In this paper, we examine a finite element approximation of the steady $p(\cdot)$-Navier-Stokes equations ($p(\cdot)$ is variable dependent) and prove orders of convergence by assuming natural fractional regularity assumptions on the velocity vector field and the kinematic pressure. Compared to previous results, we treat the convective term and employ a more practicable discretization of the power-law index $p(\cdot)$. Numerical experiments confirm the quasi-optimality of the a priori error estimates (for the velocity) with respect to fractional regularity assumptions on the velocity vector field and the kinematic pressure.
We show that the cohomology of the Regge complex in three dimensions is isomorphic to $\mathcal{H}^{{\scriptscriptstyle \bullet}}_{dR}(\Omega)\otimes\mathcal{RM}$, the infinitesimal-rigid-body-motion-valued de~Rham cohomology. Based on an observation that the twisted de~Rham complex extends the elasticity (Riemannian deformation) complex to the linearized version of coframes, connection 1-forms, curvature and Cartan's torsion, we construct a discrete version of linearized Riemann-Cartan geometry on any triangulation and determine its cohomology.
Partial differential equations (PDEs) with uncertain or random inputs have been considered in many studies of uncertainty quantification. In forward uncertainty quantification, one is interested in analyzing the stochastic response of the PDE subject to input uncertainty, which usually involves solving high-dimensional integrals of the PDE output over a sequence of stochastic variables. In practical computations, one typically needs to discretize the problem in several ways: approximating an infinite-dimensional input random field with a finite-dimensional random field, spatial discretization of the PDE using, e.g., finite elements, and approximating high-dimensional integrals using cubatures such as quasi-Monte Carlo methods. In this paper, we focus on the error resulting from dimension truncation of an input random field. We show how Taylor series can be used to derive theoretical dimension truncation rates for a wide class of problems and we provide a simple checklist of conditions that a parametric mathematical model needs to satisfy in order for our dimension truncation error bound to hold. Some of the novel features of our approach include that our results are applicable to non-affine parametric operator equations, dimensionally-truncated conforming finite element discretized solutions of parametric PDEs, and even compositions of PDE solutions with smooth nonlinear quantities of interest. As a specific application of our method, we derive an improved dimension truncation error bound for elliptic PDEs with lognormally parameterized diffusion coefficients. Numerical examples support our theoretical findings.
We revisit the general framework introduced by Fazylab et al. (SIAM J. Optim. 28, 2018) to construct Lyapunov functions for optimization algorithms in discrete and continuous time. For smooth, strongly convex objective functions, we relax the requirements necessary for such a construction. As a result we are able to prove for Polyak's ordinary differential equations and for a two-parameter family of Nesterov algorithms rates of convergence that improve on those available in the literature. We analyse the interpretation of Nesterov algorithms as discretizations of the Polyak equation. We show that the algorithms are instances of Additive Runge-Kutta integrators and discuss the reasons why most discretizations of the differential equation do not result in optimization algorithms with acceleration. We also introduce a modification of Polyak's equation and study its convergence properties. Finally we extend the general framework to the stochastic scenario and consider an application to random algorithms with acceleration for overparameterized models; again we are able to prove convergence rates that improve on those in the literature.
The filtered Lie splitting scheme is an established method for the numerical integration of the periodic nonlinear Schr\"{o}dinger equation at low regularity. Its temporal convergence was recently analyzed in a framework of discrete Bourgain spaces in one and two space dimensions for initial data in $H^s$ with $0<s\leq 2$. Here, this analysis is extended to dimensions $d=3, 4, 5$ for data satisfying $d/2-1 < s \leq 2$. In this setting, convergence of order $s/2$ in $L^2$ is proven. Numerical examples illustrate these convergence results.
By incorporating a new matrix splitting and the momentum acceleration into the relaxed-based matrix splitting (RMS) method \cite{soso2023}, a generalization of the RMS (GRMS) iterative method for solving the generalized absolute value equations (GAVEs) is proposed. Unlike some existing methods, by using the Cauchy's convergence principle, we give some sufficient conditions for the existence and uniqueness of the solution to the GAVEs and prove that our method can converge to the unique solution of the GAVEs. Moreover, we can obtain a few new and weaker convergence conditions for some existing methods. Preliminary numerical experiments show that the proposed method is efficient.
In this paper we present a mathematical and numerical analysis of an eigenvalue problem associated to the elasticity-Stokes equations stated in two and three dimensions. Both problems are related through the Herrmann pressure. Employing the Babu\v ska--Brezzi theory, it is proved that the resulting continuous and discrete variational formulations are well-posed. In particular, the finite element method is based on general inf-sup stables pairs for the Stokes system, such that, Taylor--Hood finite elements. By using a general approximation theory for compact operators, we obtain optimal order error estimates for the eigenfunctions and a double order for the eigenvalues. Under mild assumptions, we have that these estimates hold with constants independent of the Lam\'e coefficient $\lambda$. In addition, we carry out the reliability and efficiency analysis of a residual-based a posteriori error estimator for the spectral problem. We report a series of numerical tests in order to assess the performance of the method and its behavior when the nearly incompressible case of elasticity is considered.
We propose a threshold-type algorithm to the $L^2$-gradient flow of the Canham-Helfrich functional generalized to $\mathbb{R}^N$. The algorithm to the Willmore flow is derived as a special case in $\mathbb{R}^2$ or $\mathbb{R}^3$. This algorithm is constructed based on an asymptotic expansion of the solution to the initial value problem for a fourth order linear parabolic partial differential equation whose initial data is the indicator function on the compact set $\Omega_0$. The crucial points are to prove that the boundary $\partial\Omega_1$ of the new set $\Omega_1$ generated by our algorithm is included in $O(t)$-neighborhood from $\partial\Omega_0$ for small time $t>0$ and to show that the derivative of the threshold function in the normal direction for $\partial\Omega_0$ is far from zero in the small time interval. Finally, numerical examples of planar curves governed by the Willmore flow are provided by using our threshold-type algorithm.
In this paper, a two-sided variable-coefficient space-fractional diffusion equation with fractional Neumann boundary condition is considered. To conquer the weak singularity caused by the nonlocal space-fractional differential operators, by introducing an auxiliary fractional flux variable and using piecewise linear interpolations, a fractional block-centered finite difference (BCFD) method on general nonuniform grids is proposed. However, like other numerical methods, the proposed method still produces linear algebraic systems with unstructured dense coefficient matrices under the general nonuniform grids.Consequently, traditional direct solvers such as Gaussian elimination method shall require $\mathcal{O}(M^2)$ memory and $\mathcal{O}(M^3)$ computational work per time level, where $M$ is the number of spatial unknowns in the numerical discretization. To address this issue, we combine the well-known sum-of-exponentials (SOE) approximation technique with the fractional BCFD method to propose a fast version fractional BCFD algorithm. Based upon the Krylov subspace iterative methods, fast matrix-vector multiplications of the resulting coefficient matrices with any vector are developed, in which they can be implemented in only $\mathcal{O}(MN_{exp})$ operations per iteration, where $N_{exp}\ll M$ is the number of exponentials in the SOE approximation. Moreover, the coefficient matrices do not necessarily need to be generated explicitly, while they can be stored in $\mathcal{O}(MN_{exp})$ memory by only storing some coefficient vectors. Numerical experiments are provided to demonstrate the efficiency and accuracy of the method.
In this paper we consider the numerical solution of fractional differential equations. In particular, we study a step-by-step graded mesh procedure based on an expansion of the vector field using orthonormal Jacobi polynomials. Under mild hypotheses, the proposed procedure is capable of getting spectral accuracy. A few numerical examples are reported to confirm the theoretical findings.
In this paper, a new two-relaxation-time regularized (TRT-R) lattice Boltzmann (LB) model for convection-diffusion equation (CDE) with variable coefficients is proposed. Within this framework, we first derive a TRT-R collision operator by constructing a new regularized procedure through the high-order Hermite expansion of non-equilibrium. Then a first-order discrete-velocity form of discrete source term is introduced to improve the accuracy of the source term. Finally and most importantly, a new first-order space-derivative auxiliary term is proposed to recover the correct CDE with variable coefficients. To evaluate this model, we simulate a classic benchmark problem of the rotating Gaussian pulse. The results show that our model has better accuracy, stability and convergence than other popular LB models, especially in the case of a large time step.