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1. Solving PDEs in space-time: 4D tree-based adaptivity, mesh-free and matrix-free approaches

   https://doi.org/10.1145/3295500.3356198  

   Ishii, Masado ; Fernando, Milinda ; Saurabh, Kumar ; Khara, Biswajit ; Ganapathysubramanian, Baskar ; Sundar, Hari ( November 2019 , SC '19: Proceedings of the International Conference for High Performance Computing, Networking, Storage and Analysis)

   Numerically solving partial differential equations (PDEs) remains a compelling application of supercomputing resources. The next generation of computing resources - exhibiting increased parallelism and deep memory hierarchies - provide an opportunity to rethink how to solve PDEs, especially time dependent PDEs. Here, we consider time as an additional dimension and simultaneously solve for the unknown in large blocks of time (i.e. in 4D space-time), instead of the standard approach of sequential time-stepping. We discretize the 4D space-time domain using a mesh-free kD tree construction that enables good parallel performance as well as on-the-fly construction of adaptive 4D meshes. To best use the 4D space-time mesh adaptivity, we invoke concepts from PDE analysis to establish rigorous a posteriori error estimates for a general class of PDEs. We solve canonical linear as well as non-linear PDEs (heat diffusion, advection-diffusion, and Allen-Cahn) in space-time, and illustrate the following advantages: (a) sustained scaling behavior across a larger processor count compared to sequential time-stepping approaches, (b) the ability to capture "localized" behavior in space and time using the adaptive space-time mesh, and (c) removal of any time-stepping constraints like the Courant-Friedrichs-Lewy (CFL) condition, as well as the ability to utilize spatially varying time-steps. We believemore »that the algorithmic and mathematical developments along with efficient deployment on modern architectures shown in this work constitute an important step towards improving the scalability of PDE solvers on the next generation of supercomputers.« less
2. Embedding properties of network realizations of dissipative reduced order models

   Druskin, Guddati ( July 2022 , HOUSEHOLDER SYMPOSIUM XXI)

   Embedding properties of network realizations of dissipative reduced order models Jörn Zimmerling, Mikhail Zaslavsky,Rob Remis, Shasri Moskow, Alexander Mamonov, Murthy Guddati, Vladimir Druskin, and Liliana Borcea Mathematical Sciences Department, Worcester Polytechnic Institute https://www.wpi.edu/people/vdruskin Abstract Realizations of reduced order models of passive SISO or MIMO LTI problems can be transformed to tridiagonal and block-tridiagonal forms, respectively, via dierent modications of the Lanczos algorithm. Generally, such realizations can be interpreted as ladder resistor-capacitor-inductor (RCL) networks. They gave rise to network syntheses in the rst half of the 20th century that was at the base of modern electronics design and consecutively to MOR that tremendously impacted many areas of engineering (electrical, mechanical, aerospace, etc.) by enabling ecient compression of the underlining dynamical systems. In his seminal 1950s works Krein realized that in addition to their compressing properties, network realizations can be used to embed the data back into the state space of the underlying continuum problems. In more recent works of the authors Krein's ideas gave rise to so-called nite-dierence Gaussian quadrature rules (FDGQR), allowing to approximately map the ROM state-space representation to its full order continuum counterpart on a judicially chosen grid. Thus, the state variables can be accessed directly from themore »transfer function without solving the full problem and even explicit knowledge of the PDE coecients in the interior, i.e., the FDGQR directly learns" the problem from its transfer function. This embedding property found applications in PDE solvers, inverse problems and unsupervised machine learning. Here we show a generalization of this approach to dissipative PDE problems, e.g., electromagnetic and acoustic wave propagation in lossy dispersive media. Potential applications include solution of inverse scattering problems in dispersive media, such as seismic exploration, radars and sonars. To x the idea, we consider a passive irreducible SISO ROM fn(s) = Xn j=1 yi s + σj , (62) assuming that all complex terms in (62) come in conjugate pairs. We will seek ladder realization of (62) as rjuj + vj − vj−1 = −shˆjuj , uj+1 − uj + ˆrj vj = −shj vj , (63) for j = 0, . . . , n with boundary conditions un+1 = 0, v1 = −1, and 4n real parameters hi, hˆi, ri and rˆi, i = 1, . . . , n, that can be considered, respectively, as the equivalent discrete inductances, capacitors and also primary and dual conductors. Alternatively, they can be viewed as respectively masses, spring stiness, primary and dual dampers of a mechanical string. Reordering variables would bring (63) into tridiagonal form, so from the spectral measure given by (62 ) the coecients of (63) can be obtained via a non-symmetric Lanczos algorithm written in J-symmetric form and fn(s) can be equivalently computed as fn(s) = u1. The cases considered in the original FDGQR correspond to either (i) real y, θ or (ii) real y and imaginary θ. Both cases are covered by the Stieltjes theorem, that yields in case (i) real positive h, hˆ and trivial r, rˆ, and in case (ii) real positive h,r and trivial hˆ,rˆ. This result allowed us a simple interpretation of (62) as the staggered nite-dierence approximation of the underlying PDE problem [2]. For PDEs in more than one variables (including topologically rich data-manifolds), a nite-dierence interpretation is obtained via a MIMO extensions in block form, e.g., [4, 3]. The main diculty of extending this approach to general passive problems is that the Stieltjes theory is no longer applicable. Moreover, the tridiagonal realization of a passive ROM transfer function (62) via the ladder network (63) cannot always be obtained in port-Hamiltonian form, i.e., the equivalent primary and dual conductors may change sign [1]. 100 Embedding of the Stieltjes problems, e.g., the case (i) was done by mapping h and hˆ into values of acoustic (or electromagnetic) impedance at grid cells, that required a special coordinate stretching (known as travel time coordinate transform) for continuous problems. Likewise, to circumvent possible non-positivity of conductors for the non-Stieltjes case, we introduce an additional complex s-dependent coordinate stretching, vanishing as s → ∞ [1]. This stretching applied in the discrete setting induces a diagonal factorization, removes oscillating coecients, and leads to an accurate embedding for moderate variations of the coecients of the continuum problems, i.e., it maps discrete coecients onto the values of their continuum counterparts. Not only does this embedding yields an approximate linear algebraic algorithm for the solution of the inverse problems for dissipative PDEs, it also leads to new insight into the properties of their ROM realizations. We will also discuss another approach to embedding, based on Krein-Nudelman theory [5], that results in special data-driven adaptive grids. References [1] Borcea, Liliana and Druskin, Vladimir and Zimmerling, Jörn, A reduced order model approach to inverse scattering in lossy layered media, Journal of Scientic Computing, V. 89, N1, pp. 136,2021 [2] Druskin, Vladimir and Knizhnerman, Leonid, Gaussian spectral rules for the three-point second dierences: I. A two-point positive denite problem in a semi-innite domain, SIAM Journal on Numerical Analysis, V. 37, N 2, pp.403422, 1999 [3] Druskin, Vladimir and Mamonov, Alexander V and Zaslavsky, Mikhail, Distance preserving model order reduction of graph-Laplacians and cluster analysis, Druskin, Vladimir and Mamonov, Alexander V and Zaslavsky, Mikhail, Journal of Scientic Computing, V. 90, N 1, pp 130, 2022 [4] Druskin, Vladimir and Moskow, Shari and Zaslavsky, Mikhail LippmannSchwingerLanczos algorithm for inverse scattering problems, Inverse Problems, V. 37, N. 7, 2021, [5] Mark Adolfovich Nudelman The Krein String and Characteristic Functions of Maximal Dissipative Operators, Journal of Mathematical Sciences, 2004, V 124, pp 49184934 Go back to Plenary Speakers Go back to Speakers Go back« less
3. Identifying Arguments of Space-Time Fractional Diffusion: Data-Driven Approach

   https://doi.org/https://doi.org/10.3389/fams.2020.00014  

   Znaidi Mohamed Ridha, Gupta Gaurav ( May 2020 , Frontiers in applied mathematics and statistics)

   A plethora of complex dynamical systems from disordered media to biological systems exhibit mathematical characteristics (e.g., long-range dependence, self-similar and power law magnitude increments) that are well-fitted by fractional partial differential equations (PDEs). For instance, some biological systems displaying an anomalous diffusion behavior, which is characterized by a non-linear mean-square displacement relation, can be mathematically described by fractional PDEs. In general, the PDEs represent various physical laws or rules governing complex dynamical systems. Since prior knowledge about the mathematical equations describing complex dynamical systems in biology, healthcare, disaster mitigation, transportation, or environmental sciences may not be available, we aim to provide algorithmic strategies to discover the integer or fractional PDEs and their parameters from system's evolution data. Toward deciphering non-trivial mechanisms driving a complex system, we propose a data-driven approach that estimates the parameters of a fractional PDE model. We study the space-time fractional diffusion model that describes a complex stochastic process, where the magnitude and the time increments are stable processes. Starting from limited time-series data recorded while the system is evolving, we develop a fractional-order moments-based approach to determine the parameters of a generalized fractional PDE. We formulate two optimization problems to allow us to estimate the argumentsmore »of the fractional PDE. Employing extensive simulation studies, we show that the proposed approach is effective at retrieving the relevant parameters of the space-time fractional PDE. The presented mathematical approach can be further enhanced and generalized to include additional operators that may help to identify the dominant rule governing the measurements or to determine the degree to which multiple physical laws contribute to the observed dynamics.« less
4. Curl Constraint-Preserving Reconstruction and the Guidance it Gives for Mimetic Scheme Design

   https://doi.org/10.1007/s42967-021-00160-3  

   Balsara, Dinshaw S. ; Käppeli, Roger ; Boscheri, Walter ; Dumbser, Michael ( December 2021 , Communications on Applied Mathematics and Computation)

   Several important PDE systems, like magnetohydrodynamics and computational electrodynamics, are known to support involutions where the divergence of a vector field evolves in divergence-free or divergence constraint-preserving fashion. Recently, new classes of PDE systems have emerged for hyperelasticity, compressible multiphase flows, so-called first-order reductions of the Einstein field equations, or a novel first-order hyperbolic reformulation of Schrödinger’s equation, to name a few, where the involution in the PDE supports curl-free or curl constraint-preserving evolution of a vector field. We study the problem of curl constraint-preserving reconstruction as it pertains to the design of mimetic finite volume (FV) WENO-like schemes for PDEs that support a curl-preserving involution. (Some insights into discontinuous Galerkin (DG) schemes are also drawn, though that is not the prime focus of this paper.) This is done for two- and three-dimensional structured mesh problems where we deliver closed form expressions for the reconstruction. The importance of multidimensional Riemann solvers in facilitating the design of such schemes is also documented. In two dimensions, a von Neumann analysis of structure-preserving WENO-like schemes that mimetically satisfy the curl constraints, is also presented. It shows the tremendous value of higher order WENO-like schemes in minimizing dissipation and dispersion for this classmore »of problems. Numerical results are also presented to show that the edge-centered curl-preserving (ECCP) schemes meet their design accuracy. This paper is the first paper that invents non-linearly hybridized curl-preserving reconstruction and integrates it with higher order Godunov philosophy. By its very design, this paper is, therefore, intended to be forward-looking and to set the stage for future work on curl involution-constrained PDEs.

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5. Enhanced alternating energy minimization methods for stochastic galerkin matrix equations

   https://doi.org/10.1007/s10543-021-00903-x  

   Lee, Kookjin ; Elman, Howard C. ; Powell, Catherine E. ; Lee, Dongeun ( January 2022 , BIT numerical mathematics)

   In uncertainty quantification, it is commonly required to solve a forward model consisting of a partial differential equation (PDE) with a spatially varying uncertain coefficient that is represented as an affine function of a set of random variables, or parameters. Discretizing such models using stochastic Galerkin finite element methods (SGFEMs) leads to very high-dimensional discrete problems that can be cast as linear multi-term matrix equations (LMTMEs). We develop efficient computational methods for approximating solutions of such matrix equations in low rank. To do this, we follow an alternating energy minimization (AEM) framework, wherein the solution is represented as a product of two matrices, and approximations to each component are sought by solving certain minimization problems repeatedly. Inspired by proper generalized decomposition methods, the iterative solution algorithms we present are based on a rank-adaptive variant of AEM methods that successively computes a rank-one solution component at each step. We introduce and evaluate new enhancement procedures to improve the accuracy of the approximations these algorithms deliver. The efficiency and accuracy of the enhanced AEM methods is demonstrated through numerical experiments with LMTMEs associated with SGFEM discretizations of parameterized linear elliptic PDEs.