Search arXivSearch

arXiv · 2312.16323

A new local and explicit kinetic method for linear and non-linear convection-diffusion problems with finite kinetic speeds: II. Multi-dimensional case

Abstract

We extend to multi-dimensions the work of [1], where new fully explicit kinetic methods were built for the approximation of linear and non-linear convection-diffusion problems. The fundamental principles from the earlier work are retained: (1) rather than aiming for the desired equations in the strict limit of a vanishing relaxation parameter, as is commonly done in the diffusion limit of kinetic methods, diffusion terms are sought as a first-order correction of this limit in a Chapman-Enskog expansion, (2) introducing a coupling between the conserved variables within the relaxation process by a specifically designed collision matrix makes it possible to systematically match a desired diffusion. Extending this strategy to multi-dimensions cannot, however, be achieved through simple directional splitting, as diffusion is likely to couple space directions with each other, such as with shear viscosity in the Navier-Stokes equations. In this work, we show how rewriting the collision matrix in terms of moments can address this issue, regardless of the number of kinetic waves, while ensuring conservation systematically. This rewriting allows for introducing a new class of kinetic models called \emph{regularized} models, simplifying the numerical methods and establishing connections with Jin-Xin models. Subsequently, new explicit arbitrary high-order kinetic schemes are formulated and validated on standard two-dimensional cases from the literature. Excellent results are obtained in the simulation of a shock-boundary layer interaction, validating their ability to approximate the Navier-Stokes equations with kinetic speeds obeying nothing but a subcharacteristic condition along with a hyperbolic constraint on the time step.

Explore related subjects

Keep this discovery

Explore connections, maps & timelines

BibTeXRIS

Gauthier Wissocq, Rémi Abgrall. 2023-12-26. A new local and explicit kinetic method for linear and non-linear convection-diffusion problems with finite kinetic speeds: II. Multi-dimensional case. https://arxiv.org/abs/2312.16323

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