Pub Date : 2018-09-25DOI: 10.2140/CAMCOS.2018.13.303
S. Vater, R. Klein
A new large time step semi-implicit multiscale method is presented for the solution of low Froude-number shallow water flows. While on small scales which are under-resolved in time the impact of source terms on the divergence of the flow is essentially balanced, on large resolved scales the scheme propagates free gravity waves with minimized diffusion. The scheme features a scale decomposition based on multigrid ideas. Two different time integrators are blended at each scale depending on the scale-dependent Courant number for gravity wave propagation. The finite-volume discretization is based on a Cartesian grid and is second order accurate. The basic properties of the method are validated by numerical tests. This development is a further step in the development of asymptotically adaptive numerical methods for the computation of large scale atmospheric flows.
{"title":"A semi-implicit multiscale scheme for shallow water flows at low Froude number","authors":"S. Vater, R. Klein","doi":"10.2140/CAMCOS.2018.13.303","DOIUrl":"https://doi.org/10.2140/CAMCOS.2018.13.303","url":null,"abstract":"A new large time step semi-implicit multiscale method is presented for the solution of low Froude-number shallow water flows. While on small scales which are under-resolved in time the impact of source terms on the divergence of the flow is essentially balanced, on large resolved scales the scheme propagates free gravity waves with minimized diffusion. The scheme features a scale decomposition based on multigrid ideas. Two different time integrators are blended at each scale depending on the scale-dependent Courant number for gravity wave propagation. The finite-volume discretization is based on a Cartesian grid and is second order accurate. The basic properties of the method are validated by numerical tests. This development is a further step in the development of asymptotically adaptive numerical methods for the computation of large scale atmospheric flows.","PeriodicalId":49265,"journal":{"name":"Communications in Applied Mathematics and Computational Science","volume":"19 1","pages":""},"PeriodicalIF":2.1,"publicationDate":"2018-09-25","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"76718954","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2018-06-19DOI: 10.2140/camcos.2019.14.149
O. Maxian, Wanda Strychalski
For many biological systems that involve elastic structures immersed in fluid, small length scales mean that inertial effects are also small, and the fluid obeys the Stokes equations. One way to solve the model equations representing such systems is through the Stokeslet, the fundamental solution to the Stokes equations, and its regularized counterpart, which treats the singularity of the velocity at points where force is applied. In two dimensions, an additional complication arises from Stokes' paradox, whereby the velocity from the Stokeslet is unbounded at infinity when the net hydrodynamic force within the domain is nonzero, invalidating the solutions. A straightforward computationally inexpensive method is presented for obtaining valid solutions to the Stokes equations for net nonzero forcing. The approach is based on imposing a mean zero velocity condition on a large curve that surrounds the domain of interest. The condition is shown to be equivalent to a net-zero force condition, where the opposite forces are applied on the large curve. The numerical method is applied to models of cellular motility and blebbing.
{"title":"2D force constraints in the method of regularized Stokeslets","authors":"O. Maxian, Wanda Strychalski","doi":"10.2140/camcos.2019.14.149","DOIUrl":"https://doi.org/10.2140/camcos.2019.14.149","url":null,"abstract":"For many biological systems that involve elastic structures immersed in fluid, small length scales mean that inertial effects are also small, and the fluid obeys the Stokes equations. One way to solve the model equations representing such systems is through the Stokeslet, the fundamental solution to the Stokes equations, and its regularized counterpart, which treats the singularity of the velocity at points where force is applied. In two dimensions, an additional complication arises from Stokes' paradox, whereby the velocity from the Stokeslet is unbounded at infinity when the net hydrodynamic force within the domain is nonzero, invalidating the solutions. A straightforward computationally inexpensive method is presented for obtaining valid solutions to the Stokes equations for net nonzero forcing. The approach is based on imposing a mean zero velocity condition on a large curve that surrounds the domain of interest. The condition is shown to be equivalent to a net-zero force condition, where the opposite forces are applied on the large curve. The numerical method is applied to models of cellular motility and blebbing.","PeriodicalId":49265,"journal":{"name":"Communications in Applied Mathematics and Computational Science","volume":"37 1","pages":""},"PeriodicalIF":2.1,"publicationDate":"2018-06-19","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"84352932","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2018-04-29DOI: 10.2140/camcos.2019.14.105
B. Lo, P. Colella
We present a numerical method for solving the free-space Maxwell's equations in three dimensions using compact convolution kernels on a rectangular grid. We first rewrite Maxwell's Equations as a system of wave equations with auxiliary variables and discretize its solution from the method of spherical means. The algorithm has been extended to be used on a locally-refined nested hierarchy of rectangular grids.
{"title":"An adaptive local discrete convolution method\u0000for the numerical solution of Maxwell’s equations","authors":"B. Lo, P. Colella","doi":"10.2140/camcos.2019.14.105","DOIUrl":"https://doi.org/10.2140/camcos.2019.14.105","url":null,"abstract":"We present a numerical method for solving the free-space Maxwell's equations in three dimensions using compact convolution kernels on a rectangular grid. We first rewrite Maxwell's Equations as a system of wave equations with auxiliary variables and discretize its solution from the method of spherical means. The algorithm has been extended to be used on a locally-refined nested hierarchy of rectangular grids.","PeriodicalId":49265,"journal":{"name":"Communications in Applied Mathematics and Computational Science","volume":"170 1","pages":""},"PeriodicalIF":2.1,"publicationDate":"2018-04-29","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"73919649","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2017-12-08DOI: 10.2140/camcos.2019.14.65
Lorenzo Sala, A. Mauri, R. Sacco, D. Messenio, G. Guidoboni, A. Harris
Intraocular pressure, resulting from the balance of aqueous humor (AH) production and drainage, is the only approved treatable risk factor in glaucoma. AH production is determined by the concurrent function of ionic pumps and aquaporins in the ciliary processes but their individual contribution is difficult to characterize experimentally. In this work, we propose a novel unified modeling and computational framework for the finite element simulation of the role of the main ionic pumps involved in AH secretion, namely, the sodium potassium pump, the calcium-sodium pump, the anion channel and the hydrogenate-sodium pump. The theoretical model is developed at the cellular scale and is based on the coupling between electrochemical and fluid-dynamical transmembrane mechanisms characterized by a novel description of the electric pressure exerted by the ions on the intrachannel fluid that includes electrochemical and osmotic corrections. Considering a realistic geometry of the ionic pumps, the proposed model is demonstrated to correctly predict their functionality as a function of (1) the permanent electric charge density over the channel pump surface; (2) the osmotic gradient coefficient; (3) the stoichiometric ratio between the ionic pump currents enforced at the inlet and outlet sections of the channel. In particular, theoretical predictions of the transepithelial membrane potential for each simulated pump/channel allow us to perform a first significant model comparison with experimental data for monkeys. This is a significant step for future multidisciplinary studies on the action of molecules on AH production.
{"title":"A theoretical study of aqueous humor secretion based on a continuum model coupling electrochemical and fluid-dynamical transmembrane mechanisms","authors":"Lorenzo Sala, A. Mauri, R. Sacco, D. Messenio, G. Guidoboni, A. Harris","doi":"10.2140/camcos.2019.14.65","DOIUrl":"https://doi.org/10.2140/camcos.2019.14.65","url":null,"abstract":"Intraocular pressure, resulting from the balance of aqueous humor (AH) production and drainage, is the only approved treatable risk factor in glaucoma. AH production is determined by the concurrent function of ionic pumps and aquaporins in the ciliary processes but their individual contribution is difficult to characterize experimentally. In this work, we propose a novel unified modeling and computational framework for the finite element simulation of the role of the main ionic pumps involved in AH secretion, namely, the sodium potassium pump, the calcium-sodium pump, the anion channel and the hydrogenate-sodium pump. The theoretical model is developed at the cellular scale and is based on the coupling between electrochemical and fluid-dynamical transmembrane mechanisms characterized by a novel description of the electric pressure exerted by the ions on the intrachannel fluid that includes electrochemical and osmotic corrections. Considering a realistic geometry of the ionic pumps, the proposed model is demonstrated to correctly predict their functionality as a function of (1) the permanent electric charge density over the channel pump surface; (2) the osmotic gradient coefficient; (3) the stoichiometric ratio between the ionic pump currents enforced at the inlet and outlet sections of the channel. In particular, theoretical predictions of the transepithelial membrane potential for each simulated pump/channel allow us to perform a first significant model comparison with experimental data for monkeys. This is a significant step for future multidisciplinary studies on the action of molecules on AH production.","PeriodicalId":49265,"journal":{"name":"Communications in Applied Mathematics and Computational Science","volume":"3 1","pages":""},"PeriodicalIF":2.1,"publicationDate":"2017-12-08","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"82217518","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2017-11-01DOI: 10.2140/camcos.2019.14.121
C. Tzou, S. Stechmann
In multi-phase fluid flow, fluid-structure interaction, and other applications, partial differential equations (PDEs) often arise with discontinuous coefficients and singular sources (e.g., Dirac delta functions). These complexities arise due to changes in material properties at an immersed interface or embedded boundary, which may have an irregular shape. Consequently, the solution and its gradient can be discontinuous, and numerical methods can be difficult to design. Here a new method is presented and analyzed, using a simple formulation of one-dimensional finite differences on a Cartesian grid, allowing for a relatively easy setup for one-, two-, or three-dimensional problems. The method preserves a sharp interface with discontinuous solutions, obtained from a small number of iterations (approximately five) of solving a symmetric linear system with updates to the right- hand side. Second-order accuracy is rigorously proven in one spatial dimension and demonstrated through numerical examples in two and three spatial dimensions. The method is tested here on the variable-coefficient Poisson equation, and it could be extended for use on time-dependent problems of heat transfer, fluid dynamics, or other applications.
{"title":"Simple second-order finite differences for elliptic PDEs with discontinuous coefficients and interfaces","authors":"C. Tzou, S. Stechmann","doi":"10.2140/camcos.2019.14.121","DOIUrl":"https://doi.org/10.2140/camcos.2019.14.121","url":null,"abstract":"In multi-phase fluid flow, fluid-structure interaction, and other applications, partial differential equations (PDEs) often arise with discontinuous coefficients and singular sources (e.g., Dirac delta functions). These complexities arise due to changes in material properties at an immersed interface or embedded boundary, which may have an irregular shape. Consequently, the solution and its gradient can be discontinuous, and numerical methods can be difficult to design. Here a new method is presented and analyzed, using a simple formulation of one-dimensional finite differences on a Cartesian grid, allowing for a relatively easy setup for one-, two-, or three-dimensional problems. The method preserves a sharp interface with discontinuous solutions, obtained from a small number of iterations (approximately five) of solving a symmetric linear system with updates to the right- hand side. Second-order accuracy is rigorously proven in one spatial dimension and demonstrated through numerical examples in two and three spatial dimensions. The method is tested here on the variable-coefficient Poisson equation, and it could be extended for use on time-dependent problems of heat transfer, fluid dynamics, or other applications.","PeriodicalId":49265,"journal":{"name":"Communications in Applied Mathematics and Computational Science","volume":"102 1","pages":""},"PeriodicalIF":2.1,"publicationDate":"2017-11-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"85380532","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2017-07-10DOI: 10.2140/camcos.2018.13.215
Andrew B. Leach, Kevin K. Lin, M. Morzfeld
We study a class of importance sampling methods for stochastic differential equations (SDEs). A small-noise analysis is performed, and the results suggest that a simple symmetrization procedure can significantly improve the performance of our importance sampling schemes when the noise is not too large. We demonstrate that this is indeed the case for a number of linear and nonlinear examples. Potential applications, e.g., data assimilation, are discussed.
{"title":"Symmetrized importance samplers for stochastic differential equations","authors":"Andrew B. Leach, Kevin K. Lin, M. Morzfeld","doi":"10.2140/camcos.2018.13.215","DOIUrl":"https://doi.org/10.2140/camcos.2018.13.215","url":null,"abstract":"We study a class of importance sampling methods for stochastic differential equations (SDEs). A small-noise analysis is performed, and the results suggest that a simple symmetrization procedure can significantly improve the performance of our importance sampling schemes when the noise is not too large. We demonstrate that this is indeed the case for a number of linear and nonlinear examples. Potential applications, e.g., data assimilation, are discussed.","PeriodicalId":49265,"journal":{"name":"Communications in Applied Mathematics and Computational Science","volume":"53 1","pages":""},"PeriodicalIF":2.1,"publicationDate":"2017-07-10","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"86793304","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2017-06-20DOI: 10.2140/camcos.2019.14.33
Mathew F. Causley, David C. Seal
In this work we analyze the convergence properties of the Spectral Deferred Correction (SDC) method originally proposed by Dutt et al. [BIT, 40 (2000), pp. 241--266]. The framework for this high-order ordinary differential equation (ODE) solver is typically described wherein a low-order approximation (such as forward or backward Euler) is lifted to higher order accuracy by applying the same low-order method to an error equation and then adding in the resulting defect to correct the solution. Our focus is not on solving the error equation to increase the order of accuracy, but on rewriting the solver as an iterative Picard integral equation solver. In doing so, our chief finding is that it is not the low-order solver that picks up the order of accuracy with each correction, but it is the underlying quadrature rule of the right hand side function that is solely responsible for picking up additional orders of accuracy. Our proofs point to a total of three sources of errors that SDC methods carry: the error at the current time point, the error from the previous iterate, and the numerical integration error that comes from the total number of quadrature nodes used for integration. The second of these two sources of errors is what separates SDC methods from Picard integral equation methods; our findings indicate that as long as difference between the current and previous iterate always gets multiplied by at least a constant multiple of the time step size, then high-order accuracy can be found even if the underlying "solver" is inconsistent the underlying ODE. From this vantage, we solidify the prospects of extending spectral deferred correction methods to a larger class of solvers to which we present some examples.
在这项工作中，我们分析了Dutt等人最初提出的光谱延迟校正(SDC)方法的收敛特性[BIT, 40 (2000)， pp. 241—266]。这种高阶常微分方程(ODE)求解器的框架通常是这样描述的，其中通过对误差方程应用相同的低阶方法，然后添加导致的缺陷来纠正解决方案，将低阶近似(例如前向或后向欧拉)提升到更高阶精度。我们的重点不是解决误差方程以提高精度的阶数，而是将求解器重写为迭代皮卡德积分方程求解器。在这样做的过程中，我们的主要发现是，它不是低阶解算器在每次修正时拾取精度的顺序，而是右侧函数的基本正交规则，它单独负责拾取额外的精度顺序。我们的证明指出SDC方法总共有三种误差来源:当前时间点的误差，以前迭代的误差，以及来自用于积分的正交节点总数的数值积分误差。这两个误差来源中的第二个是SDC方法与皮卡德积分方程方法的区别;我们的研究结果表明，只要当前迭代和之前迭代之间的差异总是乘以至少一个时间步长的常数倍，那么即使底层“解算器”与底层ODE不一致，也可以找到高阶精度。从这一优势出发，我们巩固了将光谱延迟校正方法扩展到更大类求解器的前景，我们提出了一些例子。
{"title":"On the convergence of spectral deferred correction methods","authors":"Mathew F. Causley, David C. Seal","doi":"10.2140/camcos.2019.14.33","DOIUrl":"https://doi.org/10.2140/camcos.2019.14.33","url":null,"abstract":"In this work we analyze the convergence properties of the Spectral Deferred Correction (SDC) method originally proposed by Dutt et al. [BIT, 40 (2000), pp. 241--266]. The framework for this high-order ordinary differential equation (ODE) solver is typically described wherein a low-order approximation (such as forward or backward Euler) is lifted to higher order accuracy by applying the same low-order method to an error equation and then adding in the resulting defect to correct the solution. Our focus is not on solving the error equation to increase the order of accuracy, but on rewriting the solver as an iterative Picard integral equation solver. In doing so, our chief finding is that it is not the low-order solver that picks up the order of accuracy with each correction, but it is the underlying quadrature rule of the right hand side function that is solely responsible for picking up additional orders of accuracy. Our proofs point to a total of three sources of errors that SDC methods carry: the error at the current time point, the error from the previous iterate, and the numerical integration error that comes from the total number of quadrature nodes used for integration. The second of these two sources of errors is what separates SDC methods from Picard integral equation methods; our findings indicate that as long as difference between the current and previous iterate always gets multiplied by at least a constant multiple of the time step size, then high-order accuracy can be found even if the underlying \"solver\" is inconsistent the underlying ODE. From this vantage, we solidify the prospects of extending spectral deferred correction methods to a larger class of solvers to which we present some examples.","PeriodicalId":49265,"journal":{"name":"Communications in Applied Mathematics and Computational Science","volume":"2003 1","pages":""},"PeriodicalIF":2.1,"publicationDate":"2017-06-20","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"86417574","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2017-02-26DOI: 10.2140/camcos.2019.14.1
C. Kavouklis, P. Colella
We present a new version of the Method of Local Corrections (MLC) cite{mlc}, a multilevel, low communications, non-iterative, domain decomposition algorithm for the numerical solution of the free space Poisson's equation in 3D on locally-structured grids. In this method, the field is computed as a linear superposition of local fields induced by charges on rectangular patches of size $O(1)$ mesh points, with the global coupling represented by a coarse grid solution using a right-hand side computed from the local solutions. In the present method, the local convolutions are further decomposed into a short-range contribution computed by convolution with the discrete Green's function for an $Q^{th}$-order accurate finite difference approximation to the Laplacian with the full right-hand side on the patch, combined with a longer-range component that is the field induced by the terms up to order $P-1$ of the Legendre expansion of the charge over the patch. This leads to a method with a solution error that has an asymptotic bound of $O(h^P) + O(h^Q) + O(epsilon h^2) + O(epsilon)$, where $h$ is the mesh spacing, and $epsilon$ is the max norm of the charge times a rapidly-decaying function of the radius of the support of the local solutions scaled by $h$. Thus we have eliminated the low-order accuracy of the original method (which corresponds to $P=1$ in the present method) for smooth solutions, while keeping the computational cost per patch nearly the same with that of the original method. Specifically, in addition to the local solves of the original method we only have to compute and communicate the expansion coefficients of local expansions (that is, for instance, 20 scalars per patch for $P=4$). Several numerical examples are presented to illustrate the new method and demonstrate its convergence properties.
{"title":"Computation of volume potentials on structured grids with the method of local corrections","authors":"C. Kavouklis, P. Colella","doi":"10.2140/camcos.2019.14.1","DOIUrl":"https://doi.org/10.2140/camcos.2019.14.1","url":null,"abstract":"We present a new version of the Method of Local Corrections (MLC) cite{mlc}, a multilevel, low communications, non-iterative, domain decomposition algorithm for the numerical solution of the free space Poisson's equation in 3D on locally-structured grids. In this method, the field is computed as a linear superposition of local fields induced by charges on rectangular patches of size $O(1)$ mesh points, with the global coupling represented by a coarse grid solution using a right-hand side computed from the local solutions. In the present method, the local convolutions are further decomposed into a short-range contribution computed by convolution with the discrete Green's function for an $Q^{th}$-order accurate finite difference approximation to the Laplacian with the full right-hand side on the patch, combined with a longer-range component that is the field induced by the terms up to order $P-1$ of the Legendre expansion of the charge over the patch. This leads to a method with a solution error that has an asymptotic bound of $O(h^P) + O(h^Q) + O(epsilon h^2) + O(epsilon)$, where $h$ is the mesh spacing, and $epsilon$ is the max norm of the charge times a rapidly-decaying function of the radius of the support of the local solutions scaled by $h$. Thus we have eliminated the low-order accuracy of the original method (which corresponds to $P=1$ in the present method) for smooth solutions, while keeping the computational cost per patch nearly the same with that of the original method. Specifically, in addition to the local solves of the original method we only have to compute and communicate the expansion coefficients of local expansions (that is, for instance, 20 scalars per patch for $P=4$). Several numerical examples are presented to illustrate the new method and demonstrate its convergence properties.","PeriodicalId":49265,"journal":{"name":"Communications in Applied Mathematics and Computational Science","volume":"100 1","pages":""},"PeriodicalIF":2.1,"publicationDate":"2017-02-26","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"75449886","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2017-02-08DOI: 10.2140/camcos.2018.13.189
Wenrui Hao, J. Harlim
An equation-by-equation (EBE) method is proposed to solve a system of nonlinear equations arising from the moment constrained maximum entropy problem of multidimensional variables. The design of the EBE method combines ideas from homotopy continuation and Newton's iterative methods. Theoretically, we establish the local convergence under appropriate conditions and show that the proposed method, geometrically, finds the solution by searching along the surface corresponding to one component of the nonlinear problem. We will demonstrate the robustness of the method on various numerical examples, including: (1) A six-moment one-dimensional entropy problem with an explicit solution that contains components of order $10^0-10^3$ in magnitude; (2) Four-moment multidimensional entropy problems with explicit solutions where the resulting systems to be solved ranging from $70-310$ equations; (3) Four- to eight-moment of a two-dimensional entropy problem, which solutions correspond to the densities of the two leading EOFs of the wind stress-driven large-scale oceanic model. In this case, we find that the EBE method is more accurate compared to the classical Newton's method, the MATLAB generic solver, and the previously developed BFGS-based method, which was also tested on this problem. (4) Four-moment constrained of up to five-dimensional entropy problems which solutions correspond to multidimensional densities of the components of the solutions of the Kuramoto-Sivashinsky equation. For the higher dimensional cases of this example, the EBE method is superior because it automatically selects a subset of the prescribed moment constraints from which the maximum entropy solution can be estimated within the desired tolerance. This selection feature is particularly important since the moment constrained maximum entropy problems do not necessarily have solutions in general.
{"title":"An equation-by-equation method for solving the multidimensional moment constrained maximum entropy problem","authors":"Wenrui Hao, J. Harlim","doi":"10.2140/camcos.2018.13.189","DOIUrl":"https://doi.org/10.2140/camcos.2018.13.189","url":null,"abstract":"An equation-by-equation (EBE) method is proposed to solve a system of nonlinear equations arising from the moment constrained maximum entropy problem of multidimensional variables. The design of the EBE method combines ideas from homotopy continuation and Newton's iterative methods. Theoretically, we establish the local convergence under appropriate conditions and show that the proposed method, geometrically, finds the solution by searching along the surface corresponding to one component of the nonlinear problem. We will demonstrate the robustness of the method on various numerical examples, including: (1) A six-moment one-dimensional entropy problem with an explicit solution that contains components of order $10^0-10^3$ in magnitude; (2) Four-moment multidimensional entropy problems with explicit solutions where the resulting systems to be solved ranging from $70-310$ equations; (3) Four- to eight-moment of a two-dimensional entropy problem, which solutions correspond to the densities of the two leading EOFs of the wind stress-driven large-scale oceanic model. In this case, we find that the EBE method is more accurate compared to the classical Newton's method, the MATLAB generic solver, and the previously developed BFGS-based method, which was also tested on this problem. (4) Four-moment constrained of up to five-dimensional entropy problems which solutions correspond to multidimensional densities of the components of the solutions of the Kuramoto-Sivashinsky equation. For the higher dimensional cases of this example, the EBE method is superior because it automatically selects a subset of the prescribed moment constraints from which the maximum entropy solution can be estimated within the desired tolerance. This selection feature is particularly important since the moment constrained maximum entropy problems do not necessarily have solutions in general.","PeriodicalId":49265,"journal":{"name":"Communications in Applied Mathematics and Computational Science","volume":"111 1","pages":""},"PeriodicalIF":2.1,"publicationDate":"2017-02-08","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"79625054","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2017-02-03DOI: 10.2140/camcos.2018.13.139
É. Cancès, Nahia Mourad
In this article, we consider the extended Kohn-Sham model for atoms subjected to cylindrically-symmetric external potentials. The variational approximation of the model and the construction of appropriate discretization spaces are detailed together with the algorithm to solve the discretized Kohn-Sham equations used in our code. Using this code, we compute the occupied and unoccupied energy levels of all the atoms of the first four rows of the periodic table for the reduced Hartree-Fock (rHF) and the extended Kohn-Sham Xα models. These results allow us to test numerically the assumptions on the negative spectra of atomic rHF and Kohn-Sham Hamiltonians used in our previous theoretical works on density functional perturbation theory and pseudopotentials. Interestingly, we observe accidental degeneracies between s and d shells or between p and d shells at the Fermi level of some atoms. We also consider the case of an atom subjected to a uniform electric-field. For various magnitudes of the electric field, we compute the response of the density of the carbon atom confined in a large ball with Dirichlet boundary conditions, and we check that, in the limit of small electric fields, the results agree with the ones obtained with first-order density functional perturbation theory.
{"title":"A numerical study of the extended Kohn–Sham\u0000ground states of atoms","authors":"É. Cancès, Nahia Mourad","doi":"10.2140/camcos.2018.13.139","DOIUrl":"https://doi.org/10.2140/camcos.2018.13.139","url":null,"abstract":"In this article, we consider the extended Kohn-Sham model for atoms subjected to cylindrically-symmetric external potentials. The variational approximation of the model and the construction of appropriate discretization spaces are detailed together with the algorithm to solve the discretized Kohn-Sham equations used in our code. Using this code, we compute the occupied and unoccupied energy levels of all the atoms of the first four rows of the periodic table for the reduced Hartree-Fock (rHF) and the extended Kohn-Sham Xα models. These results allow us to test numerically the assumptions on the negative spectra of atomic rHF and Kohn-Sham Hamiltonians used in our previous theoretical works on density functional perturbation theory and pseudopotentials. Interestingly, we observe accidental degeneracies between s and d shells or between p and d shells at the Fermi level of some atoms. We also consider the case of an atom subjected to a uniform electric-field. For various magnitudes of the electric field, we compute the response of the density of the carbon atom confined in a large ball with Dirichlet boundary conditions, and we check that, in the limit of small electric fields, the results agree with the ones obtained with first-order density functional perturbation theory.","PeriodicalId":49265,"journal":{"name":"Communications in Applied Mathematics and Computational Science","volume":"25 1","pages":""},"PeriodicalIF":2.1,"publicationDate":"2017-02-03","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"85186346","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
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