scholarly journals ISALT: Inference-based schemes adaptive to large time-stepping for locally Lipschitz ergodic systems

2021 ◽  
Vol 0 (0) ◽  
pp. 0
Author(s):  
Xingjie Helen Li ◽  
Fei Lu ◽  
Felix X.-F. Ye
Keyword(s):  
Large Time ◽  
Gradient System ◽  
Numerical Schemes ◽  
Time Step ◽  
Inference Problem ◽  
Time Dynamics ◽  
Efficient Simulation ◽  
Time Flow ◽  
Ergodic Measures ◽  
Locally Lipschitz

<p style='text-indent:20px;'>Efficient simulation of SDEs is essential in many applications, particularly for ergodic systems that demand efficient simulation of both short-time dynamics and large-time statistics. However, locally Lipschitz SDEs often require special treatments such as implicit schemes with small time-steps to accurately simulate the ergodic measures. We introduce a framework to construct inference-based schemes adaptive to large time-steps (ISALT) from data, achieving a reduction in time by several orders of magnitudes. The key is the statistical learning of an approximation to the infinite-dimensional discrete-time flow map. We explore the use of numerical schemes (such as the Euler-Maruyama, the hybrid RK4, and an implicit scheme) to derive informed basis functions, leading to a parameter inference problem. We introduce a scalable algorithm to estimate the parameters by least squares, and we prove the convergence of the estimators as data size increases.</p><p style='text-indent:20px;'>We test the ISALT on three non-globally Lipschitz SDEs: the 1D double-well potential, a 2D multiscale gradient system, and the 3D stochastic Lorenz equation with a degenerate noise. Numerical results show that ISALT can tolerate time-step magnitudes larger than plain numerical schemes. It reaches optimal accuracy in reproducing the invariant measure when the time-step is medium-large.</p>

scholarly journals Krylov SSP Integrating Factor Runge–Kutta WENO Methods

Mathematics ◽  
2021 ◽  
Vol 9 (13) ◽  
pp. 1483
Author(s):  
Shanqin Chen
Keyword(s):  
Large Time ◽  
Hyperbolic Equations ◽  
Strong Stability ◽  
Matrix Exponential ◽  
Linear Component ◽  
Nonlinear Hyperbolic Equations ◽  
Time Step ◽  
Integrating Factor ◽  
The Matrix ◽  
Runge Kutta

Weighted essentially non-oscillatory (WENO) methods are especially efficient for numerically solving nonlinear hyperbolic equations. In order to achieve strong stability and large time-steps, strong stability preserving (SSP) integrating factor (IF) methods were designed in the literature, but the methods there were only for one-dimensional (1D) problems that have a stiff linear component and a non-stiff nonlinear component. In this paper, we extend WENO methods with large time-stepping SSP integrating factor Runge–Kutta time discretization to solve general nonlinear two-dimensional (2D) problems by a splitting method. How to evaluate the matrix exponential operator efficiently is a tremendous challenge when we apply IF temporal discretization for PDEs on high spatial dimensions. In this work, the matrix exponential computation is approximated through the Krylov subspace projection method. Numerical examples are shown to demonstrate the accuracy and large time-step size of the present method.

scholarly journals Comparison of numerical schemes of river flood routing with an inertial approximation of the Saint Venant equations

RBRH ◽  
2018 ◽  
Vol 23 (0) ◽  
Author(s):  
Alice César Fassoni-Andrade ◽  
Fernando Mainardi Fan ◽  
Walter Collischonn ◽  
Artur César Fassoni ◽  
Rodrigo Cauduro Dias de Paiva
Keyword(s):  
Numerical Stability ◽  
Flood Routing ◽  
Computational Time ◽  
Numerical Schemes ◽  
Time Step ◽  
Simple Formulation ◽  
One Dimensional ◽  
Saint Venant Equations ◽  
Original Scheme ◽  
The One

ABSTRACT The one-dimensional flow routing inertial model, formulated as an explicit solution, has advantages over other explicit models used in hydrological models that simplify the Saint-Venant equations. The main advantage is a simple formulation with good results. However, the inertial model is restricted to a small time step to avoid numerical instability. This paper proposes six numerical schemes that modify the one-dimensional inertial model in order to increase the numerical stability of the solution. The proposed numerical schemes were compared to the original scheme in four situations of river’s slope (normal, low, high and very high) and in two situations where the river is subject to downstream effects (dam backwater and tides). The results are discussed in terms of stability, peak flow, processing time, volume conservation error and RMSE (Root Mean Square Error). In general, the schemes showed improvement relative to each type of application. In particular, the numerical scheme here called Prog Q(k+1)xQ(k+1) stood out presenting advantages with greater numerical stability in relation to the original scheme. However, this scheme was not successful in the tide simulation situation. In addition, it was observed that the inclusion of the hydraulic radius calculation without simplification in the numerical schemes improved the results without increasing the computational time.

Large-time dynamics in complex networks of reaction–diffusion systems applied to a panic model

2019 ◽  
Vol 84 (5) ◽  
pp. 974-1000
Author(s):  
Guillaume Cantin ◽  
M A Aziz-Alaoui ◽  
Nathalie Verdière
Keyword(s):  
Large Time ◽  
Sufficient Conditions ◽  
Reaction Diffusion ◽  
Energy Estimates ◽  
Invariant Region ◽  
Exponential Attractors ◽  
Reaction Diffusion Systems ◽  
Time Dynamics ◽  
Diffusion Systems ◽  
Theoretical Results

Abstract This paper is devoted to the analysis of the asymptotic behaviour of a complex network of reaction–diffusion systems for a geographical model, which was proposed recently, in order to better understand behavioural reactions of individuals facing a catastrophic event. After stating sufficient conditions for the problem to admit a positively invariant region, we establish energy estimates and prove the existence of a family of exponential attractors. We explore the influence of the size of the network on the nature of those attractors, in correspondence with the geographical background. Numerical simulations illustrate our theoretical results and show the various possible dynamics of the problem.

scholarly journals Local Discontinuous Galerkin Method for Nonlinear Time-Space Fractional Subdiffusion/Superdiffusion Equations

2020 ◽  
Vol 2020 ◽  
pp. 1-21
Author(s):  
Meilan Qiu ◽  
Dewang Li ◽  
Yanyun Wu
Keyword(s):  
Convergence Rate ◽  
Fractional Derivative ◽  
Discontinuous Galerkin ◽  
Numerical Schemes ◽  
Step Size ◽  
Time Step ◽  
Local Discontinuous Galerkin ◽  
Time Space ◽  
Backward Euler ◽  
Heterogeneous Rocks

Fractional partial differential equations with time-space fractional derivatives describe some important physical phenomena. For example, the subdiffusion equation (time order 0<α<1) is more suitable to describe the phenomena of charge carrier transport in amorphous semiconductors, nuclear magnetic resonance (NMR) diffusometry in percolative, Rouse, or reptation dynamics in polymeric systems, the diffusion of a scalar tracer in an array of convection rolls, or the dynamics of a bead in a polymeric network, and so on. However, the superdiffusion case (1<α<2) is more accurate to depict the special domains of rotating flows, collective slip diffusion on solid surfaces, layered velocity fields, Richardson turbulent diffusion, bulk-surface exchange controlled dynamics in porous glasses, the transport in micelle systems and heterogeneous rocks, quantum optics, single molecule spectroscopy, the transport in turbulent plasma, bacterial motion, and even for the flight of an albatross (for more physical applications of fractional sub-super diffusion equations, one can see Metzler and Klafter in 2000). In this work, we establish two fully discrete numerical schemes for solving a class of nonlinear time-space fractional subdiffusion/superdiffusion equations by using backward Euler difference 1<α<2 or second-order central difference 1<α<2/local discontinuous Galerkin finite element mixed method. By introducing the mathematical induction method, we show the concrete analysis for the stability and the convergence rate under the L2 norm of the two LDG schemes. In the end, we adopt several numerical experiments to validate the proposed model and demonstrate the features of the two numerical schemes, such as the optimal convergence rate in space direction is close to Ohk+1. The convergence rate in time direction can arrive at Oτ2−α when the fractional derivative is 0<α<1. If the fractional derivative parameter is 1<α<2 and we choose the relationship as h=C′τ (h denotes the space step size, C′ is a constant, and τ is the time step size), then the time convergence rate can reach to Oτ3−α. The experiment results illustrate that the proposed method is effective in solving nonlinear time-space fractional subdiffusion/superdiffusion equations.

scholarly journals Large Time Step TVD Schemes for Hyperbolic Conservation Laws

2016 ◽  
Vol 54 (5) ◽  
pp. 2775-2798 ◽  
Author(s):  
Sofia Lindqvist ◽  
Peder Aursand ◽  
Tore Flåtten ◽  
Anders Aase Solberg
Keyword(s):  
Conservation Laws ◽  
Hyperbolic Conservation Laws ◽  
Large Time ◽  
Tvd Schemes ◽  
Time Step ◽  
Hyperbolic Conservation ◽  
Large Time Step
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