Allowing for space- and time-dependence of mass in Klein--Gordon equations resolves the problem of negative probability density and of violation of Lorenz covariance of interaction in quantum mechanics. Moreover it extends their applicability to the domain of quantum cosmology, where the variation in mass may be accompanied by high oscillations. In this paper we propose a third-order exponential integrator, where the main idea lies in embedding the oscillations triggered by the possibly highly oscillatory component intrinsically into the numerical discretisation. While typically high oscillation requires appropriately small time steps, an application of Filon methods allows implementation with large time steps even in the presence of very high oscillation. This greatly improves the efficiency of the time-stepping algorithm. Proof of the convergence and its rate are nontrivial and require alternative representation of the equation under consideration. We derive careful bounds on the growth of global error in time discretisation and prove that, contrary to standard intuition, the error of time integration does not grow once the frequency of oscillations increases. Several numerical simulations are presented to confirm the theoretical investigations and the robustness of the method in all oscillatory regimes.
We introduce a new class of absorbing boundary conditions (ABCs) for the Helmholtz equation. The proposed ABCs can be derived from a certain simple class of perfectly matched layers using $L$ discrete layers and using the $Q_N$ Lagrange finite element in conjunction with the $N$-point Gauss-Legendre quadrature reduced integration rule. The proposed ABCs are classified by a tuple $(L,N)$, and achieve reflection error of order $O(R^{2LN})$ for some $R<1$. The new ABCs generalise the perfectly matched discrete layers proposed by Guddati and Lim [Int. J. Numer. Meth. Engng 66 (6) (2006) 949-977], including them as type $(L,1)$. An analysis of the proposed ABCs is performed motivated by the work of Ainsworth [J. Comput. Phys. 198 (1) (2004) 106-130]. The new ABCs facilitate numerical implementations of the Helmholtz problem with ABCs if $Q_N$ finite elements are used in the physical domain. Moreover, giving more insight, the analysis presented in this work potentially aids with developing ABCs in related areas.
We consider a linear implicit-explicit (IMEX) time discretization of the Cahn-Hilliard equation with a source term, endowed with Dirichlet boundary conditions. For every time step small enough, we build an exponential attractor of the discrete-in-time dynamical system associated to the discretization. We prove that, as the time step tends to 0, this attractor converges for the symmmetric Hausdorff distance to an exponential attractor of the continuous-in-time dynamical system associated with the PDE. We also prove that the fractal dimension of the exponential attractor (and consequently, of the global attractor) is bounded by a constant independent of the time step. The results also apply to the classical Cahn-Hilliard equation with Neumann boundary conditions.
We establish error bounds of the Lie-Trotter time-splitting sine pseudospectral method for the nonlinear Schr\"odinger equation (NLSE) with semi-smooth nonlinearity $ f(\rho) = \rho^\sigma$, where $\rho=|\psi|^2$ is the density with $\psi$ the wave function and $\sigma>0$ is the exponent of the semi-smooth nonlinearity. Under the assumption of $ H^2 $-solution of the NLSE, we prove error bounds at $ O(\tau^{\frac{1}{2}+\sigma} + h^{1+2\sigma}) $ and $ O(\tau + h^{2}) $ in $ L^2 $-norm for $0<\sigma\leq\frac{1}{2}$ and $\sigma\geq\frac{1}{2}$, respectively, and an error bound at $ O(\tau^\frac{1}{2} + h) $ in $ H^1 $-norm for $\sigma\geq \frac{1}{2}$, where $h$ and $\tau$ are the mesh size and time step size, respectively. In addition, when $\frac{1}{2}<\sigma<1$ and under the assumption of $ H^3 $-solution of the NLSE, we show an error bound at $ O(\tau^{\sigma} + h^{2\sigma}) $ in $ H^1 $-norm. Two key ingredients are adopted in our proof: one is to adopt an unconditional $ L^2 $-stability of the numerical flow in order to avoid an a priori estimate of the numerical solution for the case of $ 0 < \sigma \leq \frac{1}{2}$, and to establish an $ l^\infty $-conditional $ H^1 $-stability to obtain the $ l^\infty $-bound of the numerical solution by using the mathematical induction and the error estimates for the case of $ \sigma \ge \frac{1}{2}$; and the other one is to introduce a regularization technique to avoid the singularity of the semi-smooth nonlinearity in obtaining improved local truncation errors. Finally, numerical results are reported to demonstrate our error bounds.
Differential geometric approaches are ubiquitous in several fields of mathematics, physics and engineering, and their discretizations enable the development of network-based mathematical and computational frameworks, which are essential for large-scale data science. The Forman-Ricci curvature (FRC) - a statistical measure based on Riemannian geometry and designed for networks - is known for its high capacity for extracting geometric information from complex networks. However, extracting information from dense networks is still challenging due to the combinatorial explosion of high-order network structures. Motivated by this challenge we sought a set-theoretic representation theory for high-order network cells and FRC, as well as their associated concepts and properties, which together provide an alternative and efficient formulation for computing high-order FRC in complex networks. We provide a pseudo-code, a software implementation coined FastForman, as well as a benchmark comparison with alternative implementations. Crucially, our representation theory reveals previous computational bottlenecks and also accelerates the computation of FRC. As a consequence, our findings open new research possibilities in complex systems where higher-order geometric computations are required.
This work presents a numerical analysis of a master equation modeling the interaction of a system with a noisy environment in the particular context of open quantum systems. It is shown that our transformed master equation has a reduced computational cost in comparison to a Wigner-Fokker-Planck model of the same system for the general case of any potential. Specifics of a NIPG-DG numerical scheme adequate for the convection-diffusion system obtained are then presented. This will let us solve computationally the transformed system of interest modeling our open quantum system. A benchmark problem, the case of a harmonic potential, is then presented, for which the numerical results are compared against the analytical steady-state solution of this problem.
We establish error bounds of the Lie-Trotter time-splitting sine pseudospectral method for the nonlinear Schr\"odinger equation (NLSE) with semi-smooth nonlinearity $ f(\rho) = \rho^\sigma$, where $\rho=|\psi|^2$ is the density with $\psi$ the wave function and $\sigma>0$ is the exponent of the semi-smooth nonlinearity. Under the assumption of $ H^2 $-solution of the NLSE, we prove error bounds at $ O(\tau^{\frac{1}{2}+\sigma} + h^{1+2\sigma}) $ and $ O(\tau + h^{2}) $ in $ L^2 $-norm for $0<\sigma\leq\frac{1}{2}$ and $\sigma\geq\frac{1}{2}$, respectively, and an error bound at $ O(\tau^\frac{1}{2} + h) $ in $ H^1 $-norm for $\sigma\geq \frac{1}{2}$, where $h$ and $\tau$ are the mesh size and time step size, respectively. In addition, when $\frac{1}{2}<\sigma<1$ and under the assumption of $ H^3 $-solution of the NLSE, we show an error bound at $ O(\tau^{\sigma} + h^{2\sigma}) $ in $ H^1 $-norm. Two key ingredients are adopted in our proof: one is to adopt an unconditional $ L^2 $-stability of the numerical flow in order to avoid an a priori estimate of the numerical solution for the case of $ 0 < \sigma \leq \frac{1}{2}$, and to establish an $ l^\infty $-conditional $ H^1 $-stability to obtain the $ l^\infty $-bound of the numerical solution by using the mathematical induction and the error estimates for the case of $ \sigma \ge \frac{1}{2}$; and the other one is to introduce a regularization technique to avoid the singularity of the semi-smooth nonlinearity in obtaining improved local truncation errors. Finally, numerical results are reported to demonstrate our error bounds.
We consider dynamical low-rank approximation (DLRA) for the numerical simulation of Vlasov--Poisson equations based on separation of space and velocity variables, as proposed in several recent works. The standard approach for the time integration in the DLRA model uses a splitting of the tangent space projector for the low-rank manifold according to the separated variables. It can also be modified to allow for rank-adaptivity. A less studied aspect is the incorporation of boundary conditions in the DLRA model. We propose a variational formulation of the projector splitting which allows to handle inflow boundary conditions on spatial domains with piecewise linear boundary. Numerical experiments demonstrate the principle feasibility of this approach.
Ghost, or fictitious points allow to capture boundary conditions that are not located on the finite difference grid discretization. We explore in this paper the impact of ghost points on the stability of the explicit Euler finite difference scheme in the context of the diffusion equation. In particular, we consider the case of a one-touch option under the Black-Scholes model. The observations and results are however valid for a much wider range of financial contracts and models.
A standard approach to solve ordinary differential equations, when they describe dynamical systems, is to adopt a Runge-Kutta or related scheme. Such schemes, however, are not applicable to the large class of equations which do not constitute dynamical systems. In several physical systems, we encounter integro-differential equations with memory terms where the time derivative of a state variable at a given time depends on all past states of the system. Secondly, there are equations whose solutions do not have well-defined Taylor series expansion. The Maxey-Riley-Gatignol equation, which describes the dynamics of an inertial particle in nonuniform and unsteady flow, displays both challenges. We use it as a test bed to address the questions we raise, but our method may be applied to all equations of this class. We show that the Maxey-Riley-Gatignol equation can be embedded into an extended Markovian system which is constructed by introducing a new dynamical co-evolving state variable that encodes memory of past states. We develop a Runge-Kutta algorithm for the resultant Markovian system. The form of the kernels involved in deriving the Runge-Kutta scheme necessitates the use of an expansion in powers of $t^{1/2}$. Our approach naturally inherits the benefits of standard time-integrators, namely a constant memory storage cost, a linear growth of operational effort with simulation time, and the ability to restart a simulation with the final state as the new initial condition.
Simulation of wave propagation in poroelastic half-spaces presents a common challenge in fields like geomechanics and biomechanics, requiring Absorbing Boundary Conditions (ABCs) at the semi-infinite space boundaries. Perfectly Matched Layers (PML) are a popular choice due to their excellent wave absorption properties. However, PML implementation can lead to problems with unknown stresses or strains, time convolutions, or PDE systems with Auxiliary Differential Equations (ADEs), which increases computational complexity and resource consumption. This article presents two new PML formulations for arbitrary poroelastic domains. The first formulation is a fully-mixed form that employs time-history variables instead of ADEs, reducing the number of unknowns and mathematical operations. The second formulation is a hybrid form that restricts the fully-mixed formulation to the PML domain, resulting in smaller matrices for the solver while preserving governing equations in the interior domain. The fully-mixed formulation introduces three scalar variables over the whole domain, whereas the hybrid form confines them to the PML domain. The proposed formulations were tested in three numerical experiments in geophysics using realistic parameters for soft sites with free surfaces. The results were compared with numerical solutions from extended domains and simpler ABCs, such as paraxial approximation, demonstrating the accuracy, efficiency, and precision of the proposed methods. The article also discusses the applicability of these methods to complex media and their extension to the Multiaxial PML formulation. The codes for the simulations are available for download from \url{//github.com/hmella/POROUS-HYBRID-PML}.