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Array-representation Integration Factor Method for High-dimensional Systems

机译:高维系统的阵列表示积分因子方法

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摘要

High order spatial derivatives and stiff reactions often introduce severe temporal stability constraints on the time step in numerical methods. Implicit integration method (IIF) method, which treats diffusion exactly and reaction implicitly, provides excellent stability properties with good efficiency by decoupling the treatment of reactions and diffusions. One major challenge for IIF is storage and calculation of the potential dense exponential matrices of the sparse discretization matrices resulted from the linear differential operators. Motivated by a compact representation for IIF (cIIF) for Laplacian operators in two and three dimensions, we introduce an array-representation technique for efficient handling of exponential matrices from a general linear differential operator that may include cross-derivatives and non-constant diffusion coefficients. In this approach, exponentials are only needed for matrices of small size that depend only on the order of derivatives and number of discretization points, independent of the size of spatial dimensions. This method is particularly advantageous for high dimensional systems, and it can be easily incorporated with IIF to preserve the excellent stability of IIF. Implementation and direct simulations of the array-representation compact IIF (AcIIF) on systems, such as Fokker-Planck equations in three and four dimensions and chemical master equations, in addition to reaction-diffusion equations, show efficiency, accuracy, and robustness of the new method. Such array-presentation based on methods may have broad applications for simulating other complex systems involving high-dimensional data.
机译:在数值方法中,高阶空间导数和刚性反应通常会在时间步长上引入严重的时间稳定性约束。隐式积分法(IIF)方法可以精确地处理扩散和隐式反应,通过将反应和扩散的处理解耦,可以提供出色的稳定性能和良好的效率。 IIF的一项主要挑战是线性差分算子所导致的稀疏离散化矩阵的潜在密集指数矩阵的存储和计算。基于二维和三维Laplacian算子的IIF(cIIF)的紧凑表示法,我们引入了一种数组表示法,用于有效处理来自一般线性微分算子的指数矩阵,该算术可能包括交叉导数和非恒定扩散系数。在这种方法中,指数仅适用于小尺寸的矩阵,该矩阵仅取决于导数的顺序和离散点的数量,而与空间尺寸的大小无关。此方法对于高维系统特别有利,并且可以轻松地与IIF结合使用,以保持IIF的出色稳定性。在系统上进行阵列表示紧凑型IIF(AcIIF)的实现和直接仿真,例如三维和四维Fokker-Planck方程以及化学主方程,以及反应扩散方程,还显示了系统的效率,准确性和鲁棒性新方法。这种基于方法的阵列表示可能具有广泛的应用,用于模拟其他涉及高维数据的复杂系统。

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