def SchemeUpwind(u, A, omega, D, rhs, bc):
"""
Discretization of -Tr(A(x) hess u(x)) + \| grad u(x) - omega(x) \|_D(x)^2 - rhs,
with Dirichlet boundary conditions, using upwind finite differences for the first order part.
The scheme is degenerate elliptic if A and D are positive definite.
"""
# Compute the decompositions (here offset_e = offset_f)
nothing = (np.full((0, ), 0.), np.full((2, 0),
0)) # empty coefs and offsets
mu, offset_e = nothing if A is None else Selling.Decomposition(A)
nu, offset_f = nothing if D is None else Selling.Decomposition(D)
omega_f = lp.dot_VA(omega, offset_f.astype(float))
# First and second order finite differences
maxi = np.maximum
mu, nu, omega_f = (bc.as_field(e) for e in (mu, nu, omega_f))
dup = bc.DiffUpwind(u, offset_f)
dum = bc.DiffUpwind(u, -offset_f)
dup[...,
bc.not_interior] = 0. # Placeholder values to silence NaN warnings
dum[..., bc.not_interior] = 0.
d2u = bc.Diff2(u, offset_e)
# Scheme in the interior
du = maxi(0., maxi(omega_f - dup, -omega_f - dum))
residue = -lp.dot_VV(mu, d2u) + lp.dot_VV(nu, du**2) - rhs
# Placeholders outside domain
return np.where(bc.interior, residue, u - bc.grid_values)
def SchemeCentered(u, cst, mult, omega, diff, bc, ret_hmax=False):
"""Discretization of a linear non-divergence form second order PDE
cst + mult u + <omega,grad u>- tr(diff hess(u)) = 0
Second order accurate, centered yet monotone finite differences are used for <omega,grad u>
- bc : boundary conditions.
- ret_hmax : return the largest grid scale for which monotony holds
"""
# Decompose the tensor field
coefs2, offsets = Selling.Decomposition(diff)
# Decompose the vector field
scals = lp.dot_VA(lp.solve_AV(diff, omega), offsets.astype(float))
coefs1 = coefs2 * scals
if ret_hmax: return 2. / norm(scals, ord=np.inf)
# Compute the first and second order finite differences
du = bc.DiffCentered(u, offsets)
d2u = bc.Diff2(u, offsets)
# In interior : cst + mult u + <omega,grad u>- tr(diff hess(u)) = 0
coefs1, coefs2 = (bc.as_field(e) for e in (coefs1, coefs2))
residue = cst + mult * u + lp.dot_VV(coefs1, du) - lp.dot_VV(coefs2, d2u)
# On boundary : u-bc = 0
return np.where(bc.interior, residue, u - bc.grid_values)
def MinimizeTrace_Opt(u, alpha, bc, oracle=None):
if oracle is None: return MinimizeTrace(u, alpha, bc)
# The oracle contains the optimal angles
diffs = Diff(alpha, oracle.squeeze(axis=0))
coefs, sb = Selling.Decomposition(diffs)
value = lp.dot_VV(coefs, bc.Diff2(u, sb))
return value, oracle
def Gradient(u, A, bc, decomp=None):
"""
Approximates grad u(x), using finite differences along the axes of A.
"""
coefs, offsets = Selling.Decomposition(A) if decomp is None else decomp
du = bc.DiffCentered(u, offsets)
AGrad = lp.dot_AV(offsets.astype(float),
(coefs * du)) # Approximates A * grad u
return lp.solve_AV(A, AGrad) # Approximates A^{-1} (A * grad u) = grad u
def SchemeSampling(u, diffs, beta, bc):
# Tensor decomposition
coefs, offsets = Selling.Decomposition(diffs)
# Numerical scheme
coefs = bc.as_field(coefs)
residue = beta - (coefs * bc.Diff2(u, offsets)).sum(0).min(0)
# Boundary conditions
return np.where(bc.interior, residue, u - bc.grid_values)
def SchemeNonlinear(u, x, f, bc):
coef, offsets = Selling.Decomposition(D(x))
du = bc.DiffCentered(u, offsets)
d2u = bc.Diff2(u, offsets)
p = lp.dot_AV(lp.inverse(D(x)), np.sum(coef * du * offsets, axis=1))
return np.where(
bc.interior,
-1 / 2 * lp.dot_VV(omega(x), p)**2 - lp.dot_VV(coef, d2u) - f,
u - bc.grid_values,
)
def SchemeSampling_OptInner(u, diffs, bc, oracle=None):
# Select the active tensors, if they are known
if not (oracle is None):
diffs = np.take_along_axis(diffs,
np.broadcast_to(
oracle,
diffs.shape[:2] + (1, ) + oracle.shape),
axis=2)
print("Has AD information :", ad.is_ad(u),
". Number active tensors per point :", diffs.shape[2])
# Tensor decomposition
coefs, offsets = Selling.Decomposition(diffs)
# Return the minimal value, and the minimizing index
return ad.min_argmin(lp.dot_VV(coefs, bc.Diff2(u, offsets)), axis=0)
def SchemeLinear(u, x, f, bc):
coef, offsets = Selling.Decomposition(D(x))
# coef_min = np.min(coef)
# offsets_norm2 = lp.dot_VV(offsets, offsets)
# offsets_max2 = np.max(np.where(coef < 1e-13, 0, offsets_norm2))
# print(f"h: {bc.gridscale}, c: {coef_min}, e2: {offsets_max2}")
du = bc.DiffCentered(u, offsets)
d2u = bc.Diff2(u, offsets)
return np.where(
bc.interior,
-lp.dot_VAV(omega(x), lp.inverse(D(x)),
np.sum(coef * du * offsets, axis=1)) -
lp.dot_VV(coef, d2u) - f,
u - bc.grid_values,
)
def SchemeLaxFriedrichs(u, A, F, bc):
"""
Discretization of - Tr(A(x) hess u(x)) + F(grad u(x)) - 1 = 0,
with Dirichlet boundary conditions. The scheme is second order,
and degenerate elliptic under suitable assumptions.
"""
# Compute the tensor decomposition
coefs, offsets = Selling.Decomposition(A)
A, coefs, offsets = (bc.as_field(e) for e in (A, coefs, offsets))
# Obtain the first and second order finite differences
grad = Gradient(u, A, bc, decomp=(coefs, offsets))
d2u = bc.Diff2(u, offsets)
# Numerical scheme in interior
residue = -lp.dot_VV(coefs, d2u) + F(grad) - 1.
# Placeholders outside domain
return ad.where(bc.interior, residue, u - bc.grid_values)
def SchemeUpwind(u, cst, mult, omega, diff, bc):
"""Discretization of a linear non-divergence form second order PDE
cst + mult u + <omega,grad u>- tr(diff hess(u)) = 0
First order accurate, upwind finite differences are used for <omega,grad u>
- bc : boundary conditions.
"""
# Decompose the tensor field
coefs2, offsets2 = Selling.Decomposition(diff)
omega, coefs2 = (bc.as_field(e) for e in (omega, coefs2))
# Decompose the vector field
coefs1 = -np.abs(omega)
basis = bc.as_field(np.eye(len(omega)))
offsets1 = -np.sign(omega) * basis
# Compute the first and second order finite differences
du = bc.DiffUpwind(u, offsets1.astype(int))
d2u = bc.Diff2(u, offsets2)
# In interior : cst + mult u + <omega,grad u>- tr(diff hess(u)) = 0
residue = cst + mult * u + lp.dot_VV(coefs1, du) - lp.dot_VV(coefs2, d2u)
# On boundary : u-bc = 0
return np.where(bc.interior, residue, u - bc.grid_values)