A key challenge to nonlocal models is the analytical complexity of deriving them from first principles, and frequently their use is justified a posteriori. In this work we extract nonlocal models from data, circumventing these challenges and providing data-driven justification for the resulting model form. Extracting data-driven surrogates is a major challenge for machine learning (ML) approaches, due to nonlinearities and lack of convexity — it is particularly challenging to extract surrogates which are provably well-posed and numerically stable. Our scheme not only yields a convex optimization problem, but also allows extraction of nonlocal models whose kernels may be partially negative while maintaining well-posedness even in small-data regimes. To achieve this, based on established nonlocal theory, we embed in our algorithm sufficient conditions on the non-positive part of the kernel that guarantee well-posedness of the learnt operator. These conditions are imposed as inequality constraints to meet the requisite conditions of the nonlocal theory. We demonstrate this workflow for a range of applications, including reproduction of manufactured nonlocal kernels; numerical homogenization of Darcy flow associated with a heterogeneous periodic microstructure; nonlocal approximation to high-order local transport phenomena; and approximation of globally supported fractional diffusion operators by truncated kernels.
We present an optimization-based coupling method for local and nonlocal continuum models. Our approach couches the coupling of the models into a control problem where the states are the solutions of the nonlocal and local equations, the objective is to minimize their mismatch on the overlap of the local and nonlocal problem domains, and the virtual controls are the nonlocal volume constraint and the local boundary condition. We present the method in the context of Local-to-Nonlocal diffusion coupling. Numerical examples illustrate the theoretical properties of the approach.
We analyze the well-posedness of an anisotropic, nonlocal diffusion equation. Establishing an equivalence between weighted and unweighted anisotropic nonlocal diffusion operators in the vein of unified nonlocal vector calculus, we apply our analysis to a class of fractional-order operators and present rigorous estimates for the solution of the corresponding anisotropic anomalous diffusion equation. Furthermore, we extend our analysis to the anisotropic diffusion-advection equation and prove well-posedness for fractional orders s ∊ [0.5, 1). We also present an application of the advection-diffusion equation to anomalous transport of solutes.
The purpose of this paper is to study a Helmholtz problem with a spectral fractional Laplacian, instead of the standard Laplacian. Recently, it has been established that such a fractional Helmholtz problem better captures the underlying behavior in geophysical electromagnetics. We establish the well-posedness and regularity of this problem. We introduce a hybrid spectral-finite element approach to discretize it and show well-posedness of the discrete system. In addition, we derive a priori discretization error estimates. Finally, we introduce an efficient solver that scales as well as the best possible solver for the classical integer-order Helmholtz equation. We conclude with several illustrative examples that confirm our theoretical findings.
We show that machine learning can improve the accuracy of simulations of stress waves in one-dimensional composite materials. We propose a data-driven technique to learn nonlocal constitutive laws for stress wave propagation models. The method is an optimization-based technique in which the nonlocal kernel function is approximated via Bernstein polynomials. The kernel, including both its functional form and parameters, is derived so that when used in a nonlocal solver, it generates solutions that closely match high-fidelity data. The optimal kernel therefore acts as a homogenized nonlocal continuum model that accurately reproduces wave motion in a smaller-scale, more detailed model that can include multiple materials. We apply this technique to wave propagation within a heterogeneous bar with a periodic microstructure. Several one-dimensional numerical tests illustrate the accuracy of our algorithm. The optimal kernel is demonstrated to reproduce high-fidelity data for a composite material in applications that are substantially different from the problems used as training data.
We show that machine learning can improve the accuracy of simulations of stress waves in one-dimensional composite materials. We propose a data-driven technique to learn nonlocal constitutive laws for stress wave propagation models. The method is an optimization-based technique in which the nonlocal kernel function is approximated via Bernstein polynomials. The kernel, including both its functional form and parameters, is derived so that when used in a nonlocal solver, it generates solutions that closely match high-fidelity data. The optimal kernel therefore acts as a homogenized nonlocal continuum model that accurately reproduces wave motion in a smaller-scale, more detailed model that can include multiple materials. We apply this technique to wave propagation within a heterogeneous bar with a periodic microstructure. Several one-dimensional numerical tests illustrate the accuracy of our algorithm. The optimal kernel is demonstrated to reproduce high-fidelity data for a composite material in applications that are substantially different from the problems used as training data.
This paper continues our efforts to exploit optimization and control ideas as a common foundation for the development of property-preserving numerical methods. Here we focus on a class of scalar advection equations whose solutions have fixed mass in a given Eulerian region and constant bounds in any Lagrangian volume. Our approach separates discretization of the equations from the preservation of their solution properties by treating the latter as optimization constraints. This relieves the discretization process from having to comply with additional restrictions and makes stability and accuracy the sole considerations in its design. A property-preserving solution is then sought as a state that minimizes the distance to an optimally accurate but not property-preserving target solution computed by the scheme, subject to constraints enforcing discrete proxies of the desired properties. We consider two such formulations in which the optimization variables are given by the nodal solution values and suitably defined nodal fluxes, respectively. A key result of the paper reveals that a standard Algebraic Flux Correction (AFC) scheme is a modified version of the second formulation obtained by shrinking its feasible set to a hypercube. We conclude with numerical studies illustrating the optimization-based formulations and comparing them with AFC.
Tempered fractional operators are useful in models for subsurface transport and diffusion due to their ability to capture anomalous diffusion: a behavior which the classical partial differential equation models cannot describe. We analyze tempered fractional operators within the nonlocal vector calculus framework in order to assimilate them to the rigorous mathematical structure developed for nonlocal models. First, we show they are special instances of generalized nonlocal operators in correspondence of a proper choice of nonlocal kernels. Then, we work towards showing tempered fractional operators are equivalent to truncated fractional operators. These truncated operators are useful because they are less computationally intensive than the tempered operators.
Partial differential equations (PDEs) are used with huge success to model phenomena across all scientific and engineering disciplines. However, across an equally wide swath, there exist situations in which PDEs fail to adequately model observed phenomena, or are not the best available model for that purpose. On the other hand, in many situations, nonlocal models that account for interaction occurring at a distance have been shown to more faithfully and effectively model observed phenomena that involve possible singularities and other anomalies. In this article we consider a generic nonlocal model, beginning with a short review of its definition, the properties of its solution, its mathematical analysis and of specific concrete examples. We then provide extensive discussions about numerical methods, including finite element, finite difference and spectral methods, for determining approximate solutions of the nonlocal models considered. In that discussion, we pay particular attention to a special class of nonlocal models that are the most widely studied in the literature, namely those involving fractional derivatives. The article ends with brief considerations of several modelling and algorithmic extensions, which serve to show the wide applicability of nonlocal modelling.
The embedded ensemble propagation approach introduced in Phipps et al. (SIAM J. Sci. Comput. 39(2):C162, 2017) has been demonstrated to be a powerful means of reducing the computational cost of sampling-based uncertainty quantification methods, particularly on emerging computational architectures. A substantial challenge with this method however is ensemble-divergence, whereby different samples within an ensemble choose different code paths. This can reduce the effectiveness of the method and increase computational cost. Therefore grouping samples together to minimize this divergence is paramount in making the method effective for challenging computational simulations. In this work, a new grouping approach based on a surrogate for computational cost built up during the uncertainty propagation is developed and applied to model advection-diffusion problems where computational cost is driven by the number of (preconditioned) linear solver iterations. The approach is developed within the context of locally adaptive stochastic collocation methods, where a surrogate for the number of linear solver iterations, generated from previous levels of the adaptive grid generation, is used to predict iterations for subsequent samples, and group them based on similar numbers of iterations. The effectiveness of the method is demonstrated by applying it to highly anisotropic advection-dominated diffusion problems with a wide variation in solver iterations from sample to sample. It extends the parameter-based grouping approach developed in D’Elia et al. (SIAM/ASA J. Uncertain. Quantif. 6:87, 2017) to more general problems without requiring detailed knowledge of how the uncertain parameters affect the simulation’s cost, and is also less intrusive to the simulation code.