Numerical solution of a one-dimensional nonlocal Helmholtz equation by Perfectly Matched Layers

We consider the computation of a nonlocal Helmholtz equation by using Perfectly Matched Layer (PML). We first derive the nonlocal PML equation by extending PML modifications from the local operator to the nonlocal operator of integral form. We then give stability estimates of some weighted average value of the nonlocal Helmholtz solution and prove that (i) the weighted average value of the nonlocal PML solution decays exponentially in PML layers in one case; (ii) in the other case, the weighted average value of the nonlocal Helmholtz solution itself decays exponentially outside some domain. Particularly for a typical kernel function $\gamma_1(s)=\frac12 e^{-| s|}$, we obtain the Green's function of the nonlocal Helmholtz equation, and use the Green's function to further prove that (i) the nonlocal PML solution decays exponentially in PML layers in one case; (ii) in the other case, the nonlocal Helmholtz solution itself decays exponentially outside some domain. Based on our theoretical analysis, the truncated nonlocal problems are discussed and an asymptotic compatibility scheme is also introduced to solve the resulting truncated problems. Finally, numerical examples are provided to verify the effectiveness and validation of our nonlocal PML strategy and theoretical findings.Comment: 22 pages, 7 figure

A Novel Evolution Strategy with Directional Gaussian Smoothing for Blackbox Optimization

We propose an improved evolution strategy (ES) using a novel nonlocal gradient operator for high-dimensional black-box optimization. Standard ES methods with $d$-dimensional Gaussian smoothing suffer from the curse of dimensionality due to the high variance of Monte Carlo (MC) based gradient estimators. To control the variance, Gaussian smoothing is usually limited in a small region, so existing ES methods lack nonlocal exploration ability required for escaping from local minima. We develop a nonlocal gradient operator with directional Gaussian smoothing (DGS) to address this challenge. The DGS conducts 1D nonlocal explorations along $d$ orthogonal directions in $\mathbb{R}^d$, each of which defines a nonlocal directional derivative as a 1D integral. We then use Gauss-Hermite quadrature, instead of MC sampling, to estimate the $d$ 1D integrals to ensure high accuracy (i.e., small variance). Our method enables effective nonlocal exploration to facilitate the global search in high-dimensional optimization. We demonstrate the superior performance of our method in three sets of examples, including benchmark functions for global optimization, and real-world science and engineering applications

On a nonlocal Cahn-Hilliard model permitting sharp interfaces

A nonlocal Cahn-Hilliard model with a nonsmooth potential of double-well obstacle type that promotes sharp interfaces in the solution is presented. To capture long-range interactions between particles, a nonlocal Ginzburg-Landau energy functional is defined which recovers the classical (local) model for vanishing nonlocal interactions. In contrast to the local Cahn-Hilliard problem that always leads to diffuse interfaces, the proposed nonlocal model can lead to a strict separation into pure phases of the substance. Here, the lack of smoothness of the potential is essential to guarantee the aforementioned sharp-interface property. Mathematically, this introduces additional inequality constraints that, in a weak form, lead to a coupled system of variational inequalities which at each time instance can be restated as a constrained optimization problem. We prove the well-posedness and regularity of the semi-discrete and continuous in time weak solutions, and derive the conditions under which pure phases are admitted. Moreover, we develop discretizations of the problem based on finite elements and implicit-explicit time stepping methods that can be realized efficiently. Finally, we illustrate our theoretical findings through several numerical experiments in one and two spatial dimensions that highlight the differences in features of local and nonlocal solutions and also the sharp interface properties of the nonlocal model