Many important problems in science and engineering require solving the so-called parametric partial differential equations(PDEs),i.e.,PDEs with different physical parameters,boundary conditions,shapes of computational...Many important problems in science and engineering require solving the so-called parametric partial differential equations(PDEs),i.e.,PDEs with different physical parameters,boundary conditions,shapes of computational domains,etc.Typical reduced order modeling techniques accelerate the solution of the parametric PDEs by projecting them onto a linear trial manifold constructed in the ofline stage.These methods often need a predefined mesh as well as a series of precomputed solution snapshots,and may struggle to balance between the efficiency and accuracy due to the limitation of the linear ansatz.Utilizing the nonlinear representation of neural networks(NNs),we propose the Meta-Auto-Decoder(MAD)to construct a nonlinear trial manifold,whose best possible performance is measured theoretically by the decoder width.Based on the meta-learning concept,the trial manifold can be learned in a mesh-free and unsupervised way during the pre-training stage.Fast adaptation to new(possibly heterogeneous)PDE parameters is enabled by searching on this trial manifold,and optionally fine-tuning the trial manifold at the same time.Extensive numerical experiments show that the MAD method exhibits a faster convergence speed without losing the accuracy than other deep learning-based methods.展开更多
Qualitative spacecraft pursuit-evasion problem which focuses on feasibility is rarely studied because of high-dimensional dynamics,intractable terminal constraints and heavy computational cost.In this paper,A physics-...Qualitative spacecraft pursuit-evasion problem which focuses on feasibility is rarely studied because of high-dimensional dynamics,intractable terminal constraints and heavy computational cost.In this paper,A physics-informed framework is proposed for the problem,providing an intuitive method for spacecraft threat relationship determination,situation assessment,mission feasibility analysis and orbital game rules summarization.For the first time,situation adjustment suggestions can be provided for the weak player in orbital game.First,a dimension-reduction dynamics is derived in the line-of-sight rotation coordinate system and the qualitative model is determined,reducing complexity and avoiding the difficulty of target set presentation caused by individual modeling.Second,the Backwards Reachable Set(BRS)of the target set is used for state space partition and capture zone presentation.Reverse-time analysis can eliminate the influence of changeable initial state and enable the proposed framework to analyze plural situations simultaneously.Third,a time-dependent Hamilton-Jacobi-Isaacs(HJI)Partial Differential Equation(PDE)is established to describe BRS evolution driven by dimension-reduction dynamics,based on level set method.Then,Physics-Informed Neural Networks(PINNs)are extended to HJI PDE final value problem,supporting orbital game rules summarization through capture zone evolution analysis.Finally,numerical results demonstrate the feasibility and efficiency of the proposed framework.展开更多
High-order accurate weighted essentially non-oscillatory(WENO)schemes are a class of broadly applied numerical methods for solving hyperbolic partial differential equations(PDEs).Due to highly nonlinear property of th...High-order accurate weighted essentially non-oscillatory(WENO)schemes are a class of broadly applied numerical methods for solving hyperbolic partial differential equations(PDEs).Due to highly nonlinear property of the WENO algorithm,large amount of computational costs are required for solving multidimensional problems.In our previous work(Lu et al.in Pure Appl Math Q 14:57–86,2018;Zhu and Zhang in J Sci Comput 87:44,2021),sparse-grid techniques were applied to the classical finite difference WENO schemes in solving multidimensional hyperbolic equations,and it was shown that significant CPU times were saved,while both accuracy and stability of the classical WENO schemes were maintained for computations on sparse grids.In this technical note,we apply the approach to recently developed finite difference multi-resolution WENO scheme specifically the fifth-order scheme,which has very interesting properties such as its simplicity in linear weights’construction over a classical WENO scheme.Numerical experiments on solving high dimensional hyperbolic equations including Vlasov based kinetic problems are performed to demonstrate that the sparse-grid computations achieve large savings of CPU times,and at the same time preserve comparable accuracy and resolution with those on corresponding regular single grids.展开更多
Radial Basis Function(RBF)kernels are key functional forms for advanced solutions of higher-order partial differential equations(PDEs).In the present study,a hybrid kernel was developed for meshless solutions of PDEs ...Radial Basis Function(RBF)kernels are key functional forms for advanced solutions of higher-order partial differential equations(PDEs).In the present study,a hybrid kernel was developed for meshless solutions of PDEs widely seen in several engineering problems.This kernel,Power-Generalized Multiquadric-Power-GMQ,was built up by vanishing the dependence of e,which is significant since its selection induces severe problems regarding numerical instabilities and convergence issues.Another drawback of e-dependency is that the optimal e value does not exist in perpetuity.We present the Power-GMQ kernel which combines the advantages of Radial Power and Generalized Multiquadric RBFs in a generic formulation.Power-GMQ RBF was tested in higher-order PDEs with particular boundary conditions and different domains.RBF-Finite Difference(RBF-FD)discretization was also implemented to investigate the characteristics of the proposed RBF.Numerical results revealed that our proposed kernel makes similar or better estimations as against to the Gaussian and Multiquadric kernels with a mild increase in computational cost.Gauss-QR method may achieve better accuracy in some cases with considerably higher computational cost.By using Power-GMQ RBF,the dependency of solution on e was also substantially relaxed and consistent error behavior were obtained regardless of the selected e accompanied.展开更多
In this paper, we shall be concerned with the numerical solution of parabolic equations in one space variable and the time variable t. We expand Taylor series to derive a higher-order approximation for U<sub>t&l...In this paper, we shall be concerned with the numerical solution of parabolic equations in one space variable and the time variable t. We expand Taylor series to derive a higher-order approximation for U<sub>t</sub>. We begin with the simplest model problem, for heat conduction in a uniform medium. For this model problem, an explicit difference method is very straightforward in use, and the analysis of its error is easily accomplished by the use of a maximum principle. As we shall show, however, the numerical solution becomes unstable unless the time step is severely restricted, so we shall go on to consider other, more elaborate, numerical methods which can avoid such a restriction. The additional complication in the numerical calculation is more than offset by the smaller number of time steps needed. We then extend the methods to problems with more general boundary conditions, then to more general linear parabolic equations. Finally, we shall discuss the more difficult problem of the solution of nonlinear equations.展开更多
In this paper the Black Scholes differential equation is transformed into a parabolic heat equation by appropriate change in variables. The transformed equation is semi-discretized by the Method of Lines (MOL). The ev...In this paper the Black Scholes differential equation is transformed into a parabolic heat equation by appropriate change in variables. The transformed equation is semi-discretized by the Method of Lines (MOL). The evolving system of ordinary differential equations (ODEs) is integrated numerically by an L-stable trapezoidal-like integrator. Results show accuracy of relative maximum error of order 10–10.展开更多
In this work, a conceptual numerical solution of the two-dimensional wave partial differential equation (PDE) is developed by coupling the Complex Variable Boundary Element Method (CVBEM) and a generalized Fourier ser...In this work, a conceptual numerical solution of the two-dimensional wave partial differential equation (PDE) is developed by coupling the Complex Variable Boundary Element Method (CVBEM) and a generalized Fourier series. The technique described in this work is suitable for modeling initial-boundary value problems governed by the wave equation on a rectangular domain with Dirichlet boundary conditions and an initial condition that is equal on the boundary to the boundary conditions. The new numerical scheme is based on the standard approach of decomposing the global initial-boundary value problem into a steady-state component and a time-dependent component. The steady-state component is governed by the Laplace PDE and is modeled with the CVBEM. The time-dependent component is governed by the wave PDE and is modeled using a generalized Fourier series. The approximate global solution is the sum of the CVBEM and generalized Fourier series approximations. The boundary conditions of the steady-state component are specified as the boundary conditions from the global BVP. The boundary conditions of the time-dependent component are specified to be identically zero. The initial condition of the time-dependent component is calculated as the difference between the global initial condition and the CVBEM approximation of the steady-state solution. Additionally, the generalized Fourier series approximation of the time-dependent component is fitted so as to approximately satisfy the derivative of the initial condition. It is shown that the strong formulation of the wave PDE is satisfied by the superposed approximate solutions of the time-dependent and steady-state components.展开更多
基金supported by the National Key R&D Program of China under Grant No.2021ZD0110400.
文摘Many important problems in science and engineering require solving the so-called parametric partial differential equations(PDEs),i.e.,PDEs with different physical parameters,boundary conditions,shapes of computational domains,etc.Typical reduced order modeling techniques accelerate the solution of the parametric PDEs by projecting them onto a linear trial manifold constructed in the ofline stage.These methods often need a predefined mesh as well as a series of precomputed solution snapshots,and may struggle to balance between the efficiency and accuracy due to the limitation of the linear ansatz.Utilizing the nonlinear representation of neural networks(NNs),we propose the Meta-Auto-Decoder(MAD)to construct a nonlinear trial manifold,whose best possible performance is measured theoretically by the decoder width.Based on the meta-learning concept,the trial manifold can be learned in a mesh-free and unsupervised way during the pre-training stage.Fast adaptation to new(possibly heterogeneous)PDE parameters is enabled by searching on this trial manifold,and optionally fine-tuning the trial manifold at the same time.Extensive numerical experiments show that the MAD method exhibits a faster convergence speed without losing the accuracy than other deep learning-based methods.
基金This study was supported by the Independent Innovation Science Foundation Project of National University of Defense Technology,China(No.22-ZZCX-083).
文摘Qualitative spacecraft pursuit-evasion problem which focuses on feasibility is rarely studied because of high-dimensional dynamics,intractable terminal constraints and heavy computational cost.In this paper,A physics-informed framework is proposed for the problem,providing an intuitive method for spacecraft threat relationship determination,situation assessment,mission feasibility analysis and orbital game rules summarization.For the first time,situation adjustment suggestions can be provided for the weak player in orbital game.First,a dimension-reduction dynamics is derived in the line-of-sight rotation coordinate system and the qualitative model is determined,reducing complexity and avoiding the difficulty of target set presentation caused by individual modeling.Second,the Backwards Reachable Set(BRS)of the target set is used for state space partition and capture zone presentation.Reverse-time analysis can eliminate the influence of changeable initial state and enable the proposed framework to analyze plural situations simultaneously.Third,a time-dependent Hamilton-Jacobi-Isaacs(HJI)Partial Differential Equation(PDE)is established to describe BRS evolution driven by dimension-reduction dynamics,based on level set method.Then,Physics-Informed Neural Networks(PINNs)are extended to HJI PDE final value problem,supporting orbital game rules summarization through capture zone evolution analysis.Finally,numerical results demonstrate the feasibility and efficiency of the proposed framework.
文摘High-order accurate weighted essentially non-oscillatory(WENO)schemes are a class of broadly applied numerical methods for solving hyperbolic partial differential equations(PDEs).Due to highly nonlinear property of the WENO algorithm,large amount of computational costs are required for solving multidimensional problems.In our previous work(Lu et al.in Pure Appl Math Q 14:57–86,2018;Zhu and Zhang in J Sci Comput 87:44,2021),sparse-grid techniques were applied to the classical finite difference WENO schemes in solving multidimensional hyperbolic equations,and it was shown that significant CPU times were saved,while both accuracy and stability of the classical WENO schemes were maintained for computations on sparse grids.In this technical note,we apply the approach to recently developed finite difference multi-resolution WENO scheme specifically the fifth-order scheme,which has very interesting properties such as its simplicity in linear weights’construction over a classical WENO scheme.Numerical experiments on solving high dimensional hyperbolic equations including Vlasov based kinetic problems are performed to demonstrate that the sparse-grid computations achieve large savings of CPU times,and at the same time preserve comparable accuracy and resolution with those on corresponding regular single grids.
文摘Radial Basis Function(RBF)kernels are key functional forms for advanced solutions of higher-order partial differential equations(PDEs).In the present study,a hybrid kernel was developed for meshless solutions of PDEs widely seen in several engineering problems.This kernel,Power-Generalized Multiquadric-Power-GMQ,was built up by vanishing the dependence of e,which is significant since its selection induces severe problems regarding numerical instabilities and convergence issues.Another drawback of e-dependency is that the optimal e value does not exist in perpetuity.We present the Power-GMQ kernel which combines the advantages of Radial Power and Generalized Multiquadric RBFs in a generic formulation.Power-GMQ RBF was tested in higher-order PDEs with particular boundary conditions and different domains.RBF-Finite Difference(RBF-FD)discretization was also implemented to investigate the characteristics of the proposed RBF.Numerical results revealed that our proposed kernel makes similar or better estimations as against to the Gaussian and Multiquadric kernels with a mild increase in computational cost.Gauss-QR method may achieve better accuracy in some cases with considerably higher computational cost.By using Power-GMQ RBF,the dependency of solution on e was also substantially relaxed and consistent error behavior were obtained regardless of the selected e accompanied.
文摘In this paper, we shall be concerned with the numerical solution of parabolic equations in one space variable and the time variable t. We expand Taylor series to derive a higher-order approximation for U<sub>t</sub>. We begin with the simplest model problem, for heat conduction in a uniform medium. For this model problem, an explicit difference method is very straightforward in use, and the analysis of its error is easily accomplished by the use of a maximum principle. As we shall show, however, the numerical solution becomes unstable unless the time step is severely restricted, so we shall go on to consider other, more elaborate, numerical methods which can avoid such a restriction. The additional complication in the numerical calculation is more than offset by the smaller number of time steps needed. We then extend the methods to problems with more general boundary conditions, then to more general linear parabolic equations. Finally, we shall discuss the more difficult problem of the solution of nonlinear equations.
文摘In this paper the Black Scholes differential equation is transformed into a parabolic heat equation by appropriate change in variables. The transformed equation is semi-discretized by the Method of Lines (MOL). The evolving system of ordinary differential equations (ODEs) is integrated numerically by an L-stable trapezoidal-like integrator. Results show accuracy of relative maximum error of order 10–10.
文摘In this work, a conceptual numerical solution of the two-dimensional wave partial differential equation (PDE) is developed by coupling the Complex Variable Boundary Element Method (CVBEM) and a generalized Fourier series. The technique described in this work is suitable for modeling initial-boundary value problems governed by the wave equation on a rectangular domain with Dirichlet boundary conditions and an initial condition that is equal on the boundary to the boundary conditions. The new numerical scheme is based on the standard approach of decomposing the global initial-boundary value problem into a steady-state component and a time-dependent component. The steady-state component is governed by the Laplace PDE and is modeled with the CVBEM. The time-dependent component is governed by the wave PDE and is modeled using a generalized Fourier series. The approximate global solution is the sum of the CVBEM and generalized Fourier series approximations. The boundary conditions of the steady-state component are specified as the boundary conditions from the global BVP. The boundary conditions of the time-dependent component are specified to be identically zero. The initial condition of the time-dependent component is calculated as the difference between the global initial condition and the CVBEM approximation of the steady-state solution. Additionally, the generalized Fourier series approximation of the time-dependent component is fitted so as to approximately satisfy the derivative of the initial condition. It is shown that the strong formulation of the wave PDE is satisfied by the superposed approximate solutions of the time-dependent and steady-state components.
