{"title":"Extending the Regime of Linear Response with Synthetic Forcings","authors":"Renato Spacek, Gabriel Stoltz","doi":"10.1137/23m1557611","DOIUrl":"https://doi.org/10.1137/23m1557611","url":null,"abstract":"","PeriodicalId":49791,"journal":{"name":"Multiscale Modeling & Simulation","volume":null,"pages":null},"PeriodicalIF":0.0,"publicationDate":"2023-11-14","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"136229713","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Daria Sushnikova, Leslie Greengard, Michael O’Neil, Manas Rachh
We present a fast direct solver for boundary integral equations on complex surfaces in three dimensions using an extension of the recently introduced recursive strong skeletonization scheme. For problems that are not highly oscillatory, our algorithm computes an ${LU}$-like hierarchical factorization of the dense system matrix, permitting application of the inverse in $mathcal O(n)$ time, where $n$ is the number of unknowns on the surface. The factorization itself also scales linearly with the system size, albeit with a somewhat larger constant. The scheme is built on a level-restricted adaptive octree data structure, and therefore it is compatible with highly nonuniform discretizations. Furthermore, the scheme is coupled with high-order accurate locally-corrected Nystr"om quadrature methods to integrate the singular and weakly-singular Green's functions used in the integral representations. Our method has immediate applications to a variety of problems in computational physics. We concentrate here on studying its performance in acoustic scattering (governed by the Helmholtz equation) at low to moderate frequencies, and provide rigorous justification for compression of submatrices via proxy surfaces.
{"title":"FMM-LU: A Fast Direct Solver for Multiscale Boundary Integral Equations in Three Dimensions","authors":"Daria Sushnikova, Leslie Greengard, Michael O’Neil, Manas Rachh","doi":"10.1137/22m1514040","DOIUrl":"https://doi.org/10.1137/22m1514040","url":null,"abstract":"We present a fast direct solver for boundary integral equations on complex surfaces in three dimensions using an extension of the recently introduced recursive strong skeletonization scheme. For problems that are not highly oscillatory, our algorithm computes an ${LU}$-like hierarchical factorization of the dense system matrix, permitting application of the inverse in $mathcal O(n)$ time, where $n$ is the number of unknowns on the surface. The factorization itself also scales linearly with the system size, albeit with a somewhat larger constant. The scheme is built on a level-restricted adaptive octree data structure, and therefore it is compatible with highly nonuniform discretizations. Furthermore, the scheme is coupled with high-order accurate locally-corrected Nystr\"om quadrature methods to integrate the singular and weakly-singular Green's functions used in the integral representations. Our method has immediate applications to a variety of problems in computational physics. We concentrate here on studying its performance in acoustic scattering (governed by the Helmholtz equation) at low to moderate frequencies, and provide rigorous justification for compression of submatrices via proxy surfaces.","PeriodicalId":49791,"journal":{"name":"Multiscale Modeling & Simulation","volume":null,"pages":null},"PeriodicalIF":0.0,"publicationDate":"2023-11-03","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"135775133","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
We study a Stokes system posed in a thin perforated layer with a Navier-slip condition on the internal oscillating boundary from two viewpoints: (1) dimensional reduction of the layer and (2) homogenization of the perforated structure. Assuming the perforations are periodic, both aspects can be described through a small parameter , which is related to the thickness of the layer as well as the size of the periodic structure. By letting tend to zero, we prove that the sequence of solutions converges to a limit which satisfies a well-defined macroscopic problem. More precisely, the limit velocity and limit pressure satisfy a two pressure Stokes model, from which a Darcy law for thin layers can be derived. Due to nonstandard boundary conditions, some additional terms appear in Darcy’s law.
{"title":"Homogenization and Dimension Reduction of the Stokes Problem with Navier-Slip Condition in Thin Perforated Layers","authors":"John Fabricius, Markus Gahn","doi":"10.1137/22m1528860","DOIUrl":"https://doi.org/10.1137/22m1528860","url":null,"abstract":"We study a Stokes system posed in a thin perforated layer with a Navier-slip condition on the internal oscillating boundary from two viewpoints: (1) dimensional reduction of the layer and (2) homogenization of the perforated structure. Assuming the perforations are periodic, both aspects can be described through a small parameter , which is related to the thickness of the layer as well as the size of the periodic structure. By letting tend to zero, we prove that the sequence of solutions converges to a limit which satisfies a well-defined macroscopic problem. More precisely, the limit velocity and limit pressure satisfy a two pressure Stokes model, from which a Darcy law for thin layers can be derived. Due to nonstandard boundary conditions, some additional terms appear in Darcy’s law.","PeriodicalId":49791,"journal":{"name":"Multiscale Modeling & Simulation","volume":null,"pages":null},"PeriodicalIF":0.0,"publicationDate":"2023-10-24","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"135273415","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Large Deviation Principle and Thermodynamic Limit of Chemical Master Equation via Nonlinear Semigroup","authors":"Yuan Gao, Jian-Guo Liu","doi":"10.1137/22m1505633","DOIUrl":"https://doi.org/10.1137/22m1505633","url":null,"abstract":"","PeriodicalId":49791,"journal":{"name":"Multiscale Modeling & Simulation","volume":null,"pages":null},"PeriodicalIF":0.0,"publicationDate":"2023-10-24","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"135267468","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Coarse-scale surrogate models in the context of numerical homogenization of linear elliptic problems with arbitrary rough diffusion coefficients rely on the efficient solution of fine-scale subproblems on local subdomains whose solutions are then employed to deduce appropriate coarse contributions to the surrogate model. However, in the absence of periodicity and scale separation, the reliability of such models requires the local subdomains to cover the whole domain which may result in high offline costs, in particular for parameter-dependent and stochastic problems. This paper justifies the use of neural networks for the approximation of coarse-scale surrogate models by analyzing their approximation properties. For a prototypical and representative numerical homogenization technique, the Localized Orthogonal Decomposition method, we show that one single neural network is sufficient to approximate the coarse contributions of all occurring coefficient-dependent local subproblems for a nontrivial class of diffusion coefficients up to arbitrary accuracy. We present rigorous upper bounds on the depth and number of nonzero parameters for such a network to achieve a given accuracy. Further, we analyze the overall error of the resulting neural network enhanced numerical homogenization surrogate model.
{"title":"Neural Network Approximation of Coarse-Scale Surrogates in Numerical Homogenization","authors":"Fabian Kröpfl, Roland Maier, Daniel Peterseim","doi":"10.1137/22m1524278","DOIUrl":"https://doi.org/10.1137/22m1524278","url":null,"abstract":"Coarse-scale surrogate models in the context of numerical homogenization of linear elliptic problems with arbitrary rough diffusion coefficients rely on the efficient solution of fine-scale subproblems on local subdomains whose solutions are then employed to deduce appropriate coarse contributions to the surrogate model. However, in the absence of periodicity and scale separation, the reliability of such models requires the local subdomains to cover the whole domain which may result in high offline costs, in particular for parameter-dependent and stochastic problems. This paper justifies the use of neural networks for the approximation of coarse-scale surrogate models by analyzing their approximation properties. For a prototypical and representative numerical homogenization technique, the Localized Orthogonal Decomposition method, we show that one single neural network is sufficient to approximate the coarse contributions of all occurring coefficient-dependent local subproblems for a nontrivial class of diffusion coefficients up to arbitrary accuracy. We present rigorous upper bounds on the depth and number of nonzero parameters for such a network to achieve a given accuracy. Further, we analyze the overall error of the resulting neural network enhanced numerical homogenization surrogate model.","PeriodicalId":49791,"journal":{"name":"Multiscale Modeling & Simulation","volume":null,"pages":null},"PeriodicalIF":0.0,"publicationDate":"2023-10-20","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"135569348","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
We study the quantitative homogenization of linear second order elliptic equations in non-divergence form with highly oscillating periodic diffusion coefficients and with large drifts, in the so-called ``centered'' setting where homogenization occurs and the large drifts contribute to the effective diffusivity. Using the centering condition and the invariant measures associated to the underlying diffusion process, we transform the equation into divergence form with modified diffusion coefficients but without drift. The latter is in the standard setting for which quantitative homogenization results have been developed systematically. An application of those results then yields quantitative estimates, such as the convergence rates and uniform Lipschitz regularity, for equations in non-divergence form with large drifts.
{"title":"On the Periodic Homogenization of Elliptic Equations in Nondivergence Form with Large Drifts","authors":"Wenjia Jing, Yiping Zhang","doi":"10.1137/23m1550906","DOIUrl":"https://doi.org/10.1137/23m1550906","url":null,"abstract":"We study the quantitative homogenization of linear second order elliptic equations in non-divergence form with highly oscillating periodic diffusion coefficients and with large drifts, in the so-called ``centered'' setting where homogenization occurs and the large drifts contribute to the effective diffusivity. Using the centering condition and the invariant measures associated to the underlying diffusion process, we transform the equation into divergence form with modified diffusion coefficients but without drift. The latter is in the standard setting for which quantitative homogenization results have been developed systematically. An application of those results then yields quantitative estimates, such as the convergence rates and uniform Lipschitz regularity, for equations in non-divergence form with large drifts.","PeriodicalId":49791,"journal":{"name":"Multiscale Modeling & Simulation","volume":null,"pages":null},"PeriodicalIF":0.0,"publicationDate":"2023-10-20","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"135618188","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
This work concerns the asymptotic analysis of high-frequency wave propagation in randomly layered media with fast variations and long-range correlations. The analysis takes place in the three-dimensional physical space and weak-coupling regime. The role played by the slow decay of the correlations on a propagating pulse is twofold. First we observe a random travel time characterized by a fractional Brownian motion that appears to have a standard deviation larger than the pulse width, which is in contrast with the standard O’Doherty–Anstey theory for random propagation media with mixing properties. Second, a deterministic pulse deformation is described as the solution of a paraxial wave equation involving a pseudodifferential operator. This operator is characterized by the autocorrelation function of the medium fluctuations. In case of fluctuations with long-range correlations this operator is close to a fractional Weyl derivative whose order, between 2 and 3, depends on the power decay of the autocorrelation function. In the frequency domain, the pseudodifferential operator exhibits a frequency-dependent power-law attenuation with exponent corresponding to the order of the fractional derivative, and a frequency-dependent phase modulation, both ensuring the causality of the limiting paraxial wave equation as well as the Kramers–Kronig relations. The mathematical analysis is based on an approximation-diffusion theorem for random ordinary differential equations with long-range correlations.
{"title":"An Effective Fractional Paraxial Wave Equation for Wave-Fronts in Randomly Layered Media with Long-Range Correlations","authors":"Christophe Gomez","doi":"10.1137/22m1525594","DOIUrl":"https://doi.org/10.1137/22m1525594","url":null,"abstract":"This work concerns the asymptotic analysis of high-frequency wave propagation in randomly layered media with fast variations and long-range correlations. The analysis takes place in the three-dimensional physical space and weak-coupling regime. The role played by the slow decay of the correlations on a propagating pulse is twofold. First we observe a random travel time characterized by a fractional Brownian motion that appears to have a standard deviation larger than the pulse width, which is in contrast with the standard O’Doherty–Anstey theory for random propagation media with mixing properties. Second, a deterministic pulse deformation is described as the solution of a paraxial wave equation involving a pseudodifferential operator. This operator is characterized by the autocorrelation function of the medium fluctuations. In case of fluctuations with long-range correlations this operator is close to a fractional Weyl derivative whose order, between 2 and 3, depends on the power decay of the autocorrelation function. In the frequency domain, the pseudodifferential operator exhibits a frequency-dependent power-law attenuation with exponent corresponding to the order of the fractional derivative, and a frequency-dependent phase modulation, both ensuring the causality of the limiting paraxial wave equation as well as the Kramers–Kronig relations. The mathematical analysis is based on an approximation-diffusion theorem for random ordinary differential equations with long-range correlations.","PeriodicalId":49791,"journal":{"name":"Multiscale Modeling & Simulation","volume":null,"pages":null},"PeriodicalIF":0.0,"publicationDate":"2023-10-18","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"135823701","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Derek Olson, Christoph Ortner, Yangshuai Wang, Lei Zhang
We precisely and rigorously characterise the decay of elastic fields generated by dislocations in crystalline materials, focusing specifically on the role of multilattices. Concretely, we establish that the elastic field generated by a dislocation in a multilattice can be decomposed into a continuum field predicted by a linearised Cauchy-Born elasticity theory, and a discrete and nonlinear core corrector representing the defect core. We demonstrate both analytically and numerically the consequences of this result for cell size effects in numerical simulations.
{"title":"Elastic Far-Field Decay from Dislocations in Multilattices","authors":"Derek Olson, Christoph Ortner, Yangshuai Wang, Lei Zhang","doi":"10.1137/22m1502021","DOIUrl":"https://doi.org/10.1137/22m1502021","url":null,"abstract":"We precisely and rigorously characterise the decay of elastic fields generated by dislocations in crystalline materials, focusing specifically on the role of multilattices. Concretely, we establish that the elastic field generated by a dislocation in a multilattice can be decomposed into a continuum field predicted by a linearised Cauchy-Born elasticity theory, and a discrete and nonlinear core corrector representing the defect core. We demonstrate both analytically and numerically the consequences of this result for cell size effects in numerical simulations.","PeriodicalId":49791,"journal":{"name":"Multiscale Modeling & Simulation","volume":null,"pages":null},"PeriodicalIF":0.0,"publicationDate":"2023-10-12","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"136013395","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
High entropy alloys (HEAs) are a class of novel materials that exhibit superb engineering properties. It has been demonstrated by extensive experiments and first principles/atomistic simulations that short-range order in the atomic level randomness strongly influences the properties of HEAs. In this paper, we derive stochastic continuum models for HEAs with short-range order from atomistic models. A proper continuum limit is obtained such that the mean and variance of the atomic level randomness together with the short-range order described by a characteristic length are kept in the process from the atomistic interaction model to the continuum equation. The obtained continuum model with short-range order is in the form of an Ornstein--Uhlenbeck (OU) process. This validates the continuum model based on the OU process adopted phenomenologically by Zhang et al. [Acta Mater., 166 (2019), pp. 424--434] for HEAs with short-range order. We derive such stochastic continuum models with short-range order for both elasticity in HEAs without defects and HEAs with dislocations (line defects). The obtained stochastic continuum models are based on the energy formulations, whose variations lead to stochastic partial differential equations.
{"title":"Stochastic Continuum Models for High-Entropy Alloys with Short-range Order","authors":"Yahong Yang, Luchan Zhang, Yang Xiang","doi":"10.1137/22m1496335","DOIUrl":"https://doi.org/10.1137/22m1496335","url":null,"abstract":"High entropy alloys (HEAs) are a class of novel materials that exhibit superb engineering properties. It has been demonstrated by extensive experiments and first principles/atomistic simulations that short-range order in the atomic level randomness strongly influences the properties of HEAs. In this paper, we derive stochastic continuum models for HEAs with short-range order from atomistic models. A proper continuum limit is obtained such that the mean and variance of the atomic level randomness together with the short-range order described by a characteristic length are kept in the process from the atomistic interaction model to the continuum equation. The obtained continuum model with short-range order is in the form of an Ornstein--Uhlenbeck (OU) process. This validates the continuum model based on the OU process adopted phenomenologically by Zhang et al. [Acta Mater., 166 (2019), pp. 424--434] for HEAs with short-range order. We derive such stochastic continuum models with short-range order for both elasticity in HEAs without defects and HEAs with dislocations (line defects). The obtained stochastic continuum models are based on the energy formulations, whose variations lead to stochastic partial differential equations.","PeriodicalId":49791,"journal":{"name":"Multiscale Modeling & Simulation","volume":null,"pages":null},"PeriodicalIF":0.0,"publicationDate":"2023-10-10","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"136295788","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"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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