Pub Date : 2024-08-24DOI: 10.1007/s10915-024-02646-7
Gabriele Ciaramella, Fabio Nobile, Tommaso Vanzan
In this manuscript, we present a collective multigrid algorithm to solve efficiently the large saddle-point systems of equations that typically arise in PDE-constrained optimization under uncertainty, and develop a novel convergence analysis of collective smoothers and collective two-level methods. The multigrid algorithm is based on a collective smoother that at each iteration sweeps over the nodes of the computational mesh, and solves a reduced saddle-point system whose size is proportional to the number N of samples used to discretized the probability space. We show that this reduced system can be solved with optimal O(N) complexity. The multigrid method is tested both as a stationary method and as a preconditioner for GMRES on three problems: a linear-quadratic problem, possibly with a local or a boundary control, for which the multigrid method is used to solve directly the linear optimality system; a nonsmooth problem with box constraints and (L^1)-norm penalization on the control, in which the multigrid scheme is used as an inner solver within a semismooth Newton iteration; a risk-averse problem with the smoothed CVaR risk measure where the multigrid method is called within a preconditioned Newton iteration. In all cases, the multigrid algorithm exhibits excellent performances and robustness with respect to the parameters of interest.
{"title":"A Multigrid Solver for PDE-Constrained Optimization with Uncertain Inputs","authors":"Gabriele Ciaramella, Fabio Nobile, Tommaso Vanzan","doi":"10.1007/s10915-024-02646-7","DOIUrl":"https://doi.org/10.1007/s10915-024-02646-7","url":null,"abstract":"<p>In this manuscript, we present a collective multigrid algorithm to solve efficiently the large saddle-point systems of equations that typically arise in PDE-constrained optimization under uncertainty, and develop a novel convergence analysis of collective smoothers and collective two-level methods. The multigrid algorithm is based on a collective smoother that at each iteration sweeps over the nodes of the computational mesh, and solves a reduced saddle-point system whose size is proportional to the number <i>N</i> of samples used to discretized the probability space. We show that this reduced system can be solved with optimal <i>O</i>(<i>N</i>) complexity. The multigrid method is tested both as a stationary method and as a preconditioner for GMRES on three problems: a linear-quadratic problem, possibly with a local or a boundary control, for which the multigrid method is used to solve directly the linear optimality system; a nonsmooth problem with box constraints and <span>(L^1)</span>-norm penalization on the control, in which the multigrid scheme is used as an inner solver within a semismooth Newton iteration; a risk-averse problem with the smoothed CVaR risk measure where the multigrid method is called within a preconditioned Newton iteration. In all cases, the multigrid algorithm exhibits excellent performances and robustness with respect to the parameters of interest.\u0000</p>","PeriodicalId":50055,"journal":{"name":"Journal of Scientific Computing","volume":"66 1","pages":""},"PeriodicalIF":2.5,"publicationDate":"2024-08-24","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142183462","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2024-08-22DOI: 10.1007/s10915-024-02651-w
Zeinab Gharibi, Mehdi Dehghan
The present article introduces, mathematically analyzes, and numerically validates a new weak Galerkin mixed finite element method based on Banach spaces for the stationary Navier–Stokes equation in pseudostress–velocity formulation. Specifically, a modified pseudostress tensor, which depends on the pressure as well as the diffusive and convective terms, is introduced as an auxiliary unknown, and the incompressibility condition is then used to eliminate the pressure, which is subsequently computed using a postprocessing formula. Consequently, to discretize the resulting mixed formulation, it is sufficient to provide a tensorial weak Galerkin space for the pseudostress and a space of piecewise polynomial vectors of total degree at most ’k’ for the velocity. Moreover, the weak gradient/divergence operator is utilized to propose the weak discrete bilinear forms, whose continuous version involves the classical gradient/divergence operators. The well-posedness of the numerical solution is proven using a fixed-point approach and the discrete versions of the Babuška–Brezzi theory and the Banach–Nečas–Babuška theorem. Additionally, an a priori error estimate is derived for the proposed method. Finally, several numerical results illustrating the method’s good performance and confirming the theoretical rates of convergence are presented.
{"title":"Analysis of Weak Galerkin Mixed Finite Element Method Based on the Velocity–Pseudostress Formulation for Navier–Stokes Equation on Polygonal Meshes","authors":"Zeinab Gharibi, Mehdi Dehghan","doi":"10.1007/s10915-024-02651-w","DOIUrl":"https://doi.org/10.1007/s10915-024-02651-w","url":null,"abstract":"<p>The present article introduces, mathematically analyzes, and numerically validates a new weak Galerkin mixed finite element method based on Banach spaces for the stationary Navier–Stokes equation in pseudostress–velocity formulation. Specifically, a modified pseudostress tensor, which depends on the pressure as well as the diffusive and convective terms, is introduced as an auxiliary unknown, and the incompressibility condition is then used to eliminate the pressure, which is subsequently computed using a postprocessing formula. Consequently, to discretize the resulting mixed formulation, it is sufficient to provide a tensorial weak Galerkin space for the pseudostress and a space of piecewise polynomial vectors of total degree at most ’k’ for the velocity. Moreover, the weak gradient/divergence operator is utilized to propose the weak discrete bilinear forms, whose continuous version involves the classical gradient/divergence operators. The well-posedness of the numerical solution is proven using a fixed-point approach and the discrete versions of the Babuška–Brezzi theory and the Banach–Nečas–Babuška theorem. Additionally, an a priori error estimate is derived for the proposed method. Finally, several numerical results illustrating the method’s good performance and confirming the theoretical rates of convergence are presented.</p>","PeriodicalId":50055,"journal":{"name":"Journal of Scientific Computing","volume":"11 1","pages":""},"PeriodicalIF":2.5,"publicationDate":"2024-08-22","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142183497","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2024-08-20DOI: 10.1007/s10915-024-02638-7
Qingchao Zhang, Mehrdad Alvandipour, Wenjun Xia, Yi Zhang, Xiaojing Ye, Yunmei Chen
We propose an Efficient Inexact Learned Descent-type Algorithm (ELDA) for a class of nonconvex and nonsmooth variational models, where the regularization consists of a sparsity enhancing term and non-local smoothing term for learned features. The ELDA improves the performance of the LDA in Chen et al. (SIAM J Imag Sci 14(4), 1532–1564, 2021) by reducing the number of the subproblems from two to one for most of the iterations and allowing inexact gradient computation. We generate a deep neural network, whose architecture follows the algorithm exactly for low-dose CT (LDCT) reconstruction. The network inherits the convergence behavior of the algorithm and is interpretable as a solution of the varational model and parameter efficient. The experimental results from the ablation study and comparisons with several state-of-the-art deep learning approaches indicate the promising performance of the proposed method in solution accuracy and parameter efficiency.
{"title":"Provably Convergent Learned Inexact Descent Algorithm for Low-Dose CT Reconstruction","authors":"Qingchao Zhang, Mehrdad Alvandipour, Wenjun Xia, Yi Zhang, Xiaojing Ye, Yunmei Chen","doi":"10.1007/s10915-024-02638-7","DOIUrl":"https://doi.org/10.1007/s10915-024-02638-7","url":null,"abstract":"<p>We propose an Efficient Inexact Learned Descent-type Algorithm (ELDA) for a class of nonconvex and nonsmooth variational models, where the regularization consists of a sparsity enhancing term and non-local smoothing term for learned features. The ELDA improves the performance of the LDA in Chen et al. (SIAM J Imag Sci 14(4), 1532–1564, 2021) by reducing the number of the subproblems from two to one for most of the iterations and allowing inexact gradient computation. We generate a deep neural network, whose architecture follows the algorithm exactly for low-dose CT (LDCT) reconstruction. The network inherits the convergence behavior of the algorithm and is interpretable as a solution of the varational model and parameter efficient. The experimental results from the ablation study and comparisons with several state-of-the-art deep learning approaches indicate the promising performance of the proposed method in solution accuracy and parameter efficiency.</p>","PeriodicalId":50055,"journal":{"name":"Journal of Scientific Computing","volume":"16 1","pages":""},"PeriodicalIF":2.5,"publicationDate":"2024-08-20","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142183463","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2024-08-20DOI: 10.1007/s10915-024-02650-x
Vít Dolejší, Hyun-Geun Shin, Miloslav Vlasák
We present a higher-order space-time adaptive method for the numerical solution of the Richards equation that describes a flow motion through variably saturated media. The discretization is based on the space-time discontinuous Galerkin method, which provides high stability and accuracy and can naturally handle varying meshes. We derive reliable and efficient a posteriori error estimates in the residual-based norm. The estimates use well-balanced spatial and temporal flux reconstructions which are constructed locally over space-time elements or space-time patches. The accuracy of the estimates is verified by numerical experiments. Moreover, we develop the hp-adaptive method and demonstrate its efficiency and usefulness on a practically relevant example.
我们提出了一种高阶时空自适应方法,用于描述流经可变饱和介质的流动运动的理查兹方程的数值求解。离散化基于时空非连续 Galerkin 方法,该方法具有高稳定性和高精度,并能自然处理变化网格。我们在基于残差的规范中推导出可靠、高效的后验误差估计。这些估计值使用了在局部时空元素或时空斑块上构建的平衡良好的时空通量重建。数值实验验证了估计的准确性。此外,我们还开发了 hp 自适应方法,并在一个实际案例中证明了该方法的效率和实用性。
{"title":"Error Estimates and Adaptivity of the Space-Time Discontinuous Galerkin Method for Solving the Richards Equation","authors":"Vít Dolejší, Hyun-Geun Shin, Miloslav Vlasák","doi":"10.1007/s10915-024-02650-x","DOIUrl":"https://doi.org/10.1007/s10915-024-02650-x","url":null,"abstract":"<p>We present a higher-order space-time adaptive method for the numerical solution of the Richards equation that describes a flow motion through variably saturated media. The discretization is based on the space-time discontinuous Galerkin method, which provides high stability and accuracy and can naturally handle varying meshes. We derive reliable and efficient a posteriori error estimates in the residual-based norm. The estimates use well-balanced spatial and temporal flux reconstructions which are constructed locally over space-time elements or space-time patches. The accuracy of the estimates is verified by numerical experiments. Moreover, we develop the <i>hp</i>-adaptive method and demonstrate its efficiency and usefulness on a practically relevant example.</p>","PeriodicalId":50055,"journal":{"name":"Journal of Scientific Computing","volume":"2 1","pages":""},"PeriodicalIF":2.5,"publicationDate":"2024-08-20","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142183464","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2024-08-17DOI: 10.1007/s10915-024-02648-5
Xinghui Zhong, Changxin Qiu, Jue Yan
The Keller-Segel (KS) chemotaxis equation is a widely studied mathematical model for understanding the collective behavior of cells in response to chemical gradients. This paper investigates the direct discontinuous Galerkin method with interface correction (DDGIC) for one-dimensional and two-dimensional KS equations governing the cell density and chemoattractant concentration. We establish error estimates for the proposed scheme under suitable smoothness assumptions of the exact solutions. Numerical experiments are conducted to validate the theoretical results. We explore the impact of different coefficient settings in the numerical fluxes on the error of the DDGIC method on uniform and nonuniform meshes. Our findings reveal that the DDGIC method achieves optimal convergence rates with any admissible coefficients for polynomials of odd degrees, while the accuracy of the cell density is sensitive to the numerical flux coefficient in the chemoattractant concentration for polynomials of even degrees. These results hold regardless of whether the mesh is uniform or nonuniform.
{"title":"Direct Discontinuous Galerkin Method with Interface Correction for the Keller-Segel Chemotaxis Model","authors":"Xinghui Zhong, Changxin Qiu, Jue Yan","doi":"10.1007/s10915-024-02648-5","DOIUrl":"https://doi.org/10.1007/s10915-024-02648-5","url":null,"abstract":"<p>The Keller-Segel (KS) chemotaxis equation is a widely studied mathematical model for understanding the collective behavior of cells in response to chemical gradients. This paper investigates the direct discontinuous Galerkin method with interface correction (DDGIC) for one-dimensional and two-dimensional KS equations governing the cell density and chemoattractant concentration. We establish error estimates for the proposed scheme under suitable smoothness assumptions of the exact solutions. Numerical experiments are conducted to validate the theoretical results. We explore the impact of different coefficient settings in the numerical fluxes on the error of the DDGIC method on uniform and nonuniform meshes. Our findings reveal that the DDGIC method achieves optimal convergence rates with any admissible coefficients for polynomials of odd degrees, while the accuracy of the cell density is sensitive to the numerical flux coefficient in the chemoattractant concentration for polynomials of even degrees. These results hold regardless of whether the mesh is uniform or nonuniform.</p>","PeriodicalId":50055,"journal":{"name":"Journal of Scientific Computing","volume":"21 1","pages":""},"PeriodicalIF":2.5,"publicationDate":"2024-08-17","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142183499","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2024-08-17DOI: 10.1007/s10915-024-02641-y
Jiankang Shi, Minghua Chen, Jianxiong Cao
Anomalous diffusion in the presence or absence of an external force field is often modelled in terms of the fractional evolution equations, which can involve the hyper-singular source term. For this case, conventional time stepping methods may exhibit a severe order reduction. Although a second-order numerical algorithm is provided for the subdiffusion model with a simple hyper-singular source term (t^{mu }), (-2<mu <-1) in [arXiv:2207.08447], the convergence analysis remain to be proved. To fill in these gaps, we present a simple and robust smoothing method for the hyper-singular source term, where the Hadamard finite-part integral is introduced. This method is based on the smoothing/IDm-BDFk method proposed by Shi and Chen (SIAM J Numer Anal 61:2559–2579, 2023) for the subdiffusion equation with a weakly singular source term. We prove that the kth-order convergence rate can be restored for the diffusion-wave case (gamma in (1,2)) and sketch the proof for the subdiffusion case (gamma in (0,1)), even if the source term is hyper-singular and the initial data is not compatible. Numerical experiments are provided to confirm the theoretical results.
在存在或不存在外力场的情况下,反常扩散通常采用分数演化方程建模,其中可能涉及超弦源项。对于这种情况,传统的时间步进方法可能会出现严重的阶次降低。虽然[arXiv:2207.08447]中为具有简单超星源项 (t^{mu }), (-2<mu <-1)的亚扩散模型提供了二阶数值算法,但收敛性分析仍有待证明。为了填补这些空白,我们提出了一种简单而稳健的超星源项平滑方法,其中引入了哈达玛有限部分积分。该方法基于 Shi 和 Chen (SIAM J Numer Anal 61:2559-2579, 2023) 针对具有弱奇异源项的子扩散方程提出的平滑/IDm-BDFk 方法。我们证明了扩散波情况(gamma in (1,2))下的k阶收敛率可以恢复,并简述了亚扩散情况(gamma in (0,1))下的证明,即使源项是超奇异的且初始数据不兼容。数值实验证实了理论结果。
{"title":"High-Order BDF Convolution Quadrature for Fractional Evolution Equations with Hyper-singular Source Term","authors":"Jiankang Shi, Minghua Chen, Jianxiong Cao","doi":"10.1007/s10915-024-02641-y","DOIUrl":"https://doi.org/10.1007/s10915-024-02641-y","url":null,"abstract":"<p>Anomalous diffusion in the presence or absence of an external force field is often modelled in terms of the fractional evolution equations, which can involve the hyper-singular source term. For this case, conventional time stepping methods may exhibit a severe order reduction. Although a second-order numerical algorithm is provided for the subdiffusion model with a simple hyper-singular source term <span>(t^{mu })</span>, <span>(-2<mu <-1)</span> in [arXiv:2207.08447], the convergence analysis remain to be proved. To fill in these gaps, we present a simple and robust smoothing method for the hyper-singular source term, where the Hadamard finite-part integral is introduced. This method is based on the smoothing/ID<i>m</i>-BDF<i>k</i> method proposed by Shi and Chen (SIAM J Numer Anal 61:2559–2579, 2023) for the subdiffusion equation with a weakly singular source term. We prove that the <i>k</i>th-order convergence rate can be restored for the diffusion-wave case <span>(gamma in (1,2))</span> and sketch the proof for the subdiffusion case <span>(gamma in (0,1))</span>, even if the source term is hyper-singular and the initial data is not compatible. Numerical experiments are provided to confirm the theoretical results.</p>","PeriodicalId":50055,"journal":{"name":"Journal of Scientific Computing","volume":"390 1","pages":""},"PeriodicalIF":2.5,"publicationDate":"2024-08-17","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142183465","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2024-08-13DOI: 10.1007/s10915-024-02609-y
Alexandre Ern, Morgane Steins
We prove the optimal convergence in space and time for the linear acoustic wave equation in its second-order formulation in time, using the hybrid high-order method for space discretization and the leapfrog (central finite difference) scheme for time discretization. The proof hinges on energy arguments similar to those classically deployed in the context of continuous finite elements or discontinuous Galerkin methods, but some novel ideas need to be introduced to handle the static coupling between cell and face unknowns. Because of the close ties between the methods, the present proof can be readily extended to cover space semi-disretization using the hybridizable discontinuous Galerkin method and the weak Galerkin method.
{"title":"Convergence Analysis for the Wave Equation Discretized with Hybrid Methods in Space (HHO, HDG and WG) and the Leapfrog Scheme in Time","authors":"Alexandre Ern, Morgane Steins","doi":"10.1007/s10915-024-02609-y","DOIUrl":"https://doi.org/10.1007/s10915-024-02609-y","url":null,"abstract":"<p>We prove the optimal convergence in space and time for the linear acoustic wave equation in its second-order formulation in time, using the hybrid high-order method for space discretization and the leapfrog (central finite difference) scheme for time discretization. The proof hinges on energy arguments similar to those classically deployed in the context of continuous finite elements or discontinuous Galerkin methods, but some novel ideas need to be introduced to handle the static coupling between cell and face unknowns. Because of the close ties between the methods, the present proof can be readily extended to cover space semi-disretization using the hybridizable discontinuous Galerkin method and the weak Galerkin method.\u0000</p>","PeriodicalId":50055,"journal":{"name":"Journal of Scientific Computing","volume":"88 1","pages":""},"PeriodicalIF":2.5,"publicationDate":"2024-08-13","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142183504","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2024-08-13DOI: 10.1007/s10915-024-02647-6
Ying Li, Hui Shi, Xinghui Zhong
In this paper, we investigate the local discontinuous Galerkin (LDG) methods coupled with multistep implicit–explicit (IMEX) time discretization to solve one-dimensional and two-dimensional nonlinear Schrödinger equations. In this approach, the nonlinear terms are treated explicitly, while the linear terms are handled implicitly. By the skew symmetry property of LDG operators and the properties of Gauss–Radau projections, we obtain error estimates for the prime and auxiliary variables, as well as the estimate for the time difference of the prime variables. These results, together with a carefully chosen numerical initial condition, allow us to obtain the optimal error estimate in both space and time for the fully discrete scheme. Numerical experiments are performed to verify the accuracy and efficiency of the proposed methods.
{"title":"Local Discontinuous Galerkin Methods with Multistep Implicit–Explicit Time Discretization for Nonlinear Schrödinger Equations","authors":"Ying Li, Hui Shi, Xinghui Zhong","doi":"10.1007/s10915-024-02647-6","DOIUrl":"https://doi.org/10.1007/s10915-024-02647-6","url":null,"abstract":"<p>In this paper, we investigate the local discontinuous Galerkin (LDG) methods coupled with multistep implicit–explicit (IMEX) time discretization to solve one-dimensional and two-dimensional nonlinear Schrödinger equations. In this approach, the nonlinear terms are treated explicitly, while the linear terms are handled implicitly. By the skew symmetry property of LDG operators and the properties of Gauss–Radau projections, we obtain error estimates for the prime and auxiliary variables, as well as the estimate for the time difference of the prime variables. These results, together with a carefully chosen numerical initial condition, allow us to obtain the optimal error estimate in both space and time for the fully discrete scheme. Numerical experiments are performed to verify the accuracy and efficiency of the proposed methods.</p>","PeriodicalId":50055,"journal":{"name":"Journal of Scientific Computing","volume":"23 1","pages":""},"PeriodicalIF":2.5,"publicationDate":"2024-08-13","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142183500","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2024-08-13DOI: 10.1007/s10915-024-02633-y
Muhammad Mohebujjaman, Julian Miranda, Md. Abdullah Al Mahbub, Mengying Xiao
We propose, analyze, and test a penalty projection-based robust efficient and accurate algorithm for the Uncertainty Quantification (UQ) of the time-dependent Magnetohydrodynamic (MHD) flow problems in convection-dominated regimes. The algorithm uses the Elsässer variables formulation and discrete Hodge decomposition to decouple the stochastic MHD system into four sub-problems (at each time-step for each realization) which are much easier to solve than solving the coupled saddle point problems. Each of the sub-problems is designed in a sophisticated way so that at each time-step the system matrix remains the same for all the realizations but with different right-hand-side vectors which allows saving a huge amount of computer memory and computational time. Moreover, the scheme is equipped with Ensemble Eddy Viscosity (EEV) and grad-div stabilization terms. The unconditional stability with respect to the time-step size of the algorithm is proven rigorously. We prove the proposed scheme converges to an equivalent non-projection-based coupled MHD scheme for large grad-div stabilization parameter values. We examine how Stochastic Collocation Methods (SCMs) can be combined with the proposed penalty projection UQ algorithm. Finally, a series of numerical experiments are given which verify the predicted convergence rates, show the algorithm’s performance on benchmark channel flow over a rectangular step, a regularized lid-driven cavity problem with high random Reynolds number and high random magnetic Reynolds number, and the impact of the EEV stabilization in the MHD UQ algorithm.
{"title":"An Efficient and Accurate Penalty-projection Eddy Viscosity Algorithm for Stochastic Magnetohydrodynamic Flow Problems","authors":"Muhammad Mohebujjaman, Julian Miranda, Md. Abdullah Al Mahbub, Mengying Xiao","doi":"10.1007/s10915-024-02633-y","DOIUrl":"https://doi.org/10.1007/s10915-024-02633-y","url":null,"abstract":"<p>We propose, analyze, and test a penalty projection-based robust efficient and accurate algorithm for the Uncertainty Quantification (UQ) of the time-dependent Magnetohydrodynamic (MHD) flow problems in convection-dominated regimes. The algorithm uses the Elsässer variables formulation and discrete Hodge decomposition to decouple the stochastic MHD system into four sub-problems (at each time-step for each realization) which are much easier to solve than solving the coupled saddle point problems. Each of the sub-problems is designed in a sophisticated way so that at each time-step the system matrix remains the same for all the realizations but with different right-hand-side vectors which allows saving a huge amount of computer memory and computational time. Moreover, the scheme is equipped with Ensemble Eddy Viscosity (EEV) and grad-div stabilization terms. The unconditional stability with respect to the time-step size of the algorithm is proven rigorously. We prove the proposed scheme converges to an equivalent non-projection-based coupled MHD scheme for large grad-div stabilization parameter values. We examine how Stochastic Collocation Methods (SCMs) can be combined with the proposed penalty projection UQ algorithm. Finally, a series of numerical experiments are given which verify the predicted convergence rates, show the algorithm’s performance on benchmark channel flow over a rectangular step, a regularized lid-driven cavity problem with high random Reynolds number and high random magnetic Reynolds number, and the impact of the EEV stabilization in the MHD UQ algorithm.</p>","PeriodicalId":50055,"journal":{"name":"Journal of Scientific Computing","volume":"24 1","pages":""},"PeriodicalIF":2.5,"publicationDate":"2024-08-13","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142183502","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2024-08-13DOI: 10.1007/s10915-024-02612-3
R. Altmann, D. Peterseim, T. Stykel
This paper is devoted to the numerical solution of constrained energy minimization problems arising in computational physics and chemistry such as the Gross–Pitaevskii and Kohn–Sham models. In particular, we introduce Riemannian Newton methods on the infinite-dimensional Stiefel and Grassmann manifolds. We study the geometry of these two manifolds, its impact on the Newton algorithms, and present expressions of the Riemannian Hessians in the infinite-dimensional setting, which are suitable for variational spatial discretizations. A series of numerical experiments illustrates the performance of the methods and demonstrates their supremacy compared to other well-established schemes such as the self-consistent field iteration and gradient descent schemes.
{"title":"Riemannian Newton Methods for Energy Minimization Problems of Kohn–Sham Type","authors":"R. Altmann, D. Peterseim, T. Stykel","doi":"10.1007/s10915-024-02612-3","DOIUrl":"https://doi.org/10.1007/s10915-024-02612-3","url":null,"abstract":"<p>This paper is devoted to the numerical solution of constrained energy minimization problems arising in computational physics and chemistry such as the Gross–Pitaevskii and Kohn–Sham models. In particular, we introduce Riemannian Newton methods on the infinite-dimensional Stiefel and Grassmann manifolds. We study the geometry of these two manifolds, its impact on the Newton algorithms, and present expressions of the Riemannian Hessians in the infinite-dimensional setting, which are suitable for variational spatial discretizations. A series of numerical experiments illustrates the performance of the methods and demonstrates their supremacy compared to other well-established schemes such as the self-consistent field iteration and gradient descent schemes.</p>","PeriodicalId":50055,"journal":{"name":"Journal of Scientific Computing","volume":"65 1","pages":""},"PeriodicalIF":2.5,"publicationDate":"2024-08-13","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142183503","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}