Spectral tensor-train decomposition

The accurate approximation of high-dimensional functions is an essential task in uncertainty quantification and many other fields. We propose a new function approximation scheme based on a spectral extension of the tensor-train (TT) decomposition. We first define a functional version of the TT decomposition and analyze its properties. We obtain results on the convergence of the decomposition, revealing links between the regularity of the function, the dimension of the input space, and the TT ranks. We also show that the regularity of the target function is preserved by the univariate functions (i.e., the "cores") comprising the functional TT decomposition. This result motivates an approximation scheme employing polynomial approximations of the cores. For functions with appropriate regularity, the resulting \textit{spectral tensor-train decomposition} combines the favorable dimension-scaling of the TT decomposition with the spectral convergence rate of polynomial approximations, yielding efficient and accurate surrogates for high-dimensional functions. To construct these decompositions, we use the sampling algorithm \texttt{TT-DMRG-cross} to obtain the TT decomposition of tensors resulting from suitable discretizations of the target function. We assess the performance of the method on a range of numerical examples: a modifed set of Genz functions with dimension up to $100$, and functions with mixed Fourier modes or with local features. We observe significant improvements in performance over an anisotropic adaptive Smolyak approach. The method is also used to approximate the solution of an elliptic PDE with random input data. The open source software and examples presented in this work are available online.Comment: 33 pages, 19 figure

Efficient p-multigrid spectral element model for water waves and marine offshore structures

In marine offshore engineering, cost-efficient simulation of unsteady water waves and their nonlinear interaction with bodies are important to address a broad range of engineering applications at increasing fidelity and scale. We consider a fully nonlinear potential flow (FNPF) model discretized using a Galerkin spectral element method to serve as a basis for handling both wave propagation and wave-body interaction with high computational efficiency within a single modellingapproach. We design and propose an efficientO(n)-scalable computational procedure based on geometric p-multigrid for solving the Laplace problem in the numerical scheme. The fluid volume and the geometric features of complex bodies is represented accurately using high-order polynomial basis functions and unstructured meshes with curvilinear prism elements. The new p-multigrid spectralelement model can take advantage of the high-order polynomial basis and thereby avoid generating a hierarchy of geometric meshes with changing number of elements as required in geometric h-multigrid approaches. We provide numerical benchmarks for the algorithmic and numerical efficiency of the iterative geometric p-multigrid solver. Results of numerical experiments are presented for wave propagation and for wave-body interaction in an advanced case for focusing design waves interacting with a FPSO. Our study shows, that the use of iterative geometric p-multigrid methods for theLaplace problem can significantly improve run-time efficiency of FNPF simulators.Comment: Submitted to an international journal for peer revie

Solving the complete pseudo-impulsive radiation and diffraction problem using a spectral element method

This paper presents a novel, efficient, high-order accurate, and stable spectral element-based model for computing the complete three-dimensional linear radiation and diffraction problem for floating offshore structures. We present a solution to a pseudo-impulsive formulation in the time domain, where the frequency-dependent quantities, such as added mass, radiation damping, and wave excitation force for arbitrary heading angle, $\beta$, are evaluated using Fourier transforms from the tailored time-domain responses. The spatial domain is tessellated by an unstructured high-order hybrid configured mesh and represented by piece-wise polynomial basis functions in the spectral element space. Fourth-order accurate time integration is employed through an explicit four-stage Runge-Kutta method and complemented by fourth-order finite difference approximations for time differentiation. To reduce the computational burden, the model can make use of symmetry boundaries in the domain representation. The key piece of the numerical model -- the discrete Laplace solver -- is validated through $p$- and $h$-convergence studies. Moreover, to highlight the capabilities of the proposed model, we present prof-of-concept examples of simple floating bodies (a sphere and a box). Lastly, a much more involved case is performed of an oscillating water column, including generalized modes resembling the piston motion and wave sloshing effects inside the wave energy converter chamber. In this case, the spectral element model trivially computes the infinite-frequency added mass, which is a singular problem for conventional boundary element type solvers.Comment: 21 pages, 11 figure

Efficient Uncertainty Quantification and Variance-Based Sensitivity Analysis in Epidemic Modelling Using Polynomial Chaos

The use of epidemic modelling in connection with spread of diseases plays an important role in understanding dynamics and providing forecasts for informed analysis and decision-making. In this regard, it is crucial to quantify the effects of uncertainty in the modelling and in model-based predictions to trustfully communicate results and limitations. We propose to do efficient uncertainty quantification in compartmental epidemic models using the generalized Polynomial Chaos (gPC) framework. This framework uses a suitable polynomial basis that can be tailored to the underlying distribution for the parameter uncertainty to do forward propagation through efficient sampling via a mathematical model to quantify the effect on the output. By evaluating the model in a small number of selected points, gPC provides illuminating statistics and sensitivity analysis at a low computational cost. Through two particular case studies based on Danish data for the spread of Covid-19, we demonstrate the applicability of the technique. The test cases consider epidemic peak time estimation and the dynamics between superspreading and partial lockdown measures. The computational results show the efficiency and feasibility of the uncertainty quantification techniques based on gPC, and highlight the relevance of computational uncertainty quantification in epidemic modelling.Peer reviewe

Spectral/hp element methods: recent developments, applications, and perspectives

The spectral/hp element method combines the geometric flexibility of the classical h-type finite element technique with the desirable numerical properties of spectral methods, employing high-degree piecewise polynomial basis functions on coarse finite element-type meshes. The spatial approximation is based upon orthogonal polynomials, such as Legendre or Chebychev polynomials, modified to accommodate C0-continuous expansions. Computationally and theoretically, by increasing the polynomial order p, high-precision solutions and fast convergence can be obtained and, in particular, under certain regularity assumptions an exponential reduction in approximation error between numerical and exact solutions can be achieved. This method has now been applied in many simulation studies of both fundamental and practical engineering flows. This paper briefly describes the formulation of the spectral/hp element method and provides an overview of its application to computational fluid dynamics. In particular, it focuses on the use the spectral/hp element method in transitional flows and ocean engineering. Finally, some of the major challenges to be overcome in order to use the spectral/hp element method in more complex science and engineering applications are discussed

A high-order spectral element unified boussinesq model for floating point absorbers

International audienceNonlinear wave-body problems are important in renewable energy, especially in case of wave energy converters operating in the near-shore region. In this paper we simulate nonlinear interaction between waves and truncated bodies using an efficient spectral/hp element depth-integrated unified Boussinesq model. The unified Boussinesq model treats also the fluid below the body in a depth-integrated approach. We illustrate the versatility of the model by predicting the reflection and transmission of solitary waves passing truncated bodies. We also use the model to simulate the motion of a latched heaving box. In both cases the unified Boussinesq model show acceptable agreement with CFD results-if applied within the underlying assumptions of dispersion and nonlinearity-but with a significant reduction in computational effort

Nodal DG-FEM solution of high-order Boussinesq-type equations

A discontinuous Galerkin finite-element method (DG-FEM) solution to a set of high-order Boussinesq-type equations for modelling highly nonlinear and dispersive water waves in one horizontal dimension is presented. The continuous equations are discretized using nodal polynomial basis functions of arbitrary order in space on each element of an unstructured computational domain. A fourth-order explicit Runge-Kutta scheme is used to advance the solution in time. Methods for introducing artificial damping to control mild nonlinear instabilities are also discussed. The accuracy and convergence of the model with both h (grid size) and p (order) refinement are confirmed for the linearized equations, and calculations are provided for two nonlinear test cases in one horizontal dimension: harmonic generation over a submerged bar, and reflection of a steep solitary wave from a vertical wall. Test cases for two horizontal dimensions will be considered in future work

MATHICSE Technical Report: Time domain room acoustic simulations using a spectral element method

This paper presents a wave-based numerical scheme based on a spectral element method, coupled with an implicit-explicit Runge-Kutta time stepping method, for simulating room acoustics in the time domain. The scheme has certain features which make it highly attractive for room acoustic simulations, namely a) its low dispersion and dissipation properties due to a high-order spatio-temporal discretization, b) a high degree of geometric flexibility, where adaptive, unstructured meshes with curvilinear mesh elements are supported and c) its suitability for parallel implementation on modern many-core computer hardware. A method for modelling locally reacting, frequency dependent impedance boundary conditions within the scheme is developed, in which the boundary impedance is mapped to a multipole rational function and formulated in differential form. Various numerical experiments are presented, which reveal the accuracy and cost-eciency of the proposed numerical scheme

DG-FEM solution for nonlinear wave-structure interaction using Boussinesq-type equations

We present a high-order nodal Discontinuous Galerkin Finite Element Method (DG-FEM) solution based on a set of highly accurate Boussinesq-type equations for solving general water-wave problems in complex geometries. A nodal DG-FEM is used for the spatial discretization to solve the Boussinesq equations in complex and curvilinear geometries which amends the application range of previous numerical models that have been based on structured Cartesian grids. The Boussinesq method provides the basis for the accurate description of fully nonlinear and dispersive water waves in both shallow and deep waters within the breaking limit. To demonstrate the current applicability of the model both linear and mildly nonlinear test cases are considered in two horizontal dimensions where the water waves interact with bottom-mounted fully reflecting structures. It is established that, by simple symmetry considerations combined with a mirror principle, it is possible to impose weak slip boundary conditions for both structured and general curvilinear wall boundaries while maintaining the accuracy of the scheme. As is standard for current high-order Boussinesq-type models, arbitrary waves can be generated and absorbed in the interior of the computational domain using a flexible relaxation technique applied on the free surface variables. (c) 2007 Elsevier B.V. All rights reserved