We present a space-time multiscale method for a parabolic model problem with an underlying coefficient that may be highly oscillatory with respect to both the spatial and the temporal variables. The method is based on the framework of the Variational Multiscale Method in the context of a space-time formulation and computes a coarse-scale representation of the differential operator that is enriched by auxiliary space-time corrector functions. Once computed, the coarse-scale representation allows us to efficiently obtain well-approximating discrete solutions for multiple right-hand sides. We prove first-order convergence independently of the oscillation scales in the coefficient and illustrate how the space-time correctors decay exponentially in both space and time, making it possible to localize the corresponding computations. This localization allows us to define a practical and computationally efficient method in terms of complexity and memory, for which we provide a posteriori error estimates and present numerical examples.
{"title":"A space-time multiscale method for parabolic problems","authors":"P. Ljung, R. Maier, A. Målqvist","doi":"10.1137/21m1446605","DOIUrl":"https://doi.org/10.1137/21m1446605","url":null,"abstract":"We present a space-time multiscale method for a parabolic model problem with an underlying coefficient that may be highly oscillatory with respect to both the spatial and the temporal variables. The method is based on the framework of the Variational Multiscale Method in the context of a space-time formulation and computes a coarse-scale representation of the differential operator that is enriched by auxiliary space-time corrector functions. Once computed, the coarse-scale representation allows us to efficiently obtain well-approximating discrete solutions for multiple right-hand sides. We prove first-order convergence independently of the oscillation scales in the coefficient and illustrate how the space-time correctors decay exponentially in both space and time, making it possible to localize the corresponding computations. This localization allows us to define a practical and computationally efficient method in terms of complexity and memory, for which we provide a posteriori error estimates and present numerical examples.","PeriodicalId":313703,"journal":{"name":"Multiscale Model. Simul.","volume":"43 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2021-09-14","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"121096144","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
In this paper, we are concerned with the gradient estimate of the electric field due to two nearly touching dielectric inclusions, which is a central topic in the theory of composite materials. We derive accurate quantitative characterisations of the gradient fields in the transverse electromagnetic case within the quasi-static regime, which clearly indicate the optimal blowup rate or non-blowup of the gradient fields in different scenarios. There are mainly two novelties of our study. First, the sizes of the two material inclusions may be of different scales. Second, we consider our study in the quasi-static regime, whereas most of the existing studies are concerned with the static case.
{"title":"Gradient Estimates for Electric Fields with MultiScale Inclusions in the Quasi-Static Regime","authors":"Youjun Deng, Xiaoping Fang, Hongyu Liu","doi":"10.1137/21m145241x","DOIUrl":"https://doi.org/10.1137/21m145241x","url":null,"abstract":"In this paper, we are concerned with the gradient estimate of the electric field due to two nearly touching dielectric inclusions, which is a central topic in the theory of composite materials. We derive accurate quantitative characterisations of the gradient fields in the transverse electromagnetic case within the quasi-static regime, which clearly indicate the optimal blowup rate or non-blowup of the gradient fields in different scenarios. There are mainly two novelties of our study. First, the sizes of the two material inclusions may be of different scales. Second, we consider our study in the quasi-static regime, whereas most of the existing studies are concerned with the static case.","PeriodicalId":313703,"journal":{"name":"Multiscale Model. Simul.","volume":"40 3 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2021-07-29","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"126173766","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
In this paper, we consider the classical wave equation with time-dependent, spatially multiscale coefficients. We propose a fully discrete computational multiscale method in the spirit of the localized orthogonal decomposition in space with a backward Euler scheme in time. We show optimal convergence rates in space and time beyond the assumptions of spatial periodicity or scale separation of the coefficients. Further, we propose an adaptive update strategy for the time-dependent multiscale basis. Numerical experiments illustrate the theoretical results and showcase the practicability of the adaptive update strategy.
{"title":"Numerical upscaling for wave equations with time-dependent multiscale coefficients","authors":"B. Maier, B. Verfürth","doi":"10.5445/IR/1000136031","DOIUrl":"https://doi.org/10.5445/IR/1000136031","url":null,"abstract":"In this paper, we consider the classical wave equation with time-dependent, spatially multiscale coefficients. We propose a fully discrete computational multiscale method in the spirit of the localized orthogonal decomposition in space with a backward Euler scheme in time. We show optimal convergence rates in space and time beyond the assumptions of spatial periodicity or scale separation of the coefficients. Further, we propose an adaptive update strategy for the time-dependent multiscale basis. Numerical experiments illustrate the theoretical results and showcase the practicability of the adaptive update strategy.","PeriodicalId":313703,"journal":{"name":"Multiscale Model. Simul.","volume":"6 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2021-07-29","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"133893397","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
A. Bittracher, Mattes Mollenhauer, P. Koltai, C. Schütte
Reaction Coordinates (RCs) are indicators of hidden, low-dimensional mechanisms that govern the long-term behavior of high-dimensional stochastic processes. We present a novel and general variational characterization of optimal RCs and provide conditions for their existence. Optimal RCs are minimizers of a certain loss function and reduced models based on them guarantee very good approximation of the long-term dynamics of the original high-dimensional process. We show that, for slow-fast systems, metastable systems, and other systems with known good RCs, the novel theory reproduces previous insight. Remarkably, the numerical effort required to evaluate the loss function scales only with the complexity of the underlying, low-dimensional mechanism, and not with that of the full system. The theory provided lays the foundation for an efficient and data-sparse computation of RCs via modern machine learning techniques.
{"title":"Optimal Reaction Coordinates: Variational Characterization and Sparse Computation","authors":"A. Bittracher, Mattes Mollenhauer, P. Koltai, C. Schütte","doi":"10.1137/21m1448367","DOIUrl":"https://doi.org/10.1137/21m1448367","url":null,"abstract":"Reaction Coordinates (RCs) are indicators of hidden, low-dimensional mechanisms that govern the long-term behavior of high-dimensional stochastic processes. We present a novel and general variational characterization of optimal RCs and provide conditions for their existence. Optimal RCs are minimizers of a certain loss function and reduced models based on them guarantee very good approximation of the long-term dynamics of the original high-dimensional process. We show that, for slow-fast systems, metastable systems, and other systems with known good RCs, the novel theory reproduces previous insight. Remarkably, the numerical effort required to evaluate the loss function scales only with the complexity of the underlying, low-dimensional mechanism, and not with that of the full system. The theory provided lays the foundation for an efficient and data-sparse computation of RCs via modern machine learning techniques.","PeriodicalId":313703,"journal":{"name":"Multiscale Model. Simul.","volume":"57 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2021-07-21","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"125951532","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
We study the homogenized energy densities of periodic ferromagnetic Ising systems. We prove that, for finite range interactions, the homogenized energy density, identifying the effective limit, is crystalline, i.e. its Wulff crystal is a polytope, for which we can (exponentially) bound the number of vertices. This is achieved by deriving a dual representation of the energy density through a finite cell formula. This formula also allows easy numerical computations: we show a few experiments where we compute periodic patterns which minimize the anisotropy of the surface tension.
{"title":"Crystallinity of the Homogenized Energy Density of Periodic Lattice Systems","authors":"A. Chambolle, Leonard Kreutz","doi":"10.1137/21m1442073","DOIUrl":"https://doi.org/10.1137/21m1442073","url":null,"abstract":"We study the homogenized energy densities of periodic ferromagnetic Ising systems. We prove that, for finite range interactions, the homogenized energy density, identifying the effective limit, is crystalline, i.e. its Wulff crystal is a polytope, for which we can (exponentially) bound the number of vertices. This is achieved by deriving a dual representation of the energy density through a finite cell formula. This formula also allows easy numerical computations: we show a few experiments where we compute periodic patterns which minimize the anisotropy of the surface tension.","PeriodicalId":313703,"journal":{"name":"Multiscale Model. Simul.","volume":"37 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2021-06-15","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"127749666","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
We investigate the local equilibrium (LE) distribution of a crystal surface jump process as it approaches its hydrodynamic (continuum) limit in a nonstandard scaling regime introduced by Marzuola and Weare. The atypical scaling leads to a local equilibrium state whose structure is novel, to the best of our knowledge. The distinguishing characteristic of the new,"rough"LE state is that the ensemble average of single lattice site observables do not vary smoothly across lattice sites. We investigate numerically and analytically how the rough LE state affects the convergence mechanism via three key limits, and show that by comparison, more standard,"smooth"LE states satisfy stronger versions of these limits.
{"title":"The Local Equilibrium State of a Crystal Surface Jump Process in the Rough Scaling Regime","authors":"A. Katsevich","doi":"10.1137/21m1425499","DOIUrl":"https://doi.org/10.1137/21m1425499","url":null,"abstract":"We investigate the local equilibrium (LE) distribution of a crystal surface jump process as it approaches its hydrodynamic (continuum) limit in a nonstandard scaling regime introduced by Marzuola and Weare. The atypical scaling leads to a local equilibrium state whose structure is novel, to the best of our knowledge. The distinguishing characteristic of the new,\"rough\"LE state is that the ensemble average of single lattice site observables do not vary smoothly across lattice sites. We investigate numerically and analytically how the rough LE state affects the convergence mechanism via three key limits, and show that by comparison, more standard,\"smooth\"LE states satisfy stronger versions of these limits.","PeriodicalId":313703,"journal":{"name":"Multiscale Model. Simul.","volume":"74 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2021-06-08","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"124791799","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Juntao Huang, Yingda Cheng, A. Christlieb, L. Roberts, W. Yong
This is the second paper in a series in which we develop machine learning (ML) moment closure models for the radiative transfer equation (RTE). In our previous work cite{huang2021gradient}, we proposed an approach to directly learn the gradient of the unclosed high order moment, which performs much better than learning the moment itself and the conventional $P_N$ closure. However, the ML moment closure model in cite{huang2021gradient} is not able to guarantee hyperbolicity and long time stability. We propose in this paper a method to enforce the global hyperbolicity of the ML closure model. The main idea is to seek a symmetrizer (a symmetric positive definite matrix) for the closure system, and derive constraints such that the system is globally symmetrizable hyperbolic. It is shown that the new ML closure system inherits the dissipativeness of the RTE and preserves the correct diffusion limit as the Knunsden number goes to zero. Several benchmark tests including the Gaussian source problem and the two-material problem show the good accuracy, long time stability and generalizability of our globally hyperbolic ML closure model.
{"title":"Machine learning moment closure models for the radiative transfer equation II: enforcing global hyperbolicity in gradient based closures","authors":"Juntao Huang, Yingda Cheng, A. Christlieb, L. Roberts, W. Yong","doi":"10.1137/21m1423956","DOIUrl":"https://doi.org/10.1137/21m1423956","url":null,"abstract":"This is the second paper in a series in which we develop machine learning (ML) moment closure models for the radiative transfer equation (RTE). In our previous work cite{huang2021gradient}, we proposed an approach to directly learn the gradient of the unclosed high order moment, which performs much better than learning the moment itself and the conventional $P_N$ closure. However, the ML moment closure model in cite{huang2021gradient} is not able to guarantee hyperbolicity and long time stability. We propose in this paper a method to enforce the global hyperbolicity of the ML closure model. The main idea is to seek a symmetrizer (a symmetric positive definite matrix) for the closure system, and derive constraints such that the system is globally symmetrizable hyperbolic. It is shown that the new ML closure system inherits the dissipativeness of the RTE and preserves the correct diffusion limit as the Knunsden number goes to zero. Several benchmark tests including the Gaussian source problem and the two-material problem show the good accuracy, long time stability and generalizability of our globally hyperbolic ML closure model.","PeriodicalId":313703,"journal":{"name":"Multiscale Model. Simul.","volume":"75 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2021-05-30","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"114461546","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Hybrid multiscale modelling has emerged as a useful framework for modelling complex biological phenomena. However, when accounting for stochasticity in the internal dynamics of agents, these models frequently become computationally expensive. Traditional techniques to reduce the computational intensity of such models can lead to a reduction in the richness of the dynamics observed, compared to the original system. Here we use large deviation theory to decrease the computational cost of a spatially-extended multi-agent stochastic system with a region of multi-stability by coarse-graining it to a continuous time Markov chain on the state space of stable steady states of the original system. Our technique preserves the original description of the stable steady states of the system and accounts for noise-induced transitions between them. We apply the method to a bistable system modelling phenotype specification of cells driven by a lateral inhibition mechanism. For this system, we demonstrate how the method may be used to explore different pattern configurations and unveil robust patterns emerging on longer timescales. We then compare the full stochastic, coarse-grained and mean-field descriptions via pattern quantification metrics and in terms of the numerical cost of each method. Our results show that the coarse-grained system exhibits the lowest computational cost while preserving the rich dynamics of the stochastic system. The method has the potential to reduce the computational complexity of hybrid multiscale models, making them more tractable for analysis, simulation and hypothesis testing.
{"title":"A Method to Coarse-Grain MultiAgent Stochastic Systems with Regions of Multistability","authors":"D. Stepanova, H. Byrne, P. Maini, T. Alarc'on","doi":"10.1137/21m1418575","DOIUrl":"https://doi.org/10.1137/21m1418575","url":null,"abstract":"Hybrid multiscale modelling has emerged as a useful framework for modelling complex biological phenomena. However, when accounting for stochasticity in the internal dynamics of agents, these models frequently become computationally expensive. Traditional techniques to reduce the computational intensity of such models can lead to a reduction in the richness of the dynamics observed, compared to the original system. Here we use large deviation theory to decrease the computational cost of a spatially-extended multi-agent stochastic system with a region of multi-stability by coarse-graining it to a continuous time Markov chain on the state space of stable steady states of the original system. Our technique preserves the original description of the stable steady states of the system and accounts for noise-induced transitions between them. We apply the method to a bistable system modelling phenotype specification of cells driven by a lateral inhibition mechanism. For this system, we demonstrate how the method may be used to explore different pattern configurations and unveil robust patterns emerging on longer timescales. We then compare the full stochastic, coarse-grained and mean-field descriptions via pattern quantification metrics and in terms of the numerical cost of each method. Our results show that the coarse-grained system exhibits the lowest computational cost while preserving the rich dynamics of the stochastic system. The method has the potential to reduce the computational complexity of hybrid multiscale models, making them more tractable for analysis, simulation and hypothesis testing.","PeriodicalId":313703,"journal":{"name":"Multiscale Model. Simul.","volume":"86 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2021-05-07","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"114197533","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
In this paper, we develop a family of third order asymptotic-preserving (AP) and asymptotically accurate (AA) diagonally implicit Runge-Kutta (DIRK) time discretization methods for the stiff hyperbolic relaxation systems and kinetic Bhatnagar-Gross-Krook (BGK) model in the semi-Lagrangian (SL) setting. The methods are constructed based on an accuracy analysis of the SL scheme for stiff hyperbolic relaxation systems and kinetic BGK model in the limiting fluid regime when the Knudsen number approaches $0$. An extra order condition for the asymptotic third order accuracy in the limiting regime is derived. Linear Von Neumann stability analysis of the proposed third order DIRK methods are performed to a simplified two-velocity linear kinetic model. Extensive numerical tests are presented to demonstrate the AA, AP and stability properties of our proposed schemes.
{"title":"Accuracy and stability analysis of the Semi-Lagrangian method for stiff hyperbolic relaxation systems and kinetic BGK model","authors":"Mingchang Ding, Jing-Mei Qiu, Ruiwen Shu","doi":"10.1137/21m141871x","DOIUrl":"https://doi.org/10.1137/21m141871x","url":null,"abstract":"In this paper, we develop a family of third order asymptotic-preserving (AP) and asymptotically accurate (AA) diagonally implicit Runge-Kutta (DIRK) time discretization methods for the stiff hyperbolic relaxation systems and kinetic Bhatnagar-Gross-Krook (BGK) model in the semi-Lagrangian (SL) setting. The methods are constructed based on an accuracy analysis of the SL scheme for stiff hyperbolic relaxation systems and kinetic BGK model in the limiting fluid regime when the Knudsen number approaches $0$. An extra order condition for the asymptotic third order accuracy in the limiting regime is derived. Linear Von Neumann stability analysis of the proposed third order DIRK methods are performed to a simplified two-velocity linear kinetic model. Extensive numerical tests are presented to demonstrate the AA, AP and stability properties of our proposed schemes.","PeriodicalId":313703,"journal":{"name":"Multiscale Model. Simul.","volume":"21 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2021-05-06","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"130412405","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
We introduce a novel multi-resolution Localized Orthogonal Decomposition (LOD) for time-harmonic acoustic scattering problems that can be modeled by the Helmholtz equation. The method merges the concepts of LOD and operator-adapted wavelets (gamblets) and proves its applicability for a class of complex-valued, non-hermitian and indefinite problems. It computes hierarchical bases that block-diagonalize the Helmholtz operator and thereby decouples the discretization scales. Sparsity is preserved by a novel localization strategy that improves stability properties even in the elliptic case. We present a rigorous stability and a-priori error analysis of the proposed method for homogeneous media. In addition, we investigate the fast solvability of the blocks by a standard iterative method. A sequence of numerical experiments illustrates the sharpness of the theoretical findings and demonstrates the applicability to scattering problems in heterogeneous media.
{"title":"Multi-resolution Localized Orthogonal Decomposition for Helmholtz problems","authors":"M. Hauck, D. Peterseim","doi":"10.1137/21m1414607","DOIUrl":"https://doi.org/10.1137/21m1414607","url":null,"abstract":"We introduce a novel multi-resolution Localized Orthogonal Decomposition (LOD) for time-harmonic acoustic scattering problems that can be modeled by the Helmholtz equation. The method merges the concepts of LOD and operator-adapted wavelets (gamblets) and proves its applicability for a class of complex-valued, non-hermitian and indefinite problems. It computes hierarchical bases that block-diagonalize the Helmholtz operator and thereby decouples the discretization scales. Sparsity is preserved by a novel localization strategy that improves stability properties even in the elliptic case. We present a rigorous stability and a-priori error analysis of the proposed method for homogeneous media. In addition, we investigate the fast solvability of the blocks by a standard iterative method. A sequence of numerical experiments illustrates the sharpness of the theoretical findings and demonstrates the applicability to scattering problems in heterogeneous media.","PeriodicalId":313703,"journal":{"name":"Multiscale Model. Simul.","volume":"4 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2021-04-22","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"133117350","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
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