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1. Constrained overdamped Langevin dynamics for symmetric multimarginal optimal transportation

Author

Aurélien Alfonsi, Rafaël Coyaud, Virginie Ehrlacher, Centre d'Enseignement et de Recherche en Mathématiques et Calcul Scientifique (CERMICS), École des Ponts ParisTech (ENPC), Mathematical Risk Handling (MATHRISK), Université Paris-Est Marne-la-Vallée (UPEM)-École des Ponts ParisTech (ENPC)-Inria de Paris, Institut National de Recherche en Informatique et en Automatique (Inria)-Institut National de Recherche en Informatique et en Automatique (Inria), MATHematics for MatERIALS (MATHERIALS), Inria de Paris, Institut National de Recherche en Informatique et en Automatique (Inria)-Institut National de Recherche en Informatique et en Automatique (Inria)-Centre d'Enseignement et de Recherche en Mathématiques et Calcul Scientifique (CERMICS), École des Ponts ParisTech (ENPC)-École des Ponts ParisTech (ENPC), The Labex Bézout is acknowledged for funding the PhD thesis of Rafaël Coyaud. Aurélien Alfonsi benefited from the support of the 'Chaire Risques Financiers', Fondation du Risque. We are very grateful to Gero Friesecke, Daniela Vögler, Tony Lelièvre, Gabriel Stoltz and Pierre Monmarché for stimulating discussions, as well as Mathieu Lewin for precious comments on the paper. This publication is part of a project that has received funding from the European Research Council (ERC) under the European Union’s Horizon 2020 Research and Innovation Programme – Grant Agreement n◦ 810367., European Project: 810367,EMC2(2019), and École des Ponts ParisTech (ENPC)-École des Ponts ParisTech (ENPC)-Inria de Paris

Subjects
Applied Mathematics, Modeling and Simulation, FOS: Mathematics, Mathematics - Numerical Analysis, Numerical Analysis (math.NA), [MATH]Mathematics [math]
Abstract

The Strictly Correlated Electrons (SCE) limit of the Levy–Lieb functional in Density Functional Theory (DFT) gives rise to a symmetric multi-marginal optimal transport problem with Coulomb cost, where the number of marginal laws is equal to the number of electrons in the system, which can be very large in relevant applications. In this work, we design a numerical method, built upon constrained overdamped Langevin processes to solve Moment Constrained Optimal Transport (MCOT) relaxations (introduced in [A. Alfonsi, R. Coyaud, V. Ehrlacher and D. Lombardi, Approximation of optimal transport problems with marginal moments constraints, Math. Comp. 90 (2021) 689–737; C. Villani, Optimal Transport: Old and New (Springer Science & Business Media, 2008)]) of symmetric multi-marginal optimal transport problems with Coulomb cost. Some minimizers of such relaxations can be written as discrete measures charging a low number of points belonging to a space whose dimension, in the symmetrical case, scales linearly with the number of marginal laws. We leverage the sparsity of those minimizers in the design of the numerical method and prove that there is no strict local minimizer to the resulting problem. We illustrate the performance of the proposed method by numerical examples which solves MCOT relaxations of 3D systems with up to 100 electrons.

Published
2021

2. A well balanced finite volume scheme for general relativity

Author

Gaburro, Elena, Castro, Manuel, Dumbser, Michael, Certified Adaptive discRete moDels for robust simulAtions of CoMplex flOws with Moving fronts (CARDAMOM), Institut de Mathématiques de Bordeaux (IMB), Université Bordeaux Segalen - Bordeaux 2-Université Sciences et Technologies - Bordeaux 1-Université de Bordeaux (UB)-Institut Polytechnique de Bordeaux (Bordeaux INP)-Centre National de la Recherche Scientifique (CNRS)-Université Bordeaux Segalen - Bordeaux 2-Université Sciences et Technologies - Bordeaux 1-Université de Bordeaux (UB)-Institut Polytechnique de Bordeaux (Bordeaux INP)-Centre National de la Recherche Scientifique (CNRS)-Inria Bordeaux - Sud-Ouest, Institut National de Recherche en Informatique et en Automatique (Inria)-Institut National de Recherche en Informatique et en Automatique (Inria), Universidad de Málaga [Málaga] = University of Málaga [Málaga], University of Trento [Trento], E. G gratefully acknowledges the support received from the European Union’s Horizon 2020 Research and Innovation Programme under the Marie Sklodowska-Curie Individual Fellowship SuPerMan, grant agreement No. 101025563. E. G. has been also supported by a national mobility grant for young researchers in Italy funded by GNCS-INdAM, and she received funding from the University of Trento via the Strategic Initiative Starting Grant Giovani Ricercatori 2019. Moreover, the research presented in this paper has been partially funded by the European Union’s Horizon 2020 Research and Innovation Programme under the project ExaHyPE, grant No. 671698 (call FETHPC-1-2014).M. D. also acknowledges the financial support received from the Italian Ministry of Education, University and Research (MIUR) in the frame of the Departments of Excellence Initiative 2018–2022 attributed to DICAM of the University of Trento (grant 605 L. 232/2016) and in the frame of the PRIN 2017 project Innovative numerical methods for evolutionary partial differential equations and applications. Furthermore, M. D. has also received funding from the University of Trento via the Strategic Initiative Modeling and Simulation. The research of M.J. Castro was partially supported by the Spanish Government (SG), the European Regional Development Fund (ERDF), the Regional Government of Andalusia (RGA), and the University of Malaga(UMA) through the projects of references RTI2018-096064-B-C21 (SG-ERDF), UMA18-Federja-161 (RGA-ERDF-613 UMA), and P18-RT-3163 (RGA-ERDF)., and Université Bordeaux Segalen - Bordeaux 2-Université Sciences et Technologies - Bordeaux 1 (UB)-Université de Bordeaux (UB)-Institut Polytechnique de Bordeaux (Bordeaux INP)-Centre National de la Recherche Scientifique (CNRS)-Université Bordeaux Segalen - Bordeaux 2-Université Sciences et Technologies - Bordeaux 1 (UB)-Université de Bordeaux (UB)-Institut Polytechnique de Bordeaux (Bordeaux INP)-Centre National de la Recherche Scientifique (CNRS)-Inria Bordeaux - Sud-Ouest

Subjects
010308 nuclear & particles physics, Applied Mathematics, FOS: Physical sciences, Well balanced schemes 23 (WB), General Relativity and Quantum Cosmology (gr-qc), Numerical Analysis (math.NA), 01 natural sciences, General Relativity and Quantum Cosmology, General relativistic magnetohydrodynamics (GRMHD), TOV neutron star, AMS subject classifications. 35L40, 65M08, 83C05, 83C10, 85-08, 85-10, 85A30, Computational Mathematics, 0103 physical sciences, FOS: Mathematics, Michel accretion disk, Mathematics - Numerical Analysis, [MATH]Mathematics [math], 010306 general physics, Frst order conformal and covariant 24 reformulation of the Einstein field equations (FO-CCZ4), Fnite volume schemes (FV), First order hyperbolic systems
Abstract

International audience; In this work we present a novel second order accurate well balanced (WB) finite volume (FV) scheme for the solution of the general relativistic magnetohydrodynamics (GRMHD) equations and the first order CCZ4 formulation (FO-CCZ4) of the Einstein field equations of general relativity, as well as the fully coupled FO-CCZ4 + GRMHD system. These systems of first order hyperbolic PDEs allow to study the dynamics of the matter and the dynamics of the space-time according to the theory of general relativity. The new well balanced finite volume scheme presented here exploits the knowledge of an equilibrium solution of interest when integrating the conservative fluxes, the nonconservative products and the algebraic source terms, and also when performing the piecewise linear data reconstruction. This results in a rather simple modification of the underlying second order FV scheme, which, however, being able to cancel numerical errors committed with respect to the equilibrium component of the numerical solution, substantially improves the accuracy and long-time stability of the numerical scheme when simulating small perturbations of stationary equilibria. In particular, the need for well balanced techniques appears to be more and more crucial as the applications increase their complexity. We close the paper with a series of numerical tests of increasing difficulty, where we study the evolution of small perturbations of accretion problems and stable TOV neutron stars. Our results show that the well balancing significantly improves the long-time stability of the finite volume scheme compared to a standard one.

Published
2021
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3. Diffusion-redistanciation schemes for 2D and 3D constrained Willmore flow: application to the equilibrium shapes of vesicles

Author

Emmanuel Maitre, Mourad E. H. Ismail, Arnaud Sengers, Thibaut Metivet, ModELisation de l'apparence des phénomènes Non-linéaires (ELAN), Inria Grenoble - Rhône-Alpes, Institut National de Recherche en Informatique et en Automatique (Inria)-Institut National de Recherche en Informatique et en Automatique (Inria)-Laboratoire Jean Kuntzmann (LJK), Institut National de Recherche en Informatique et en Automatique (Inria)-Centre National de la Recherche Scientifique (CNRS)-Université Grenoble Alpes (UGA)-Institut polytechnique de Grenoble - Grenoble Institute of Technology (Grenoble INP ), Université Grenoble Alpes (UGA)-Centre National de la Recherche Scientifique (CNRS)-Université Grenoble Alpes (UGA)-Institut polytechnique de Grenoble - Grenoble Institute of Technology (Grenoble INP ), Université Grenoble Alpes (UGA), Equations aux Dérivées Partielles (EDP), Laboratoire Jean Kuntzmann (LJK), Université Grenoble Alpes (UGA)-Institut National de Recherche en Informatique et en Automatique (Inria)-Centre National de la Recherche Scientifique (CNRS)-Université Grenoble Alpes (UGA)-Institut polytechnique de Grenoble - Grenoble Institute of Technology (Grenoble INP ), DYnamique des Fluides COmplexes et Morphogénèse [Grenoble] (DYFCOM-LIPhy ), Laboratoire Interdisciplinaire de Physique [Saint Martin d’Hères] (LIPhy ), Centre National de la Recherche Scientifique (CNRS)-Université Grenoble Alpes (UGA)-Centre National de la Recherche Scientifique (CNRS)-Université Grenoble Alpes (UGA), Most of the computations presented in this paper were performed using the Froggy platform of the GRICAD infrastructure (https://gricad.univ-grenoble-alpes.fr), which is supported by the Rhône-Alpes region (GRANT CPER07_13 CIRA) and the Equip@Meso project (reference ANR-10-EQPX-29-01) of the programme Investissements d’Avenir supervised by the Agence Nationale pour la Recherche, and the Atlas cluster from the Research Institute in Advanced Mathematics (IRMA - UMR7501)., ANR-10-EQPX-0029,EQUIP@MESO,Equipement d'excellence de calcul intensif de Mesocentres coordonnés - Tremplin vers le calcul petaflopique et l'exascale(2010), Institut National de Recherche en Informatique et en Automatique (Inria)-Centre National de la Recherche Scientifique (CNRS)-Université Grenoble Alpes [2020-....] (UGA [2020-....])-Institut polytechnique de Grenoble - Grenoble Institute of Technology [2020-....] (Grenoble INP [2020-....]), Université Grenoble Alpes [2020-....] (UGA [2020-....])-Centre National de la Recherche Scientifique (CNRS)-Université Grenoble Alpes [2020-....] (UGA [2020-....])-Institut polytechnique de Grenoble - Grenoble Institute of Technology [2020-....] (Grenoble INP [2020-....]), Université Grenoble Alpes [2020-....] (UGA [2020-....]), Université Grenoble Alpes [2020-....] (UGA [2020-....])-Institut National de Recherche en Informatique et en Automatique (Inria)-Centre National de la Recherche Scientifique (CNRS)-Université Grenoble Alpes [2020-....] (UGA [2020-....])-Institut polytechnique de Grenoble - Grenoble Institute of Technology [2020-....] (Grenoble INP [2020-....]), DYnamique des Fluides COmplexes et Morphogénèse [Grenoble] [2020-….] (DYFCOM-LIPhy [2020-….]), Laboratoire Interdisciplinaire de Physique [Saint Martin d’Hères] [2020-….] (LIPhy [2020-….]), and Université Grenoble Alpes [2020-....] (UGA [2020-....])-Centre National de la Recherche Scientifique (CNRS)-Université Grenoble Alpes [2020-....] (UGA [2020-....])-Centre National de la Recherche Scientifique (CNRS)

Subjects
Volume and area preserving, Vol- ume and area preserving, Diffusion generated motion, Physics and Astronomy (miscellaneous), Computer science, Interface (Java), and phrases: Diffusion generated motion, Signed distance function, Clifford torus, 010103 numerical & computational mathematics, Willmore flow, 01 natural sciences, Level set, Dimension (vector space), FOS: Mathematics, Applied mathematics, Mathematics - Numerical Analysis, [PHYS.MECA.MEFL]Physics [physics]/Mechanics [physics]/Fluid mechanics [physics.class-ph], 0101 mathematics, Diffusion (business), [MATH]Mathematics [math], High-order geometrical flow, Numerical Analysis, Level set (data structures), Applied Mathematics, Numerical Analysis (math.NA), Thresholding, Computer Science Applications, 010101 applied mathematics, Computational Mathematics, Flow (mathematics), Modeling and Simulation, [MATH.MATH-NA]Mathematics [math]/Numerical Analysis [math.NA]
Abstract

In this paper we present a novel algorithm for simulating geometrical flows, and in particular the Willmore flow, with conservation of volume and area. The idea is to adapt the class of diffusion-redistanciation algorithms to the Willmore flow in both two and three dimensions. These algorithms rely on alternating diffusions of the signed distance function to the interface and a redistanciation step, and with careful choice of the applied diffusions, end up moving the zero level-set of the distance function by some geometrical quantity without resorting to any explicit transport equation. The constraints are enforced between the diffusion and redistanciation steps via a simple rescaling method. The energy globally decreases at the end of each global step. The algorithms feature the computational efficiency of thresholding methods without requiring any adaptive remeshing thanks to the use of a signed distance function to describe the interface. This opens their application to dynamic fluid-structure simulations for large and realistic cases. The methodology is validated by computing the equilibrium shapes of two- and three-dimensional vesicles, as well as the Clifford torus.

Published
2020
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4. A Theory of L 1-Dissipative Solvers for Scalar Conservation Laws with Discontinuous Flux

Author

Kenneth H. Karlsen, Boris Andreianov, Nils Henrik Risebro, Laboratoire de Mathématiques de Besançon (UMR 6623) (LMB), Université de Bourgogne (UB)-Université de Franche-Comté (UFC), Université Bourgogne Franche-Comté [COMUE] (UBFC)-Université Bourgogne Franche-Comté [COMUE] (UBFC)-Centre National de la Recherche Scientifique (CNRS), Center of Mathematics for Applications [Oslo] (CMA), Department of Mathematics [Oslo], Faculty of Mathematics and Natural Sciences [Oslo], University of Oslo (UiO)-University of Oslo (UiO)-Faculty of Mathematics and Natural Sciences [Oslo], University of Oslo (UiO)-University of Oslo (UiO), and This paper was written as part of the research program on Nonlinear Partial Dierential Equations at the Centre for Advanced Study at the Norwegian Academy of Science and Letters in Oslo, which took place during the academic year 2008-09.

Subjects
Pure mathematics, Admissibility, Adapted entropy, 01 natural sciences, Mathematics - Analysis of PDEs, Mathematics (miscellaneous), Boundary trace, FOS: Mathematics, [MATH.MATH-AP]Mathematics [math]/Analysis of PDEs [math.AP], Discontinuous flux, Germ, Uniqueness, Mathematics - Numerical Analysis, 0101 mathematics, Scalar conservation law, Mathematics, Conservation law, Finite volume method, Mechanical Engineering, 010102 general mathematics, Primary 35L65, Secondary 35R05, Numerical Analysis (math.NA), 010101 applied mathematics, Convergence of numerical approximations, Uniqueness criteria, Finite volume scheme, Piecewise, Dissipative system, Adapted viscosity, Entropy solution, Vanishing viscosity, [MATH.MATH-NA]Mathematics [math]/Numerical Analysis [math.NA], Analysis, Analysis of PDEs (math.AP)
Abstract

International audience; We propose a general framework for the study of L1 contractive semigroups of solutions to conservation laws with discontinuous flux: (CL) u_t + f(x; u)_x = 0; f(x; u) = f^l(u), x < 0 and f(x;u)= f^r(u); x > 0; where the fluxes f^l and f^r are mainly assumed to be continuous. Developing the ideas of a number of preceding works (Baiti and Jenssen [14], Audusse and Perthame [12], Garavello et al. [35], Adimurthi et al. [3], Buerger et al. [21]), we claim that the whole admissibility issue is reduced to the selection of a family of "elementary solutions", which are piecewise constant weak solutions of the form c(x) = c^l 1l_{x0}. We refer to such a family as a "germ". It is well known that (CL) admits many different L1 contractive semigroups, some of which reflects different physical applications. We revisit a number of the existing admissibility (or entropy) conditions and identify the germs that underly these conditions. We devote specic attention to the "vanishing viscosity" germ, which is a way to express the "Gamma-condition" of Diehl [32]. For any given germ, we formulate "germ-based" admissibility conditions in the form of a trace condition on the flux discontinuity line {x = 0} (in the spirit of Vol'pert [80]) and in the form of a family of global entropy inequalities (following Kruzhkov [50] and Carrillo [22]). We characterize those germs that lead to the L1-contraction property for the associated admissible solutions. Our approach offers a streamlined and unifying perspective on many of the known entropy conditions, making it possible to recover earlier uniqueness results under weaker conditions than before, and to provide new results for other less studied problems. Several strategies for proving the existence of admissible solutions are discussed, and existence results are given for fluxes satisfying some additional conditions. These are based on convergence results either for the vanishing viscosity method (with standard viscosity or with specic viscosities "adapted" to the choice of a germ), or for specific germ-adapted finite volume schemes.

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