{"title":"Dominant subspaces of high-fidelity polynomial structured parametric dynamical systems and model reduction","authors":"Pawan Goyal, Igor Pontes Duff, Peter Benner","doi":"10.1007/s10444-024-10133-8","DOIUrl":"10.1007/s10444-024-10133-8","url":null,"abstract":"<div><p>In this work, we investigate a model order reduction scheme for high-fidelity nonlinear structured parametric dynamical systems. More specifically, we consider a class of nonlinear dynamical systems whose nonlinear terms are polynomial functions, and the linear part corresponds to a linear structured model, such as second-order, time-delay, or fractional-order systems. Our approach relies on the Volterra series representation of these dynamical systems. Using this representation, we identify the kernels and, thus, the generalized multivariate transfer functions associated with these systems. Consequently, we present results allowing the construction of reduced-order models whose generalized transfer functions interpolate these of the original system at pre-defined frequency points. For efficient calculations, we also need the concept of a symmetric Kronecker product representation of a tensor and derive particular properties of them. Moreover, we propose an algorithm that extracts dominant subspaces from the prescribed interpolation conditions. This allows the construction of reduced-order models that preserve the structure. We also extend these results to parametric systems and a special case (delay in input/output). We demonstrate the efficiency of the proposed method by means of various numerical benchmarks.</p></div>","PeriodicalId":50869,"journal":{"name":"Advances in Computational Mathematics","volume":"50 3","pages":""},"PeriodicalIF":1.7,"publicationDate":"2024-05-03","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://link.springer.com/content/pdf/10.1007/s10444-024-10133-8.pdf","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140845245","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"OA","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Hong Zhang, Gengen Zhang, Ziyuan Liu, Xu Qian, Songhe Song
{"title":"On the maximum principle and high-order, delay-free integrators for the viscous Cahn–Hilliard equation","authors":"Hong Zhang, Gengen Zhang, Ziyuan Liu, Xu Qian, Songhe Song","doi":"10.1007/s10444-024-10143-6","DOIUrl":"10.1007/s10444-024-10143-6","url":null,"abstract":"<div><p>The stabilization approach has been known to permit large time-step sizes while maintaining stability. However, it may “slow down the convergence rate” or cause “delayed convergence” if the time-step rescaling is not well resolved. By considering a fourth-order-in-space viscous Cahn–Hilliard (VCH) equation, we propose a class of up to the fourth-order single-step methods that are able to capture the correct physical behaviors with high-order accuracy and without time delay. By reformulating the VCH as a system consisting of a second-order diffusion term and a nonlinear term involving the operator <span>(({I} - nu Delta )^{-1})</span>, we first develop a general approach to estimate the maximum bound for the VCH equation equipped with either the Ginzburg–Landau or Flory–Huggins potential. Then, by taking advantage of new recursive approximations and adopting a time-step-dependent stabilization, we propose a class of stabilization Runge–Kutta methods that preserve the maximum principle for any time-step size without harming the convergence. Finally, we transform the stabilization method into a parametric Runge–Kutta formulation, estimate the rescaled time-step, and remove the time delay by means of a relaxation technique. When the stabilization parameter is chosen suitably, the proposed parametric relaxation integrators are rigorously proven to be mass-conserving, maximum-principle-preserving, and the convergence in the <span>(l^infty )</span>-norm is estimated with <i>p</i>th-order accuracy under mild regularity assumption. Numerical experiments on multi-dimensional benchmark problems are carried out to demonstrate the stability, accuracy, and structure-preserving properties of the proposed schemes.</p></div>","PeriodicalId":50869,"journal":{"name":"Advances in Computational Mathematics","volume":"50 3","pages":""},"PeriodicalIF":1.7,"publicationDate":"2024-05-03","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140845425","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Fast numerical integration of highly oscillatory Bessel transforms with a Cauchy type singular point and exotic oscillators","authors":"Hongchao Kang, Qi Xu, Guidong Liu","doi":"10.1007/s10444-024-10134-7","DOIUrl":"10.1007/s10444-024-10134-7","url":null,"abstract":"<div><p>In this article, we propose an efficient hybrid method to calculate the highly oscillatory Bessel integral <span>(int _{0}^{1} frac{f(x)}{x-tau } J_{m} (omega x^{gamma } )textrm{d}x)</span> with the Cauchy type singular point, where <span>( 0< tau < 1, m ge 0, 2gamma in N^{+}. )</span> The hybrid method is established by combining the complex integration method with the Clenshaw– Curtis– Filon– type method. Based on the special transformation of the integrand and the additivity of the integration interval, we convert the integral into three integrals. The explicit formula of the first one is expressed in terms of the Meijer G function. The second is computed by using the complex integration method and the Gauss– Laguerre quadrature rule. For the third, we adopt the Clenshaw– Curtis– Filon– type method to obtain the quadrature formula. In particular, the important recursive relationship of the required modified moments is derived by utilizing the Bessel equation and the properties of Chebyshev polynomials. Importantly, the strict error analysis is performed by a large amount of theoretical analysis. Our proposed methods only require a few nodes and interpolation multiplicities to achieve very high accuracy. Finally, numerical examples are provided to verify the validity of our theoretical analysis and the accuracy of the proposed methods.</p></div>","PeriodicalId":50869,"journal":{"name":"Advances in Computational Mathematics","volume":"50 3","pages":""},"PeriodicalIF":1.7,"publicationDate":"2024-05-02","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140819265","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Louis Lamérand, Didier Auroux, Philippe Ghendrih, Francesca Rapetti, Eric Serre
{"title":"Inverse problem for determining free parameters of a reduced turbulent transport model for tokamak plasma","authors":"Louis Lamérand, Didier Auroux, Philippe Ghendrih, Francesca Rapetti, Eric Serre","doi":"10.1007/s10444-024-10135-6","DOIUrl":"10.1007/s10444-024-10135-6","url":null,"abstract":"<div><p>Two-dimensional transport codes for the simulation of tokamak plasma are reduced version of full 3D fluid models where plasma turbulence has been smoothed out by averaging. One of the main issues nowadays in such reduced models is the accurate modelling of transverse transport fluxes resulting from the averaging of stresses due to fluctuations. Transverse fluxes are assumed driven by local gradients, and characterised by ad hoc diffusion coefficients (turbulent eddy viscosity), adjusted by hand in order to match numerical solutions with experimental measurements. However, these coefficients vary substantially depending on the machine used, type of experiment and even the location inside the device, reducing drastically the predictive capabilities of these codes for a new configuration. To mitigate this issue, we recently proposed an innovative path for fusion plasma simulations by adding two supplementary transport equations to the mean-flow system for turbulence characteristic variables (here the turbulent kinetic energy <i>k</i> and its dissipation rate <span>(epsilon )</span>) to estimate the turbulent eddy viscosity. The remaining free parameters are more driven by the underlying transport physics and hence vary much less between machines and between locations in the plasma. In this paper, as a proof of concept, we explore, on the basis of digital twin experiments, the efficiency of the assimilation of data to fix these free parameters involved in the transverse turbulent transport models in the set of averaged equations in 2D.</p></div>","PeriodicalId":50869,"journal":{"name":"Advances in Computational Mathematics","volume":"50 3","pages":""},"PeriodicalIF":1.7,"publicationDate":"2024-05-02","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140819394","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
David Berghaus, Robert Stephen Jones, Hartmut Monien, Danylo Radchenko
{"title":"Computation of Laplacian eigenvalues of two-dimensional shapes with dihedral symmetry","authors":"David Berghaus, Robert Stephen Jones, Hartmut Monien, Danylo Radchenko","doi":"10.1007/s10444-024-10138-3","DOIUrl":"10.1007/s10444-024-10138-3","url":null,"abstract":"<div><p>We numerically compute the lowest Laplacian eigenvalues of several two-dimensional shapes with dihedral symmetry at arbitrary precision arithmetic. Our approach is based on the method of particular solutions with domain decomposition. We are particularly interested in asymptotic expansions of the eigenvalues <span>(lambda (n))</span> of shapes with <i>n</i> edges that are of the form <span>(lambda (n) sim xsum _{k=0}^{infty } frac{C_k(x)}{n^k})</span> where <i>x</i> is the limiting eigenvalue for <span>(nrightarrow infty )</span>. Expansions of this form have previously only been known for regular polygons with Dirichlet boundary conditions and (quite surprisingly) involve Riemann zeta values and single-valued multiple zeta values, which makes them interesting to study. We provide numerical evidence for closed-form expressions of higher order <span>(C_k(x))</span> and give more examples of shapes for which such expansions are possible (including regular polygons with Neumann boundary condition, regular star polygons, and star shapes with sinusoidal boundary).</p></div>","PeriodicalId":50869,"journal":{"name":"Advances in Computational Mathematics","volume":"50 3","pages":""},"PeriodicalIF":1.7,"publicationDate":"2024-05-02","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://link.springer.com/content/pdf/10.1007/s10444-024-10138-3.pdf","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140819260","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"OA","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Spatial best linear unbiased prediction: a computational mathematics approach for high dimensional massive datasets","authors":"Julio Enrique Castrillón-Candás","doi":"10.1007/s10444-024-10132-9","DOIUrl":"10.1007/s10444-024-10132-9","url":null,"abstract":"<div><p>With the advent of massive data sets, much of the computational science and engineering community has moved toward data-intensive approaches in regression and classification. However, these present significant challenges due to increasing size, complexity, and dimensionality of the problems. In particular, covariance matrices in many cases are numerically unstable, and linear algebra shows that often such matrices cannot be inverted accurately on a finite precision computer. A common ad hoc approach to stabilizing a matrix is application of a so-called nugget. However, this can change the model and introduce error to the original solution. <i>It is well known from numerical analysis that ill-conditioned matrices cannot be accurately inverted.</i> In this paper, we develop a multilevel computational method that scales well with the number of observations and dimensions. A multilevel basis is constructed adapted to a kd-tree partitioning of the observations. Numerically unstable covariance matrices with large condition numbers can be transformed into well-conditioned multilevel ones without compromising accuracy. Moreover, it is shown that the multilevel prediction <i>exactly</i> solves the best linear unbiased predictor (BLUP) and generalized least squares (GLS) model, but is numerically stable. The multilevel method is tested on numerically unstable problems of up to 25 dimensions. Numerical results show speedups of up to 42,050 times for solving the BLUP problem, but with the same accuracy as the traditional iterative approach. For very ill-conditioned cases, the speedup is infinite. In addition, decay estimates of the multilevel covariance matrices are derived based on high dimensional interpolation techniques from the field of numerical analysis. This work lies at the intersection of statistics, uncertainty quantification, high performance computing, and computational applied mathematics.</p></div>","PeriodicalId":50869,"journal":{"name":"Advances in Computational Mathematics","volume":"50 3","pages":""},"PeriodicalIF":1.7,"publicationDate":"2024-04-30","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140819271","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Hermite kernel surrogates for the value function of high-dimensional nonlinear optimal control problems","authors":"Tobias Ehring, Bernard Haasdonk","doi":"10.1007/s10444-024-10128-5","DOIUrl":"10.1007/s10444-024-10128-5","url":null,"abstract":"<div><p>Numerical methods for the optimal feedback control of high-dimensional dynamical systems typically suffer from the curse of dimensionality. In the current presentation, we devise a mesh-free data-based approximation method for the value function of optimal control problems, which partially mitigates the dimensionality problem. The method is based on a greedy Hermite kernel interpolation scheme and incorporates context knowledge by its structure. Especially, the value function surrogate is elegantly enforced to be 0 in the target state, non-negative and constructed as a correction of a linearized model. The algorithm allows formulation in a matrix-free way which ensures efficient offline and online evaluation of the surrogate, circumventing the large-matrix problem for multivariate Hermite interpolation. Additionally, an incremental Cholesky factorization is utilized in the offline generation of the surrogate. For finite time horizons, both convergence of the surrogate to the value function and for the surrogate vs. the optimal controlled dynamical system are proven. Experiments support the effectiveness of the scheme, using among others a new academic model with an explicitly given value function. It may also be useful for the community to validate other optimal control approaches.</p></div>","PeriodicalId":50869,"journal":{"name":"Advances in Computational Mathematics","volume":"50 3","pages":""},"PeriodicalIF":1.7,"publicationDate":"2024-04-29","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://link.springer.com/content/pdf/10.1007/s10444-024-10128-5.pdf","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140808428","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"OA","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Energy stable and maximum bound principle preserving schemes for the Allen-Cahn equation based on the Saul’yev methods","authors":"Xuelong Gu, Yushun Wang, Wenjun Cai","doi":"10.1007/s10444-024-10142-7","DOIUrl":"10.1007/s10444-024-10142-7","url":null,"abstract":"<div><p>The energy dissipation law and maximum bound principle are significant characteristics of the Allen-Chan equation. To preserve discrete counterpart of these properties, the linear part of the target system is usually discretized implicitly, resulting in a large linear or nonlinear system of equations. The fast Fourier transform is commonly used to solve the resulting linear or nonlinear systems with computational costs of <span>(varvec{mathcal {O}(M^d text {log} M)})</span> at each time step, where <span>(varvec{M})</span> is the number of spatial grid points in each direction, and <span>(varvec{d})</span> is the dimension of the problem. Combining the Saul’yev methods and the stabilization techniques, we propose and analyze novel first- and second-order numerical schemes for the Allen-Cahn equation in this paper. In contrast to the traditional methods, the proposed methods can be solved by components, requiring only <span>(varvec{mathcal {O}(M^d)})</span> computational costs per time step. Additionally, they preserve the maximum bound principle and original energy dissipation law at the discrete level. We also propose rigorous analysis of their consistency and convergence. Numerical experiments are conducted to confirm the theoretical analysis and demonstrate the efficiency of the proposed methods.</p></div>","PeriodicalId":50869,"journal":{"name":"Advances in Computational Mathematics","volume":"50 3","pages":""},"PeriodicalIF":1.7,"publicationDate":"2024-04-29","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140808436","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Leszek Demkowicz, Jens M. Melenk, Jacob Badger, Stefan Henneking
{"title":"Stability analysis for electromagnetic waveguides. Part 2: non-homogeneous waveguides","authors":"Leszek Demkowicz, Jens M. Melenk, Jacob Badger, Stefan Henneking","doi":"10.1007/s10444-024-10130-x","DOIUrl":"10.1007/s10444-024-10130-x","url":null,"abstract":"<div><p>This paper is a continuation of Melenk et al., “Stability analysis for electromagnetic waveguides. Part 1: acoustic and homogeneous electromagnetic waveguides” (2023) [5], extending the stability results for homogeneous electromagnetic (EM) waveguides to the non-homogeneous case. The analysis is done using perturbation techniques for self-adjoint operators eigenproblems. We show that the non-homogeneous EM waveguide problem is well-posed with the stability constant scaling linearly with waveguide length <i>L</i>. The results provide a basis for proving convergence of a Discontinuous Petrov-Galerkin (DPG) discretization based on a full envelope ansatz, and the ultraweak variational formulation for the resulting modified system of Maxwell equations, see Part 1.</p></div>","PeriodicalId":50869,"journal":{"name":"Advances in Computational Mathematics","volume":"50 3","pages":""},"PeriodicalIF":1.7,"publicationDate":"2024-04-29","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140808466","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Dictionary-based model reduction for state estimation","authors":"Anthony Nouy, Alexandre Pasco","doi":"10.1007/s10444-024-10129-4","DOIUrl":"10.1007/s10444-024-10129-4","url":null,"abstract":"<div><p>We consider the problem of state estimation from a few linear measurements, where the state to recover is an element of the manifold <span>(mathcal {M})</span> of solutions of a parameter-dependent equation. The state is estimated using prior knowledge on <span>(mathcal {M})</span> coming from model order reduction. Variational approaches based on linear approximation of <span>(mathcal {M})</span>, such as PBDW, yield a recovery error limited by the Kolmogorov width of <span>(mathcal {M})</span>. To overcome this issue, piecewise-affine approximations of <span>(mathcal {M})</span> have also been considered, that consist in using a library of linear spaces among which one is selected by minimizing some distance to <span>(mathcal {M})</span>. In this paper, we propose a state estimation method relying on dictionary-based model reduction, where space is selected from a library generated by a dictionary of snapshots, using a distance to the manifold. The selection is performed among a set of candidate spaces obtained from a set of <span>(ell _1)</span>-regularized least-squares problems. Then, in the framework of parameter-dependent operator equations (or PDEs) with affine parametrizations, we provide an efficient offline-online decomposition based on randomized linear algebra, that ensures efficient and stable computations while preserving theoretical guarantees.</p></div>","PeriodicalId":50869,"journal":{"name":"Advances in Computational Mathematics","volume":"50 3","pages":""},"PeriodicalIF":1.7,"publicationDate":"2024-04-24","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140642672","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}