Krylov implicit integration factor discontinuous Galerkin methods on sparse grids for high dimensional reaction-diffusion equations

Computational costs of numerically solving multidimensional partial differential equations (PDEs) increase significantly when the spatial dimensions of the PDEs are high, due to large number of spatial grid points. For multidimensional reaction-diffusion equations, stiffness of the system provides additional challenges for achieving efficient numerical simulations. In this paper, we propose a class of Krylov implicit integration factor (IIF) discontinuous Galerkin (DG) methods on sparse grids to solve reaction-diffusion equations on high spatial dimensions. The key ingredient of spatial DG discretization is the multiwavelet bases on nested sparse grids, which can significantly reduce the numbers of degrees of freedom. To deal with the stiffness of the DG spatial operator in discretizing reaction-diffusion equations, we apply the efficient IIF time discretization methods, which are a class of exponential integrators. Krylov subspace approximations are used to evaluate the large size matrix exponentials resulting from IIF schemes for solving PDEs on high spatial dimensions. Stability and error analysis for the semi-discrete scheme are performed. Numerical examples of both scalar equations and systems in two and three spatial dimensions are provided to demonstrate the accuracy and efficiency of the methods. The stiffness of the reaction-diffusion equations is resolved well and large time step size computations are obtained

MADNESS: A Multiresolution, Adaptive Numerical Environment for Scientific Simulation

MADNESS (multiresolution adaptive numerical environment for scientific simulation) is a high-level software environment for solving integral and differential equations in many dimensions that uses adaptive and fast harmonic analysis methods with guaranteed precision based on multiresolution analysis and separated representations. Underpinning the numerical capabilities is a powerful petascale parallel programming environment that aims to increase both programmer productivity and code scalability. This paper describes the features and capabilities of MADNESS and briefly discusses some current applications in chemistry and several areas of physics

Performance study of the multiwavelet discontinuous Galerkin approach for solving the Green‐Naghdi equations

This paper presents a multiresolution discontinuous Galerkin scheme for the adaptive solution of Boussinesq‐type equations. The model combines multiwavelet‐based grid adaptation with a discontinuous Galerkin (DG) solver based on the system of fully nonlinear and weakly dispersive Green‐Naghdi (GN) equations. The key feature of the adaptation procedure is to conduct a multiresolution analysis using multiwavelets on a hierarchy of nested grids to improve the efficiency of the reference DG scheme on a uniform grid by computing on a locally refined adapted grid. This way the local resolution level will be determined by manipulating multiwavelet coefficients controlled by a single user‐defined threshold value. The proposed adaptive multiwavelet discontinuous Galerkin solver for GN equations (MWDG‐GN) is assessed using several benchmark problems related to wave propagation and transformation in nearshore areas. The numerical results demonstrate that the proposed scheme retains the accuracy of the reference scheme, while significantly reducing the computational cost

Construction of interpolating and orthonormal multigenerators and multiwavelets on the interval

In den letzten Jahren haben sich Wavelets zu einem hochwertigen Hilfsmittel in der angewandten Mathematik entwickelt. Eine Waveletbasis ist im Allgemeinen ein System von Funktionen, das durch die Skalierung, Translation und Dilatation einer endlichen Menge von Funktionen, den sogenannten Mutterwavelets, entsteht. Wavelets wurden sehr erfolgreich in der digitalen Signal- und Bildanalyse, z. B. zur Datenkompression verwendet. Ein weiteres wichtiges Anwendungsfeld ist die Analyse und die numerische Behandlung von Operatorgleichungen. Insbesondere ist es gelungen, adaptive numerische Algorithmen basierend auf Wavelets für eine riesige Klasse von Operatorgleichungen, einschließlich Operatoren mit negativer Ordnung, zu entwickeln. Der Erfolg der Wavelet- Algorithmen ergibt sich als Konsequenz der folgenden Fakten: - Gewichtete Folgennormen von Wavelet-Expansionskoeffizienten sind in einem bestimmten Bereich (abhängig von der Regularität der Wavelets) äquivalent zu Glättungsnormen wie Besov- oder Sobolev-Normen. - Für eine breite Klasse von Operatoren ist ihre Darstellung in Wavelet-Koordinaten nahezu diagonal. - Die verschwindenden Momente von Wavelets entfernen den glatten Teil einer Funktion und führen zu sehr effizienten Komprimierungsstrategien. Diese Fakten können z. B. verwendet werden, um adaptive numerische Strategien mit optimaler Konvergenzgeschwindigkeit zu konstruieren, in dem Sinne, dass diese Algorithmen die Konvergenzordnung der besten N-Term-Approximationsschemata realisieren. Die maßgeblichen Ergebnisse lassen sich für lineare, symmetrische, elliptische Operatorgleichungen erzielen. Es existiert auch eine Verallgemeinerung für nichtlineare elliptische Gleichungen. Hier verbirgt sich jedoch eine ernste Schwierigkeit: Jeder numerische Algorithmus für diese Gleichungen erfordert die Auswertung eines nichtlinearen Funktionals, welches auf eine Wavelet-Reihe angewendet wird. Obwohl einige sehr ausgefeilte Algorithmen existieren, erweisen sie sich als ziemlich langsam in der Praxis. In neueren Studien wurde gezeigt, dass dieses Problem durch sogenannte Interpolanten verbessert werden kann. Dabei stellt sich heraus, dass die meisten bekannten Basen der Interpolanten keine stabilen Basen in L2[a,b] bilden. In der vorliegenden Arbeit leisten wir einen wesentlichen Beitrag zu diesem Problem und konstruieren neue Familien von Interpolanten auf beschränkten Gebieten, die nicht nur interpolierend, sondern auch stabil in L2[a,b] sind. Da dies mit nur einem Generator schwer (oder vielleicht sogar unmöglich) zu erreichen ist, werden wir mit Multigeneratoren und Multiwavelets arbeiten.In recent years, wavelets have become a very powerful tools in applied mathematics. In general, a wavelet basis is a system of functions that is generated by scaling, translating and dilating a finite set of functions, the so-called mother wavelets. Wavelets have been very successfully applied in image/signal analysis, e.g., for denoising and compression purposes. Another important field of applications is the analysis and the numerical treatment of operator equations. In particular, it has been possible to design adaptive numerical algorithms based on wavelets for a huge class of operator equations including operators of negative order. The success of wavelet algorithms is an ultimative consequence of the following facts: - Weighted sequence norms of wavelet expansion coefficients are equivalent in a certain range (depending on the regularity of the wavelets) to smoothness norms such as Besov or Sobolev norms. - For a wide class of operators their representation in wavelet coordinates is nearly diagonal. -The vanishing moments of wavelets remove the smooth part of a function. These facts can, e.g., be used to construct adaptive numerical strategies that are guaranteed to converge with optimal order, in the sense that these algorithms realize the convergence order of best N-term approximation schemes. The most far-reaching results have been obtained for linear, symmetric elliptic operator equations. Generalization to nonlinear elliptic equations also exist. However, then one is faced with a serious bottleneck: every numerical algorithm for these equations requires the evaluation of a nonlinear functional applied to a wavelet series. Although some very sophisticated algorithms exist, they turn out to perform quite slowly in practice. In recent studies, it has been shown that this problem can be ameliorated by means of so called interpolants. However, then the problem occurs that most of the known bases of interpolants do not form stable bases in L2[a,b]. In this PhD project, we intend to provide a significant contribution to this problem. We want to construct new families of interpolants on domains that are not only interpolating, but also stable in L2[a,b]or even orthogonal. Since this is hard to achieve (or maybe even impossible) with just one generator, we worked with multigenerators and multiwavelets