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We develop a class of barycenter problems based on mean field control problems in three dimensions with associated reactive-diffusion systems of unnormalized multi-species densities. This problem is the generalization of the Wasserstein barycenter problem for single probability density functions. The primary objective is to present a comprehensive framework for efficiently computing the proposed variational problem: generalized Benamou-Brenier formulas with multiple input density vectors as boundary conditions. Our approach involves the utilization of high-order finite element discretizations of the spacetime domain to achieve improved accuracy. The discrete optimization problem is then solved using the primal-dual hybrid gradient (PDHG) algorithm, a first-order optimization method for effectively addressing a wide range of constrained optimization problems. The efficacy and robustness of our proposed framework are illustrated through several numerical examples in three dimensions, such as the computation of the barycenter of multi-density systems consisting of Gaussian distributions and reactive-diffusive multi-density systems involving 3D voxel densities. Additional examples highlighting computations on 2D embedded surfaces are also provided.

Liquid droplet dynamics are widely used in biological and engineering applications, which contain complex interfacial instabilities and pattern formation such as droplet merging, splitting, and transport. This paper studies a class of mean field control formulations for these droplet dynamics, which can be used to control and manipulate droplets in applications. We first formulate the droplet dynamics as gradient flows of free energies in modified optimal transport metrics with nonlinear mobilities. We then design an optimal control problem for these gradient flows. As an example, a lubrication equation for a thin volatile liquid film laden with an active suspension is developed, with control achieved through its activity field. Lastly, we apply the primal-dual hybrid gradient algorithm with high-order finite element methods to simulate the proposed mean field control problems. Numerical examples, including droplet formation, bead-up/spreading, transport, and merging/splitting on a two-dimensional spatial domain, demonstrate the effectiveness of the proposed mean field control mechanism., Comment: 37 pages, 10 figures

We design and compute a class of optimal control problems for reaction-diffusion systems. They form mean field control problems related to multi-density reaction-diffusion systems. To solve proposed optimal control problems numerically, we first apply high-order finite element methods to discretize the space-time domain and then solve the optimal control problem using augmented Lagrangian methods (ALG2). Numerical examples, including generalized optimal transport and mean field control problems between Gaussian distributions and image densities, demonstrate the effectiveness of the proposed modeling and computational methods for mean field control problems involving reaction-diffusion equations/systems., Comment: 40 pages, 12 figures

In this work, we present the construction of two distinct finite element approaches to solve the Porous Medium Equation (PME). In the first approach, we transform the PME to a log-density variable formulation and construct a continuous Galerkin method. In the second approach, we introduce additional potential and velocity variables to rewrite the PME into a system of equations, for which we construct a mixed finite element method. Both approaches are first-order accurate, mass conserving, and proved to be unconditionally energy stable for their respective energies. The mixed approach is shown to preserve positivity under a CFL condition, while a much stronger property of unconditional bound preservation is proved for the log-density approach. A novel feature of our schemes is that they can handle compactly supported initial data without the need for any perturbation techniques. Furthermore, the log-density method can handle unstructured grids in any number of dimensions, while the mixed method can handle unstructured grids in two dimensions. We present results from several numerical experiments to demonstrate these properties., Comment: 17 pages, 6 figures

We design and compute first-order implicit-in-time variational schemes with high-order spatial discretization for initial value gradient flows in generalized optimal transport metric spaces. We first review some examples of gradient flows in generalized optimal transport spaces from the Onsager principle. We then use a one-step time relaxation optimization problem for time-implicit schemes, namely generalized Jordan-Kinderlehrer-Otto schemes. Their minimizing systems satisfy implicit-in-time schemes for initial value gradient flows with first-order time accuracy. We adopt the first-order optimization scheme ALG2 (Augmented Lagrangian method) and high-order finite element methods in spatial discretization to compute the one-step optimization problem. This allows us to derive the implicit-in-time update of initial value gradient flows iteratively. We remark that the iteration in ALG2 has a simple-to-implement point-wise update based on optimal transport and Onsager's activation functions. The proposed method is unconditionally stable for convex cases. Numerical examples are presented to demonstrate the effectiveness of the methods in two-dimensional PDEs, including Wasserstein gradient flows, Fisher--Kolmogorov-Petrovskii-Piskunov equation, and two and four species reversible reaction-diffusion systems.

In this study, we present an $hp$-multigrid preconditioner for a divergence-conforming HDG scheme for the generalized Stokes and the Navier-Stokes equations using an augmented Lagrangian formulation. Our method relies on conforming simplicial meshes in two- and three-dimensions. The $hp$-multigrid algorithm is a multiplicative auxiliary space preconditioner that employs the lowest-order space as the auxiliary space, and we developed a geometric multigrid method as the auxiliary space solver. For the generalized Stokes problem, the crucial ingredient of the geometric multigrid method is the equivalence between the condensed lowest-order divergence-conforming HDG scheme and a Crouzeix-Raviart discretization with a pressure-robust treatment as introduced in Linke and Merdon (Comput. Methods Appl. Mech. Engrg., 311 (2016)), which allows for the direct application of geometric multigrid theory on the Crouzeix-Raviart discretization. The numerical experiments demonstrate the robustness of the proposed $hp$-multigrid preconditioner with respect to mesh size and augmented Lagrangian parameter, with iteration counts insensitivity to polynomial order increase. Inspired by the works by Benzi & Olshanskii (SIAM J. Sci. Comput., 28(6) (2006)) and Farrell et al. (SIAM J. Sci. Comput., 41(5) (2019)), we further test the proposed preconditioner on the divergence-conforming HDG scheme for the Navier-Stokes equations. Numerical experiments show a mild increase in the iteration counts of the preconditioned GMRes solver with the rise in Reynolds number up to $10^3$., Comment: 31 pages

We present high-order variational Lagrangian finite element methods for compressible fluids using a discrete energetic variational approach. Our spatial discretization is mass/momentum/energy conserving and entropy stable. Fully implicit time stepping is used for the temporal discretization, which allows for a much larger time step size for stability compared to explicit methods, especially for low-Mach number flows and/or on highly distorted meshes. Ample numerical results are presented to showcase the good performance of our proposed scheme., Comment: 24 pages

Mean-field games (MFGs) have shown strong modeling capabilities for large systems in various fields, driving growth in computational methods for mean-field game problems. However, high order methods have not been thoroughly investigated. In this work, we explore applying general high-order numerical schemes with finite element methods in the space-time domain for computing the optimal transport (OT), mean-field planning (MFP), and MFG problems. We conduct several experiments to validate the convergence rate of the high order method numerically. Those numerical experiments also demonstrate the efficiency and effectiveness of our approach.

We present a novel hybridizable discontinuous Galerkin (HDG) method on unfitted meshes for single-phase Darcy flow in a fractured porous media. In particular we apply the HDG methodology to the recently introduced reinterpreted discrete fracture model (RDFM) [Xu & Yang, 2021 submitted] that use Dirac-$\delta$ functions to model both conductive and blocking fractures. Due to the use of Dirac-$\delta$ function approach for the fractures, our numerical scheme naturally allows for unfitted meshes with respect to the fractures, which is the major novelty of the proposed scheme. Moreover, the scheme is locally mass conservative and is relatively easy to implement comparing with existing work on the subject. In particular, our scheme is a simple modification of an existing regular Darcy flow HDG solver by adding the following two components: (i) locate the co-dimension one fractures in the background mesh and adding the appropriate surface integrals associated with these fractures into the stiffness matrix, (ii) adjust the penalty parameters on cells cut through conductive and blocking fractures (fractured cells). Despite the simplicity of the proposed scheme, it performs extremely well for various benchmark test cases in both two- and three-dimensions. This is the first time that a truly unfitted finite element scheme been applied to complex fractured porous media flow problems in 3D with both blocking and conductive fractures without any restrictions on the meshes.

We present the lowest-order hybridizable discontinuous Galerkin schemes with numerical integration (quadrature), denoted as HDG-P0, for the reaction-diffusion equation and the generalized Stokes equations on conforming simplicial meshes in two- and three-dimensions. Here by lowest order, we mean that the (hybrid) finite element space for the global HDG facet degrees of freedom (DOFs) is the space of piecewise constants on the mesh skeleton. A discontinuous piecewise linear space is used for the approximation of the local primal unknowns. We give the optimal a priori error analysis of the proposed {\sf HDG-P0} schemes, which hasn't appeared in the literature yet for HDG discretizations as far as numerical integration is concerned. Moreover, we propose optimal geometric multigrid preconditioners for the statically condensed HDG-P0 linear systems on conforming simplicial meshes. In both cases, we first establish the equivalence of the statically condensed HDG system with a (slightly modified) nonconforming Crouzeix-Raviart (CR) discretization, where the global (piecewise-constant) HDG finite element space on the mesh skeleton has a natural one-to-one correspondence to the nonconforming CR (piecewise-linear) finite element space that live on the whole mesh. This equivalence then allows us to use the well-established nonconforming geometry multigrid theory to precondition the condensed HDG system. Numerical results in two- and three-dimensions are presented to verify our theoretical findings., Comment: 35 pages

We present a novel class of locally conservative, entropy stable and well-balanced discontinuous Galerkin (DG) methods for the nonlinear shallow water equation with a non-flat bottom topography. The major novelty of our work is the use of velocity field as an independent solution unknown in the DG scheme, which is closely related to the entropy variable approach to entropy stable schemes for system of conservation laws proposed by Tadmor [22] back in 1986, where recall that velocity is part of the entropy variable for the shallow water equations. Due to the use of velocity as an independent solution unknown, no specific numerical quadrature rules are needed to achieve entropy stability of our scheme on general unstructured meshes in two dimensions. The proposed DG semi-discretization is then carefully combined with the classical explicit strong stability preserving Runge-Kutta (SSP-RK) time integrators [13] to yield a locally conservative, well-balanced, and positivity preserving fully discrete scheme. Here the positivity preservation property is enforced with the help of a simple scaling limiter. In the fully discrete scheme, we re-introduce discharge as an auxiliary unknown variable. In doing so, standard slope limiting procedures can be applied on the conservative variables (water height and discharge) without violating the local conservation property. Here we apply a characteristic-wise TVB limiter [5] on the conservative variables using the Fu-Shu troubled cell indicator [10] in each inner stage of the Runge-Kutta time stepping to suppress numerical oscillations., Comment: 25 pages, 8 figures

We present a hybrid-mixed finite element method for a novel hybrid-dimensional model of single-phase Darcy flow in a fractured porous media. In this model, the fracture is treated as an $(d-1)$-dimensional interface within the $d$-dimensional fractured porous domain, for $d=2, 3$. Two classes of fracture are distinguished based on the permeability magnitude ratio between the fracture and its surrounding medium: when the permeability in the fracture is (significantly) larger than in its surrounding medium, it is considered as a {\it conductive} fracture; when the permeability in the fracture is (significantly) smaller than in its surrounding medium, it is considered as a {\it blocking} fracture. The conductive fractures are treated using the classical hybrid-dimensional approach of the interface model where pressure is assumed to be continuous across the fracture interfaces, while the blocking fractures are treated using the recent Dirac-$\delta$ function approach where normal component of Darcy velocity is assumed to be continuous across the interface. Due to the use of Dirac-$\delta$ function approach for the blocking fractures, our numerical scheme allows for nonconforming meshes with respect to the blocking fractures. This is the major novelty of our model and numerical discretization. Moreover, our numerical scheme produces locally conservative velocity approximations and leads to a symmetric positive definite linear system involving pressure degrees of freedom on the mesh skeleton only. The performance of the proposed method is demonstrated by various benchmark test cases in both two- and three-dimensions. Numerical results indicate that the proposed scheme is highly competitive with existing methods in the literature.

We present a novel class of high-order space-time finite element schemes for the Poisson-Nernst-Planck (PNP) equations. We prove that our schemes are mass conservative, positivity preserving, and unconditionally energy stable for any order of approximation. To the best of our knowledge, this is the first class of (arbitrarily) high-order accurate schemes for the PNP equations that simultaneously achieve all these three properties. This is accomplished via (1) using finite elements to directly approximate the so-called entropy variable instead of the density variable, and (2) using a discontinuous Galerkin (DG) discretization in time. The entropy variable formulation, which was originally developed by Metti et al. [17] under the name of a log-density formulation, guarantees both positivity of densities and a continuous-in-time energy stability result. The DG in time discretization further ensures an unconditional energy stability in the fully discrete level for any approximation order, where the lowest order case is exactly the backward Euler discretization and in this case we recover the method of Metti et al. [17]., Comment: 15 pages

We propose a uniform block-diagonal preconditioner for condensed $H$(div)-conforming HDG schemes for parameter-dependent saddle point problems, including the generalized Stokes equations and the linear elasticity equations. An optimal preconditioner is obtained for the stiffness matrix on the global velocity/displacement space via the auxiliary space preconditioning (ASP) technique \cite{Xu96}. A spectrally equivalent approximation to the Schur complement on the element-wise constant pressure space is also constructed, and an explicit computable exact inverse is obtained via the Woodbury matrix identity. Finally, the numerical results verify the robustness of our proposed preconditioner with respect to model parameters and mesh size., Comment: 20 pages

We present a novel (high-order) hybridizable discontinuous Galerkin (HDG) scheme for the fluid-structure interaction (FSI) problem. The (moving domain) incompressible Navier-Stokes equations are discretized using a divergence-free HDG scheme within the arbitrary Lagrangian-Euler (ALE) framework. The nonlinear elasticity equations are discretized using a novel HDG scheme with an H(curl)-conforming velocity/displacement approximation. We further use a combination of the Nitsche's method (for the tangential component) and the mortar method (for the normal component) to enforce the interface conditions on the fluid/structure interface. A second-order backward difference formula (BDF2) is use for the temporal discretization. Numerical results on the classical benchmark problem by Turek and Hron show a good performance of our proposed method., Comment: 20 pages, 4 figures

The basis generation in reduced order modeling usually requires multiple high-fidelity large-scale simulations that could take a huge computational cost. In order to accelerate these numerical simulations, we introduce a FOM/ROM hybrid approach in this paper. It is developed based on an a posteriori error estimation for the output approximation of the dynamical system. By controlling the estimated error, the method dynamically switches between the full-order model and the reduced-oder model generated on the fly. Therefore, it reduces the computational cost of a high-fidelity simulation while achieving a prescribed accuracy level. Numerical tests on the non-parametric and parametric PDEs illustrate the efficacy of the proposed approach., Comment: 17 pages, 10 figures

We present a novel monolithic divergence-conforming HDG scheme for a linear fluid-structure interaction (FSI) problem with a thick structure. A pressure-robust optimal energy-norm estimate is obtained for the semidiscrete scheme. When combined with a Crank-Nicolson time discretization, our fully discrete scheme is energy stable and produces an exactly divergence-free fluid velocity approximation. The resulting linear system, which is symmetric and indefinite, is solved using a preconditioned MinRes method with a robust block algebraic multigrid (AMG) preconditioner., Comment: 26 pages

The auxiliary space preconditioning (ASP) technique is applied to the HDG schemes for three different elliptic problems with a parameter dependent low order term, namely, a symmetric interior penalty HDG scheme for the scalar reaction-diffusion equation, a divergence-conforming HDG scheme for a vectorial reaction-diffusion equation, and a C 0 -continuous interior penalty HDG scheme for the generalized biharmonic equation with a low order term. Uniform preconditioners are obtained for each case and the general ASP theory by J. Xu [21] is used to prove the optimality with respect to the mesh size and uniformity with respect to the low order parameter., Comment: 22 pages

We present a reduced order method (ROM) based on proper orthogonal decomposition (POD) for the viscous Burgers' equation and the incompressible Navier-Stokes equations discretized using an implicit-explicit hybrid discontinuous Galerkin/discoutinuous Galerkin (IMEX HDG/DG) scheme. A novel closure model, which can be easily computed offline, is introduced. Numerical results are presented to test the proposed POD model and the closure model., Comment: 19 pages

We construct a divergence-free HDG scheme for the Cahn-Hilliard-Navier-Stokes phase field model. The scheme is robust in the convection-dominated regime, produce a globally divergence-free velocity approximation, and can be efficiently implemented via static condensation. Two numerical benchmark problems, namely the rising bubble problem, and the Rayleigh-Taylor instability problem are used to show the good performance of the proposed scheme., Comment: 15 pages

Robust discretization methods for (nearly-incompressible) linear elasticity are free of volume-locking and gradient-robust. While volume-locking is a well-known problem that can be dealt with in many different discretization approaches, the concept of gradient-robustness for linear elasticity is new. We discuss both aspects and propose novel Hybrid Discontinuous Galerkin (HDG) methods for linear elasticity. The starting point for these methods is a divergence-conforming discretization. As a consequence of its well-behaved Stokes limit the method is gradient-robust and free of volume-locking. To improve computational efficiency, we additionally consider discretizations with relaxed divergence-conformity and a modification which re-enables gradient-robustness, yielding a robust and quasi-optimal discretization also in the sense of HDG superconvergence.

We present a class of Arbitrary Lagrangian-Eulerian hybridizable discontinuous Galerkin methods for the incompressible flow with moving boundaries and interfaces including two-phase flow with surface tension.