The main purpose of this paper is to design a local discontinuous Galerkin (LDG) method for the Benjamin-Ono equation. We analyze the stability and error estimates for the semi-discrete LDG scheme. We prove that the scheme is $L^2$-stable and it converges at a rate $\mathcal{O}(h^{k+1/2})$ for general nonlinear flux. Furthermore, we develop a fully discrete LDG scheme using the four-stage fourth order Runge-Kutta method and ensure the devised scheme is strongly stable in case of linear flux using two-step and three-step stability approach under an appropriate time step constraint. Numerical examples are provided to validate the efficiency and accuracy of the method.
The paper studies asymptotic properties of estimators of multidimensional stochastic differential equations driven by Brownian motions from high-frequency discrete data. Consistency and central limit properties of a class of estimators of the diffusion parameter and an approximate maximum likelihood estimator of the drift parameter based on a discretized likelihood function have been established in a suitable scaling regime involving the time-gap between the observations and the overall time span. Our framework is more general than that typically considered in the literature and, thus, has the potential to be applicable to a wider range of stochastic models.
This paper proposes a topology optimization method for non-thermal and thermal fluid problems using the Lattice Kinetic Scheme (LKS).LKS, which is derived from the Lattice Boltzmann Method (LBM), requires only macroscopic values, such as fluid velocity and pressure, whereas LBM requires velocity distribution functions, thereby reducing memory requirements. The proposed method computes design sensitivities based on the adjoint variable method, and the adjoint equation is solved in the same manner as LKS; thus, we refer to it as the Adjoint Lattice Kinetic Scheme (ALKS). A key contribution of this method is the proposed approximate treatment of boundary conditions for the adjoint equation, which is challenging to apply directly due to the characteristics of LKS boundary conditions. We demonstrate numerical examples for steady and unsteady problems involving non-thermal and thermal fluids, and the results are physically meaningful and consistent with previous research, exhibiting similar trends in parameter dependencies, such as the Reynolds number. Furthermore, the proposed method reduces memory usage by up to 75% compared to the conventional LBM in an unsteady thermal fluid problem.
This paper presents a convolution tensor decomposition based model reduction method for solving the Allen-Cahn equation. The Allen-Cahn equation is usually used to characterize phase separation or the motion of anti-phase boundaries in materials. Its solution is time-consuming when high-resolution meshes and large time scale integration are involved. To resolve these issues, the convolution tensor decomposition method is developed, in conjunction with a stabilized semi-implicit scheme for time integration. The development enables a powerful computational framework for high-resolution solutions of Allen-Cahn problems, and allows the use of relatively large time increments for time integration without violating the discrete energy law. To further improve the efficiency and robustness of the method, an adaptive algorithm is also proposed. Numerical examples have confirmed the efficiency of the method in both 2D and 3D problems. Orders-of-magnitude speedups were obtained with the method for high-resolution problems, compared to the finite element method. The proposed computational framework opens numerous opportunities for simulating complex microstructure formation in materials on large-volume high-resolution meshes at a deeply reduced computational cost.
A posteriori reduced-order models (ROM), e.g. based on proper orthogonal decomposition (POD), are essential to affordably tackle realistic parametric problems. They rely on a trustful training set, that is a family of full-order solutions (snapshots) representative of all possible outcomes of the parametric problem. Having such a rich collection of snapshots is not, in many cases, computationally viable. A strategy for data augmentation, designed for parametric laminar incompressible flows, is proposed to enrich poorly populated training sets. The goal is to include in the new, artificial snapshots emerging features, not present in the original basis, that do enhance the quality of the reduced basis (RB) constructed using POD dimensionality reduction. The methodologies devised are based on exploiting basic physical principles, such as mass and momentum conservation, to construct physically-relevant, artificial snapshots at a fraction of the cost of additional full-order solutions. Interestingly, the numerical results show that the ideas exploiting only mass conservation (i.e., incompressibility) are not producing significant added value with respect to the standard linear combinations of snapshots. Conversely, accounting for the linearized momentum balance via the Oseen equation does improve the quality of the resulting approximation and therefore is an effective data augmentation strategy in the framework of viscous incompressible laminar flows. Numerical experiments of parametric flow problems, in two and three dimensions, at low and moderate values of the Reynolds number are presented to showcase the superior performance of the data-enriched POD-RB with respect to the standard ROM in terms of both accuracy and efficiency.
Time-variant standard Sylvester-conjugate matrix equations are presented as early time-variant versions of the complex conjugate matrix equations. Current solving methods include Con-CZND1 and Con-CZND2 models, both of which use ode45 for continuous model. Given practical computational considerations, discrete these models is also important. Based on Euler-forward formula discretion, Con-DZND1-2i model and Con-DZND2-2i model are proposed. Numerical experiments using step sizes of 0.1 and 0.001. The above experiments show that Con-DZND1-2i model and Con-DZND2-2i model exhibit different neural dynamics compared to their continuous counterparts, such as trajectory correction in Con-DZND2-2i model and the swallowing phenomenon in Con-DZND1-2i model, with convergence affected by step size. These experiments highlight the differences between optimizing sampling discretion errors and space compressive approximation errors in neural dynamics.
In this paper we construct high order numerical methods for solving third and fourth orders nonlinear functional differential equations (FDE). They are based on the discretization of iterative methods on continuous level with the use of the trapezoidal quadrature formulas with corrections. Depending on the number of terms in the corrections we obtain methods of $O(h^4)$ and $O(h^6)$ accuracy. Some numerical experiments demonstrate the validity of the obtained theoretical results. The approach used here for the third and fourth orders nonlinear functional differential equations can be applied to functional differential equations of any orders.
In this paper we consider a class of conjugate discrete-time Riccati equations (CDARE), arising originally from the linear quadratic regulation problem for discrete-time antilinear systems. Recently, we have proved the existence of the maximal solution to the CDARE with a nonsingular control weighting matrix under the framework of the constructive method. Our contribution in the work is to finding another meaningful Hermitian solutions, which has received little attention in this topic. Moreover, we show that some extremal solutions cannot be attained at the same time, and almost (anti-)stabilizing solutions coincide with some extremal solutions. It is to be expected that our theoretical results presented in this paper will play an important role in the optimal control problems for discrete-time antilinear systems.
We present and analyze two stabilized finite element methods for solving numerically the Poisson--Nernst--Planck equations. The stabilization we consider is carried out by using a shock detector and a discrete graph Laplacian operator for the ion equations, whereas the discrete equation for the electric potential need not be stabilized. Discrete solutions stemmed from the first algorithm preserve both maximum and minimum discrete principles. For the second algorithm, its discrete solutions are conceived so that they hold discrete principles and obey an entropy law provided that an acuteness condition is imposed for meshes. Remarkably the latter is found to be unconditionally stable. We validate our methodology through numerical experiments.
This paper presents a novel generic asymptotic expansion formula of expectations of multidimensional Wiener functionals through a Malliavin calculus technique. The uniform estimate of the asymptotic expansion is shown under a weaker condition on the Malliavin covariance matrix of the target Wiener functional. In particular, the method provides a tractable expansion for the expectation of an irregular functional of the solution to a multidimensional rough differential equation driven by fractional Brownian motion with Hurst index $H<1/2$, without using complicated fractional integral calculus for the singular kernel. In a numerical experiment, our expansion shows a much better approximation for a probability distribution function than its normal approximation, which demonstrates the validity of the proposed method.
This paper uses the Modified Projection Method to examine the errors in solving the boundary integral equation from Laplace equation. The analysis uses weighted norms, and parallel algorithms help solve the independent linear systems. By applying the method developed by Kulkarni, the study shows how the approximate solution behaves in polygonal domains. It also explores computational techniques using the double layer potential kernel to solve Laplace equation in these domains. The iterated Galerkin method provides an approximation of order 2r+2 in smooth domains. However, the corners in polygonal domains cause singularities that reduce the accuracy. Adjusting the mesh near these corners can almost restore accuracy when the error is measured using the uniform norm. This paper builds on the work of Rude et al. By using modified operator suggested by Kulkarni, superconvergence in iterated solutions is observed. This leads to an asymptotic error expansion, with the leading term being $O(h^4)$ and the remaining error term $O(h^6)$, resulting in a method with similar accuracy.