Manuel Liebchen, Utku Kaya, Christian Lessig, Thomas Richter
{"title":"An adaptive finite element multigrid solver using GPU acceleration","authors":"Manuel Liebchen, Utku Kaya, Christian Lessig, Thomas Richter","doi":"arxiv-2405.05047","DOIUrl":"https://doi.org/arxiv-2405.05047","url":null,"abstract":"Adaptive finite elements combined with geometric multigrid solvers are one of\u0000the most efficient numerical methods for problems such as the instationary\u0000Navier-Stokes equations. Yet despite their efficiency, computations remain\u0000expensive and the simulation of, for example, complex flow problems can take\u0000many hours or days. GPUs provide an interesting avenue to speed up the\u0000calculations due to their very large theoretical peak performance. However, the\u0000large degree of parallelism and non-standard API make the use of GPUs in\u0000scientific computing challenging. In this work, we develop a GPU acceleration\u0000for the adaptive finite element library Gascoigne and study its effectiveness\u0000for different systems of partial differential equations. Through the systematic\u0000formulation of all computations as linear algebra operations, we can employ\u0000GPU-accelerated linear algebra libraries, which simplifies the implementation\u0000and ensures the maintainability of the code while achieving very efficient GPU\u0000utilizations. Our results for a transport-diffusion equation, linear\u0000elasticity, and the instationary Navier-Stokes equations show substantial\u0000speedups of up to 20X compared to multi-core CPU implementations.","PeriodicalId":501061,"journal":{"name":"arXiv - CS - Numerical Analysis","volume":"112 1","pages":""},"PeriodicalIF":0.0,"publicationDate":"2024-05-08","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140939097","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"A posteriori error analysis of hybrid higher order methods for the elliptic obstacle problem","authors":"Kamana Porwal, Ritesh Singla","doi":"arxiv-2405.04961","DOIUrl":"https://doi.org/arxiv-2405.04961","url":null,"abstract":"In this article, a posteriori error analysis of the elliptic obstacle problem\u0000is addressed using hybrid high-order methods. The method involve cell unknowns\u0000represented by degree-$r$ polynomials and face unknowns represented by\u0000degree-$s$ polynomials, where $r=0$ and $s$ is either $0$ or $1$. The discrete\u0000obstacle constraints are specifically applied to the cell unknowns. The\u0000analysis hinges on the construction of a suitable Lagrange multiplier, a\u0000residual functional and a linear averaging map. The reliability and the\u0000efficiency of the proposed a posteriori error estimator is discussed, and the\u0000study is concluded by numerical experiments supporting the theoretical results.","PeriodicalId":501061,"journal":{"name":"arXiv - CS - Numerical Analysis","volume":"19 1","pages":""},"PeriodicalIF":0.0,"publicationDate":"2024-05-08","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140942354","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Alexandre Scotto Di Perrotolo, Youssef Diouane, Selime Gürol, Xavier Vasseur
{"title":"A general error analysis for randomized low-rank approximation with application to data assimilation","authors":"Alexandre Scotto Di Perrotolo, Youssef Diouane, Selime Gürol, Xavier Vasseur","doi":"arxiv-2405.04811","DOIUrl":"https://doi.org/arxiv-2405.04811","url":null,"abstract":"Randomized algorithms have proven to perform well on a large class of\u0000numerical linear algebra problems. Their theoretical analysis is critical to\u0000provide guarantees on their behaviour, and in this sense, the stochastic\u0000analysis of the randomized low-rank approximation error plays a central role.\u0000Indeed, several randomized methods for the approximation of dominant eigen- or\u0000singular modes can be rewritten as low-rank approximation methods. However,\u0000despite the large variety of algorithms, the existing theoretical frameworks\u0000for their analysis rely on a specific structure for the covariance matrix that\u0000is not adapted to all the algorithms. We propose a general framework for the\u0000stochastic analysis of the low-rank approximation error in Frobenius norm for\u0000centered and non-standard Gaussian matrices. Under minimal assumptions on the\u0000covariance matrix, we derive accurate bounds both in expectation and\u0000probability. Our bounds have clear interpretations that enable us to derive\u0000properties and motivate practical choices for the covariance matrix resulting\u0000in efficient low-rank approximation algorithms. The most commonly used bounds\u0000in the literature have been demonstrated as a specific instance of the bounds\u0000proposed here, with the additional contribution of being tighter. Numerical\u0000experiments related to data assimilation further illustrate that exploiting the\u0000problem structure to select the covariance matrix improves the performance as\u0000suggested by our bounds.","PeriodicalId":501061,"journal":{"name":"arXiv - CS - Numerical Analysis","volume":"37 1","pages":""},"PeriodicalIF":0.0,"publicationDate":"2024-05-08","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140939273","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Analysis of the SQP Method for Hyperbolic PDE-Constrained Optimization in Acoustic Full Waveform Inversion","authors":"Luis Ammann, Irwin Yousept","doi":"arxiv-2405.05158","DOIUrl":"https://doi.org/arxiv-2405.05158","url":null,"abstract":"In this paper, the SQP method applied to a hyperbolic PDE-constrained\u0000optimization problem is considered. The model arises from the acoustic full\u0000waveform inversion in the time domain. The analysis is mainly challenging due\u0000to the involved hyperbolicity and second-order bilinear structure. This\u0000notorious character leads to an undesired effect of loss of regularity in the\u0000SQP method, calling for a substantial extension of developed parabolic\u0000techniques. We propose and analyze a novel strategy for the well-posedness and\u0000convergence analysis based on the use of a smooth-in-time initial condition, a\u0000tailored self-mapping operator, and a two-step estimation process along with\u0000Stampacchia's method for second-order wave equations. Our final theoretical\u0000result is the R-superlinear convergence of the SQP method.","PeriodicalId":501061,"journal":{"name":"arXiv - CS - Numerical Analysis","volume":"41 1","pages":""},"PeriodicalIF":0.0,"publicationDate":"2024-05-08","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140926447","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Detection of a piecewise linear crack with one incident wave","authors":"Xiaoxu Xu, Guanqiu Ma, Guanghui Hu","doi":"arxiv-2405.05179","DOIUrl":"https://doi.org/arxiv-2405.05179","url":null,"abstract":"This paper is concerned with inverse crack scattering problems for\u0000time-harmonic acoustic waves. We prove that a piecewise linear crack with the\u0000sound-soft boundary condition in two dimensions can be uniquely determined by\u0000the far-field data corresponding to a single incident plane wave or point\u0000source. We propose two non-iterative methods for imaging the location and shape\u0000of a crack. The first one is a contrast sampling method, while the second one\u0000is a variant of the classical factorization method but only with one incoming\u0000wave. Newton's iteration method is then employed for getting a more precise\u0000reconstruction result. Numerical examples are presented to show the\u0000effectiveness of the proposed hybrid method.","PeriodicalId":501061,"journal":{"name":"arXiv - CS - Numerical Analysis","volume":"7 1","pages":""},"PeriodicalIF":0.0,"publicationDate":"2024-05-08","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140926497","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"A score-based particle method for homogeneous Landau equation","authors":"Yan Huang, Li Wang","doi":"arxiv-2405.05187","DOIUrl":"https://doi.org/arxiv-2405.05187","url":null,"abstract":"We propose a novel score-based particle method for solving the Landau\u0000equation in plasmas, that seamlessly integrates learning with\u0000structure-preserving particle methods [arXiv:1910.03080]. Building upon the\u0000Lagrangian viewpoint of the Landau equation, a central challenge stems from the\u0000nonlinear dependence of the velocity field on the density. Our primary\u0000innovation lies in recognizing that this nonlinearity is in the form of the\u0000score function, which can be approximated dynamically via techniques from\u0000score-matching. The resulting method inherits the conservation properties of\u0000the deterministic particle method while sidestepping the necessity for kernel\u0000density estimation in [arXiv:1910.03080]. This streamlines computation and\u0000enhances scalability with dimensionality. Furthermore, we provide a theoretical\u0000estimate by demonstrating that the KL divergence between our approximation and\u0000the true solution can be effectively controlled by the score-matching loss.\u0000Additionally, by adopting the flow map viewpoint, we derive an update formula\u0000for exact density computation. Extensive examples have been provided to show\u0000the efficiency of the method, including a physically relevant case of Coulomb\u0000interaction.","PeriodicalId":501061,"journal":{"name":"arXiv - CS - Numerical Analysis","volume":"37 1","pages":""},"PeriodicalIF":0.0,"publicationDate":"2024-05-08","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140926824","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Randomized quasi-Monte Carlo and Owen's boundary growth condition: A spectral analysis","authors":"Yang Liu","doi":"arxiv-2405.05181","DOIUrl":"https://doi.org/arxiv-2405.05181","url":null,"abstract":"In this work, we analyze the convergence rate of randomized quasi-Monte Carlo\u0000(RQMC) methods under Owen's boundary growth condition [Owen, 2006] via spectral\u0000analysis. Specifically, we examine the RQMC estimator variance for the two\u0000commonly studied sequences: the lattice rule and the Sobol' sequence, applying\u0000the Fourier transform and Walsh--Fourier transform, respectively, for this\u0000analysis. Assuming certain regularity conditions, our findings reveal that the\u0000asymptotic convergence rate of the RQMC estimator's variance closely aligns\u0000with the exponent specified in Owen's boundary growth condition for both\u0000sequence types. We also provide guidance on choosing the importance sampling\u0000density to minimize RQMC estimator variance.","PeriodicalId":501061,"journal":{"name":"arXiv - CS - Numerical Analysis","volume":"43 1","pages":""},"PeriodicalIF":0.0,"publicationDate":"2024-05-08","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140926564","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Exponential time propagators for elastodynamics","authors":"Paavai Pari, Bikash Kanungo, Vikram Gavini","doi":"arxiv-2405.05213","DOIUrl":"https://doi.org/arxiv-2405.05213","url":null,"abstract":"We propose a computationally efficient and systematically convergent approach\u0000for elastodynamics simulations. We recast the second-order dynamical equation\u0000of elastodynamics into an equivalent first-order system of coupled equations,\u0000so as to express the solution in the form of a Magnus expansion. With any\u0000spatial discretization, it entails computing the exponential of a matrix acting\u0000upon a vector. We employ an adaptive Krylov subspace approach to inexpensively\u0000and and accurately evaluate the action of the exponential matrix on a vector.\u0000In particular, we use an apriori error estimate to predict the optimal Kyrlov\u0000subspace size required for each time-step size. We show that the Magnus\u0000expansion truncated after its first term provides quadratic and superquadratic\u0000convergence in the time-step for nonlinear and linear elastodynamics,\u0000respectively. We demonstrate the accuracy and efficiency of the proposed method\u0000for one linear (linear cantilever beam) and three nonlinear (nonlinear\u0000cantilever beam, soft tissue elastomer, and hyperelastic rubber) benchmark\u0000systems. For a desired accuracy in energy, displacement, and velocity, our\u0000method allows for $10-100times$ larger time-steps than conventional\u0000time-marching schemes such as Newmark-$beta$ method. Computationally, it\u0000translates to a $sim$$1000times$ and $sim$$10-100times$ speed-up over\u0000conventional time-marching schemes for linear and nonlinear elastodynamics,\u0000respectively.","PeriodicalId":501061,"journal":{"name":"arXiv - CS - Numerical Analysis","volume":"154 1","pages":""},"PeriodicalIF":0.0,"publicationDate":"2024-05-08","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140926731","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Approximation properties relative to continuous scale space for hybrid discretizations of Gaussian derivative operators","authors":"Tony Lindeberg","doi":"arxiv-2405.05095","DOIUrl":"https://doi.org/arxiv-2405.05095","url":null,"abstract":"This paper presents an analysis of properties of two hybrid discretization\u0000methods for Gaussian derivatives, based on convolutions with either the\u0000normalized sampled Gaussian kernel or the integrated Gaussian kernel followed\u0000by central differences. The motivation for studying these discretization\u0000methods is that in situations when multiple spatial derivatives of different\u0000order are needed at the same scale level, they can be computed significantly\u0000more efficiently compared to more direct derivative approximations based on\u0000explicit convolutions with either sampled Gaussian kernels or integrated\u0000Gaussian kernels. While these computational benefits do also hold for the genuinely discrete\u0000approach for computing discrete analogues of Gaussian derivatives, based on\u0000convolution with the discrete analogue of the Gaussian kernel followed by\u0000central differences, the underlying mathematical primitives for the discrete\u0000analogue of the Gaussian kernel, in terms of modified Bessel functions of\u0000integer order, may not be available in certain frameworks for image processing,\u0000such as when performing deep learning based on scale-parameterized filters in\u0000terms of Gaussian derivatives, with learning of the scale levels. In this paper, we present a characterization of the properties of these\u0000hybrid discretization methods, in terms of quantitative performance measures\u0000concerning the amount of spatial smoothing that they imply, as well as the\u0000relative consistency of scale estimates obtained from scale-invariant feature\u0000detectors with automatic scale selection, with an emphasis on the behaviour for\u0000very small values of the scale parameter, which may differ significantly from\u0000corresponding results obtained from the fully continuous scale-space theory, as\u0000well as between different types of discretization methods.","PeriodicalId":501061,"journal":{"name":"arXiv - CS - Numerical Analysis","volume":"6 1","pages":""},"PeriodicalIF":0.0,"publicationDate":"2024-05-08","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140939163","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Energy stable gradient flow schemes for shape and topology optimization in Navier-Stokes flows","authors":"Jiajie Li, Shengfeng Zhu","doi":"arxiv-2405.05098","DOIUrl":"https://doi.org/arxiv-2405.05098","url":null,"abstract":"We study topology optimization governed by the incompressible Navier-Stokes\u0000flows using a phase field model. Novel stabilized semi-implicit schemes for the\u0000gradient flows of Allen-Cahn and Cahn-Hilliard types are proposed for solving\u0000the resulting optimal control problem. Unconditional energy stability is shown\u0000for the gradient flow schemes in continuous and discrete spaces. Numerical\u0000experiments of computational fluid dynamics in 2d and 3d show the effectiveness\u0000and robustness of the optimization algorithms proposed.","PeriodicalId":501061,"journal":{"name":"arXiv - CS - Numerical Analysis","volume":"40 1","pages":""},"PeriodicalIF":0.0,"publicationDate":"2024-05-08","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140926565","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}