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Performing analysis, optimization and control using simulations of many-particle systems is computationally demanding when no macroscopic model for the dynamics of the variables of interest is available. In case observations on the macroscopic scale can only be produced via legacy simulator code or live experiments, finding a model for these macroscopic variables is challenging. In this paper, we employ time-lagged embedding theory to construct macroscopic numerical models from output data of a black box, such as a simulator or live experiments. Since the state space variables of the constructed, coarse model are dynamically closed and observable by an observation function, we call these variables closed observables. The approach is an online-offline procedure, as model construction from observation data is performed offline and the new model can then be used in an online phase, independent of the original. We illustrate the theoretical findings with numerical models constructed from time series of a two-dimensional ordinary differential equation system, and from the density evolution of a transport-diffusion system. Applicability is demonstrated in a real-world example, where passengers leave a train and the macroscopic model for the density flow onto the platform is constructed with our approach. If only the macroscopic variables are of interest, simulation runtimes with the numerical model are three orders of magnitude lower compared to simulations with the original fine scale model. We conclude with a brief discussion of possibilities of numerical model construction in systematic upscaling, network optimization and uncertainty quantification.
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In this paper, we present a numerical method, based on iterative Bregman projections, to solve the optimal transport problem with Coulomb cost. This is related to the strong interaction limit of Density Functional Theory. The first idea is to introduce an entropic regularization of the Kantorovich formulation of the Optimal Transport problem. The regularized problem then corresponds to the projection of a vector on the intersection of the constraints with respect to the Kullback-Leibler distance. Iterative Bregman projections on each marginal constraint are explicit which enables us to approximate the optimal transport plan. We validate the numerical method against analytical test cases.
In the framework of accurate and efficient segregated schemes for 3D cardiac electromechanics and 0D cardiovascular models, we propose here a novel numerical approach to address the coupled 3D-0D problem introduced in Part I of this two-part series of papers. We combine implicit-explicit schemes to solve the different cardiac models in a multiphysics setting. We properly separate and manage the different time and space scales related to cardiac electromechanics and blood circulation. We employ a flexible and scalable intergrid transfer operator that enables to interpolate Finite Element functions among different meshes and, possibly, among different Finite Element spaces. We propose a numerical method to couple the 3D electromechanical model and the 0D circulation model in a numerically stable manner within a fully segregated fashion. No adaptations are required through the different phases of the heartbeat. We also propose a robust algorithm to reconstruct the stress-free reference configuration. Due to the computational cost associated with the numerical solution of this inverse problem, the reference configuration recovery algorithm comes along with a novel projection technique to precisely recover the unloaded geometry from a coarser representation of the computational domain. We show the convergence property of our numerical schemes by performing an accuracy study through grid refinement. To prove the biophysical accuracy of our computational model, we also address different scenarios of clinical interest in our numerical simulations by varying preload, afterload and contractility. Indeed, we simulate physiologically relevant behaviors and we reproduce meaningful results in the context of cardiac function.
Using methods of formal geometry, the Poisson sigma model on a closed surface is studied in perturbation theory. The effective action, as a function on vacua, is shown to have no quantum corrections if the surface is a torus or if the Poisson structure is regular and unimodular (e.g., symplectic). In the case of a Kahler structure or of a trivial Poisson structure, the partition function on the torus is shown to be the Euler characteristic of the target; some evidence is given for this to happen more generally. The methods of formal geometry introduced in this paper might be applicable to other sigma models, at least of the AKSZ type.
We introduce a novel numerical method to integrate partial differential equations representing the Hamiltonian dynamics of field theories. It is a multi-symplectic integrator that locally conserves the stress-energy tensor with an excellent precision over very long periods. Its major advantage is that it is extremely simple (it is basically a centered box scheme) while remaining locally well defined. We put it to the test in the case of the non-linear wave equation (with quartic potential) in one spatial dimension, and we explain how to implement it in higher dimensions. A formal geometric presentation of the multi-symplectic structure is also given as well as a technical trick allowing to solve the degeneracy problem that potentially accompanies the multi-symplectic structure.
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