High-Dimensional Numerical Methods for Nonlocal Models
Abstract
1. Introduction
- Spatial long-range coupling: Nonlocal operators explicitly account for interactions beyond an infinitesimal neighborhood, enabling the modeling of particle transport or stress transmission across finite distances.
- Temporal memory: They provide a systematic framework to capture delayed responses of a system to its past states, which is particularly relevant for viscoelastic relaxation and anomalous diffusion processes with retardation behavior.
- Enhanced physical consistency: Nonlocal models naturally avoid stress singularities at crack tips, allow for spontaneous crack initiation and propagation, and better accommodate multiscale mechanical behavior across heterogeneous materials.
- Densification of system matrices: Spatial coupling leads to fully populated or high-bandwidth matrices, dramatically increasing memory and storage demands.
- Memory accumulation in time-fractional models: Historical convolution terms scale poorly with time steps, with per-step costs growing linearly or quadratically.
- Degraded convergence of iterative solvers: High condition numbers hinder the efficiency of Krylov subspace methods in nonlocal settings.
2. Several Typical Types of Nonlocal Problems
2.1. Anomalous Diffusion
2.2. Viscoelastic Waves
2.3. Fracture and Damage Evolution of Materials
2.4. Electromagnetic Scattering and Radiation
- A representative variable-order diffusion model can be expressed aswhich enables the simulation of local diffusion mechanisms in heterogeneous media that adapt to variations in position and time [68,69]. The choice of fractional orders is governed by the characteristics of the medium and the diffusion state. In general, the time-fractional order is influenced by the evolution of retention behavior across multiple scales, whereas the space-fractional order is associated with the structural non-stationarity of the medium.


3. Numerical Computation for High-Dimensional Nonlocal Models
3.1. Computational Challenges
3.2. Efficient Implementation of High-Dimensional Numerical Computation
4. Discussion
- Efficient algorithms for complex boundaries and irregular domains: Existing structured and spectral methods largely rely on regular geometry, while achieving high-order accuracy and stability under complex boundary conditions remains a bottleneck. Developing hybrid algorithms based on sparse grids, local spectral bases, and fast integration could provide a breakthrough.
- Integration mechanisms between deep learning and nonlocal operators: Future research should further explore the potential of emerging architectures like Fourier Neural Operators (FNO), Graph Neural Networks (GNN), and Transformers in approximating nonlocal kernels. FNO captures long-range correlations in the frequency domain, the GNNs are well-suited for modeling pointwise nonlocal dependencies, while the Transformer frameworks with attention mechanisms show promise for improved generalization in spatio-temporal memory operators. Complementary training strategies such as importance sampling, physics-guided regularization, hierarchical loss balancing, and multiscale Fourier embedding are also critical for enhancing network scalability and physical consistency.
- High-performance computing and heterogeneous parallelization frameworks: Given the global coupling nature of nonlocal integrals, further development of GPU/CPU co-computing, distributed storage, and communication compression strategies is needed to overcome memory constraints in high-dimensional integral computation and gradient backpropagation.
Author Contributions
Funding
Data Availability Statement
Acknowledgments
Conflicts of Interest
Abbreviations
| CG | Conjugate Gradient |
| FADE | Fractional advection-diffusion equations |
| FDE | Fractional diffusion equations |
| FFT | Fast Fourier transform |
| GFDM | Generalized finite difference method |
| GMC-PINNs | Generalized Monte Carlo PINNs |
| GMRES | Generalized Minimal Residual |
| HDE | Hydrodynamic equation |
| KVFD | Kelvin–Voigt fractional derivative |
| nPINNs | Nonlocal physics-informed neural networks |
| PD | Peridynamics |
| PDEs | Partial differential equations |
| PVBF | Pulse vector basis functions |
| SFDE | Spatial fractional diffusion equation |
| VIE | Volume integral equation |
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| Method | Applicable Scenarios | Advantages | Limitations |
|---|---|---|---|
| Convolutional Dielectric Kernel | Metal nanostructures, plasmonic media | Captures longitudinal plasmon modes; explains resonance blueshift, spectral broadening, and hot-spot saturation | Requires specification of nonlocal kernels; parameterization may be model dependent and complex |
| SIE | PECs, smooth boundaries | Reduces dimensionality; efficient for large-scale scattering; satisfies radiation condition naturally | Limited to simple boundary conditions and non-dispersive media |
| VIE | Inhomogeneous dielectrics, subwavelength composites | Suitable for dielectric-metal hybrids and multilayers | High computational cost due to volumetric discretization; challenging to handle sharp resonances |
| VIE–HDE | Metal–dielectric–metal systems | Enables joint treatment of electromagnetic fields and nonlocal electron dynamics; accurately reproduces nonlocal resonances and charge spill-out effects | Computationally demanding |
| d | N | Matrix Memory | MatVec Cost per Step | Feasibility Assessment |
|---|---|---|---|---|
| 1 | 0.51 MB | Feasible | ||
| 2 | GB | Feasible | ||
| 3 | TB | Intractable | ||
| 4 | TB | Intractable |
| Method Category | Core Strategy | Computational Complexity | Convergence/Accuracy Rates | Main Advantages | Limitations |
|---|---|---|---|---|---|
| Probabilistic Methods [73,74,75] | Sampling-based estimation of nonlocal integrals | – for Monte Carlo/particle schemes; for random-feature approximations | Typical MC rate ; with variance-reduction up to ;Random feature approximation | Mesh-free, dimension-robust, naturally parallelizable; effective for integral operators and mean-field interactions | Statistical variance; slow convergence without variance reduction; requires large samples for singular kernels or strong nonlinearity |
| Structure-exploiting techniques [76,77,78,79,80,81,82,83,84,85] | Exploits block-Toeplitz/multilevel-Toeplitz matrices, FFT-based fast convolution, affine-decomposed operators for parametric reduction | per iteration for FFT-based FDM/FEM | Same numerical order as the underlying discretization | Memory-efficient, and scalable, preserves accuracy while reducing cost, interpretable | Requires regular grids and translation-invariant kernels to maintain Toeplitz structure, complex boundaries or irregular domains break efficiency |
| Spectral Methods [86,87,88,89,90,91,92,93,94,95,96] | Global high-order polynomial approximation | for rational or Laguerre spectral expansions; for time–space spectral schemes | Spectral (exponential) convergence for smooth or weakly singular solutions; optimal error bounds in fractional Sobolev spaces | Spectral accuracy with relatively few degrees of freedom; suitable for singular-weight or unbounded-domain problems | Dense global matrices require memory optimization; parameter tuning for mapped/rational bases |
| PINNs [97,98,99,100,101,102,103,104] | Neural approximation of solutions, trained via physics-based loss | Typically per iteration; total cost with E training epochs | for standard MC-PINNs; for MC-tfPINN with Quadrature; | Mesh-free; flexible for irregular domains; scalable to extremely high dimensions (up to 100,000 D); compatible with inverse problems and noisy data | Sensitive to neural network architecture and optimization; convergence sensitive to sampling variance; performance drops for strong singularities or complex boundary layers |
| Problem Type | Randomized Probabilistic Methods | Structure-Exploiting Methods | Spectral Methods | PINNs and Related Deep Learning Methods |
|---|---|---|---|---|
| Anomalous diffusion | ***** Random trajectories (Lévy flights, subordinated Brownian motions) directly correspond to the physical process. Monte Carlo integration scales weakly with dimension and naturally captures long-range memory; efficiency is mainly limited by statistical variance. | ***** The fractional Laplacian forms translation-invariant convolution kernels. FFT-based Toeplitz solvers achieve near-linear scaling, making this class ideal for high-dimensional homogeneous media. | ***** Fractional Laplacian and variable-order operators are smooth and separable; spectral bases yield exponential convergence and efficient tensorization in moderate dimensions. | **** fPINNs and MC-tfPINNs efficiently encode fractional operators through residual losses; limited by variance in integral evaluation and spectral bias near boundaries. |
| Viscoelastic wave propagation | *** Stochastic time-marching handles hereditary effects but demands variance control and hybrid coupling to maintain temporal accuracy in oscillatory regimes. | **** If the memory kernel is spatially stationary or separable, FFT-accelerated convolution and structured Krylov methods are equally effective for handling long-memory integrals. | **** Legendre or mapped Chebyshev bases capture oscillatory yet continuous fields. Efficiency decreases for highly coupled or high-frequency regimes. | *** BO-fPINNs and MC-fPINNs approximate fractional damping accurately, but long-memory convolution causes unbalanced gradients and training stiffness. |
| Fracture and damage evolution (Peridynamics) | *** Particle-based schemes capture microcrack statistics but are costly for strong nonlinearity. | ** Crack initiation, propagation, and localization disrupt the global structural integrity of the matrix, leading to a significant decline in the efficiency of Toeplitz-type fast algorithms. | ** Fields exhibit discontinuities and topology changes; global spectral bases lose exponential convergence. | *** nPINNs can infer peridynamic parameters, and MC-Nonlocal-PINNs approximate singular kernels, but training suffers from non-smooth losses and poor convergence around crack tips. |
| Electromagnetic scattering and radiation | ** Useful for stochastic integral or kernel approximation; efficiency depends on kernel smoothness. | *** Periodic or layered structures preserve block-Toeplitz symmetry enabling FFT acceleration, whereas strongly coupled plasmonic systems break these structural advantages. | *** Fourier or rational spectral bases approximate spatial dispersion efficiently in smooth periodic media but yield dense systems in 3D complex geometries. | ** MC-Nonlocal-PINNs can approximate nonlocal dielectric kernels; oscillatory fields exacerbate training instability; hybrid PINN–BEM strategies recommended. |
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Jia, Y.; Wang, D.; Guo, X. High-Dimensional Numerical Methods for Nonlocal Models. Mathematics 2025, 13, 3512. https://doi.org/10.3390/math13213512
Jia Y, Wang D, Guo X. High-Dimensional Numerical Methods for Nonlocal Models. Mathematics. 2025; 13(21):3512. https://doi.org/10.3390/math13213512
Chicago/Turabian StyleJia, Yujing, Dongbo Wang, and Xu Guo. 2025. "High-Dimensional Numerical Methods for Nonlocal Models" Mathematics 13, no. 21: 3512. https://doi.org/10.3390/math13213512
APA StyleJia, Y., Wang, D., & Guo, X. (2025). High-Dimensional Numerical Methods for Nonlocal Models. Mathematics, 13(21), 3512. https://doi.org/10.3390/math13213512
