The eXtended virtual element method for elliptic problems with weakly singular solutions
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97 MATHEMATICS AND COMPUTING↗
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A variational mimetic finite difference method for elliptic interface problems on non-matching polytopal meshes with geometric interface inconsistencies
A new variational mimetic finite difference method for elliptic interface problems with perfect and imperfect thermal contacts on non-matching polytopal meshes with geometric interface inconsistencies is developed and analyzed theoretically and numerically. The method is defined on multiple non-matching submeshes with gaps and overlaps along their interfaces. The discrete equations are derived from a minimization problem for the augmented Dirichlet functional. For a perfect thermal contact, the functional uses a modified mimetic gradient with extended stencil which couples unknowns from both sides of an interface, as well as penalty terms to enforce weak continuity of temperature across the interface. The method leads to a symmetric positive definite matrix for any scaling of the penalty terms. For an imperfect thermal contact, the Dirichlet functional is supplemented with a quadratic jump term along the interface related to the interface thermal resistance. We prove that the method conserves the total heat flux across each interface. In conclusion, the obtained results are verified with numerical experiments showing convergence in the discrete L 2 and L ∞ norms.
97 MATHEMATICS AND COMPUTING↗
jaxhps: An elliptic PDE solver built with machine learning in mind
Elliptic partial differential equations (PDEs) can model many physical phenomena, such as electrostatics, acoustics, wave propagation, and diffusion. In scientific machine learning settings, a high-throughput PDE solver may be required to generate a training dataset, run in the inner loop of an iterative algorithm, or interface directly with a deep neural network. To provide value to machine learning users, such a PDE solver must be compatible with standard automatic differentiation frameworks, scale efficiently when run on graphics processing units (GPUs), and maintain high accuracy for a large range of input parameters. We have designed the jaxhps package with these use-cases in mind by implementing a highly efficient and accurate solver for elliptic problems with native hardware acceleration and automatic differentiation support.
97 MATHEMATICS AND COMPUTING↗
A discontinuous piecewise polynomial generalized moving least squares scheme for robust finite element analysis on arbitrary grids
A variational approach is developed with a meshless discretization to enable accurate and robust numerical simulation of partial differential equations for meshes that are of poor quality. Traditional finite element methods use the mesh to both discretize the geometric domain and to define the finite element shape functions. The latter creates a dependence between the quality of the mesh and the properties of the finite element basis that may adversely affect the accuracy of the discretized problem. Here, we propose a new approach for defining finite element shape functions that breaks this dependence and separates mesh quality from the discretization quality, which we call discontinuous piecewise polynomial generalized moving least squares (DPP-GMLS). At the core of the approach is a meshless definition of the shape functions, which limits the purpose of the mesh to representing the geometric domain and integrating the basis functions without having any role in their approximation quality. The resulting non-conforming space can be utilized within a standard discontinuous Galerkin framework, providing a rigorous foundation for solving partial differential equations on low-quality meshes. We present a collection of numerical experiments demonstrating our approach in a wide range of settings: strongly coercive elliptic problems, linear elasticity in the compressible regime, and the stationary Stokes problem. We demonstrate convergence for all problems and stability for element pairs for problems which usually require inf-sup compatibility for conforming methods, also referring to a minor modification possible through the symmetric interior penalty Galerkin framework for stabilizing element pairs that would otherwise be traditionally unstable. Mesh robustness is particularly critical for elasticity, and we provide an example that our approach provides a greater than 5 x improvement in accuracy and allows for taking an 8 x larger stable timestep for a highly deformed mesh, compared to the continuous Galerkin finite element method.
97 MATHEMATICS AND COMPUTING↗
Efficient shallow Ritz method for 1D diffusion problems
This paper studies the shallow Ritz method for solving the one-dimensional diffusion problem. It is shown that the shallow Ritz method improves the order of approximation dramatically for non-smooth problems. To realize this optimal or nearly optimal order of the shallow Ritz approximation, we develop a damped block Newton (dBN) method that alternates between updates of the linear and non-linear parameters. Per each iteration, the linear and the non-linear parameters are updated by exact inversion and one step of a modified, damped Newton method applied to a reduced non-linear system, respectively. The computational cost of each dBN iteration is $\mathcal{O}$(n). Starting with the non-linear parameters as a uniform partition of the interval, numerical experiments show that the dBN is capable of efficiently moving mesh points to nearly optimal locations. In conclusion, to improve the efficiency of the dBN further, we propose an adaptive damped block Newton (AdBN) method by combining the dBN with the adaptive neuron enhancement (ANE) method [28].
Diffusion problems↗
Explicit block encodings of boundary value problems for many-body elliptic operators
Simulation of physical systems is one of the most promising use cases of future digital quantum computers. In this work we systematically analyze the quantum circuit complexities of block encoding the discretized elliptic operators that arise extensively in numerical simulations for partial differential equations, including high-dimensional instances for many-body simulations. When restricted to rectangular domains with separable boundary conditions, we provide explicit circuits to block encode the many-body Laplacian with separable periodic, Dirichlet, Neumann, and Robin boundary conditions, using standard discretization techniques from low-order finite difference methods. To obtain high-precision, we introduce a scheme based on periodic extensions to solve Dirichlet and Neumann boundary value problems using a high-order finite difference method, with only a constant increase in total circuit depth and subnormalization factor. We then present a scheme to implement block encodings of differential operators acting on more arbitrary domains, inspired by Cartesian immersed boundary methods. We then block encode the many-body convective operator, which describes interacting particles experiencing a force generated by a pair-wise potential given as an inverse power law of the interparticle distance. This work provides concrete recipes that are readily translated into quantum circuits, with depth logarithmic in the total Hilbert space dimension, that block encode operators arising broadly in applications involving the quantum simulation of quantum and classical many-body mechanics.
Kharazi, Tyler [University of California, Berkeley↗
Adaptive Interface-PINNs (AdaI-PINNs): An Efficient Physics-Informed Neural Networks Framework for Interface Problems
Here, we present an efficient physics-informed neural networks (PINNs) framework, termed Adaptive Interface-PINNs (AdaI-PINNs), to improve the modeling of interface problems with discontinuous coefficients and/or interfacial jumps. This framework is an enhanced version of its predecessor, Interface PINNs or I-PINNs (Sarma et al.; https://doi.org/10.1016/j.cma.2024.117135), which involves domain decomposition and assignment of different predefined activation functions to the neural networks in each subdomain across a sharp interface, while keeping all other parameters of the neural networks identical. In AdaI-PINNs, the activation functions vary solely in their slopes, which are trained along with the other parameters of the neural networks. This makes the AdaI-PINNs framework fully automated without requiring preset activation functions. Comparative studies on one-dimensional, two-dimensional, and three-dimensional benchmark elliptic interface problems reveal that AdaI-PINNs outperform I-PINNs, reducing computational costs by 2-6 times while producing similar or better accuracy.
97 MATHEMATICS AND COMPUTING↗
Optimization problems governed by systems of PDEs with uncertainties
This paper reviews current theoretical and numerical approaches to optimization problems governed by partial differential equations (PDEs) that depend on random variables or random fields. Such problems arise in many engineering, science, economics and societal decision-making tasks. This paper focuses on problems in which the governing PDEs are parametrized by the random variables/fields, and the decisions are made at the beginning and are not revised once uncertainty is revealed. Examples of such problems are presented to motivate the topic of this paper, and to illustrate the impact of different ways to model uncertainty in the formulations of the optimization problem and their impact on the solution. A linear–quadratic elliptic optimal control problem is used to provide a detailed discussion of the set-up for the risk-neutral optimization problem formulation, study the existence and characterization of its solution, and survey numerical methods for computing it. Different ways to model uncertainty in the PDE-constrained optimization problem are surveyed in an abstract setting, including risk measures, distributionally robust optimization formulations, probabilistic functions and chance constraints, and stochastic orders. Furthermore, approximation-based optimization approaches and stochastic methods for the solution of the large-scale PDE-constrained optimization problems under uncertainty are described. Some possible future research directions are outlined.
Heinkenschloss, Matthias [Rice Univ., Houston, TX ↗
An adaptive and stability-promoting layerwise training approach for sparse deep neural network architecture
This work presents a two-stage adaptive framework for progressively developing deep neural network (DNN) architectures that generalize well for a given training data set. In the first stage, a layerwise training approach is adopted where a new layer is added each time and trained independently by freezing parameters in the previous layers. We impose desirable structures on the DNN by employing manifold regularization, sparsity regularization, and physics-informed terms. We introduce a ε – δ – stability-promoting concept as a desirable property for a learning algorithm and show that employing manifold regularization yields a ε – δ stability-promoting algorithm. Further, we also derive the necessary conditions for the trainability of a newly added layer and investigate the training saturation problem. In the second stage of the algorithm (post-processing), a sequence of shallow networks is employed to extract information from the residual produced in the first stage, thereby improving the prediction accuracy. Numerical investigations on prototype regression and classification problems demonstrate that the proposed approach can outperform fully connected DNNs of the same size. Moreover, by equipping the physics-informed neural network (PINN) with the proposed adaptive architecture strategy to solve partial differential equations, we numerically show that adaptive PINNs not only are superior to standard PINNs but also produce interpretable hidden layers with provable stability. As a result, we also apply our architecture design strategy to solve inverse problems governed by elliptic partial differential equations.
42 ENGINEERING↗
Robust Optimal Experimental Design of Infinite-Dimensional Bayesian Nonlinear Inverse Problems
Abstract. We consider robust optimal experimental design (ROED) for nonlinear Bayesian inverse problems governed by partial differential equations (PDEs). An optimal design is one that maximizes some utility quantifying the quality of the solution of an inverse problem. However, the optimal design is dependent on elements of the inverse problem such as the simulation model, the prior, or the measurement error model. ROED aims to produce an optimal design that is aware of the additional uncertainties encoded in the inverse problem and remains optimal even after variations in them. We follow a worst-case scenario approach to develop a new framework for robust optimal design of nonlinear Bayesian inverse problems. The proposed framework (a) is scalable and designed for infinite-dimensional Bayesian nonlinear inverse problems constrained by PDEs; (b) develops efficient approximations of the utility, namely the expected information gain; (c) employs eigenvalue sensitivity techniques to develop analytical forms and efficient evaluation methods of the gradient of the utility with respect to the uncertainties against which we wish to be robust; and (d) employs a probabilistic optimization paradigm that properly defines and efficiently solves the resulting combinatorial max-min optimization problem. The effectiveness of the proposed approach is illustrated for optimal sensor placement problem in an inverse problem governed by an elliptic PDE.
Chowdhary, Abhijit↗
Quantum properties of non-Dirichlet boundary conditions in gravity
The Euclidean path integral for gravity is enriched by the addition of boundaries, which provide useful probes of thermodynamic properties. Common boundary conditions include Dirichlet conditions on the boundary induced metric; microcanonical conditions, which refers to fixing some components of the Brown-York boundary stress tensor; and conformal conditions, in which the conformal structure of the induced metric and the trace of the extrinsic curvature are fixed. Boundaries also present interesting problems of consistency. The Dirichlet problem is known, under various (and generally different) conditions, to be inconsistent with perturbative quantization of graviton fluctuations, to exhibit thermodynamic instability, or to require infinite fine-tuning in the presence of matter fluctuations. We extend some of these results to other boundary conditions. We find that similarly to the Dirichlet problem, the graviton fluctuation operator is not elliptic with microcanonical boundaries, and the nonelliptic modes correspond to “boundary-moving diffeomorphisms.” However, we argue that microcanonical factorization of path integrals—essentially, the insertion of microcanonical constraints on two-sided surfaces in the bulk—is not affected by the same issues of ellipticity. We also show that for a variety of matter field boundary conditions, matter fluctuations renormalize the gravitational bulk and boundary terms differently, so that the classical microcanonical or conformal variational problems are not preserved unless an infinite fine-tuning is performed.
Draper, Patrick [Univ. of Illinois at Urbana-Champ↗
Spectrally Stabilized Interface Capturing Formulation and Implementation in Nek5000/NekRS
This report documents the formulation of a novel level-set method for incompressible two-phase flows in the continuous Galerkin (CG) high order spectral element framework. The overall method hinges on a novel implementation of the spectral vanishing viscosity (SVV) operator for the stabilization of linear/non-linear hyperbolic problems. The multidimensional SVV convolution kernels, which in essence, have a similar effect as a high pass filter applied to the derivatives, are formulated by exploiting the tensor product form, analogous to the construction of the usual stiffness matrix system. The resulting kernels are directionally decoupled and ensure a linear, symmetric positive definite, elliptic matrix operator. The SVV formulation is demonstrated to provide a robust stabilizing mechanism through challenging linear and non-linear hyperbolic problems, including problems pertinent to the level-set formulation. The two-phase framework conceptualized herein is based on the conservative level-set (CLS) method which represents the interface between the fluids by the 0.5 iso-contour of the smoothed Heaviside function. The CLS method is augmented with a preconditioning procedure for interface normals using the signed distance function which precludes the manifestation of spurious oscillations in the vicinty of the interface. Further, the existing mixed explicit-implicit approach for the solution of Navier-Stokes equations in Nek5000, as described in Tomboulides et al, is augmented with a pressure coefficient splitting approach for the Poisson equation, which greatly accelerated the convergence of pressure solver for two-phase systems with large density ratio. The robustness and accuracy of the overall two-phase method is demonstrated through canonical challenging problems involving high density and viscosity ratios, with and without surface tension. The two-phase formulation is wholly implemented in Nek5000 and the SVV stabilization method is implemented in NekRS, which is the essential precursor to the two-phase framework, undergoing active development.
97 MATHEMATICS AND COMPUTING↗
Integral Kernel Methods for Nonlinear Parabolic-Elliptic Systems
Nonlinear parabolic-elliptic systems arise in many physical, biological, and chemical phenomena such as chemotaxis, ion transport, self-gravitating particles, and Brownian vortices. Existing methods struggle with the strong coupling and high nonlinearity and nonlocality of some of these systems, especially the ill-conditioned, convection-dominated problems. To overcome numerical difficulties, current approaches rely on initial guesses, preconditioning, or iterative techniques with no convergence guarantees. They might suffer from poor scalability, large memory usage, and difficulty to parallelize. Inspired by the connection of parabolic-elliptic systems to stochastic processes, we introduce a novel meshless, monolithic, and fully explicit method that naturally encapsulates the elliptic and parabolic operators into a single step which updates each node deterministically with global information. By being fully quadrature-based, it avoids solving systems of discretized equations and does not utilize initial guesses or preconditioning, while requiring little memory and being easy to parallelize. We first derive the method in an integral kernel formulation with quadratic complexity in the number of integration nodes and then leverage kernel-independent fast multipole methods (FMM) to present a scalable algorithm with linear complexity. We provide numerical examples for the Poisson-Nernst-Planck equations in one, two, and three dimensions, together with the derivation of the integral kernel for each case. Furthermore, the examples demonstrate the fast convergence and scalability of the FMM-accelerated algorithm, as well as its suitability for convection-dominated problems, making it competitive against traditional PDE solvers.
PDE systems↗
An Adaptive Newton-Based Free-Boundary Grad–Shafranov Solver
Equilibria in magnetic confinement devices result from force balancing between the Lorentz force and the plasma pressure gradient. In an axisymmetric configuration like a tokamak, such an equilibrium is described by an elliptic equation for the poloidal magnetic flux, commonly known as the Grad–Shafranov equation. It is challenging to develop a scalable and accurate free-boundary Grad–Shafranov solver, since it is a fully nonlinear optimization problem that simultaneously solves for the magnetic field coil current outside the plasma to control the plasma shape. In this work, we develop a Newton-based free-boundary Grad–Shafranov solver using adaptive finite elements and preconditioning strategies. The free-boundary interaction leads to the evaluation of a domain-dependent nonlinear form of which its contribution to the Jacobian matrix is achieved through shape calculus. The optimization problem aims to minimize the distance between the plasma boundary and specified control points while satisfying two nontrivial constraints, which correspond to the nonlinear finite element discretization of the Grad–Shafranov equation and a constraint on the total plasma current involving a nonlocal coupling term. The linear system is solved by a block factorization, and AMG is called for subblock elliptic operators. The unique contributions of this work include the treatment of a global constraint, preconditioning strategies, nonlocal reformulation, and the implementation of adaptive finite elements. Furthermore, it is found that the resulting Newton solver is robust, successfully reducing the nonlinear residual to 1e-6 and lower in a small handful of iterations while addressing the challenging case to find a Taylor state equilibrium where conventional Picard-based solvers fail to converge.
70 PLASMA PHYSICS AND FUSION TECHNOLOGY↗
Hardware acceleration for HPS algorithms in two and three dimensions
We provide a flexible, open-source framework for hardware acceleration, namely massively-parallel execution on general-purpose graphics processing units (GPUs), applied to the hierarchical Poincaré–Steklov (HPS) family of algorithms for building fast direct solvers for linear elliptic partial differential equations. To take full advantage of the power of hardware acceleration, we propose two variants of HPS algorithms to improve performance on two- and three-dimensional problems. In the two-dimensional setting, we introduce a novel recomputation strategy that minimizes costly data transfers to and from the GPU; in three dimensions, we modify and extend the adaptive discretization technique of Geldermans and Gillman [1] to greatly reduce peak memory usage. We provide an open-source implementation of these methods written in JAX, a high-level accelerated linear algebra package, which allows for the first integration of a high-order fast direct solver with automatic differentiation tools. We conclude with extensive numerical examples showing our methods are fast and accurate on two- and three-dimensional problems.
Fast direct solvers↗
Mixed gauge-global symmetries, elliptic modes, and black hole thermodynamics in Hořava-Lifshitz gravity
In Hořava-Lifshitz gravity, a putative consistent theory of quantum gravity for which there is evidence for both black hole thermodynamics and a holographic construction, spacetime is endowed with a preferred dynamical spacelike foliation. The theory has a leaf reparameterization symmetry that is neither global nor local gauge, hyperbolic and elliptic equations of motion, a lack of splittability, and universal horizon black hole solutions. The reparameterization symmetry is “mixed”: it is a local symmetry in one coordinate yet global on each leaf. More broadly it is an example of both unfree and projectable gauge symmetries. The mixed symmetry and associated charge has not yet been accounted for in calculations of universal horizon thermodynamics in Hořava-Lifshitz gravity. This has led to problems, in particular the failure of the first law in a class of asymptotically AdS solutions where the normal to the leaves of the foliation is not aligned with the time translation Killing vector at infinity. We show how the dynamics of the charge corresponding to this symmetry coupled with the other features above resolves this issue. We then briefly comment how this mixed symmetry, the corresponding charge, and the elliptic equations of motion also conspire to evade recent holographic arguments for only local gauge fields in consistent theories of quantum gravity due to the lack of splittability of the elliptic equation and associated mode.
Global Symmetries↗
Rigid-Mode Limit of the Yokoya Matrix Formalism and the Burov-Lebedev Dispersion Equation
Transverse single-bunch instabilities of space-charge-dominated coasting beams with round and flat transverse geometries are studied using a unified dispersion-relation framework. The analysis combines the Burov-Lebedev formalism, which captures space-charge tune spread, Landau damping, and instability threshold behavior, with Yokoya’s projection method for representing coherent transverse mode structure and its dependence on beam aspect ratio. In the rigid-beam limit, the formulation reduces to a scalar dispersion relation of Burov-Lebedev paper. For non-rigid transverse oscillations, truncation of Yokoya’s Hermite-based expansion yields a finite-dimensional matrix eigenvalue problem in which space-charge and coupling impedance effects enter through Burov-Lebedev–type denominators. This approach provides a consistent basis for comparing rigid and non-rigid instability behavior in round and flat beams and for assessing the role of beam ellipticity in modifying coherent mode structure and stability thresholds.
43 PARTICLE ACCELERATORS↗
Application of Lagrangian techniques for calculating the on-axis rotational transform
The Floquet exponents of periodic field lines are studied through the variations of the magnetic action on the magnetic axis, which is assumed to be elliptical. The near-axis formalism developed by Mercier, Solov'ev and Shafranov is combined with a Lagrangian approach. The on-axis Floquet exponent is shown to coincide with the on-axis rotational transform. A discrete solution suitable for numerical implementation is introduced, which gives the Floquet exponents as solutions to an eigenvalue problem. This discrete formalism expresses the exponents as the eigenvalues of a $6$ X $6$ matrix.
70 PLASMA PHYSICS AND FUSION TECHNOLOGY↗