Search arXivSearch

arXiv · 2606.08796

A Non-Overlapping Schwarz Hybrid Finite Element-Neural Operator Framework for Solid Mechanics on Irregular Domains

Abstract

Finite element (FE) methods are the benchmark for solid mechanics simulations, yet their computational cost becomes prohibitive for problems with localised nonlinearities, fine-scale features, or long-time dynamic evolution. In our earlier FE-neural operator (FE-NO) hybrid framework [1], physics-informed deep operator networks were coupled with FE solvers through overlapping domain decomposition with Dirichlet-Dirichlet interface exchange, accelerating intensive subdomains while preserving FE fidelity elsewhere. Two limitations remained: the overlapping formulation required redundant interface computations that increased inner Schwarz iteration counts, and the convolutional feature extractor restricted the NO subdomain to structured grids, precluding irregular geometries. A non-overlapping Schwarz alternating method with Neumann-Dirichlet interface exchange replaces it, transmitting traction from the NO to FE rather than displacement. This eliminates the overlap layer and reduces inner Schwarz iterations while maintaining bounded error accumulation across all tested time horizons. For arbitrarily shaped subdomains, a Point-DeepONet operates on unstructured FE point clouds without interpolation, extending it to non-convex and irregular geometries. Strain and stress operators are derived analytically from the displacement operators via kinematic equations, rather than as independent networks, reducing trainable parameter sets while enforcing mechanical consistency by construction. The framework is validated on three benchmarks: static linear elasticity, quasi-static hyperelasticity, and elastodynamics with regular and irregular geometries. These results establish a non-overlapping FE-NO coupling paradigm that is geometry-flexible, parameter-efficient, and convergence-stable, providing a pathway for hybrid physics-based and operator-learning solvers in large-scale dynamic solid mechanics.

Explore related subjects

Keep this discovery

Explore connections, maps & timelines

BibTeXRIS

Wei Wang, Abhinav Gupta, Haihui Ruan, Somdatta Goswami. 2026-09-19. A Non-Overlapping Schwarz Hybrid Finite Element-Neural Operator Framework for Solid Mechanics on Irregular Domains. https://arxiv.org/abs/2606.08796

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

KEEP EXPLORING

Related papers

Cosm: Collective switched motion for sparse Ising optimization

We introduce Collective Switched Motion (Cosm), a heuristic optimization framework based on switched collective dynamics. Cosm compiles the objective into subobjectives that are activated sequentially, temporally separating competing local influences. The interplay of switching and local interactions among variables gives rise to collective search behavior, while a new correlated perturbation mechanism encourages coordinated cluster motion. Tests on tuned-hardness spin-glass benchmarks suggest more favorable algorithmic scaling than that reported for leading dynamical solvers. Cosm heuristically attains the certified optima of three of the largest Gset instances (G72, G77, G81), exceeding the previously reported heuristic solutions. On the large random-graph instances G61 and G70, a CPU implementation reliably attains the best-known solutions, reaching cuts of 5799 and 9595 with 99%-confidence times-to-target of 15 s and 2.4 s, respectively. On the heterogeneous-degree G64 instance, Cosm establishes a new best-known cut of 8753. Broadly, the results suggest an alternative approach to heuristic design in which local dynamics and orchestration mechanisms are carefully designed so that effective search emerges.

cs.CE

Decomposing Firm-Level Crisis Responses from Incomplete Market Signals: Evidence from China's IT Sector During COVID-19

Exogenous shocks generate heterogeneous behavioral responses across firms, yet event studies typically report only sector-level averages. This paper develops a multi-method approach combining causal identification (difference-in-differences with cluster-robust inference), unsupervised behavioral discovery (K-means trajectory clustering, Gaussian hidden Markov models), and cross-sectional resilience prediction (logistic regression with nested cross-validation) to decompose firm-level response heterogeneity from noisy market signals. We demonstrate the approach on 246 Chinese A-share IT firms (216 with complete data for all analyses) during the COVID-19 shock (January 2020), using 252 non-IT CSI 300 firms as controls. The return decline was market-wide, not IT-specific (DID p = 0.59); the IT-specific effect was elevated volatility (DID beta = 0.043, cluster-robust p < 0.001), with the effect surviving Benjamini-Hochberg correction in 13 of 30 alternative specifications. Unsupervised clustering produced three trajectory groups: fast recovery (36 companies, +29.7%), resilient/moderate (67 companies), and persistent drag (113 companies, -6.9%). Pre-crisis financial fundamentals showed only modest predictive power for resilience (nested CV AUC = 0.635, 95% CI: 0.558-0.711; permutation p = 0.016), consistent with the limited informativeness of publicly available signals for anticipating crisis outcomes. The combination of causal analysis, unsupervised learning, and prediction represents a reproducible framework which can be applied to crises in other market periods.

cs.CE

An Insurance Broker for Every Small Business: The Economics of Exceptional Care at Scale

Small-business owners need expert guidance on their own terms, across schedules, languages, and channels, but low premiums make exceptional, continuous human service uneconomic for much of the market. Combining public evidence, Kinro operational data, and an illustrative five-year service model, we show why traditional brokerage economics leave 35 million U.S. small businesses underserved. An AI-native brokerage can change those economics by performing and coordinating routine work continuously, while licensed professionals govern consequential exceptions and the brokerage remains accountable.

cs.CE