This paper studies the convergence of a spatial semidiscretization of a three-dimensional stochastic Allen-Cahn equation with multiplicative noise. For non-smooth initial values, the regularity of the mild solution is investigated, and an error estimate is derived with the spatial $ L^2 $-norm. For smooth initial values, two error estimates with the general spatial $ L^q $-norms are established.
We consider the cubic nonlinear Schr\"odinger equation with a spatially rough potential, a key equation in the mathematical setup for nonlinear Anderson localization. Our study comprises two main parts: new optimal results on the well-posedness analysis on the PDE level, and subsequently a new efficient numerical method, its convergence analysis and simulations that illustrate our analytical results. In the analysis part, our results focus on understanding how the regularity of the solution is influenced by the regularity of the potential, where we provide quantitative and explicit characterizations. Ill-posedness results are also established to demonstrate the sharpness of the obtained regularity characterizations and to indicate the minimum regularity required from the potential for the NLS to be solvable. Building upon the obtained regularity results, we design an appropriate numerical discretization for the model and establish its convergence with an optimal error bound. The numerical experiments in the end not only verify the theoretical regularity results, but also confirm the established convergence rate of the proposed scheme. Additionally, a comparison with other existing schemes is conducted to demonstrate the better accuracy of our new scheme in the case of a rough potential.
We investigate a second-order accurate time-stepping scheme for solving a time-fractional diffusion equation with a Caputo derivative of order~$\alpha \in (0,1)$. The basic idea of our scheme is based on local integration followed by linear interpolation. It reduces to the standard Crank--Nicolson scheme in the classical diffusion case, that is, as $\alpha\to 1$. Using a novel approach, we show that the proposed scheme is $\alpha$-robust and second-order accurate in the $L^2(L^2)$-norm, assuming a suitable time-graded mesh. For completeness, we use the Galerkin finite element method for the spatial discretization and discuss the error analysis under reasonable regularity assumptions on the given data. Some numerical results are presented at the end.
We present a full space-time numerical solution of the advection-diffusion equation using a continuous Galerkin finite element method. The Galerkin/least-square method is employed to ensure stability of the discrete variational problem. In the full space-time formulation, time is considered another dimension, and the time derivative is interpreted as an additional advection term of the field variable. We derive a priori error estimates and illustrate spatio-temporal convergence with several numerical examples. We also derive a posteriori error estimates, which coupled with adaptive space-time mesh refinement provide efficient and accurate solutions. The accuracy of the space-time solutions is illustrated against analytical solutions as well as against numerical solutions using a conventional time-marching algorithm.
We deal with an initial-boundary value problem for the multidimensional acoustic wave equation, with the variable speed of sound. For a three-level semi-explicit in time higher-order vector compact scheme, we prove stability and derive 4th order error bound in the enlarged energy norm. This scheme is three-point in each spatial direction, and it exploits additional sought functions which approximate 2nd order non-mixed spatial derivatives of the solution to the equation. At the first time level, a similar two-level in time scheme is applied, with no derivatives of the data. No iterations are required to implement the scheme. We also present results of various 3D numerical experiments that demonstrate a very high accuracy of the scheme for smooth data, its advantages in the error behavior over the classical explicit 2nd order scheme for nonsmooth data as well and an example of the wave in a layered medium initiated by the Ricker-type wavelet source function.
This study introduces the divergence-conforming discontinuous Galerkin finite element method (DGFEM) for numerically approximating optimal control problems with distributed constraints, specifically those governed by stationary generalized Oseen equations. We provide optimal a priori error estimates in energy norms for such problems using the divergence-conforming DGFEM approach. Moreover, we thoroughly analyze $L^2$ error estimates for scenarios dominated by diffusion and convection. Additionally, we establish the new reliable and efficient a posteriori error estimators for the optimal control of the Oseen equation with variable viscosity. Theoretical findings are validated through numerical experiments conducted in both two and three dimensions.
This paper is concerned with structure-preserving numerical approximations for a class of nonlinear nonlocal Fokker-Planck equations, which admit a gradient flow structure and find application in diverse contexts. The solutions, representing density distributions, must be non-negative and satisfy a specific energy dissipation law. We design an arbitrary high-order discontinuous Galerkin (DG) method tailored for these model problems. Both semi-discrete and fully discrete schemes are shown to admit the energy dissipation law for non-negative numerical solutions. To ensure the preservation of positivity in cell averages at all time steps, we introduce a local flux correction applied to the DDG diffusive flux. Subsequently, a hybrid algorithm is presented, utilizing a positivity-preserving limiter, to generate positive and energy-dissipating solutions. Numerical examples are provided to showcase the high resolution of the numerical solutions and the verified properties of the DG schemes.
We consider the equilibrium equations for a linearized Cosserat material. We identify their structure in terms of a differential complex, which is isomorphic to six copies of the de Rham complex through an algebraic isomorphism. Moreover, we show how the Cosserat materials can be analyzed by inheriting results from linearized elasticity. Both perspectives give rise to mixed finite element methods, which we refer to as strongly and weaky coupled, respectively. We prove convergence of both classes of methods, with particular attention to improved convergence rate estimates, and stability in the limit of vanishing Cosserat material parameters. The theoretical results are fully reflected in the actual performance of the methods, as shown by the numerical verifications.
We develop several statistical tests of the determinant of the diffusion coefficient of a stochastic differential equation, based on discrete observations on a time interval $[0,T]$ sampled with a time step $\Delta$. Our main contribution is to control the test Type I and Type II errors in a non asymptotic setting, i.e. when the number of observations and the time step are fixed. The test statistics are calculated from the process increments. In dimension 1, the density of the test statistic is explicit. In dimension 2, the test statistic has no explicit density but upper and lower bounds are proved. We also propose a multiple testing procedure in dimension greater than 2. Every test is proved to be of a given non-asymptotic level and separability conditions to control their power are also provided. A numerical study illustrates the properties of the tests for stochastic processes with known or estimated drifts.
We develop a new coarse-scale approximation strategy for the nonlinear single-continuum Richards equation as an unsaturated flow over heterogeneous non-periodic media, using the online generalized multiscale finite element method (online GMsFEM) together with deep learning. A novelty of this approach is that local online multiscale basis functions are computed rapidly and frequently by utilizing deep neural networks (DNNs). More precisely, we employ the training set of stochastic permeability realizations and the computed relating online multiscale basis functions to train neural networks. The nonlinear map between such permeability fields and online multiscale basis functions is developed by our proposed deep learning algorithm. That is, in a new way, the predicted online multiscale basis functions incorporate the nonlinearity treatment of the Richards equation and refect any time-dependent changes in the problem's properties. Multiple numerical experiments in two-dimensional model problems show the good performance of this technique, in terms of predictions of the online multiscale basis functions and thus finding solutions.
We study the equational theory of the Weihrauch lattice with multiplication, meaning the collection of equations between terms built from variables, the lattice operations $\sqcup$, $\sqcap$, the product $\times$, and the finite parallelization $(-)^*$ which are true however we substitute Weihrauch degrees for the variables. We provide a combinatorial description of these in terms of a reducibility between finite graphs, and moreover, show that deciding which equations are true in this sense is complete for the third level of the polynomial hierarchy.