Approximate tensor-product preconditioners for very high order discontinuous Galerkin methods

In this paper, we develop a new tensor-product based preconditioner for discontinuous Galerkin methods with polynomial degrees higher than those typically employed. This preconditioner uses an automatic, purely algebraic method to approximate the exact block Jacobi preconditioner by Kronecker products of several small, one-dimensional matrices. Traditional matrix-based preconditioners require $\mathcal{O}(p^{2d})$ storage and $\mathcal{O}(p^{3d})$ computational work, where $p$ is the degree of basis polynomials used, and $d$ is the spatial dimension. Our SVD-based tensor-product preconditioner requires $\mathcal{O}(p^{d+1})$ storage, $\mathcal{O}(p^{d+1})$ work in two spatial dimensions, and $\mathcal{O}(p^{d+2})$ work in three spatial dimensions. Combined with a matrix-free Newton-Krylov solver, these preconditioners allow for the solution of DG systems in linear time in $p$ per degree of freedom in 2D, and reduce the computational complexity from $\mathcal{O}(p^9)$ to $\mathcal{O}(p^5)$ in 3D. Numerical results are shown in 2D and 3D for the advection and Euler equations, using polynomials of degree up to $p=15$. For many test cases, the preconditioner results in similar iteration counts when compared with the exact block Jacobi preconditioner, and performance is significantly improved for high polynomial degrees $p$.Comment: 40 pages, 15 figure

Tensor Network Space-Time Spectral Collocation Method for Time Dependent Convection-Diffusion-Reaction Equations

Emerging tensor network techniques for solutions of Partial Differential Equations (PDEs), known for their ability to break the curse of dimensionality, deliver new mathematical methods for ultrafast numerical solutions of high-dimensional problems. Here, we introduce a Tensor Train (TT) Chebyshev spectral collocation method, in both space and time, for solution of the time dependent convection-diffusion-reaction (CDR) equation with inhomogeneous boundary conditions, in Cartesian geometry. Previous methods for numerical solution of time dependent PDEs often use finite difference for time, and a spectral scheme for the spatial dimensions, which leads to slow linear convergence. Spectral collocation space-time methods show exponential convergence, however, for realistic problems they need to solve large four-dimensional systems. We overcome this difficulty by using a TT approach as its complexity only grows linearly with the number of dimensions. We show that our TT space-time Chebyshev spectral collocation method converges exponentially, when the solution of the CDR is smooth, and demonstrate that it leads to very high compression of linear operators from terabytes to kilobytes in TT-format, and tens of thousands times speedup when compared to full grid space-time spectral method. These advantages allow us to obtain the solutions at much higher resolutions

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

Method of lines transpose: High order L-stable O(N) schemes for parabolic equations using successive convolution

We present a new solver for nonlinear parabolic problems that is L-stable and achieves high order accuracy in space and time. The solver is built by first constructing a single-dimensional heat equation solver that uses fast O(N) convolution. This fundamental solver has arbitrary order of accuracy in space, and is based on the use of the Green's function to invert a modified Helmholtz equation. Higher orders of accuracy in time are then constructed through a novel technique known as successive convolution (or resolvent expansions). These resolvent expansions facilitate our proofs of stability and convergence, and permit us to construct schemes that have provable stiff decay. The multi-dimensional solver is built by repeated application of dimensionally split independent fundamental solvers. Finally, we solve nonlinear parabolic problems by using the integrating factor method, where we apply the basic scheme to invert linear terms (that look like a heat equation), and make use of Hermite-Birkhoff interpolants to integrate the remaining nonlinear terms. Our solver is applied to several linear and nonlinear equations including heat, Allen-Cahn, and the Fitzhugh-Nagumo system of equations in one and two dimensions

Nonlinear competition between asters and stripes in filament-motor-systems

A model for polar filaments interacting via molecular motor complexes is investigated which exhibits bifurcations to spatial patterns. It is shown that the homogeneous distribution of filaments, such as actin or microtubules, may become either unstable with respect to an orientational instability of a finite wave number or with respect to modulations of the filament density, where long wavelength modes are amplified as well. Above threshold nonlinear interactions select either stripe patterns or periodic asters. The existence and stability ranges of each pattern close to threshold are predicted in terms of a weakly nonlinear perturbation analysis, which is confirmed by numerical simulations of the basic model equations. The two relevant parameters determining the bifurcation scenario of the model can be related to the concentrations of the active molecular motors and of the filaments respectively, which both could be easily regulated by the cell.Comment: 13 pages, 7 figure