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A Fast Solver for the Fractional Helmholtz Equation

SIAM Journal on Scientific Computing

Glusa, Christian; D'Elia, Marta; Antil, Harbir; Weiss, Chester J.; Van Bloemen Waanders, Bart

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. In this work, 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 aswell as the best possible solver for the classical integer-order Helmholtz equation. We conclude withseveral illustrative examples that confirm our theoretical findings.

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Data-driven learning of nonlocal physics from high-fidelity synthetic data

Computer Methods in Applied Mechanics and Engineering

You, Huaiqian; Yu, Yue; Trask, Nathaniel A.; Gulian, Mamikon; D'Elia, Marta

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.

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Data-driven learning of nonlocal models: From high-fidelity simulations to constitutive laws

CEUR Workshop Proceedings

D'Elia, Marta; Silling, Stewart; You, Huaiqian; Yu, Yue

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.

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Numerical methods for nonlocal and fractional models

Acta Numerica

D'Elia, Marta; Du, Qiang; Glusa, Christian; 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. Here, 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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Formulation, analysis and computation of an optimization-based local-to-nonlocal coupling method

Results in Applied Mathematics

Bochev, Pavel B.; D'Elia, Marta

In this paper, 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 di usion coupling. Numerical examples illustrate the theoretical properties of the approach.

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Analysis of Tempered Fractional Operators

D'Elia, Marta; Olson, Hayley

Tempered fractional operators provide an improved predictive capability for modeling anomalous effects that cannot be captured by standard partial differential equations. These effects include subdiffusion and superdiffusion (i.e. the mean square displacement in a diffusion process is proportional to a fractional power of the time), that often occur in, e.g., geoscience and hydrology. 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 by means of a proper choice of the nonlocal kernel. Then, we present a plan for 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.

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Analysis of Tempered Fractional Operators

D'Elia, Marta; Olson, Hayley

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.

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A general framework for substructuring-based domain decomposition methods for models having nonlocal interactions [minus appendix B]

D'Elia, Marta; Bochev, Pavel B.; Gunzburger, Max D.; Capodaglio, Giacomo; Klar, Manuel; Vollman, Christian

A rigorous mathematical framework is provided for a substructuring-based domain-decomposition approach for nonlocal problems that feature interactions between points separated by a finite distance. Here, by substructuring it is meant that a traditional geometric configuration for local partial differential equation problems is used in which a computational domain is subdivided into non-overlapping subdomains. In the nonlocal setting, this approach is substructuring-based in the sense that those subdomains interact with neighboring domains over interface regions having finite volume, in contrast to the local PDE setting in which interfaces are lower dimensional manifolds separating abutting subdomains Key results include the equivalence between the global, single-domain nonlocal problem and its multi-domain reformulation, both at the continuous and discrete levels. These results provide the rigorous foundation necessary for the development of efficient solution strategies for nonlocal domain-decomposition methods.

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Optimization-based, property-preserving finite element methods for scalar advection equations and their connection to Algebraic Flux Correction

Computer Methods in Applied Mechanics and Engineering

Bochev, Pavel B.; Ridzal, Denis; D'Elia, Marta; Perego, Mauro; Peterson, Kara J.

In this paper, we continue 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. Furthermore, 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. In conclusion, we present numerical studies illustrating the optimization-based formulations and comparing them with AFC

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An energy-based coupling approach to nonlocal interface problems

D'Elia, Marta; Bochev, Pavel B.; Gunzburger, Max D.; Capodaglio, Giacomo

Nonlocal models provide accurate representations of physical phenomena ranging from fracture mechanics to complex subsurface flows, settings in which traditional partial differential equation models fail to capture effects caused by long-range forces at the microscale and mesoscale. However, the application of nonlocal models to problems involving interfaces, such as multimaterial simulations and fluid-structure interaction, is hampered by the lack of a physically consistent interface theory which is needed to support numerical developments and, among other features, reduces to classical models in the limit as the extent of nonlocal interactions vanish. In this paper, we use an energy-based approach to develop a formulation of a nonlocal interface problem which provides a physically consistent extension of the classical perfect interface formulation for partial differential equations. Numerical examples in one and two dimensions validate the proposed framework and demonstrate the scope of our theory.

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Bilevel parameter optimization for learning nonlocal image denoising models

D'Elia, Marta; De Los Reyes, Juan C.; Trujillo, Andres

We propose a bilevel optimization approach for the estimation of parameters in nonlocal image denoising models. The parameters we consider are both the space-dependent fidelity weight and weights within the kernel of the nonlocal operator. In both cases we investigate the differentiability of the solution operator in function spaces and derive a first order optimality system that characterizes local minima. For the numerical solution of the problems, we propose a second-order trust-region algorithm in combination with a finite element discretization of the nonlocal denoising models and we introduce a computational strategy for the solution of the resulting dense linear systems. Several experiments illustrate the applicability and effectiveness of our approach.

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nPINNs: nonlocal Physics-Informed Neural Networks for a parametrized nonlocal universal Laplacian operator. Algorithms and Applications

D'Elia, Marta; Parks, Michael L.; Pang, Guofei; Karniadakis, George E.

Physics-informed neural networks (PINNs) are effective in solving inverse problems based on differential and integro-differential equations with sparse, noisy, unstructured, and multifidelity data. PINNs incorporate all available information, including governing equations (reflecting physical laws), initial-boundary conditions, and observations of quantities of interest, into a loss function to be minimized, thus recasting the original problem into an optimization problem. In this paper, we extend PINNs to parameter and function inference for integral equations such as nonlocal Poisson and nonlocal turbulence models, and we refer to them as nonlocal PINNs (nPINNs). The contribution of the paper is three-fold. First, we propose a unified nonlocal Laplace operator, which converges to the classical Laplacian as one of the operator parameters, the nonlocal interaction radius δ goes to zero, and to the fractional Laplacian as δ goes to infinity. This universal operator forms a super-set of classical Laplacian and fractional Laplacian operators and, thus, has the potential to fit a broad spectrum of data sets. We provide theoretical convergence rates with respect to δ and verify them via numerical experiments. Second, we use nPINNs to estimate the two parameters, δ and α, characterizing the kernel of the unified operator. The strong non-convexity of the loss function yielding multiple (good) local minima reveals the occurrence of the operator mimicking phenomenon, that is, different pairs of estimated parameters could produce multiple solutions of comparable accuracy. Third, we propose another nonlocal operator with spatially variable order α(γ), which is more suitable for modeling turbulent Couette flow. Our results show that nPINNs can jointly infer this function as well as δ. More importantly, these parameters exhibit a universal behavior with respect to the Reynolds number, a finding that contributes to our understanding of nonlocal interactions in wall-bounded turbulence.

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Numerical methods for nonlocal and fractional models

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

Partial differential equations (PDEs) are used, with huge success, to model phenomena arising across all scientific and engineering disciplines. However, across an equally wide swath, there exist situations in which PDE models 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 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 modeling and algorithmic extensions which serve to show the wide applicability of nonlocal modeling.

More Details

Bilevel Parameter Optimization for Nonlocal Image Denoising Models

D'Elia, Marta; De Lo Reyes, Juan C.; Miniguano, Andres

We propose a bilevel optimization approach for the determination of parameters in nonlocal image denoising. We consider both spatial weights in front of the fidelity term, as well as weights within the kernel of the nonlocal operator. In both cases we investigate the differentiability of the solution operator in function spaces and derive a first order optimality system that characterizes local minima. For the numerical solution of the problems, we propose a second-order optimization algorithm in combination with a finite element discretization of the nonlocal denoising models and a computational strategy for the solution of the resulting dense linear systems. Several experiments are run in order to show the suitability of our approach.

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An energy-based coupling approach to nonlocal interface problems

D'Elia, Marta; Capodaglio, Giacomo; Bochev, Pavel B.; Gunzburger, Max D.

Nonlocal models provide accurate representations of physical phenomena ranging from fracture mechanics to complex subsurface flows, where traditional partial differential equations fail to capture effects caused by long-range forces at the microscale and mesoscale. However, the application of nonlocal models to problems involving interfaces such as multimaterial simulations and fluid-structure interaction, is hampered by the lack of a rigorous nonlocal interface theory needed to support numerical developments. In this paper, we use an energy-based approach to develop a mathematically rigorous nonlocal interface theory which provides a physically consistent extension of the classical perfect interface PDE formulation. Numerical examples validate the proposed framework and demonstrate the scope of our theory.

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A Themodynamically Consistent Fractional Visco-Elasto-Plastic Model with Memory-Dependent Damage for Anomalous Materials

D'Elia, Marta; Suzuki, Jorge L.; Zhou, Yongtao; Zayernouri, Mohsen

We develop a thermodynamically consistent, fractional visco-elastoplastic model coupled with damage for anomalous materials. The model utilizes Scott-Blair rheological elements for both visco- elastic/plastic parts. The constitutive equations are obtained through Helmholtz free-energy potentials for Scott-Blair elements, together with a memory-dependent fractional yield function and dissipation inequalities. A memory-dependent Lemaitre-type damage is introduced through fractional damage energy release rates. For time-fractional integration of the resulting nonlinear system of equations, we develop a first-order semi-implicit fractional return-mapping algorithm. We also develop a finite-difference discretization for the fractional damage energy release rate, which results into Hankel-type matrix-vector operations for each time-step, allowing us to reduce the computational complexity from O(N3) to O(N2) through the use of Fast Fourier Transforms. Our numerical results demonstrate that the fractional orders for visco-elasto-plasticity play a crucial role in damage evolution, due to the competition between the anomalous plastic slip and bulk damage energy release rates.

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Formulation analysis and computation of an optimization-based local-to-nonlocal coupling method

D'Elia, Marta; Bochev, Pavel B.

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.

More Details

A Fast Solver for the Fractional Helmholtz Equation

Glusa, Christian; D'Elia, Marta; Antil, Harbir; Weiss, Chester J.; Van Bloemen Waanders, Bart

The purpose of this paper is to study a Helmholtz problem with a spectral fractional Laplacian, instead ofthe 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 finite element-spectral 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.

More Details
Results 26–50 of 100
Results 26–50 of 100