Muhammad Mohebujjaman, Julian Miranda, Md. Abdullah Al Mahbub, Mengying Xiao
{"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}
{"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}
Youngsoo Ha, Chang Ho Kim, Hyoseon Yang, Jungho Yoon
{"title":"A New Alternative WENO Scheme Based on Exponential Polynomial Interpolation with an Improved Order of Accuracy","authors":"Youngsoo Ha, Chang Ho Kim, Hyoseon Yang, Jungho Yoon","doi":"10.1007/s10915-024-02635-w","DOIUrl":"https://doi.org/10.1007/s10915-024-02635-w","url":null,"abstract":"<p>In this study, we present a new alternative formulation of a conservative weighted essentially non-oscillatory (WENO) scheme that improves the performance of the known fifth-order alternative WENO (AWENO) schemes. In the formulation of the fifth-order AWENO scheme, the numerical flux can be written in two terms: a low-order flux and a high-order correction flux. The low-order numerical flux is constructed by a fifth-order WENO interpolator, and the high-order correction flux includes terms of the second and fourth derivatives, yielding the sixth-order truncation error. Noticing the difference in the convergence rates between these two approximations, this study first aims to fill the accuracy gap by enhancing the approximation order of the low-order numerical flux. To this end, the WENO interpolator for the low-order term is implemented using exponential polynomials with a shape parameter. Selecting a locally optimized shape parameter, the proposed WENO interpolator achieves an additional order of improvement, resulting in the overall sixth order of accuracy of the final reconstruction, under the same fifth-order AWENO framework. In addition, since a linear approximation to the high-order correction term may cause some oscillations in the vicinity of strong shocks, we present a new strategy for the limiting procedure to deal with the second derivative term in the high-order correction flux. Several numerical results for the well-known benchmark test problems confirm the reliability of our AWENO method.</p>","PeriodicalId":50055,"journal":{"name":"Journal of Scientific Computing","volume":"1 1","pages":""},"PeriodicalIF":2.5,"publicationDate":"2024-08-13","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142183501","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}
{"title":"Quaternion Tensor Left Ring Decomposition and Application for Color Image Inpainting","authors":"Jifei Miao, Kit Ian Kou, Hongmin Cai, Lizhi Liu","doi":"10.1007/s10915-024-02624-z","DOIUrl":"https://doi.org/10.1007/s10915-024-02624-z","url":null,"abstract":"<p>In recent years, tensor networks have emerged as powerful tools for solving large-scale optimization problems. One of the most promising tensor networks is the tensor ring (TR) decomposition, which achieves circular dimensional permutation invariance in the model through the utilization of the trace operation and equitable treatment of the latent cores. On the other hand, more recently, quaternions have gained significant attention and have been widely utilized in color image processing tasks due to their effectiveness in encoding color pixels by considering the three color channels as a unified entity. Therefore, in this paper, based on the left quaternion matrix multiplication, we propose the quaternion tensor left ring (QTLR) decomposition, which inherits the powerful and generalized representation abilities of the TR decomposition while leveraging the advantages of quaternions for color pixel representation. In addition to providing the definition of QTLR decomposition and an algorithm for learning the QTLR format, the paper further proposes a low-rank quaternion tensor completion (LRQTC) model and its algorithm for color image inpainting based on the defined QTLR decomposition. Finally, extensive experiments on color image inpainting demonstrate that the proposed LRQTC method is highly competitive.</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":"142183498","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}
{"title":"Spectrally Constrained Optimization","authors":"Casey Garner, Gilad Lerman, Shuzhong Zhang","doi":"10.1007/s10915-024-02636-9","DOIUrl":"https://doi.org/10.1007/s10915-024-02636-9","url":null,"abstract":"<p>We investigate how to solve smooth matrix optimization problems with general linear inequality constraints on the eigenvalues of a symmetric matrix. We present solution methods to obtain exact global minima for linear objective functions, i.e., <span>(F(varvec{X}) = langle varvec{C}, varvec{X}rangle )</span>, and perform exact projections onto the eigenvalue constraint set. Two first-order algorithms are developed to obtain first-order stationary points for general non-convex objective functions. Both methods are proven to converge sublinearly when the constraint set is convex. Numerical experiments demonstrate the applicability of both the model and the methods.\u0000</p>","PeriodicalId":50055,"journal":{"name":"Journal of Scientific Computing","volume":"198 1","pages":""},"PeriodicalIF":2.5,"publicationDate":"2024-08-06","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141944417","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}
{"title":"Preconditioned Nonsymmetric/Symmetric Discontinuous Galerkin Method for Elliptic Problem with Reconstructed Discontinuous Approximation","authors":"Ruo Li, Qicheng Liu, Fanyi Yang","doi":"10.1007/s10915-024-02639-6","DOIUrl":"https://doi.org/10.1007/s10915-024-02639-6","url":null,"abstract":"<p>In this paper, we propose and analyze an efficient preconditioning method for the elliptic problem based on the reconstructed discontinuous approximation method. This method is originally proposed in Li et al. (J Sci Comput 80(1):268–288, 2019) that an arbitrarily high-order approximation space with one unknown per element is reconstructed by solving a local least squares fitting problem. This space can be directly used with the symmetric/nonsymmetric interior penalty discontinuous Galerkin methods. The least squares problem is modified in this paper, which allows us to establish a norm equivalence result between the reconstructed high-order space and the piecewise constant space. This property further inspires us to construct a preconditioner from the piecewise constant space. The preconditioner is shown to be optimal that the upper bound of the condition number to the preconditioned symmetric/nonsymmetric system is independent of the mesh size. In addition, we can enjoy the advantage on the efficiency of the approximation in number of degrees of freedom compared with the standard DG method. Numerical experiments are provided to demonstrate the validity of the theory and the efficiency of the proposed method.</p>","PeriodicalId":50055,"journal":{"name":"Journal of Scientific Computing","volume":"41 1","pages":""},"PeriodicalIF":2.5,"publicationDate":"2024-08-06","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141944493","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}
{"title":"On the Global Complexity of a Derivative-Free Levenberg-Marquardt Algorithm via Orthogonal Spherical Smoothing","authors":"Xi Chen, Jinyan Fan","doi":"10.1007/s10915-024-02649-4","DOIUrl":"https://doi.org/10.1007/s10915-024-02649-4","url":null,"abstract":"<p>In this paper, we propose a derivative-free Levenberg-Marquardt algorithm for nonlinear least squares problems, where the Jacobian matrices are approximated via orthogonal spherical smoothing. It is shown that the gradient models which use the approximate Jacobian matrices are probabilistically first-order accurate. The high probability complexity bound of the algorithm is also given.</p>","PeriodicalId":50055,"journal":{"name":"Journal of Scientific Computing","volume":"13 1","pages":""},"PeriodicalIF":2.5,"publicationDate":"2024-08-06","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141944489","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}
{"title":"Two Finite Element Approaches for the Porous Medium Equation That Are Positivity Preserving and Energy Stable","authors":"Arjun Vijaywargiya, Guosheng Fu","doi":"10.1007/s10915-024-02642-x","DOIUrl":"https://doi.org/10.1007/s10915-024-02642-x","url":null,"abstract":"<p>In this work, we present the construction of two distinct finite element approaches to solve the porous medium equation (PME). In the first approach, we transform the PME to a log-density variable formulation and construct a continuous Galerkin method. In the second approach, we introduce additional potential and velocity variables to rewrite the PME into a system of equations, for which we construct a mixed finite element method. Both approaches are first-order accurate, mass conserving, and proved to be unconditionally energy stable for their respective energies. The mixed approach is shown to preserve positivity under a CFL condition, while a much stronger property of unconditional bound preservation is proved for the log-density approach. A novel feature of our schemes is that they can handle compactly supported initial data without the need for any perturbation techniques. Furthermore, the log-density method can handle unstructured grids in any number of dimensions, while the mixed method can handle unstructured grids in two dimensions. We present results from several numerical experiments to demonstrate these properties.</p>","PeriodicalId":50055,"journal":{"name":"Journal of Scientific Computing","volume":"26 1","pages":""},"PeriodicalIF":2.5,"publicationDate":"2024-08-06","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141944488","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}
{"title":"A Quasi-Conservative Alternative WENO Finite Difference Scheme for Solving Compressible Multicomponent Flows","authors":"Yanan Yang, Hua Shen, Zhiwei He","doi":"10.1007/s10915-024-02645-8","DOIUrl":"https://doi.org/10.1007/s10915-024-02645-8","url":null,"abstract":"<p>We construct a quasi-conservative alternative WENO finite difference scheme respectively coupled with the global Lax-Friedrichs (AWENO-GLF) and the contact restored Harten-Lax-van Leer approximate Riemann solver (AWENO-HLLC) for solving compressible multicomponent flows. The mass equation, the momentum equation, and the energy equation are discretized by a fully conservative AWENO-GLF or AWENO-HLLC finite difference scheme from which a consistent nonconservative discretization of the topological equation is derived according to the velocity and pressure equilibrium principle proposed by Agrall (J Comput Phys 125:150–160, 1996). We prove that, coupling with the constructed scheme, WENO interpolations with common weights for conservative variables or standard WENO interpolations with independent weights for primitive quantities can maintain velocity and pressure equilibrium. Numerical examples demonstrate that AWENO-HLLC scheme is not only less dissipative but also less oscillatory than classical WENO-GLF scheme for compressible multicomponent flows.</p>","PeriodicalId":50055,"journal":{"name":"Journal of Scientific Computing","volume":"10 1","pages":""},"PeriodicalIF":2.5,"publicationDate":"2024-08-06","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141944490","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}
{"title":"Very High-Order A-Stable Stiffly Accurate Diagonally Implicit Runge-Kutta Methods with Error Estimators","authors":"Yousef Alamri, David I. Ketcheson","doi":"10.1007/s10915-024-02627-w","DOIUrl":"https://doi.org/10.1007/s10915-024-02627-w","url":null,"abstract":"<p>A numerical search approach is used to design high-order diagonally implicit Runge-Kutta (DIRK) time stepping schemes equipped with embedded error estimators, some of which have identical diagonal elements (i.e., SDIRK) and explicit first stage (i.e., ESDIRK). In each of these classes, we present new A-stable schemes of order six (the highest order of previously known A-stable DIRK-type schemes) up to order eight. For each order, we include one scheme that is only A-stable as well as several schemes that are L-stable, stiffly accurate, and/or have stage order two. The latter types require more stages, but yield better convergence rates for differential-algebraic equations (DAEs), and particularly those which have stage order two result in better accuracy for moderately stiff problems. The development of the eighth-order schemes requires, in addition to imposing A-stability, finding highly accurate numerical solutions for a system of 200 equations in over 100 variables, which is accomplished via a combination of global and local optimization strategies. The accuracy, stability, and adaptive stepsize control of the schemes are demonstrated on diverse problems.</p>","PeriodicalId":50055,"journal":{"name":"Journal of Scientific Computing","volume":"25 1","pages":""},"PeriodicalIF":2.5,"publicationDate":"2024-08-05","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141944492","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}