Abstract. 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 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 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. 1 Key words. Approximation theory, tensor-train decomposition, orthogonal polynomials, uncertainty quantification. AMS subject classifications. 41A10, 41A63, 41A65, 46M05, 65D151. Introduction. High-dimensional functions appear frequently in science and engineering applications, where a quantity of interest may depend in nontrivial ways on a large number of independent variables. In the field of uncertainty quantification (UQ), for example, stochastic partial differential equations (PDEs) are often characterized by hundreds or thousands of independent stochastic parameters. A numerical approximation of the PDE solution must capture the coupled effects of all these parameters on the entire solution field, or on any quantity of interest that is a functional of the solution field. Problems of this kind quickly become intractable when confronted with naïve approximation methods, and the development of more effective methods is a long-standing challenge. This paper develops a new approach for high-dimensional function approximation, combining the discrete tensor-train format [49] with spectral theory for polynomial approximation.For simplicity, we will focus on real-valued functions representing the parameter dependence of a single quantity of interest. For a function f ∈ L 2 ([a, b] d ), a straightforward approximation might...
We present an arbitrary-order spectral element method for general-purpose simulation of non-overturning water waves, described by fully nonlinear potential theory. The method can be viewed as a high-order extension of the classical finite element method proposed and irregular dispersive wave propagation. The benefit of using a high-order -possibly adapted -spatial discretisation for accurate water wave propagation over long times and distances is particularly attractive for marine hydrodynamics applications.1
SUMMARYWe implement and evaluate a massively parallel and scalable algorithm based on a multigrid preconditioned Defect Correction method for the simulation of fully nonlinear free surface flows. The simulations are based on a potential model that describes wave propagation over uneven bottoms in three space dimensions and is useful for fast analysis and prediction purposes in coastal and offshore engineering. A dedicated numerical model based on the proposed algorithm is executed in parallel by utilizing affordable modern special purpose graphics processing unit (GPU). The model is based on a low-storage flexible-order accurate finite difference method that is known to be efficient and scalable on a CPU core (single thread). To achieve parallel performance of the relatively complex numerical model, we investigate a new trend in high-performance computing where many-core GPUs are utilized as high-throughput co-processors to the CPU. We describe and demonstrate how this approach makes it possible to do fast desktop computations for large nonlinear wave problems in numerical wave tanks (NWTs) with close to 50/100 million total grid points in double/single precision with 4 GB global device memory available. A new code base has been developed in C++ and compute unified device architecture C and is found to improve the runtime more than an order in magnitude in double precision arithmetic for the same accuracy over an existing CPU (single thread) Fortran 90 code when executed on a single modern GPU. These significant improvements are achieved by carefully implementing the algorithm to minimize data-transfer and take advantage of the massive multi-threading capability of the GPU device.
Abstract. We present 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 and two horizontal dimensions. 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 verified 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 a future paper.
Results from Blind Test Series 1, part of the Collaborative Computational Project in Wave Structure Interaction (CCP-WSI), are presented. Participants, with a range of numerical methods, simulate blindly the interaction between a fixed structure and focused waves ranging in steepness and direction. Numerical results are compared against corresponding physical data. The predictive capability of each method is assessed based on pressure and run-up measurements. In general, all methods perform well in the cases considered, however, there is notable variation in the results (even between similar methods). Recommendations are made for appropriate considerations and analysis in future comparative studies.
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Abstract. 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 nonlinear test cases are considered 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.
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