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At least 19 records

An accurate and asymptotically compatible collocation scheme for nonlocal diffusion problems

Here, in this paper, we develop and analyze a collocation scheme for solving the linear nonlocal diffusion problem with general kernels. To approximate the nonlocal diffusion operator, we take a classic trapezoidal rule based on the linear interpolation as the starting point, and then carefully derive a new improved quadrature rule, which is not only more accurate but also could avoid the evaluations of singular integrals. We then use this rule to construct a collocation scheme for solving the nonlocal diffusion equations, that produces a symmetric positive definite stiffness matrix with Toeplitz structure. The proposed scheme is rigorously shown to be of second order accurate with respect to the mesh size for the nonlocal problem with fixed horizon, and in particular, it can achieve higher order accuracy for the commonly used kernels in the literature. Furthermore, we also prove that the scheme is asymptotically compatible, i.e., the approximate solution of the nonlocal diffusion problem converges to the exact solution of the corresponding local PDE problem when the horizon and the mesh size both go to zero. Finally, numerical experiments are presented to verify the theoretical results.

97 MATHEMATICS AND COMPUTING↗

Jacobi collocation scheme for variable-order fractional reaction-subdiffusion equation

We developed a numerical scheme to solve the variable-order fractional linear subdiffusion and nonlinear reaction-subdiffusion equations using the shifted Jacobi collocation method. Basically, a time-space collocation approximation for temporal and spatial discretizations is employed efficiently to tackle these equations. The convergence and stability analyses of the suggested basis functions are presented in-depth. The validity and efficiency of the proposed method are investigated and verified through numerical examples.

97 MATHEMATICS AND COMPUTING↗

Asymptotically compatible reproducing kernel collocation and meshfree integration for the peridynamic Navier equation

Here, we study reproducing kernel (RK) collocation method for peridynamic Navier equation. In the first part, we apply a linear RK approximation to both displacement and dilatation, and then back-substitute dilatation and solve the peridynamic Navier equation in a pure displacement form. The RK collocation scheme converges to the nonlocal limit for a fixed nonlocal interaction length and also to the local limit as nonlocal interactions vanish. The stability is shown by comparing the collocation scheme with the standard Galerkin scheme using Fourier analysis. In the second part, we apply the RK collocation to the quasi-discrete peridynamic Navier equation and show its convergence to the correct local limit when the ratio between the nonlocal length scale and the discretization parameter is fixed. The analysis is carried out on a special family of rectilinear Cartesian grids for the RK collocation method with a designated kernel with finite support. We assume the Lamé parameters satisfy λ ≥ μ to avoid extra assumptions on the nonlocal kernel. Finally, numerical experiments are conducted to validate the theoretical results.

42 ENGINEERING↗

Staggered scheme for the compressible fluctuating hydrodynamics of multispecies fluid mixtures

Here, we present a numerical formulation for the solution of nonisothermal, compressible Navier-Stokes equations with thermal fluctuations to describe mesoscale transport phenomena in multispecies fluid mixtures. The novelty of our numerical method is the use of staggered grid momenta along with a finite volume discretization of the thermodynamic variables to solve the resulting stochastic partial differential equations. The key advantages of the numerical scheme are that it significantly simplifies the discretization of diffusive and stochastic momentum fluxes into a more compact form, and it provides an unambiguous prescription of boundary conditions involving pressure. The staggered grid scheme more accurately reproduces the equilibrium static structure factor of hydrodynamic fluctuations in gas mixtures compared to a collocated scheme described previously by Balakrishnan et al. [Phys. Rev. E 89, 013017 (2014)1539-375510.1103/PhysRevE.89.013017]. The numerical method is tested for ideal noble gases mixtures under various nonequilibrium conditions, such as applied thermal and concentration gradients, to assess the role of cross-diffusion effects, such as Soret and Dufour, on the long-ranged correlations of hydrodynamic fluctuations, which are also more accurately reproduced compared to the collocated scheme. We numerically study giant nonequilibrium fluctuations driven by concentration gradients and fluctuation-driven Rayleigh-Taylor instability in gas mixtures. Wherever applicable, excellent agreement is observed with theory and measurements from the direct simulation Monte Carlo method.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

A computationally efficient method for tempered fractional differential equations with application

This paper investigates the numerical approximation of the tempered fractional integral by using the Sinc-collocation scheme. The algorithm is extended to solve a class of tempered fractional differential equations that converges to the solution with exponential rate. Several numerical examples compare the numerical approximations with the exact solutions. The behavioral responses of the lumped capacitance model with tempered fractional order for transient conduction are investigated. The efficiency and accuracy of the proposed scheme are analyzed in the perspective of the L{sub 2}-norm error and convergence order.

97 MATHEMATICS AND COMPUTING↗

Numerical solution of linear and nonlinear hyperbolic telegraph type equations with variable coefficients using shifted Jacobi collocation method

The telegraph equation is one of the important equations of mathematical physics. In this work, a spectral collocation scheme is proposed for the numerical solutions of one- and two-dimensional linear telegraph equations and telegraph equations with nonlinear forcing term. The homogeneous initial and boundary conditions are satisfied exactly by expanding the unknown variable using polynomial bases of functions which are built upon the Jacobi polynomials. The suggested scheme is successfully developed for the aforementioned problem with nonhomogeneous data. Extensive numerical experiments are presented to verify the efficiency of the proposed scheme.

97 MATHEMATICS AND COMPUTING↗

A Müntz wavelets collocation method for solving fractional differential equations

In this paper, we introduce a new set of wavelets, namely Müntz wavelets. These wavelets are defined based on Müntz Legendre polynomials which have the property of orthogonality. We stabilize the wavelet coefficients by utilizing Jacobi polynomials to construct the modified Müntz wavelets. Next, we present a collocation scheme based on Müntz wavelets for solving fractional differential equations. The fractional derivative is described in the Caputo sense. Some error estimates are given and numerical examples are included to demonstrate the applicability and accuracy of the proposed method. This includes the elastic-dissipative mathematical model of linear mechanical devices known as Boltzman operator.

97 MATHEMATICS AND COMPUTING↗

Asymptotically Compatible Reproducing Kernel Collocation and Meshfree Integration for Nonlocal Diffusion

Reproducing kernel (RK) approximations are meshfree methods that construct shape functions from sets of scattered data. We present an asymptotically compatible (AC) RK collocation method for nonlocal diffusion models with Dirichlet boundary condition. The numerical scheme is shown to be convergent to both nonlocal diffusion and its corresponding local limit as nonlocal interaction vanishes. The analysis is carried out on a special family of rectilinear Cartesian grids for a linear RK method with designed kernel support. The key idea for the stability of the RK collocation scheme is to compare the collocation scheme with the standard Galerkin scheme, which is stable. In addition, assembling the stiffness matrix of the nonlocal problem requires costly computational resources because high-order Gaussian quadrature is necessary to evaluate the integral. We thus provide a remedy to the problem by introducing a quasi-discrete nonlocal diffusion operator for which no numerical quadrature is further needed after applying the RK collocation scheme. The quasi-discrete nonlocal diffusion operator combined with RK collocation is shown to be convergent to the correct local diffusion problem by taking the limits of nonlocal interaction and spatial resolution simultaneously. The theoretical results are then validated with numerical experiments. We additionally illustrate a connection between the proposed technique and an existing optimization based approach based on generalized moving least squares.

97 MATHEMATICS AND COMPUTING↗

A hybrid meshfree discretization to improve the numerical performance of peridynamic models

Efficient and accurate calculation of spatial integrals is of major interest in the numerical implementation of peridynamics (PD). The standard way to perform this calculation is a particle-based approach that discretizes the strong form of the PD governing equation. This approach has rapidly been adopted by the PD community since it offers some advantages. Additionally, it is computationally cheaper than other available schemes, can conveniently handle material separation, and effectively deals with nonlinear PD models. Nevertheless, PD models are still computationally very expensive compared with those based on the classical continuum mechanics theory, particularly for large-scale problems in three dimensions. This results from the nonlocal nature of the PD theory which leads to interactions of each node of a discretized body with multiple surrounding nodes. Here, we propose a new approach to significantly boost the numerical efficiency of PD models. We propose a discretization scheme that employs a simple collocation procedure and is truly meshfree; i.e., it does not depend on any background integration cells. In contrast to the standard scheme, the proposed scheme requires a much smaller set of neighboring nodes (keeping the same physical length scale) to achieve a specific accuracy and is thus computationally more efficient. Our new scheme is applicable to the case of linear PD models and within neighborhoods where the solution can be approximated by smooth basis functions. Therefore, to fully exploit the advantages of both the standard and the proposed schemes, a hybrid discretization is presented that combines both approaches within an adaptive framework. The high performance of the developed framework is illustrated by several numerical examples, including brittle fracture and corrosion problems in two and three dimensions.

42 ENGINEERING↗

Spanning the Gap From Bulk to Bin: A Novel Spectral Microphysics Method

Microphysics methods for climate models and numerical weather prediction typically track one, two, or three moments of a droplet size distribution for various categories of liquid, ice, and aerosol. Such methods rely on conversion parameters between these categories, which introduces uncertainty into predictions. While higher-fidelity options such as bin and Lagrangian schemes exist, they require too many degrees of freedom for climate modeling applications and introduce numerical challenges. Here we introduce a flexible spectral microphysics method based on collocation of basis functions. This method generalizes to a linear bulk scheme when using few basis functions and to a smoothed bin scheme with more degrees of freedom. Tested in an idealized box setting, the method improves spectral accuracy for droplet collision-coalescence and may eliminate the need for precipitation autoconversion rates required by bulk methods; furthermore, it generalizes well to multimodal distributions with less complexity than a bin method. The potential to extend this collocation representation to multiple hydrometeor classes suggests a path forward to unify liquid, ice, and aerosol microphysics in a single, flexible, computational framework for climate modeling.

54 ENVIRONMENTAL SCIENCES↗

Accurate numerical, integral methods for computing drift-kinetic Trubnikov-Rosenbluth potentials

A novel numerical method is employed to compute the integral form of the axi-symmetric Trubnikov-Rosenbluth potentials. Two methods for quadrature in pitch-angle are described and their convergence properties are studied. Careful attention is given to quadrature over a singular Green's function. Here it is shown that an infinite series representation of the Green's function can be used more efficiently than its closed form involving complete elliptic integrals. Then a collocation method in speed, with its associated quadrature scheme, is laid out and its convergence properties are studied. Using the proposed scheme, accurate low-order moments of the field collision operator are obtained using relatively few velocity space degrees of freedom. The scheme is showcased by solving for the equilibrium, axi-symmetric bootstrap current in tokamaks. A C 0 Gauss-Lobatto-Legendre finite element pitch-angle basis with vertex nodes at the trapped/passing boundary is shown, in the context of the integral methods used, to be much more efficient than the more common Legendre polynomial expansion.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Gradient flow based phase-field modeling using separable neural networks

Allen–Cahn equation is a reaction–diffusion equation and is widely used for modeling phase separation. Machine learning methods for solving the Allen–Cahn equation in its strong form suffer from inaccuracies in collocation techniques, errors in computing higher-order spatial derivatives, and the large system size required by the space–time approach. To overcome these challenges, we propose solving the gradient flow of the Ginzburg–Landau free energy functional, which is equivalent to the Allen–Cahn equation, thereby avoiding the second-order spatial derivatives associated with the Allen–Cahn equation. A minimizing movement scheme is employed to solve the gradient flow problem, eliminating the complexities of a space–time approach. We utilize a separable neural network that efficiently represents the phase field through low-rank tensor decomposition. As we use the minimizing movement scheme to numerically solve the gradient flow problem, we thus, refer to the proposed method as the Separable Deep Minimizing Movement (SDMM) method. The evaluation of the functional in the minimizing movement scheme using the Gauss quadrature technique bypasses the inaccuracies associated with collocation techniques traditionally used to solve partial differential equations. A hyperbolic tangent transformation is introduced on the phase field prior to the evaluation of the functional to ensure that it remains strictly bounded within the values of the two phases. For this transformation, theoretical guarantee for energy stability of the minimizing movement scheme is established. Our results suggest that this transformation helps to improve the accuracy and efficiency significantly. The proposed method resolves the challenges faced by state-of-the-art machine learning techniques, outperforming them in both accuracy and efficiency. It is also the first machine learning method to achieve an order of magnitude speed improvement over the finite element method. In addition to its formulation and computational implementation, several case studies illustrate the applicability of the proposed method.

42 ENGINEERING↗

Tensor Network Space-Time Spectral Collocation Method for Time-Dependent Convection-Diffusion-Reaction Equations

Emerging tensor network techniques for solutions of partial differential equations (PDEs), known for their ability to break the curse of dimensionality, deliver new mathematical methods for ultra-fast numerical solutions of high-dimensional problems. Here, we introduce a Tensor Train (TT) Chebyshev spectral collocation method, in both space and time, for the solution of the time-dependent convection-diffusion-reaction (CDR) equation with inhomogeneous boundary conditions, in Cartesian geometry. Previous methods for numerical solution of time-dependent PDEs often used finite difference for time, and a spectral scheme for the spatial dimensions, which led to a slow linear convergence. Spectral collocation space-time methods show exponential convergence; however, for realistic problems they need to solve large four-dimensional systems. We overcome this difficulty by using a TT approach, as its complexity only grows linearly with the number of dimensions. We show that our TT space-time Chebyshev spectral collocation method converges exponentially, when the solution of the CDR is smooth, and demonstrate that it leads to a very high compression of linear operators from terabytes to kilobytes in TT-format, and a speedup of tens of thousands of times when compared to a full-grid space-time spectral method. These advantages allow us to obtain the solutions at much higher resolutions.

97 MATHEMATICS AND COMPUTING↗

A Bimodal Diagnostic Cloud Fraction Parameterization. Part I: Motivating Analysis and Scheme Description

Cloud fraction parameterizations are beneficial to regional, convection-permitting numerical weather prediction. For its operational regional midlatitude forecasts, the Met Office uses a diagnostic cloud fraction scheme that relies on a unimodal, symmetric subgrid saturation-departure distribution. This scheme has been shown before to underestimate cloud cover and hence an empirically based bias correction is used operationally to improve performance. This first of a series of two papers proposes a new diagnostic cloud scheme as a more physically based alternative to the operational bias correction. The new cloud scheme identifies entrainment zones associated with strong temperature inversions. Additionally, for model grid boxes located in this entrainment zone, collocated moist and dry Gaussian modes are used to represent the subgrid conditions. The mean and width of the Gaussian modes, inferred from the turbulent characteristics, are then used to diagnose cloud water content and cloud fraction. It is shown that the new scheme diagnoses enhanced cloud cover for a given gridbox mean humidity, similar to the current operational approach. It does so, however, in a physically meaningful way. Using observed aircraft data and ground-based retrievals over the southern Great Plains in the United States, it is shown that the new scheme improves the relation between cloud fraction, relative humidity, and liquid water content. An emergent property of the scheme is its ability to infer skewed and bimodal distributions from the large-scale state that qualitatively compare well against observations. A detailed evaluation and resolution sensitivity study will follow in Part II.

54 ENVIRONMENTAL SCIENCES↗

A Generalized Sampling and Preconditioning Scheme for Sparse Approximation of Polynomial Chaos Expansions

We propose an algorithm for recovering sparse orthogonal polynomial expansions via collocation. A standard sampling approach for recovering sparse polynomials uses Monte Carlo sampling, from the density of orthogonality, which results in poor function recovery when the polynomial degree is high. Our proposed approach aims to mitigate this limitation by sampling with respect to the weighted equilibrium measure of the parametric domain and subsequently solves a preconditioned $\ell^1$-minimization problem, where the weights of the diagonal preconditioning matrix are given by evaluations of the Christoffel function. Our algorithm can be applied to a wide class of orthogonal polynomial families on bounded and unbounded domains, including all classical families. We present theoretical analysis to motivate the algorithm and numerical results that show our method is superior to standard Monte Carlo methods in many situations of interest. In conclusion, numerical examples are also provided to demonstrate that our proposed algorithm leads to comparable or improved accuracy even when compared with Legendre- and Hermite-specific algorithms.

97 MATHEMATICS AND COMPUTING↗

Computational and analytical comparison of flux discretizations for the semiconductor device equations beyond Boltzmann statistics

We compare three thermodynamically consistent numerical fluxes known in the literature, appearing in a Voronoï finite volume discretization of the van Roosbroeck system with general charge carrier statistics. Our discussion includes an extension of the Scharfetter–Gummel scheme to non-Boltzmann (e.g. Fermi–Dirac) statistics. It is based on the analytical solution of a two-point boundary value problem obtained by projecting the continuous differential equation onto the interval between neighboring collocation points. Hence, it serves as a reference flux. The exact solution of the boundary value problem can be approximated by computationally cheaper fluxes which modify certain physical quantities. One alternative scheme averages the nonlinear diffusion (caused by the non-Boltzmann nature of the problem), another one modifies the effective density of states. To study the differences between these three schemes, we analyze the Taylor expansions, derive an error estimate, visualize the flux error and show how the schemes perform for a carefully designed p-i-n benchmark simulation. We present strong evidence that the flux discretization based on averaging the nonlinear diffusion has an edge over the scheme based on modifying the effective density of states.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗