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Numerical methods for nonlocal and fractional models

Acta Numerica

D'Elia, Marta D.; Du, Qiang; Glusa, Christian A.; Gunzburger, Max D.; Tian, Xiaochuan; Zhou, Zhi

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.

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TYPE Journal Article YEAR 2020
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What is the fractional Laplacian? A comparative review with new results

Journal of Computational Physics

Lischke, Anna; Pang, Guofei; Gulian, Mamikon G.; Song, Fangying; Glusa, Christian A.; Zheng, Xiaoning; Mao, Zhiping; Cai, Wei; Meerschaert, Mark M.; Ainsworth, Mark; Karniadakis, George E.

The fractional Laplacian in Rd, which we write as (−Δ)α/2 with α∈(0,2), has multiple equivalent characterizations. Moreover, in bounded domains, boundary conditions must be incorporated in these characterizations in mathematically distinct ways, and there is currently no consensus in the literature as to which definition of the fractional Laplacian in bounded domains is most appropriate for a given application. The Riesz (or integral) definition, for example, admits a nonlocal boundary condition, where the value of a function must be prescribed on the entire exterior of the domain in order to compute its fractional Laplacian. In contrast, the spectral definition requires only the standard local boundary condition. These differences, among others, lead us to ask the question: “What is the fractional Laplacian?” Beginning from first principles, we compare several commonly used definitions of the fractional Laplacian theoretically, through their stochastic interpretations as well as their analytical properties. Then, we present quantitative comparisons using a sample of state-of-the-art methods. We discuss recent advances on nonzero boundary conditions and present new methods to discretize such boundary value problems: radial basis function collocation (for the Riesz fractional Laplacian) and nonharmonic lifting (for the spectral fractional Laplacian). In our numerical studies, we aim to compare different definitions on bounded domains using a collection of benchmark problems. We consider the fractional Poisson equation with both zero and nonzero boundary conditions, where the fractional Laplacian is defined according to the Riesz definition, the spectral definition, the directional definition, and the horizon-based nonlocal definition. We verify the accuracy of the numerical methods used in the approximations for each operator, and we focus on identifying differences in the boundary behaviors of solutions to equations posed with these different definitions. Through our efforts, we aim to further engage the research community in open problems and assist practitioners in identifying the most appropriate definition and computational approach to use for their mathematical models in addressing anomalous transport in diverse applications.

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TYPE Journal Article YEAR 2020
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MueLu User's Guide

Berger-Vergiat, Luc B.; Glusa, Christian A.; Hu, Jonathan J.; Siefert, Christopher S.; Tuminaro, Raymond S.; Matthias, Mayr M.; Andrey, Prokopenko A.; Tobias, Wiesner T.

This is the official user guide for MUELU multigrid library in Trilinos version 12.13 (Dev). This guide provides an overview of MUELU, its capabilities, and instructions for new users who want to start using MUELU with a minimum of effort. Detailed information is given on how to drive MUELU through its XML interface. Links to more advanced use cases are given. This guide gives information on how to achieve good parallel performance, as well as how to introduce new algorithms Finally, readers will find a comprehensive listing of available MUELU options. Any options not documented in this manual should be considered strictly experimental.

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TYPE SAND Report YEAR 2019
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ASC ATDM Level 2 Milestone #6358: Assess Status of Next Generation Components and Physics Models in EMPIRE

Bettencourt, Matthew T.; Kramer, Richard M.; Cartwright, Keith C.; Phillips, Edward G.; Ober, Curtis C.; Pawlowski, Roger P.; Swan, Matthew S.; Kalashnikova, Irina; Phipps, Eric T.; Conde, Sidafa C.; Cyr, Eric C.; Ulmer, Craig D.; Kordenbrock, Todd H.; Levy, Scott L.; Templet, Gary J.; Hu, Jonathan J.; Lin, Paul L.; Glusa, Christian A.; Siefert, Christopher S.; Glass, Micheal W.

This report documents the outcome from the ASC ATDM Level 2 Milestone 6358: Assess Status of Next Generation Components and Physics Models in EMPIRE. This Milestone is an assessment of the EMPIRE (ElectroMagnetic Plasma In Realistic Environments) application and three software components. The assessment focuses on the electromagnetic and electrostatic particle-in-cell solu- tions for EMPIRE and its associated solver, time integration, and checkpoint-restart components. This information provides a clear understanding of the current status of the EMPIRE application and will help to guide future work in FY19 in order to ready the application for the ASC ATDM L 1 Milestone in FY20. It is clear from this assessment that performance of the linear solver will have to be a focus in FY19.

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TYPE SAND Report YEAR 2018
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Hybrid finite element–spectral method for the fractional Laplacian: Approximation theory and efficient solver

SIAM Journal on Scientific Computing

Ainsworth, Mark; Glusa, Christian A.

A numerical scheme is presented for approximating fractional order Poisson problems in two and three dimensions. The scheme is based on reformulating the original problem posed over Ω on the extruded domain C = Ω × [0, ∞) following [L. Caffarelli and L. Silvestre, Comm. Partial Differential Equations, 32 (2007), pp. 1245–1260]. The resulting degenerate elliptic integer order PDE is then approximated using a hybrid FEM-spectral scheme. Finite elements are used in the direction parallel to the problem domain Ω, and an appropriate spectral method is used in the extruded direction. The spectral part of the scheme requires that we approximate the true eigenvalues of the integer order Laplacian over Ω. We derive an a priori error estimate which takes account of the error arising from using an approximation in place of the true eigenvalues. We further present a strategy for choosing approximations of the eigenvalues based on Weyl’s law and finite element discretizations of the eigenvalue problem. The system of linear algebraic equations arising from the hybrid FEM-spectral scheme is decomposed into blocks which can be solved effectively using standard iterative solvers such as multigrid and conjugate gradient. Numerical examples in two and three dimensions suggest that the approach is quasi-optimal in terms of complexity.

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TYPE Journal Article YEAR 2018
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Results 26–50 of 51
Results 26–50 of 51