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Deep learning methods for stochastic Galerkin approximations of elliptic random PDEs 椭圆随机 PDE 随机 Galerkin 近似的深度学习方法
Pub Date : 2024-09-12 DOI: arxiv-2409.08063
Fabio Musco, Andrea Barth
This work considers stochastic Galerkin approximations of linear ellipticpartial differential equations with stochastic forcing terms and stochasticdiffusion coefficients, that cannot be bounded uniformly away from zero andinfinity. A traditional numerical method for solving the resultinghigh-dimensional coupled system of partial differential equations (PDEs) isreplaced by deep learning techniques. In order to achieve this,physics-informed neural networks (PINNs), which typically operate on the strongresidual of the PDE and can therefore be applied in a wide range of settings,are considered. As a second approach, the Deep Ritz method, which is a neuralnetwork that minimizes the Ritz energy functional to find the weak solution, isemployed. While the second approach only works in special cases, it overcomesthe necessity of testing in variational problems while maintaining mathematicalrigor and ensuring the existence of a unique solution. Furthermore, theresidual is of a lower differentiation order, reducing the training costconsiderably. The efficiency of the method is demonstrated on several modelproblems.
这项研究考虑了线性椭圆偏微分方程的随机 Galerkin 近似,该方程具有随机强迫项和随机扩散系数,无法均匀地远离零和无限。深度学习技术取代了求解由此产生的高维耦合偏微分方程(PDEs)系统的传统数值方法。为了实现这一目标,我们考虑了物理信息神经网络(PINNs),这种网络通常在偏微分方程的强残差上运行,因此可以应用于多种场合。作为第二种方法,我们采用了深度里兹法(Deep Ritz method),这是一种最小化里兹能量函数以找到弱解的神经网络。虽然第二种方法只适用于特殊情况,但它克服了在变分问题中进行测试的必要性,同时保持了数学上的合理性,并确保了唯一解的存在。此外,该方法的微分阶数较低,大大降低了训练成本。在几个模型问题上证明了该方法的效率。
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引用次数: 0
Approximation of the Hilbert Transform on the unit circle 单位圆上希尔伯特变换的近似值
Pub Date : 2024-09-12 DOI: arxiv-2409.07810
Luisa Fermo, Valerio Loi
The paper deals with the numerical approximation of the Hilbert transform onthe unit circle using Szeg"o and anti-Szeg"o quadrature formulas. Theseschemes exhibit maximum precision with oppositely signed errors and allow forimproved accuracy through their averaged results. Their computation involves afree parameter associated with the corresponding para-orthogonal polynomials.Here, it is suitably chosen to construct a Szeg"o and anti-Szeg"o formulawhose nodes are strategically distanced from the singularity of the Hilbertkernel. Numerical experiments demonstrate the accuracy of the proposed method.
本文使用 Szeg"o 正交公式和反 Szeg"o 正交公式对单位圆上的希尔伯特变换进行数值逼近。这两个公式以相反符号误差表现出最高精度,并通过其平均结果提高了精度。它们的计算涉及到一个与相应的准正交多项式相关的自由参数。在这里,它被适当地选择来构造一个Szeg"o和anti-Szeg"o公式,其节点与希尔伯特内核的奇点有策略性的距离。数值实验证明了所提方法的准确性。
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引用次数: 0
Transformed Physics-Informed Neural Networks for The Convection-Diffusion Equation 用于对流扩散方程的变换物理信息神经网络
Pub Date : 2024-09-12 DOI: arxiv-2409.07671
Jiajing Guan, Howard Elman
Singularly perturbed problems are known to have solutions with steep boundarylayers that are hard to resolve numerically. Traditional numerical methods,such as Finite Difference Methods (FDMs), require a refined mesh to obtainstable and accurate solutions. As Physics-Informed Neural Networks (PINNs) havebeen shown to successfully approximate solutions to differential equations fromvarious fields, it is natural to examine their performance on singularlyperturbed problems. The convection-diffusion equation is a representativeexample of such a class of problems, and we consider the use of PINNs toproduce numerical solutions of this equation. We study two ways to use PINNS:as a method for correcting oscillatory discrete solutions obtained using FDMs,and as a method for modifying reduced solutions of unperturbed problems. Forboth methods, we also examine the use of input transformation to enhanceaccuracy, and we explain the behavior of input transformations analytically,with the help of neural tangent kernels.
众所周知,奇异扰动问题的解具有陡峭的边界层,难以用数值方法解决。传统的数值方法,如有限差分法(FDM),需要细化网格才能获得稳定准确的解。由于物理信息神经网络(PINNs)已被证明能成功逼近各领域微分方程的解,因此很自然地要研究它们在奇异扰动问题上的性能。对流扩散方程是这类问题的一个代表性例子,我们考虑使用 PINNs 来生成该方程的数值解。我们研究了使用 PINNS 的两种方法:一种是修正使用 FDM 得到的振荡离散解的方法,另一种是修改未扰动问题的还原解的方法。对于这两种方法,我们还研究了使用输入变换来提高精确度,并借助神经正切核分析解释了输入变换的行为。
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引用次数: 0
Edge-Wise Graph-Instructed Neural Networks 边缘智图引导神经网络
Pub Date : 2024-09-12 DOI: arxiv-2409.08023
Francesco Della Santa, Antonio Mastropietro, Sandra Pieraccini, Francesco Vaccarino
The problem of multi-task regression over graph nodes has been recentlyapproached through Graph-Instructed Neural Network (GINN), which is a promisingarchitecture belonging to the subset of message-passing graph neural networks.In this work, we discuss the limitations of the Graph-Instructed (GI) layer,and we formalize a novel edge-wise GI (EWGI) layer. We discuss the advantagesof the EWGI layer and we provide numerical evidence that EWGINNs perform betterthan GINNs over graph-structured input data with chaotic connectivity, like theones inferred from the Erdos-R'enyi graph.
在这项工作中,我们讨论了图引导(GI)层的局限性,并正式提出了一种新颖的边缘引导 GI(EWGI)层。我们讨论了 EWGI 层的优势,并提供了数值证据,证明 EWGINN 在处理具有混沌连接性的图结构输入数据(如从 Erdos-R'enyi 图推断出的数据)时比 GINN 表现更好。
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引用次数: 0
Coordinate complexification for the Helmholtz equation with Dirichlet boundary conditions in a perturbed half-space 扰动半空间中带有狄里赫特边界条件的亥姆霍兹方程的坐标复合化
Pub Date : 2024-09-11 DOI: arxiv-2409.06988
Charles L. Epstein, Leslie Greengard, Jeremy Hoskins, Shidong Jiang, Manas Rachh
We present a new complexification scheme based on the classical double layerpotential for the solution of the Helmholtz equation with Dirichlet boundaryconditions in compactly perturbed half-spaces in two and three dimensions. Thekernel for the double layer potential is the normal derivative of thefree-space Green's function, which has a well-known analytic continuation intothe complex plane as a function of both target and source locations. Here, weprove that - when the incident data are analytic and satisfy a preciseasymptotic estimate - the solution to the boundary integral equation itselfadmits an analytic continuation into specific regions of the complex plane, andsatisfies a related asymptotic estimate (this class of data includes both planewaves and the field induced by point sources). We then show that, with acarefully chosen contour deformation, the oscillatory integrals are convertedto exponentially decaying integrals, effectively reducing the infinite domainto a domain of finite size. Our scheme is different from existing methods thatuse complex coordinate transformations, such as perfectly matched layers, orabsorbing regions, such as the gradual complexification of the governingwavenumber. More precisely, in our method, we are still solving a boundaryintegral equation, albeit on a truncated, complexified version of the originalboundary. In other words, no volumetric/domain modifications are introduced.The scheme can be extended to other boundary conditions, to open wave guidesand to layered media. We illustrate the performance of the scheme with two andthree dimensional examples.
我们提出了一种基于经典双层势的新复数化方案,用于求解二维和三维紧凑扰动半空间中具有迪里希特边界条件的亥姆霍兹方程。双层势的核是自由空间格林函数的法向导数,作为目标和源位置的函数,它在复平面内有众所周知的解析延续。在这里,我们证明了--当入射数据是解析的并满足精确的渐近估计时--边界积分方程的解本身在复平面的特定区域内具有解析延续,并满足相关的渐近估计(这类数据包括平面波和点源引起的场)。然后我们证明,通过精心选择的轮廓变形,振荡积分可以转换为指数衰减积分,从而有效地将无限域缩小为有限域。我们的方案不同于现有的使用复杂坐标变换(如完全匹配层)或吸收区域(如治理文数的逐步复杂化)的方法。更确切地说,在我们的方法中,我们仍然在求解边界积分方程,尽管是在原始边界的截断、复合版本上。换句话说,没有引入任何体积/域修改。该方案可以扩展到其他边界条件、开放波导和层状介质。我们用二维和三维的例子来说明该方案的性能。
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引用次数: 0
A novel second order scheme with one step for forward backward stochastic differential equations 用于前向后向随机微分方程的新型一步二阶方案
Pub Date : 2024-09-11 DOI: arxiv-2409.07118
Qiang Han, Shihao Lan, Quanxin Zhu
In this paper, we present a novel explicit second order scheme with one stepfor solving the forward backward stochastic differential equations, with theCrank-Nicolson method as a specific instance within our proposed framework. Wefirst present a rigorous stability result, followed by precise error estimatesthat confirm the proposed novel scheme achieves second-order convergence. Thetheoretical results for the proposed methods are supported by numericalexperiments.
在本文中,我们以 Crank-Nicolson 方法作为我们提出的框架中的一个具体实例,提出了一种新颖的一步求解前向后向随机微分方程的显式二阶方案。我们首先给出了一个严格的稳定性结果,然后给出了精确的误差估计,证实所提出的新方案实现了二阶收敛。数值实验支持了所提方法的理论结果。
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引用次数: 0
$M$-QR decomposition and hyperpower iterative methods for computing outer inverses of tensors 计算张量外反的 $M$-QR 分解和超幂迭代法
Pub Date : 2024-09-11 DOI: arxiv-2409.07007
Ratikanta Behera, Krushnachandra Panigrahy, Jajati Keshari Sahoo, Yimin Wei
The outer inverse of tensors plays increasingly significant roles incomputational mathematics, numerical analysis, and other generalized inversesof tensors. In this paper, we compute outer inverses with prescribed ranges andkernels of a given tensor through tensor QR decomposition and hyperpoweriterative method under the M-product structure, which is a family oftensor-tensor products, generalization of the t-product and c-product, allowsus to suit the physical interpretations across those different modes. Wediscuss a theoretical analysis of the nineteen-order convergence of theproposed tensor-based iterative method. Further, we design effectivetensor-based algorithms for computing outer inverses using M-QR decompositionand hyperpower iterative method. The theoretical results are validated withnumerical examples demonstrating the appropriateness of the proposed methods.
张量的外逆在计算数学、数值分析和其他张量的广义求逆中发挥着越来越重要的作用。在本文中,我们通过张量 QR 分解和超幂迭代法计算给定张量的具有规定范围和内核的外逆。M-product 结构是张量-张量乘积的一个族,是 t-product 和 c-product 的广义化,允许我们在这些不同模式之间进行物理解释。我们对所提出的基于张量的迭代法的十九阶收敛性进行了理论分析。此外,我们还设计了基于张量的有效算法,利用 M-QR 分解和超幂迭代法计算外倒数。我们用数值实例验证了理论结果,证明了所提方法的适用性。
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引用次数: 0
Homogenisation for Maxwell and Friends 麦克斯韦和朋友们的同质化
Pub Date : 2024-09-11 DOI: arxiv-2409.07084
Andreas Buchinger, Sebastian Franz, Nathanael Skrepek, Marcus Waurick
We refine the understanding of continuous dependence on coefficients ofsolution operators under the nonlocal $H$-topology viz Schur topology in thesetting of evolutionary equations in the sense of Picard. We show that certaincomponents of the solution operators converge strongly. The weak convergencebehaviour known from homogenisation problems for ordinary differentialequations is recovered on the other solution operator components. The resultsare underpinned by a rich class of examples that, in turn, are also treatednumerically, suggesting a certain sharpness of the theoretical findings.Analytic treatment of an example that proves this sharpness is provided too.Even though all the considered examples contain local coefficients, the maintheorems and structural insights are of operator-theoretic nature and, thus,also applicable to nonlocal coefficients. The main advantage of the problemclass considered is that they contain mixtures of type, potentially highlyoscillating between different types of PDEs; a prototype can be found inMaxwell's equations highly oscillating between the classical equations andcorresponding eddy current approximations.
在皮卡尔(Picard)意义上的演化方程组中,我们完善了对非局部$H$拓扑即舒尔拓扑下解算子系数连续依赖性的理解。我们证明了解算子的某些部分具有强收敛性。在常微分方程的同质化问题中已知的弱收敛行为在其他解算子分量上得到了恢复。这些结果以丰富的实例为基础,反过来,这些实例也得到了数值处理,表明理论发现具有一定的锐度。尽管所有考虑的实例都包含局部系数,但主要定理和结构性见解都具有算子理论性质,因此也适用于非局部系数。所考虑的问题类的主要优势在于它们包含各种类型的混合物,有可能在不同类型的 PDE 之间高度振荡;在经典方程和相应的涡流近似之间高度振荡的麦克斯韦方程就是一个原型。
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引用次数: 0
A compatible finite element discretisation for moist shallow water equations 潮湿浅水方程的兼容有限元离散化
Pub Date : 2024-09-11 DOI: arxiv-2409.07182
Nell Hartney, Thomas M. Bendall, Jemma Shipton
The moist shallow water equations offer a promising route for advancingunderstanding of the coupling of physical parametrisations and dynamics innumerical atmospheric models, an issue known as 'physics-dynamics coupling'.Without moist physics, the traditional shallow water equations are a simplifiedform of the atmospheric equations of motion and so are computationally cheap,but retain many relevant dynamical features of the atmosphere. Introducingphysics into the shallow water model in the form of moisture provides a tool toexperiment with numerical techniques for physics-dynamics coupling in a simpledynamical model. In this paper, we compare some of the different moist shallowwater models by writing them in a general formulation. The general formulationencompasses three existing forms of the moist shallow water equations and alsoa fourth, previously unexplored formulation. The equations are coupled to athree-state moist physics scheme that interacts with the resolved flow throughsource terms and produces two-way physics-dynamics feedback. We present a newcompatible finite element discretisation of the equations and apply it to thedifferent formulations of the moist shallow water equations in three testcases. The results show that the models capture generation of cloud and rainand physics-dynamics interactions, and demonstrate some differences betweenmoist shallow water formulations and the implications of these differentmodelling choices.
没有湿气物理,传统的浅水方程是大气运动方程的简化形式,因此计算成本低,但保留了大气的许多相关动力学特征。在浅水模式中引入湿度物理,为在简化动力学模式中试验物理-动力学耦合的数值技术提供了工具。在本文中,我们通过将一些不同的潮湿浅水模型写入一般公式来对它们进行比较。一般公式包括三种现有的潮湿浅水方程形式,以及第四种以前未曾探索过的公式。这些方程与三态潮湿物理方案耦合,通过源项与解析流相互作用,产生物理-动力学双向反馈。我们提出了一种新的兼容有限元离散化方程,并在三个测试案例中将其应用于湿润浅水方程的不同公式。结果表明,模型捕捉到了云和雨的生成以及物理-动力的相互作用,并证明了潮湿浅水公式之间的一些差异以及这些不同建模选择的影响。
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引用次数: 0
A Reynolds-semi-robust and pressure robust Hybrid High-Order method for the time dependent incompressible Navier--Stokes equations on general meshes 用于一般网格上时变不可压缩纳维-斯托克斯方程的雷诺稳态和压力稳健混合高阶方法
Pub Date : 2024-09-11 DOI: arxiv-2409.07037
Daniel Castanon Quiroz, Daniele A. Di Pietro
In this work we develop and analyze a Reynolds-semi-robust andpressure-robust Hybrid High-Order (HHO) discretization of the incompressibleNavier--Stokes equations. Reynolds-semi-robustness refers to the fact that,under suitable regularity assumptions, the right-hand side of the velocityerror estimate does not depend on the inverse of the viscosity. This propertyis obtained here through a penalty term which involves a subtle projection ofthe convective term on a subgrid space constructed element by element. Theestimated convergence order for the $L^infty(L^2)$- and$L^2(text{energy})$-norm of the velocity is $h^{k+frac12}$, which matches thebest results for continuous and discontinuous Galerkin methods and correspondsto the one expected for HHO methods in convection-dominated regimes.Two-dimensional numerical results on a variety of polygonal meshes complete theexposition.
在这项研究中,我们开发并分析了不可压缩纳维尔-斯托克斯方程的雷诺稳态和压力稳态混合高阶(HHO)离散法。雷诺半稳健性是指在适当的正则性假设下,速度误差估计的右侧不依赖于粘度的倒数。在这里,这一特性是通过惩罚项获得的,惩罚项涉及在逐元素构建的子网格空间上对对流项的微妙投影。速度的$L^infty(L^2)$-和$L^2(text{energy})$正态的估计收敛阶数为$h^{k+frac12}$,这与连续和非连续 Galerkin 方法的最佳结果相匹配,并与对流主导机制中 HHO 方法的预期收敛阶数一致。
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引用次数: 0
期刊
arXiv - MATH - Numerical Analysis
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