescribed moving bodies alike.
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All authors Abbas Ballout, Albert Jiménez-Ramos, Gonzalo Rubio, Esteban Ferrer
Numerical Analysis
Space-Time Parallel Direct Numerical Simulation of Rayleigh-Bénard Convection
Thomas Saupe, Thibaut Lunet, Mathis Bode et al. (+3 more)
Rayleigh-Bénard convection (RBC) is a model for turbulent flow and challenging to simulate by direct numerical simulation (DNS). Adequate resolution of all relevant length scales requires very fine grids in space and stability restrictions can dictate small step sizes. In this paper, we investigate the use of parallel spectral deferred correction (SDC) as a high-order time-stepping method to reduce wall-clock times of direct numerical simulation of RBC. Performance results on JUSUF (CPUs) and JUPITER (GPUs) with two different codes show parallel SDC can offer some concurrency along the temporal axis plus larger maximum stable time steps. Taken together, this allows for a reduction of wall-clock time required for simulations over one free-fall time by having to compute fewer steps and being able to mitigate the higher cost per time step through temporal parallelization.
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All authors Thomas Saupe, Thibaut Lunet, Mathis Bode, Robert Speck, Sebastian Götschel, Daniel Ruprecht
Numerical Analysis
Block diagonal preconditioners for arrow-shaped multiple saddle-point linear systems
Luca Bergamaschi and Michele Bergamaschi
We consider multiple saddle-point linear systems with block-arrow structure. We analyze exact and inexact Schur complement based block diagonal preconditioner, by characterizing the
eigenvalues of the preconditioned
matrices in terms of the zeros of specific rational functions. Numerical results onto large tests coming from
liquid crystal modeling and PDE-constrained optimization validate the obtained
eigenvalue bounds
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Numerical Analysis
Provable Method of Moments for Cryo-EM
Amnon Balanov, Tamir Bendory, Dan Edidin et al. (+3 more)
We study the recovery of a three-dimensional volume in single-particle cryo-electron microscopy (cryo-EM) from noisy tomographic projections acquired at unknown viewing rotations, drawn independently and uniformly from $\mathrm{SO}(3)$. We show that, in a spherical-shell representation satisfying an explicit shell-separation condition, the first three moments generically determine the underlying real volume up to its intrinsic global $\mathrm{O}(3)$ ambiguity. The proof is constructive and yields a frequency-marching procedure that successively recovers the volume. Consequently, consistent recovery in the high-noise regime has sample complexity $n=\omega(\sigma^6)$, where $n$ is the number of observations and $\sigma^2$ is the noise variance. Numerical experiments validate the constructive recovery scheme under finite sampling and additive noise, and indicate that direct third-moment optimization can succeed beyond the structural assumptions required by the constructive proof.
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All authors Amnon Balanov, Tamir Bendory, Dan Edidin, Josh Katz, Shay Kreymer, Nir Sharon
Numerical Analysis
Learning Hamiltonians from Trajectory Data with Kernel Methods
Jianyu Hu, David Martin de Diego, Juan-Pablo Ortega et al. (+1 more)
We study the recovery of a
Hamiltonian from discrete trajectory observations using structure-preserving kernel methods. When exact-flow data are fitted through a symplectic one-step scheme, the fixed-step learning target is generally not the physical
Hamiltonian itself, but a scheme-dependent inverse modified
Hamiltonian. For the implicit midpoint and $p$-implicit symplectic Euler methods, we establish the existence of analytic inverse targets and show that their discrepancies from the physical
Hamiltonian are second and first order in the observation step, respectively. Within an RKHS framework, we derive finite-sample reconstruction bounds for random trajectories, allowing dependence among observations from the same trajectory, and separate the error into estimation, approximation, and integrator-induced components. We further establish stability under noisy trajectory observations and develop a multistride Richardson correction that systematically raises the order of the integrator-induced error without requiring additional trajectories. Numerical experiments confirm the predicted scheme-dependent orders, the effect of Richardson correction, and the applicability of the method across several
Hamiltonian systems.
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All authors Jianyu Hu, David Martin de Diego, Juan-Pablo Ortega, Miguel Vaquero
Numerical Analysis
POD-accelerated high-order multiscale method with corrected-basis reconstruction for transient multi-continuum problems
Jiayuan Peng, Hao Dong and Jiale Linghu
Multi-continuum models provide an effective macroscopic description of transient flow in fractured and highly heterogeneous porous media by introducing several interacting state variables at each macroscale location. Although high-order multiscale (HOMS) methods reduce the cost of resolving microscopic heterogeneities while recovering local oscillatory features, repeated solution of the coupled homogenized system and repeated high-order reconstruction remain expensive in long-time and large-scale three-dimensional simulations. This work develops a proper orthogonal decomposition (POD) accelerated HOMS framework for transient multi-continuum problems. A vector-valued POD space is constructed from snapshots of the coupled homogenized solution, and the resulting block system is projected onto a low-dimensional space. Two recovery strategies are considered. The first reconstructs the reduced homogenized fields and performs full HOMS assembly at every output time. The second applies the spatial part of the multiscale recovery operator to retained POD modes offline and evaluates the online solution by direct linear combinations of corrected bases and time-derivative bases. An error estimate between the fully discrete homogenized solution and its POD-reduced approximation is established for the coupled system. A recovered POD-HOMS estimate is then obtained by combining the HOMS consistency error with POD truncation errors propagated through value, gradient, inter-continuum exchange, second-derivative, and time-derivative recovery terms. Numerical experiments for two- and three-dimensional heterogeneous configurations show that the reduced solutions retain the accuracy and local oscillatory behavior of the corresponding HOMS solution while substantially decreasing computational cost.
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Numerical Analysis
Semi-Lagrangian Approximation of Master Equations with Individual Noise on Finite Graphs
Jianbo Cui and Tonghe Dang
We develop and analyze a fully discrete semi-Lagrangian method for vector master equations associated with mean field games (MFGs) with individual noise on finite graphs. The method discretizes both the characteristic
evolution in time and the population variable on the probability simplex. A central challenge is the degeneracy of the transport coefficients near the boundary of the open simplex, where no boundary condition is prescribed. To overcome this difficulty in the analysis, we introduce an interior localization based on exact density characteristics, which keeps numerical arrivals within compact regions of uniform coefficient control. Combined with a closure argument for the coupled numerical recursion, this localization yields local solvability of the updates and quantitative error bounds on compact subsets of the open simplex. Under additional $C^2$-regularity of the exact solution and suitable space–time mesh coupling, these bounds imply first-order accuracy. Furthermore, the density and value trajectories generated by the numerical master feedback converge to the corresponding MFG characteristics at the same rate. In the potential setting, the associated reconstructed density–flux pair is admissible and asymptotically optimal for the planning problem, with an action gap quadratic in the feedback error. Numerical experiments illustrate the convergence rates, feedback responses to population redistribution, and the effects of graph
topology.
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Numerical Analysis
Least-Squares Finite Element Methods with Weakly Imposed Boundary Conditions: Norm and Error Equivalences, Over-Penalization, and Fully Discontinuous Discretizations
Shun Zhang
Weakly imposed boundary conditions in first-order system least-squares methods go back to Jespersen (1977), but two questions have remained open for decades: the right weights, especially for the Neumann residual, whose natural norm $H^{-1/2}$ suggests $h_F$, and norm and error equivalences, especially for indefinite equations. We answer both for general, possibly indefinite, second-order elliptic equations with non-homogeneous mixed boundary conditions. First, for the weights $h_F^{-1}$ on the Dirichlet and $1$ on the Neumann residual, we prove norm and error equivalences with mesh-independent constants for every discrete pair: the error in a mesh-dependent norm is equivalent to the square root of the functional plus a Dirichlet data term. The least-squares solution converges optimally in $H(\mathrm{div};\Omega)\times H^{1}(\Omega)$, and the functional is a reliable and efficient error
estimator, with a recovered flux also for approximations from other methods, even ones violating the boundary conditions. The key idea is to apply the stability of the boundary value problem to pairs that are discrete only in their Dirichlet traces, whose $H^{1/2}$ norm an inverse inequality bounds by the weighted penalty. Second, these weights are the right ones: weaker powers, including $h_F$ on the Neumann boundary, destroy the norm equivalence, and stronger weights are admissible, since the penalty multiplies zero at a comparison function meeting the projected data. Third, for the fully discontinuous counterpart, a pure penalty method with both jumps weighted by $h_F^{-1}$, the error equivalence holds for every discrete pair, also for exact fluxes with normal traces not square integrable on interior faces.
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Numerical Analysis
Strong convergence rate of the implicit midpoint method for stochastic KdV equations
Junjie Li, Xinyan Niu and Chun Li
We establish a strong convergence rate for the implicit midpoint method applied to the periodic
stochastic Korteweg-de Vries equation with additive noise, addressing a question that has remained open since the work of Debussche and Printems. To control nonlinear error growth, we obtain exponential integrability estimates for the exact and comparison solutions using the coercivity of a classical KdV invariant. We then derive local error bounds from estimates for the comparison solutions and control error accumulation through an $L^2$ error propagation identity that isolates a martingale increment. Under $H_0^{9/2}$ regularity assumptions on the noise and the deterministic initial data, we prove that, on every fixed finite time interval, the maximum $L^2(\mathbb{T})$ error at the time points is $O(h)$ in $L^p(\Omega)$ for every $1\le p<\infty$. Notably, the exponential integrability and the convergence rate hold for every damping coefficient $\lambda\ge0$, including the undamped case $\lambda=0$. Numerical experiments confirm the predicted first-order convergence.
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Numerical Analysis
A Structure-Preserving Effective Linear Approximation of the Quantum Boltzmann Collision Operator
Shuang Hu, Bo Lin and Zhenning Cai
We construct a structure-preserving effective linear approximation of the
quantum Boltzmann collision operator for Bose and Fermi gases in the normal phase. For variable hard-sphere kernels, the resulting
Fourier spectral evaluation costs $O(N_v^4\log N_v)$, with $N_v$ velocity nodes per direction and no angular quadrature factor. The continuous operator conserves mass, momentum and energy and satisfies a linearized $H$-
theorem. We also use the operator at local
quantum equilibrium as an approximate collision Jacobian in a modified Newton solver that retains the full nonlinear residual. Numerical tests show smaller errors than the
quantum BGK model in homogeneous relaxation and fewer full collision evaluations for steady Couette and
Fourier flows than the same Newton solver using a
quantum BGK Jacobian.
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Numerical Analysis
Targeted Entropy-Stable Nonlinear Artificial Dissipation for High-Order Spectral-Element Summation-By-Parts Discretizations
Zelalem Arega Worku, Alex Bercik, David C. Del Rey Fernández et al. (+1 more)
Artificial dissipation improves the robustness of high-order methods for under-resolved flows, but can compromise accuracy and suppress physically relevant structures if its strength and spatial distribution are not appropriately controlled. We present a sensor-activated nonlinear artificial-dissipation framework, inspired by the residual correction method, for continuous and discontinuous summation-by-parts discretizations. In contrast to many existing spectral-element dissipation operators that either reduce the formal order of accuracy or target only the highest
polynomial modes, the proposed framework permits design- and higher-order dissipation with explicit control over its magnitude, spatial distribution, activation, and convergence rate under mesh refinement. This modular construction also recovers several existing methods through appropriate choices of its components. The dissipation preserves discrete conservation and semidiscrete
entropy stability whenever the base method satisfies these properties. It is dimensionally consistent, element local, and discretization agnostic, as the added term is constructed independently of the base spatial residual. For smooth solutions under suitable mesh assumptions, we establish parameter choices that retain the formal accuracy of the base discretization. Numerical experiments with summation-by-parts discretizations of the Burgers and Euler equations demonstrate substantially improved robustness for under-resolved flows and flows with shock waves while retaining high-order accuracy for smooth solutions, using the same parameter choices across several test problems. Overall, these results show that targeted dissipation can improve the robustness of high-order methods without excessive damping of resolved flow structures.
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All authors Zelalem Arega Worku, Alex Bercik, David C. Del Rey Fernández, David W. Zingg
Numerical Analysis
Efficient Shallow Ritz Method: 1D Semi-Linear Diffusion-Reaction and Allen-Cahn Equations
Zhiqiang Cai and César Herrera
An efficient shallow Ritz method was developed in [8, 9] for one-dimensional linear
diffusion and
diffusion-reaction problems. In this paper, the method is extended to a nonlinear
diffusion-reaction equation with a cubic reaction term: (1) a basic error estimate of the shallow Ritz discretization is established and (2) a reduced block Newton (rBN) method for solving the resulting non-convex optimization problem is developed. Again, the computational cost of the rBN method is $\mathcal{O}(n)$ for one-dimensional problems, where $n$ is the number of
neurons. Combining a convex splitting scheme for time discretization with the efficient shallow Ritz method, we develop a time-stepping neural network method for solving the Allen-Cahn equation. The unconditional energy stability of the time discretization and an error estimate in the $L^2$ norm are established. Numerical experiments demonstrate that the neural network approach yields accurate solutions for singularly perturbed nonlinear
diffusion-reaction equations and the Allen-Cahn equation. The method effectively resolves interior and boundary layers without oscillations and significantly outperforms the finite element method on fixed uniform meshes.
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