Search arXivSearch

arXiv · 2009.11953

Taylor-series expansion based numerical methods: a primer, performance benchmarking and new approaches for problems with non-smooth solutions

Abstract

We provide a primer to numerical methods based on Taylor series expansions such as generalized finite difference methods and collocation methods. We provide a detailed benchmarking strategy for these methods as well as all data files including input files, boundary conditions, point distribution and solution fields, so as to facilitate future benchmarking of new methods. We review traditional methods and recent ones which appeared in the last decade. We aim to help newcomers to the field understand the main characteristics of these methods and to provide sufficient information to both simplify implementation and benchmarking of new methods. Some of the examples are chosen within a subset of problems where collocation is traditionally known to perform sub-par, namely when the solution sought is non-smooth, i.e. contains discontinuities, singularities or sharp gradients. For such problems and other simpler ones with smooth solutions, we study in depth the influence of the weight function, correction function, and the number of nodes in a given support. We also propose new stabilization approaches to improve the accuracy of the numerical methods. In particular, we experiment with the use of a Voronoi diagram for weight computation, collocation method stabilization approaches, and support node selection for problems with singular solutions. With an appropriate selection of the above-mentioned parameters, the resulting collocation methods are compared to the moving least-squares method (and variations thereof), the radial basis function finite difference method and the finite element method. Extensive tests involving two and three dimensional problems indicate that the methods perform well in terms of efficiency (accuracy versus computational time), even for non-smooth solutions.

Explore related subjects

Keep this discovery

Explore connections, maps & timelines

BibTeXRIS

Thibault Jacquemin, Satyendra Tomar, Konstantinos Agathos, Shoya Mohseni-Mofidi, Stéphane P. A. Bordas. 2020-09-24. Taylor-series expansion based numerical methods: a primer, performance benchmarking and new approaches for problems with non-smooth solutions. https://doi.org/10.1007/s11831-019-09357-5

Cite the original work for its findings. Save a collection to share your selection of sources.

KEEP EXPLORING

Related papers

How many continuous measurements are needed to learn a vector?

One can recover vectors from $\mathbb{R}^m$ with arbitrary precision, using only $\lceil \log_2(m)\rceil +1$ continuous measurements that are chosen adaptively. This surprising result is explained and discussed, and we present applications to infinite-dimensional approximation problems.

math.NA

IterativeCUR: Large Rank-Adaptive Approximation From a Small Recycled Sketch

The computation of accurate low-rank matrix approximations is central to improving the scalability of various techniques in machine learning, uncertainty quantification, and control. Traditionally, low-rank approximations are constructed using SVD-based approaches such as truncated SVD or Randomized SVD. Although these SVD approaches---especially Randomized SVD---have proven to be very computationally efficient, other low-rank approximation methods can offer even greater performance. One such approach is the CUR decomposition, which forms a low-rank approximation using direct row and column subsets of a matrix. Because CUR uses direct matrix subsets, it is also often better able to preserve native matrix structures like sparsity or non-negativity than SVD-based approaches and can facilitate data interpretation in many contexts. This paper introduces IterativeCUR, which draws on previous work in randomized numerical linear algebra to build a new algorithm that is highly competitive compared to prior work. IterativeCUR is adaptive in the sense that it takes as an input parameter the desired tolerance $ε$ and outputs (with arbitrarily high probability) an approximation of error bounded by $ε$, rather than requiring an a priori guess of the numerical rank. IterativeCUR typically runs significantly faster than both existing CUR algorithms and techniques such as Randomized SVD. Its asymptotic complexity is $\mathcal{O}(mn + (m+n)r^2)$ for an $m\times n$ matrix of output rank $r$. IterativeCUR relies on a single small sketch from the matrix that is successively downdated as the algorithm proceeds. We demonstrate through extensive experiments that IterativeCUR achieves up to $4\times$ speed-up over state-of-the-art pivoting-on-sketch approaches with no loss of accuracy, and up to $40\times$ speed-up over rank-adaptive randomized SVD approaches.

math.NA

Multigrid with Linear Storage Complexity

As the discretization error for the solution of a partial differential equation (PDE) decreases, the precision required to store the corresponding coefficients naturally increases. Storing the solution's finite element coefficients explicitly requires $\mathcal O(n \log n)$ bits of storage, where $n$ is the number of degrees of freedom (DoFs). This paper presents a full multigrid method to compute the solution in a compressed format that reduces the storage complexity of the solution and intermediate vectors to $\mathcal O(n)$ bits. This reduction allows a matrix-free implementation to solve elliptic PDEs with an overall linear space complexity. For problems limited by the memory capacity of current supercomputers, we expect a memory footprint reduction of about an order of magnitude compared to state-of-the-art mixed-precision methods. We demonstrate the applicability of our algorithm by solving two model problems. Depending on the PDE and polynomial degree, but irrespective of the problem size, the solution vector on the finest grid requires between 4 and 12 bits per DoF, and the residual and correction require 3 to 6 bits each. Additional data is stored on the coarse grids with modestly increasing bit widths toward coarser grids.

math.NA