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Neural networks are increasingly recognized as a powerful numerical solution technique for partial differential equations (PDEs) arising in diverse scientific computing domains, including quantum many-body physics. In the context of time-dependent PDEs, the dominant paradigm involves casting the approximate solution in terms of stochastic minimization of an objective function given by the norm of the PDE residual, viewed as a function of the neural network parameters. Recently, advancements have been made in the direction of an alternative approach which shares aspects of nonlinearly parametrized Galerkin methods and variational quantum Monte Carlo, especially for high-dimensional, time-dependent PDEs that extend beyond the usual scope of quantum physics. This paper is inspired by the potential of solving Hamilton-Jacobi-Bellman (HJB) PDEs using Neural Galerkin methods and commences the exploration of nonlinearly parametrized trial functions for which the evolution equations are analytically tractable. As a precursor to the Neural Galerkin scheme, we present trial functions with evolution equations that admit closed-form solutions, focusing on time-dependent HJB equations relevant to finance.

Digital quantum simulation (DQS) of continuous-variable quantum systems in the position basis requires efficient implementation of diagonal unitaries approximating the time evolution operator generated by the potential energy function. In this work, we provide efficient implementations suitable for potential functions approximable by piecewise polynomials, with either uniform or adaptively chosen subdomains. For a fixed precision of approximation, we show how adaptive grids can significantly reduce the total gate count at the cost of introducing a small number of ancillary qubits. We demonstrate the circuit construction with both physically motivated and artificially designed potential functions, and discuss their generalizations to higher dimensions.

We present a new algorithm for incrementally updating the tensor train decomposition of a stream of tensor data. This new algorithm, called the {\em tensor train incremental core expansion} (TT-ICE) improves upon the current state-of-the-art algorithms for compressing in tensor train format by developing a new adaptive approach that incurs significantly slower rank growth and guarantees compression accuracy. This capability is achieved by limiting the number of new vectors appended to the TT-cores of an existing accumulation tensor after each data increment. These vectors represent directions orthogonal to the span of existing cores and are limited to those needed to represent a newly arrived tensor to a target accuracy. We provide two versions of the algorithm: TT-ICE and TT-ICE accelerated with heuristics (TT-ICE$^*$). We provide a proof of correctness for TT-ICE and empirically demonstrate the performance of the algorithms in compressing large-scale video and scientific simulation datasets. Compared to existing approaches that also use rank adaptation, TT-ICE$^*$ achieves $57\times$ higher compression and up to $95\%$ reduction in computational time., Comment: 26 pages, 10 figures, for the python code of TT-ICE and TT-ICE$^*$ algorithms see https://github.com/dorukaks/TT-ICE

Variational quantum algorithms (VQAs) utilize a hybrid quantum-classical architecture to recast problems of high-dimensional linear algebra as ones of stochastic optimization. Despite the promise of leveraging near- to intermediate-term quantum resources to accelerate this task, the computational advantage of VQAs over wholly classical algorithms has not been firmly established. For instance, while the variational quantum eigensolver (VQE) has been developed to approximate low-lying eigenmodes of high-dimensional sparse linear operators, analogous classical optimization algorithms exist in the variational Monte Carlo (VMC) literature, utilizing neural networks in place of quantum circuits to represent quantum states. In this paper we ask if classical stochastic optimization algorithms can be constructed paralleling other VQAs, focusing on the example of the variational quantum linear solver (VQLS). We find that such a construction can be applied to the VQLS, yielding a paradigm that could theoretically extend to other VQAs of similar form., Comment: To appear at the workshop on AI for Science: Progress and Promises at NeurIPS 2022

We propose a framework for discrete scientific data compression based on the tensor-train (TT) decomposition. Our approach is tailored to handle unstructured output data from discrete element method (DEM) simulations, demonstrating its effectiveness in compressing both raw (e.g. particle position and velocity) and derived (e.g. stress and strain) datasets. We show that geometry-driven "tensorization" coupled with the TT decomposition (known as quantized TT) yields a hierarchical compression scheme, achieving high compression ratios for key variables in these DEM datasets.

Variational quantum Monte Carlo (VMC) combined with neural-network quantum states offers a novel angle of attack on the curse-of-dimensionality encountered in a particular class of partial differential equations (PDEs); namely, the real- and imaginary time-dependent Schr\"odinger equation. In this paper, we present a simple generalization of VMC applicable to arbitrary time-dependent PDEs, showcasing the technique in the multi-asset Black-Scholes PDE for pricing European options contingent on many correlated underlying assets.

This article presents a new high-order accurate algorithm for finding a particular solution to a linear, constant-coefficient partial differential equation (PDE) by means of a convolution of the volumetric source function with the Green's function in complex geometries. Utilizing volumetric domain decomposition, the integral is computed over a union of regular boxes (lending the scheme compatibility with adaptive box codes) and triangular regions (which may be potentially curved near boundaries). Singular and near-singular quadrature is handled by converting integrals on volumetric regions to line integrals bounding a reference volume cell using cell mappings and elements of the Poincar\'e lemma, followed by leveraging existing one-dimensional near-singular and singular quadratures appropriate to the singular nature of the kernel. The scheme achieves compatibility with fast multipole methods (FMMs) and thereby optimal asymptotic complexity by coupling global rules for target-independent quadrature of smooth functions to local target-dependent singular quadrature corrections, and it relies on orthogonal polynomial systems on each cell for well-conditioned, high-order and efficient (with respect to number of required volume function evaluations) approximation of arbitrary volumetric sources. Our domain discretization scheme is naturally compatible with standard meshing software such as Gmsh, which are employed to discretize a narrow region surrounding the domain boundaries. We present 8th-order accurate results, demonstrate the success of the method with examples showing up to 12-digit accuracy on complex geometries, and, for static geometries, our numerical examples show well over $99\%$ of evaluation time of the particular solution is spent in the FMM step., Comment: 33 pages, 9 figures

In transient simulations of particulate Stokes flow, to accurately capture the interaction between the constituent particles and the confining wall, the discretization of the wall often needs to be locally refined in the region approached by the particles. Consequently, standard fast direct solvers lose their efficiency since the linear system changes at each time step. This manuscript presents a new computational approach that avoids this issue by pre-constructing a fast direct solver for the wall ahead of time, computing a low-rank factorization to capture the changes due to the refinement, and solving the problem on the refined discretization via a Woodbury formula. Numerical results illustrate the efficiency of the solver in accelerating particulate Stokes simulations.

This paper presents a new approach for solving the close evaluation problem in three dimensions, commonly encountered while solving linear elliptic partial differential equations via potential theory. The goal is to evaluate layer potentials close to the boundary over which they are defined. The approach introduced here converts these nearly-singular integrals on a patch of the boundary to a set of non-singular line integrals on the patch boundary using the Stokes theorem on manifolds. A function approximation scheme based on harmonic polynomials is designed to express the integrand in a form that is suitable for applying the Stokes theorem. As long as the data -- the boundary and the density function -- is given in a high-order format, the double-layer potential and its derivatives can be evaluated with high-order accuracy using this scheme both on and off the boundary. In particular, we present numerical results demonstrating seventh-order convergence on a smooth, warped torus example achieving 10-digit accuracy in evaluating double layer potential at targets that are arbitrarily close to the boundary.

We present a novel computational framework for simulating suspensions of rigid spherical Janus particles in Stokes flow. We show that long-range Janus particle interactions for a wide array of applications may be resolved using fast, spectrally accurate boundary integral methods tailored to polydisperse suspensions of spherical particles. These are incorporated into our rigid body Stokes platform. Our approach features the use of spherical harmonic expansions for spectrally accurate integral operator evaluation, complementarity-based collision resolution, and optimal O(n) scaling with the number of particles when accelerated via fast summation techniques. We demonstrate the flexibility of our platform through three key examples of Janus particle systems prominent in biomedical applications: amphiphilic, bipolar electric and phoretic particles. We formulate Janus particle interactions in boundary integral form and showcase characteristic self-assembly and complex collective behavior for each particle type.

We present a family of integral equation-based solvers for the linear or semilinear heat equation in complicated moving (or stationary) geometries. This approach has significant advantages over more standard finite element or finite difference methods in terms of accuracy, stability and space-time adaptivity. In order to be practical, however, a number of technical capabilites are required: fast algorithms for the evaluation of heat potentials, high-order accurate quadratures for singular and weakly integrals over space-time domains, and robust automatic mesh refinement and coarsening capabilities. We describe all of these components and illustrate the performance of the approach with numerical examples in two space dimensions., Comment: 53 pages, 9 figures

We present a fast, high-order accurate and adaptive boundary integral scheme for solving the Stokes equations in complex---possibly nonsmooth---geometries in two dimensions. The key ingredient is a set of panel quadrature rules capable of evaluating weakly-singular, nearly-singular and hyper-singular integrals to high accuracy. Near-singular integral evaluation, in particular, is done using an extension of the scheme developed in J.~Helsing and R.~Ojala, {\it J. Comput. Phys.} {\bf 227} (2008) 2899--2921. The boundary of the given geometry is ``panelized'' automatically to achieve user-prescribed precision. We show that this adaptive panel refinement procedure works well in practice even in the case of complex geometries with large number of corners. In one example, for instance, a model 2D vascular network with 378 corners required less than 200K discretization points to obtain a 9-digit solution accuracy., Comment: 24 pages, 8 figures, 1 table

In the last two decades, increased need for high-fidelity simulations of the time evolution and propagation of forces in granular media has spurred renewed interest in discrete element method (DEM) modeling of frictional contact. Force penalty methods, while economic and accessible, introduce artificial stiffness, requiring small time steps to retain numerical stability. Optimization-based methods, which enforce contacts geometrically through complementarity constraints, allow the use of larger time steps at the expense of solving a nonlinear complementarity problem (NCP) each time step. We review the latest efforts to produce solvers for this NCP, focusing on its relaxation to a cone complementarity problem (CCP) and solution via an equivalent quadratic optimization problem with conic constraints. We distinguish between linearly convergent first order methods and second order methods, which gain quadratic convergence and more robust performance at the expense of the solution of large sparse linear systems. We propose a novel acceleration for the solution of Newton step linear systems in second order methods using low-rank compression based fast direct solvers. We use the Quantized Tensor Train (QTT) decomposition to produce efficient approximate representations of the system matrix and its inverse. This provides a robust framework to accelerate its solution in a direct or a preconditioned iterative method. In a number of numerical tests, we demonstrate that this approach displays sublinear scaling of precomputation costs, may be efficiently updated across Newton iterations as well as across time steps, and leads to a fast, optimal complexity solution of the Newton step. This allows our method to gain an order of magnitude speedups over state-of-the-art preconditioning techniques for moderate to large-scale systems, mitigating the computational bottleneck of second order methods., Comment: Submitted to the Journal Applied Mechanics Reviews (ASME) (invited article)

We show that the standard boundary integral operators, defined on the unit sphere, for the Stokes equations diagonalize on a specific set of vector spherical harmonics and provide formulas for their spectra. We also derive analytical expressions for evaluating the operators away from the boundary. When two particle are located close to each other, we use a truncated series expansion to compute the hydrodynamic interaction. On the other hand, we use the standard spectrally accurate quadrature scheme to evaluate smooth integrals on the far-field, and accelerate the resulting discrete sums using the fast multipole method (FMM). We employ this discretization scheme to analyze several boundary integral formulations of interest including those arising in porous media flow, active matter and magneto-hydrodynamics of rigid particles. We provide numerical results verifying the accuracy and scaling of their evaluation.

We present a spectrally-accurate scheme to turn a boundary integral formulation for an elliptic PDE on a single unit cell geometry into one for the fully periodic problem. Applications include computing the effective permeability of composite media (homogenization), and microfluidic chip design. Our basic idea is to exploit a small least squares solve to apply periodicity without ever handling periodic Green's functions. We exhibit fast solvers for the two-dimensional (2D) doubly-periodic Neumann Laplace problem (flow around insulators), and Stokes non-slip fluid flow problem, that for inclusions with smooth boundaries achieve 12-digit accuracy, and can handle thousands of inclusions per unit cell. We split the infinite sum over the lattice of images into a directly-summed "near" part plus a small number of auxiliary sources which represent the (smooth) remaining "far" contribution. Applying physical boundary conditions on the unit cell walls gives an expanded linear system, which, after a rank-1 or rank-3 correction and a Schur complement, leaves a well-conditioned square system which can be solved iteratively using fast multipole acceleration plus a low-rank term. We are rather explicit about the consistency and nullspaces of both the continuous and discretized problems. The scheme is simple (no lattice sums, Ewald methods, nor particle meshes are required), allows adaptivity, and is essentially dimension- and PDE-independent, so would generalize without fuss to 3D and to other non-oscillatory elliptic problems such as elastostatics. We incorporate recently developed spectral quadratures that accurately handle close-to-touching geometries. We include many numerical examples, and provide a software implementation., Comment: 29 pages, 8 figures

We present a new derivation of a boundary integral equation (BIE) for simulating the three-dimensional dynamics of arbitrarily-shaped rigid particles of genus zero immersed in a Stokes fluid, on which are prescribed forces and torques. Our method is based on a single-layer representation and leads to a simple second-kind integral equation. It avoids the use of auxiliary sources within each particle that play a role in some classical formulations. We use a spectrally accurate quadrature scheme to evaluate the corresponding layer potentials, so that only a small number of spatial discretization points per particle are required. The resulting discrete sums are computed in $\mathcal{O}(n)$ time, where $n$ denotes the number of particles, using the fast multipole method (FMM). The particle positions and orientations are updated by a high-order time-stepping scheme. We illustrate the accuracy, conditioning and scaling of our solvers with several numerical examples.

This paper presents a new boundary integral equation (BIE) method for simulating particulate and multiphase flows through periodic channels of arbitrary smooth shape in two dimensions. The authors consider a particular system---multiple vesicles suspended in a periodic channel of arbitrary shape---to describe the numerical method and test its performance. Rather than relying on the periodic Green's function as classical BIE methods do, the method combines the free-space Green's function with a small auxiliary basis, and imposes periodicity as an extra linear condition. As a result, we can exploit existing free-space solver libraries, quadratures, and fast algorithms, and handle a large number of vesicles in a geometrically complex channel. Spectral accuracy in space is achieved using the periodic trapezoid rule and product quadratures, while a first-order semi-implicit scheme evolves particles by treating the vesicle-channel interactions explicitly. New constraint-correction formulas are introduced that preserve reduced areas of vesicles, independent of the number of time steps taken. By using two types of fast algorithms, (i) the fast multipole method (FMM) for the computation of the vesicle-vesicle and the vesicle-channel hydrodynamic interaction, and (ii) a fast direct solver for the BIE on the fixed channel geometry, the computational cost is reduced to $O(N)$ per time step where $N$ is the spatial discretization size. Moreover, the direct solver inverts the wall BIE operator at $t = 0$, stores its compressed representation and applies it at every time step to evolve the vesicle positions, leading to dramatic cost savings compared to classical approaches. Numerical experiments illustrate that a simulation with $N=128, 000$ can be evolved in less than a minute per time step on a laptop.

Dense particulate flow simulations using integral equation methods demand accurate evaluation of Stokes layer potentials on arbitrarily close interfaces. In this paper, we generalize techniques for close evaluation of Laplace double-layer potentials in J. Helsing and R. Ojala, J. Comput. Phys. 227 (2008) 2899-2921. We create a "globally compensated" trapezoid rule quadrature for the Laplace single-layer potential on the interior and exterior of smooth curves. This exploits a complex representation, a product quadrature (in the style of Kress) for the sawtooth function, careful attention to branch cuts, and second-kind barycentric-type formulae for Cauchy integrals and their derivatives. Upon this we build accurate single- and double-layer Stokes potential evaluators by expressing them in terms of Laplace potentials. We test their convergence for vesicle-vesicle interactions, for an extensive set of Laplace and Stokes problems, and when applying the system matrix in a boundary value problem solver in the exterior of multiple close-to-touching ellipses. We achieve typically 12 digits of accuracy using very small numbers of discretization nodes per curve. We provide documented codes for other researchers to use., Comment: 21 pages, 7 figures; submitted to SIAM J. Sci. Comput