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Results for “nonlocal diffusion equations”

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At least 19 records

A Probabilistic Scheme for Semilinear Nonlocal Diffusion Equations with Volume Constraints

This work presents a probabilistic scheme for solving semilinear nonlocal diffusion equations with volume constraints and integrable kernels. The nonlocal model of interest is defined by a time-dependent semilinear partial integro-differential equation (PIDE), in which the integro-differential operator consists of both local convection-diffusion and nonlocal diffusion operators. Here, our numerical scheme is based on the direct approximation of the nonlinear Feynman–Kac formula that establishes a link between nonlinear PIDEs and stochastic differential equations. The exploitation of the Feynman–Kac representation avoids solving dense linear systems arising from nonlocal operators. Compared with existing stochastic approaches, our method can achieve first-order convergence after balancing the temporal and spatial discretization errors, which is a significant improvement of existing probabilistic/stochastic methods for nonlocal diffusion problems. Error analysis of our numerical scheme is established. The effectiveness of our approach is shown in two numerical examples. The first example considers a three-dimensional nonlocal diffusion equation to numerically verify the error analysis results. The second example presents a physics problem motivated by the study of heat transport in magnetically confined fusion plasmas.

97 MATHEMATICS AND COMPUTING↗

Analysis of Anisotropic Nonlocal Diffusion Models: Well-posedness of Fractional Problems for Anomalous Transport

We analyze the well-posedness of an anisotropic, nonlocal diffusion equation. Establishing an equivalence between weighted and unweighted anisotropic nonlocal diffusion operators in the vein of unified nonlocal vector calculus, we apply our analysis to a class of fractional-order operators and present rigorous estimates for the solution of the corresponding anisotropic anomalous diffusion equation. Furthermore, we extend our analysis to the anisotropic diffusion-advection equation and prove well-posedness for fractional orders s ∊ [0.5, 1). We also present an application of the advection-diffusion equation to anomalous transport of solutes.

97 MATHEMATICS AND COMPUTING↗

An asymptotically compatible approach for Neumann-type boundary condition on nonlocal problems

In this paper we consider 2D nonlocal diffusion models with a finite nonlocal horizon parameter δ characterizing the range of nonlocal interactions, and consider the treatment of Neumann-like boundary conditions that have proven challenging for discretizations of nonlocal models. We propose a new generalization of classical local Neumann conditions by converting the local flux to a correction term in the nonlocal model, which provides an estimate for the nonlocal interactions of each point with points outside the domain. While existing 2D nonlocal flux boundary conditions have been shown to exhibit at most first order convergence to the local counter part as δ → 0, the proposed Neumann-type boundary formulation recovers the local case as O(δ 2 ) in the L∞(Ω) norm, which is optimal considering the O(δ 2 ) convergence of the nonlocal equation to its local limit away from the boundary. We analyze the application of this new boundary treatment to the nonlocal diffusion problem, and present conditions under which the solution of the nonlocal boundary value problem converges to the solution of the corresponding local Neumann problem as the horizon is reduced. To demonstrate the applicability of this nonlocal flux boundary condition to more complicated scenarios, we extend the approach to less regular domains, numerically verifying that we preserve second-order convergence for non-convex domains with corners. Finally, based on the new formulation for nonlocal boundary condition, we develop an asymptotically compatible meshfree discretization, obtaining a solution to the nonlocal diffusion equation with mixed boundary conditions that converges with O(δ 2 ) convergence.

97 MATHEMATICS AND COMPUTING↗

Nonlocal Kernel Network (NKN): a Stable and Resolution-Independent Deep Neural Network.

Neural operators have recently become popular tools for designing solution maps between function spaces in the form of neural networks. Differently from classical scientific machine learning approaches that learn parameters of a known partial differential equation (PDE) for a single instance of the input parameters at a fixed resolution, neural operators approximate the solution map of a family of PDEs [6, 7]. Despite their success, the uses of neural operators are so far restricted to relatively shallow neural networks and confined to learning hidden governing laws. In this work, we propose a novel nonlocal neural operator, which we refer to as nonlocal kernel network (NKN), that is resolution independent, characterized by deep neural networks, and capable of handling a variety of tasks such as learning governing equations and classifying images. Our NKN stems from the interpretation of the neural network as a discrete nonlocal diffusion reaction equation that, in the limit of infinite layers, is equivalent to a parabolic nonlocal equation, whose stability is analyzed via nonlocal vector calculus. The resemblance with integral forms of neural operators allows NKNs to capture long-range dependencies in the feature space, while the continuous treatment of node-to-node interactions makes NKNs resolution independent. The resemblance with neural ODEs, reinterpreted in a nonlocal sense, and the stable network dynamics between layers allow for generalization of NKN’s optimal parameters from shallow to deep networks. This fact enables the use of shallow-to-deep initialization techniques [8]. Our tests show that NKNs outperform baseline methods in both learning governing equations and image classification tasks and generalize well to different resolutions and depths.

97 MATHEMATICS AND COMPUTING↗

A self-consistent hybrid model of kinetic striations in low-current argon discharges

A self-consistent hybrid model of standing and moving striations was developed for low-current DC discharges in noble gases. We introduced the concept of surface diffusion in phase space ( r , u ) (where u denotes the electron kinetic energy) described by a tensor diffusion in the nonlocal Fokker–Planck kinetic equation for electrons in the collisional plasma. Electrons diffuse along surfaces of constant total energy ε = u - eφ ( r ) between energy jumps in inelastic collisions with atoms. Numerical solutions of the 1d1u kinetic equation for electrons were obtained by two methods and coupled to ion transport and Poisson solver. We studied the dynamics of striation formation in Townsend and glow discharges in argon gas at low discharge currents using a two-level excitation-ionization model and a ‘full-chemistry’ model, which includes stepwise and Penning ionization. Standing striations appeared in Townsend and glow discharges at low currents, and moving striations were obtained for the discharge currents exceeding a critical value. These waves originate at the anode and propagate towards the cathode. We have seen two types of moving striations with the two-level and full-chemistry models, which resemble the s and p striations previously observed in the experiments. Simulations indicate that processes in the anode region could control moving striations in the positive column plasma. The developed model helps clarify the nature of standing and moving striations in DC discharges of noble gases at low discharge currents and low gas pressures.

Physics↗

Physics of turbulence spreading and explicit nonlocality

In this paper, we systematically derive a model for turbulence spreading from the basic kinetic equation. The model contains explicit nonlocal nonlinear diffusion and nonlocal growth. When the nonlocality scale parameter δ b (banana width) vanishes, this model reduces to the usual turbulence spreading model. We elucidate the mechanisms of nonlinear saturation and nonlocal growth. Results show that nonlocal effects, especially the nonlocal growth, thicken the turbulence spreading front and increase the speed of front propagation. More turbulence intensity penetrates the stable region when δ b increases. The penetration depth Δ p is proportional to $ \delta_b/L_T $, therefore the fraction of turbulence in the unstable region scales as 1 – δ b* . Lastly, the transport scales the same way.

70 PLASMA PHYSICS AND FUSION TECHNOLOGY↗

Efficient quadrature rules for finite element discretizations of nonlocal equations

In this paper we design efficient quadrature rules for finite element discretizations of nonlocal diffusion problems with compactly supported kernel functions. Two of the main challenges in nonlocal modeling and simulations are the prohibitive computational cost and the nontrivial implementation of discretization schemes, especially in three-dimensional settings. In this work we circumvent both challenges by introducing a parametrized mollifying function that improves the regularity of the integrand, utilizing an adaptive integration technique, and exploiting parallelization. We first showthat the “mollified” solution converges to the exact one as the mollifying parameter vanishes, then we illustrate the consistency and accuracy of the proposed method on several two- and three-dimensional test cases. Furthermore, we demonstrate the good scaling properties of the parallel implementation of the adaptive algorithm and we compare the proposed method with recently developed techniques for efficient finite element assembly.

97 MATHEMATICS AND COMPUTING↗

Electron kinetics in a positive column of AC discharges in a dynamic regime

Abstract We have performed hybrid kinetic-fluid simulations of a positive column in alternating current (AC) argon discharges over a range of driving frequencies f and gas pressure p for the conditions when the spatial nonlocality of the electron energy distribution function (EEDF) is substantial. Our simulations confirmed that the most efficient conditions of plasma maintenance are observed in the dynamic regime when time modulations of mean electron energy (temperature) are substantial. The minimal values of the root mean square electric field and the electron temperature have been observed at f/p values of about 3 kHz Torr −1 in a tube of radius R = 1 cm. The ionization rate and plasma density reached maximal values under these conditions. The numerical solution of a kinetic equation allowed accounting for the kinetic effects associated with spatial and temporal nonlocality of the EEDF. Using the kinetic energy of electrons as an independent variable, we solved an anisotropic tensor diffusion equation in phase space. We clarified the role of different flux components during electron diffusion in phase space over surfaces of constant total energy. We have shown that the kinetic theory uncovers a more exciting and rich physics than the classical ambipolar diffusion (Schottky) model. Non-monotonic radial distributions of excitation rates, metastable densities, and plasma density have been observed in our simulations at pR > 6 Torr cm. The predicted off-axis plasma density peak in the dynamic regime has never been observed in experiments so far. We hope our results stimulate further experimental studies of the AC positive column. The kinetic analysis could help uncover new physics even for such a well-known plasma object as a positive column in noble gases.

Physics↗

Efficient quadrature rules for finite element discretizations of nonlocal equations

Here, in this paper, we design efficient quadrature rules for finite element (FE) discretizations of nonlocal diffusion problems with compactly supported kernel functions. Two of the main challenges in nonlocal modeling and simulations are the prohibitive computational cost and the nontrivial implementation of discretization schemes, especially in three-dimensional settings. In this work, we circumvent both challenges by introducing a parametrized mollifying function that improves the regularity of the integrand, utilizing an adaptive integration technique, and exploiting parallelization. We first show that the “mollified” solution converges to the exact one as the mollifying parameter vanishes, then we illustrate the consistency and accuracy of the proposed method on several two- and three-dimensional test cases. Furthermore, we demonstrate the good scaling properties of the parallel implementation of the adaptive algorithm and we compare the proposed method with recently developed techniques for efficient FE assembly.

97 MATHEMATICS AND COMPUTING↗

A FETI approach to domain decomposition for meshfree discretizations of nonlocal problems

We propose a domain decomposition method for the efficient simulation of nonlocal problems. Our approach is based on a multi-domain formulation of a nonlocal diffusion problem where the subdomains share “nonlocal” interfaces of the size of the nonlocal horizon. This system of nonlocal equations is first rewritten in terms of minimization of a nonlocal energy, then discretized with a meshfree approximation and finally solved via a Lagrange multiplier approach in a way that resembles the finite element tearing and interconnect method. Specifically, we propose a distributed projected gradient algorithm for the solution of the Lagrange multiplier system, whose unknowns determine the nonlocal interface conditions between subdomains. Several two-dimensional numerical tests on problems as large as 191 million unknowns illustrate the strong and the weak scalability of our algorithm, which outperforms the standard approach to the distributed numerical solution of the problem. Finally, this work is the first rigorous numerical study in a two-dimensional multi-domain setting for nonlocal operators with finite horizon and, as such, it is a fundamental step towards increasing the use of nonlocal models in large scale simulations.

42 ENGINEERING↗

Analysis of Tempered Fractional Operators

Tempered fractional operators are useful in models for subsurface transport and diffusion due to their ability to capture anomalous diffusion: a behavior which the classical partial differential equation models cannot describe. We analyze tempered fractional operators within the nonlocal vector calculus framework in order to assimilate them to the rigorous mathematical structure developed for nonlocal models. First, we show they are special instances of generalized nonlocal operators in correspondence of a proper choice of nonlocal kernels. Then, we work towards showing tempered fractional operators are equivalent to truncated fractional operators. These truncated operators are useful because they are less computationally intensive than the tempered operators.

97 MATHEMATICS AND COMPUTING↗

Development and assessment of models for turbulent Rayleigh-Taylor mixing using the macroscopic forcing method

Reynolds-Averaged Navier Stokes (RANS) simulations are a popular method for designing ICF experiments, and accurate mixing models are crucial for these simulations to give good predictions. To this end, the present work seeks to demonstrate the Macroscopic Forcing Method (MFM) as a tool for both improving existing RANS models as well as assessing RANS model forms. First, MFM analysis from Lavacot et al. (Phys. Rev. Fluids, 2025) is used to develop the k–L–F model, an extension of the k–L model of Dimonte and Tipton (Phys. Fluids, 2006) that incorporates nonlocality through addition of a turbulent species flux transport equation. MFM is then applied to the k–L–F model along with the k–L and BHR–4 models to assess their forms and compare the model-implied eddy diffusivity moments to those measured from high-fidelity simulations. Furthermore, the analysis reveals that models incorporating nonlocality (k–L–F and BHR–4) match the high-fidelity simulation data better than purely local models (k–L), both in terms of mean fields and eddy diffusivity moments. However, all of the considered RANS models struggle to match temporal moments at high Atwood numbers, highlighting the importance of temporal nonlocality in these regimes and the need for additional improvement even among models incorporating nonlocality.

general physics↗

An end-to-end deep learning method for solving nonlocal Allen–Cahn and Cahn–Hilliard phase-field models

Here, we propose an efficient end-to-end deep learning method for solving nonlocal Allen–Cahn (AC) and Cahn–Hilliard (CH) phase-field models. One motivation for this effort emanates from the fact that discretized partial differential equation-based AC or CH phase-field models result in diffuse interfaces between phases, with the only recourse for remediation is to severely refine the spatial grids in the vicinity of the true moving sharp interface whose width is determined by a grid-independent parameter that is substantially larger than the local grid size. In this work, we introduce non-mass conserving nonlocal AC or CH phase-field models with regular, logarithmic, or obstacle double-well potentials. Because of non-locality, some of these models feature totally sharp interfaces separating phases. The discretization of such models can lead to a transition between phases whose width is only a single grid cell wide. Another motivation is to use deep learning approaches to ameliorate the otherwise high cost of solving discretized nonlocal phase-field models. To this end, loss functions of the customized neural networks are defined using the residual of the fully discrete approximations of the AC or CH models, which results from applying a Fourier collocation method and a temporal semi-implicit approximation. To address the long-range interactions in the models, we tailor the architecture of the neural network by incorporating a nonlocal kernel as an input channel to the neural network model. We then provide the results of extensive computational experiments to illustrate the accuracy, predictive capabilities, and cost reductions of the proposed method.

42 ENGINEERING↗

Control of Fractional Diffusion Problems via Dynamic Programming Equations

In this study, we explore the approximation of feedback control of integro-differential equations containing a fractional Laplacian term. To obtain feedback control for the state variable of this nonlocal equation, we use the Hamilton–Jacobi–Bellman equation. It is well known that this approach suffers from the curse of dimensionality, and to mitigate this problem we couple semi-Lagrangian schemes for the discretization of the dynamic programming principle with the use of Shepard approximation. This coupling enables approximation of high-dimensional problems. Numerical convergence toward the solution of the continuous problem is provided together with linear and nonlinear examples. The robustness of the method with respect to disturbances of the system is illustrated by comparisons with an open-loop control approach.

97 MATHEMATICS AND COMPUTING↗

A multifidelity method for a nonlocal diffusion model

Nonlocal models feature a finite length scale, referred to as the horizon, such that points separated by a distance smaller than the horizon interact with each other. Such models have proven to be useful in a variety of settings. However, due to the reduced sparsity of discretizations, they are also generally computationally more expensive compared to their local differential equation counterparts. In this work, we introduce a multifidelity Monte Carlo method that combines the high-fidelity nonlocal model of interest with surrogate models that use coarser grids and/or smaller horizons and thus have lower fidelities and lower costs. Using the multifidelity method, the overall computational cost of uncertainty quantification is reduced without compromising accuracy. It is shown for a one-dimensional nonlocal diffusion example that speedups of up to two orders of magnitude can be achieved using the multifidelity method to estimate the expectation of an output of interest.

97 MATHEMATICS AND COMPUTING↗

Analysis of Tempered Fractional Operators

Tempered fractional operators provide an improved predictive capability for modeling anomalous effects that cannot be captured by standard partial differential equations. These effects include subdiffusion and superdiffusion (i.e. the mean square displacement in a diffusion process is proportional to a fractional power of the time), that often occur in, e.g., geoscience and hydrology. We analyze tempered fractional operators within the nonlocal vector calculus framework in order to assimilate them to the rigorous mathematical structure developed for nonlocal models. First, we show they are special instances of generalized nonlocal operators by means of a proper choice of the nonlocal kernel. Then, we present a plan for showing tempered fractional operators are equivalent to truncated fractional operators. These truncated operators are useful because they are less computationally intensive than the tempered operators.

97 MATHEMATICS AND COMPUTING↗

DiscoFluxM version 1.x

DiscoFluxM is software for modeling the deformation behavior of crystalline materials within the third-party finite-element based software, MOOSE. The software enables full-field crystal plasticity finite element simulations of deformation processes of metals and other crystalline materials. DiscoFluxM is an implementation of the DiscoFlux theoretical and algorithmic framework for coupling single-crystal plasticity with dislocation transport. The continuum mesoscale modeling framework is founded upon a nonlocal dislocation-density based crystal plasticity theory. The nonlocal theory couples continuum dislocation transport with an otherwise spatially-local single-crystal model employing nonlinear thermoelasticity and crystallographic plasticity. Dislocation transport is modeled by enforcing dislocation conservation at a slip-system level through the solution of advection-diffusion equations. The configuration of geometrically necessary dislocation density gives rise to a back-stress that inhibits or accentuates the flow of dislocations.

Luscher, Darby↗

An optimization-based approach to parameter learning for fractional type nonlocal models

Nonlocal operators of fractional type are a popular modeling choice for applications that do not adhere to classical diffusive behavior; however, one major challenge in nonlocal simulations is the selection of model parameters. In this study we propose an optimization-based approach to parameter identification for fractional models with an optional truncation radius. We formulate the inference problem as an optimal control problem where the objective is to minimize the discrepancy between observed data and an approximate solution of the model, and the control variables are the fractional order and the truncation length. For the numerical solution of the minimization problem we propose a gradient-based approach, where we enhance the numerical performance by an approximation of the bilinear form of the state equation and its derivative with respect to the fractional order. Several numerical tests in one and two dimensions illustrate the theoretical results and show the robustness and applicability of our method.

97 MATHEMATICS AND COMPUTING↗