Hybrid Surrogate Models: Circumventing Gibbs Phenomenon for Partial Differential Equations with Finite Shock-Type Discontinuities

Abstract: We introduce the concept of Hybrid Surrogate Models (HSMs) -- combining multivariate polynomials with Heavyside functions -- as approximates of functions with finitely many jump discontinuities. We exploit the HSMs for formulating a variational optimization approach, solving non-regular partial differential equations (PDEs) with non-continuous shock-type solutions. The HSM technique simultaneously obtains a parametrization of the position and the height of the shocks as well as the solution of the PDE. We show that the HSM technique circumvents the notorious Gibbs phenomenon, which limits the accuracy that classic numerical methods reach. Numerical experiments, addressing linear and non-linearly propagating shocks, demonstrate the strong approximation power of the HSM technique.