Computational Mathematics and Applications Seminar

Whitney elements on simplices are perhaps the most widely used finite elements in computational electromagnetics. They offer the simplest construction of polynomial discrete differential forms on simplicial complexes. Their associated degrees of freedom (dofs) have a very clear physical meaning and give a recipe for discretizing physical balance laws, e.g., Maxwell’s equations. As interest grew for the use of high order schemes, such as hp-finite element or spectral element methods, higher-order extensions of Whitney forms have become an important computational tool, appreciated for their better convergence and accuracy properties. However, it has remained unclear what kind of cochains such elements should be associated with: Can the corresponding dofs be assigned to precise geometrical elements of the mesh, just as, for instance, a degree of freedom for the space of Whitney 1-forms belongs to a specific edge? We address this localization issue. Why is this an issue? The existing constructions of high order extensions of Whitney elements follow the traditional FEM path of using higher and higher “moments” to define the needed dofs. As a result, such high order finite k-elements in d dimensions include dofs associated to q-simplices, with k < q ≤ d, whose physical interpretation is obscure. The present paper offers an approach based on the so-called “small simplices”, a set of subsimplices obtained by homothetic contractions of the original mesh simplices, centered at mesh nodes (or more generally, when going up in degree, at points of the principal lattice of each original simplex). Degrees of freedom of the high-order Whitney k-forms are then associated with small simplices of dimension k only.  We provide an explicit  basis for these elements on simplices and we justify this approach from a geometric point of view (in the spirit of Hassler Whitney's approach, still successful 30 years after his death).   

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We briefly review mathematical models of viscous deformable interfaces (such as plasma membranes) leading to fluid equations posed on (evolving) 2D surfaces embedded in $R^3$. We further report on some recent advances in understanding and numerical simulation of the resulting fluid systems using an unfitted finite element method.

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Reconstructing continuous signals based on a small number of discrete samples is a fundamental problem across science and engineering. In practice, we are often interested in signals with ``simple'' Fourier structure -- e.g., those involving frequencies within a bounded range, a small number of frequencies, or a few blocks of frequencies. More broadly, any prior knowledge about a signal's Fourier power spectrum can constrain its complexity.  Intuitively, signals with more highly constrained Fourier structure require fewer samples to reconstruct.

We formalize this intuition by showing that, roughly speaking, a continuous signal from a given class can be approximately reconstructed using a number of samples equal to the statistical dimension of the allowed power spectrum of that class. We prove that, in nearly all settings, this natural measure tightly characterizes the sample complexity of signal reconstruction.

Surprisingly, we also show that, up to logarithmic factors, a universal non-uniform sampling strategy can achieve this optimal complexity for any class of signals. We present a simple, efficient, and general algorithm for recovering a signal from the samples taken. For bandlimited and sparse signals, our method matches the state-of-the-art. At the same time, it gives the first computationally and sample efficient solution to a broad range of problems, including multiband signal reconstruction and common kriging and Gaussian process regression tasks.

Our work is based on a novel connection between randomized linear algebra and the problem of reconstructing signals with constrained Fourier structure. We extend tools based on statistical leverage score sampling and column-based matrix reconstruction to the approximation of continuous linear operators that arise in the signal fitting problem. We believe that these extensions are of independent interest and serve as a foundation for tackling a broad range of continuous time problems using randomized methods.

This is joint work with Michael Kapralov, Cameron Musco, Christopher Musco, Ameya Velingker and Amir Zandieh

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It has long been known that many elliptic partial differential equations can be reformulated as Fredholm integral equations of the second kind on the boundaries of their domains. The kernels of the resulting integral equations are weakly singular, which has historically made their numerical solution somewhat onerous, requiring the construction of detailed and typically sub-optimal quadrature formulas. Recently, a numerical algorithm for constructing generalized Gaussian quadratures was discovered which, given 2n essentially arbitrary functions, constructs a unique n-point quadrature that integrates them to machine precision, solving the longstanding problem posed by singular kernels.

When the domains have corners, the solutions themselves are also singular. In fact, they are known to be representable, to order n, by a linear combination (expansion) of n known singular functions. In order to solve the integral equation accurately, it is necessary to construct a discretization such that the mapping (in the L^2-sense) from the values at the discretization points to the corresponding n expansion coefficients is well-conditioned. In this talk, we present exactly such an algorithm, which is optimal in the sense that, given n essentially arbitrary functions, it produces n discretization points, and for which the resulting interpolation formulas have condition numbers extremely close to one.

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One of the standard methods for the solution of elliptic boundary value problems calls for reformulating them as systems of integral equations.  The integral operators that arise in this fashion typically have singular kernels, and, in many cases of interest, the solutions of these equations are themselves singular.  This makes the accurate discretization of the systems of integral equations arising from elliptic boundary value problems challenging.

Over the last decade, Generalized Gaussian quadrature rules, which are n-point quadrature rules that are exact for a collection of 2n functions, have emerged as one of the most effective tools for discretizing singular integral equations. Among other things, they have been used to accelerate the discretization of singular integral operators on curves, to enable the accurate discretization of singular integral operators on complex surfaces and to greatly reduce the cost of representing the (singular) solutions of integral equations given on planar domains with corners.

We will first briefly outline a standard method for the discretization of integral operators given on curves which is highly amenable to acceleration through generalized Gaussian quadratures. We will then describe a numerical procedure for the construction of Generalized Gaussian quadrature rules.

Much of this is joint work with Zydrunas Gimbutas (NIST Boulder) and Vladimir Rokhlin (Yale University).

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Consider a network of identical phase oscillators with sinusoidal coupling. How likely are the oscillators to globally synchronize, starting from random initial phases? One expects that dense networks have a strong tendency to synchronize and the basin of attraction for the synchronous state to be the whole phase space. But, how dense is dense enough? In this (hopefully) entertaining Zoom talk, we use techniques from numerical linear algebra and computational Algebraic geometry to derive the densest known networks that do not synchronize and the sparsest networks that do. This is joint work with Steven Strogatz and Mike Stillman.

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The boundary integral equation method is a popular method for solving elliptic PDEs with constant coefficients, and systems of such PDEs, in bounded and unbounded domains. An attraction of the method is that it reduces solution of the PDE in the domain to solution of a boundary integral equation on the boundary of the domain, reducing the dimensionality of the problem. Second kind integral equations, featuring the double-layer potential operator, have a long history in analysis and numerical analysis. They provided, through C. Neumann, the first existence proof to the Laplace Dirichlet problem in 3D, have been an important analysis tool for PDEs through the 20^th century, and are popular computationally because of their excellent conditioning and convergence properties for large classes of domains. A standard numerical method, in particular for boundary integral equations, is the Galerkin method, and the standard convergence analysis starts with a proof that the relevant operator is coercive, or a compact perturbation of a coercive operator, in the relevant function space. A long-standing open problem is whether this property holds for classical second kind boundary integral equations on general non-smooth domains. In this talk we give an overview of the various concepts and methods involved, reformulating the problem as a question about numerical ranges. We solve this open problem through counterexamples, presenting examples of 2D Lipschitz domains and 3D Lipschitz polyhedra for which coercivity does not hold. This is joint work with Prof Euan Spence, Bath.

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We discuss two recent extensions of work on Reynolds-robust preconditioners for the Navier-Stokes equations, to non-Newtonian fluids and to the equations of magnetohydrodynamics.  We model non-Newtonian fluids by means of an implicit constitutive relation between stress and strain. This framework is broadly applicable and allows for proofs of convergence under quite general assumptions. Since the stress cannot in general be solved for in terms of the strain, a three-field stress-velocity-pressure formulation is adopted. By combining the augmented Lagrangian approach with a kernel-capturing space decomposition, we derive a preconditioner that is observed to be robust to variations in rheological parameters in both two and three dimensions.  In the case of magnetohydrodynamics, we consider the stationary incompressible resistive Newtonian equations, and solve a four-field formulation for the velocity, pressure, magnetic field and electric field. A structure-preserving discretisation is employed that enforces both div(u) = 0 and div(B) = 0 pointwise. The basic idea of the solver is to split the fluid and electromagnetic parts and to employ our existing Navier-Stokes solver in the Schur complement. We present results in two dimensions that exhibit robustness with respect to both the fluids and magnetic Reynolds numbers, and describe ongoing work to extend the solver to three dimensions.

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In 2007, Andrew Mayo and Thanos Antoulas proposed a rational interpolation algorithm to solve a basic problem in control theory: given samples of the transfer function of a dynamical system, construct a linear time-invariant system that realizes these samples.  The resulting theory enables a wide range of data-driven modeling, and has seen diverse applications and extensions.  We will introduce these ideas from a numerical analyst's perspective, show how the selection of interpolation points can be guided by a Sylvester equation and pseudospectra of matrix pencils, and mention an application of these ideas to a contour algorithm for the nonlinear eigenvalue problem. (This talk involves collaborations with Michael Brennan (MIT), Serkan Gugercin (Virginia Tech), and Cosmin Ionita (MathWorks).)

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