Subscribe to the gold package and get unlimited access to Shamra Academy
Register a new userA continuation multiple shooting method for Wasserstein geodesic equation
150
0
0.0
(
0
)
Added by
Jianbo Cui
Publication date
2021
fields
Informatics Engineering
and research's language is
English
Ask ChatGPT about the research
No Arabic abstract
In this paper, we propose a numerical method to solve the classic $L^2$-optimal transport problem. Our algorithm is based on use of multiple shooting, in combination with a continuation procedure, to solve the boundary value problem associated to the transport problem. We exploit the viewpoint of Wasserstein Hamiltonian flow with initial and target densities, and our method is designed to retain the underlying Hamiltonian structure. Several numerical examples are presented to illustrate the performance of the method.
rate research
Read More
The multilinear Pagerank model [Gleich, Lim and Yu, 2015] is a tensor-based generalization of the Pagerank model. Its computation requires solving a system of polynomial equations that contains a parameter $alpha in [0,1)$. For $alpha approx 1$, this computation remains a challenging problem, especially since the solution may be non-unique. Extrapolation strategies that start from smaller values of $alpha$ and `follow the solution by slowly increasing this parameter have been suggested; however, there are known cases where these strategies fail, because a globally continuous solution curve cannot be defined as a function of $alpha$. In this paper, we improve on this idea, by employing a predictor-corrector continuation algorithm based on a more general representation of the solutions as a curve in $mathbb{R}^{n+1}$. We prove several global properties of this curve that ensure the good behavior of the algorithm, and we show in our numerical experiments that this method is significantly more reliable than the existing alternatives.
Linear kinetic transport equations play a critical role in optical tomography, radiative transfer and neutron transport. The fundamental difficulty hampering their efficient and accurate numerical resolution lies in the high dimensionality of the physical and velocity/angular variables and the fact that the problem is multiscale in nature. Leveraging the existence of a hidden low-rank structure hinted by the diffusive limit, in this work, we design and test the angular-space reduced order model for the linear radiative transfer equation, the first such effort based on the celebrated reduced basis method (RBM). Our method is built upon a high-fidelity solver employing the discrete ordinates method in the angular space, an asymptotic preserving upwind discontinuous Galerkin method for the physical space, and an efficient synthetic accelerated source iteration for the resulting linear system. Addressing the challenge of the parameter values (or angular directions) being coupled through an integration operator, the first novel ingredient of our method is an iterative procedure where the macroscopic density is constructed from the RBM snapshots, treated explicitly and allowing a transport sweep, and then updated afterwards. A greedy algorithm can then proceed to adaptively select the representative samples in the angular space and form a surrogate solution space. The second novelty is a least-squares density reconstruction strategy, at each of the relevant physical locations, enabling the robust and accurate integration over an arbitrarily unstructured set of angular samples toward the macroscopic density. Numerical experiments indicate that our method is highly effective for computational cost reduction in a variety of regimes.
We consider a stabilized finite element method based on a spacetime formulation, where the equations are solved on a global (unstructured) spacetime mesh. A unique continuation problem for the wave equation is considered, where data is known in an interior subset of spacetime. For this problem, we consider a primal-dual discrete formulation of the continuum problem with the addition of stabilization terms that are designed with the goal of minimizing the numerical errors. We prove error estimates using the stability properties of the numerical scheme and a continuum observability estimate, based on the sharp geometric control condition by Bardos, Lebeau and Rauch. The order of convergence for our numerical scheme is optimal with respect to stability properties of the continuum problem and the interpolation errors of approximating with polynomial spaces. Numerical examples are provided that illustrate the methodology.
This paper introduces an ultra-weak space-time DPG method for the heat equation. We prove well-posedness of the variational formulation with broken test functions and verify quasi-optimality of a practical DPG scheme. Numerical experiments visualize beneficial properties of an adaptive and parabolically scaled mesh-refinement driven by the built-in error control of the DPG method.
Recent theoretical and experimental advances show that the inertia of magnetization emerges at sub-picoseconds and contributes to the ultrafast magnetization dynamics which cannot be captured intrinsically by the LLG equation. Therefore, as a generalization, the inertial Landau-Lifshitz-Gilbert (iLLG) equation is proposed to model the ultrafast magnetization dynamics. Mathematically, the LLG equation is a nonlinear system of parabolic type with (possible) degeneracy. However, the iLLG equation is a nonlinear system of mixed hyperbolic-parabolic type with degeneracy, and exhibits more complicated structures. It behaves like a hyperbolic system at the sub-picosecond scale while behaves like a parabolic system at larger timescales. Such hybrid behaviors impose additional difficulties on designing numerical methods for the iLLG equation. In this work, we propose a second-order semi-implicit scheme to solve the iLLG equation. The second temporal derivative of magnetization is approximated by the standard centered difference scheme and the first derivative is approximated by the midpoint scheme involving three time steps. The nonlinear terms are treated semi-implicitly using one-sided interpolation with the second-order accuracy. At each step, the unconditionally unique solvability of the unsymmetric linear system of equations in the proposed method is proved with a detailed discussion on the condition number. Numerically, the second-order accuracy in both time and space is verified. Using the proposed method, the inertial effect of ferromagnetics is observed in micromagnetics simulations at small timescales, in consistency with the hyperbolic property of the model at sub-picoseconds. For long time simulations, the results of the iLLG model are in nice agreements with those of the LLG model, in consistency with the parabolic feature of the iLLG model at larger timescales.
Log in to be able to interact and post comments
comments
Fetching comments
Sign in to be able to follow your search criteria
