This paper studies the convergence of a spatial semidiscretization of a three-dimensional stochastic Allen-Cahn equation with multiplicative noise. For non-smooth initial data, the regularity of the mild solution is investigated, and an error estimate is derived within the spatial (L^2)-norm setting. In the case of smooth initial data, two error estimates are established within the framework of general spatial (L^q)-norms.
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We study the numerical solution of a Cahn-Hilliard/Allen-Cahn system with strong coupling through state and gradient dependent non-diagonal mobility matrices. A fully discrete approximation scheme in space and time is proposed which preserves the underlying gradient flow structure and leads to dissipation of the free-energy on the discrete level. Existence and uniqueness of the discrete solution is established and relative energy estimates are used to prove optimal convergence rates in space and time under minimal smoothness assumptions. Numerical tests are presented for illustration of the theoretical results and to demonstrate the viability of the proposed methods.
In a recent work [Manucci, Unger, ArXiv e-print 2404.10511, 2024], the authors propose using two generalized Lyapunov equations (GLEs) to derive a balancing-based model order reduction~(MOR) method for a general class of switched differential-algebraic equations (DAEs). This work explains why these GLEs provide solutions suitable for MOR by showing that the image set of the solutions of the two GLEs always encloses the reachable and observable set of a suitably defined switched system with the same input to output map of the switched DAE system.
We present a new algorithm for solving linear-quadratic regulator (LQR) problems with linear equality constraints, also known as constrained LQR (CLQR) problems. Our method's sequential runtime is linear in the number of stages and constraints, and its parallel runtime is logarithmic in the number of stages. The main technical contribution of this paper is the derivation of parallelizable techniques for eliminating the linear equality constraints while preserving the standard positive (semi-)definiteness requirements of LQR problems.
The mathematical formulation of sign-changing problems involves a linear second-order partial differential equation in the divergence form, where the coefficient can assume positive and negative values in different subdomains. These problems find their physical background in negative-index metamaterials, either as inclusions embedded into common materials as the matrix or vice versa. In this paper, we propose a numerical method based on the constraint energy minimizing generalized multiscale finite element method (CEM-GMsFEM) specifically designed for sign-changing problems. The construction of auxiliary spaces in the original CEM-GMsFEM is tailored to accommodate the sign-changing setting. The numerical results demonstrate the effectiveness of the proposed method in handling sophisticated coefficient profiles and the robustness of coefficient contrast ratios. Under several technical assumptions and by applying the \texttt{T}-coercivity theory, we establish the inf-sup stability and provide an a priori error estimate for the proposed method.
A high-order numerical method is developed for solving the Cahn-Hilliard-Navier-Stokes equations with the Flory-Huggins potential. The scheme is based on the $Q_k$ finite element with mass lumping on rectangular grids, the second-order convex splitting method, and the pressure correction method. The unique solvability, unconditional stability, and bound-preserving properties are rigorously established. The key to bound-preservation is the discrete $L^1$ estimate of the singular potential. Ample numerical experiments are performed to validate the desired properties of the proposed numerical scheme.
We consider the solution to the biharmonic equation in mixed form discretized by the Hybrid High-Order (HHO) methods. The two resulting second-order elliptic problems can be decoupled via the introduction of a new unknown, corresponding to the boundary value of the solution of the first Laplacian problem. This technique yields a global linear problem that can be solved iteratively via a Krylov-type method. More precisely, at each iteration of the scheme, two second-order elliptic problems have to be solved, and a normal derivative on the boundary has to be computed. In this work, we specialize this scheme for the HHO discretization. To this aim, an explicit technique to compute the discrete normal derivative of an HHO solution of a Laplacian problem is proposed. Moreover, we show that the resulting discrete scheme is well-posed. Finally, a new preconditioner is designed to speed up the convergence of the Krylov method. Numerical experiments assessing the performance of the proposed iterative algorithm on both two- and three-dimensional test cases are presented.
We perform numerical investigation of nearly self-similar blowup of generalized axisymmetric Navier-Stokes equations and Boussinesq system with a time-dependent fractional dimension. The dynamic change of the space dimension is proportional to the ratio R(t)/Z(t), where (R(t),Z(t)) is the position at which the maximum vorticity achieves its global maximum. This choice of space dimension is to ensure that the advection along the r-direction has the same scaling as that along the z-direction, thus preventing formation of two-scale solution structure. For the generalized axisymmetric Navier-Stokes equations with solution dependent viscosity, we show that the solution develops a self-similar blowup with dimension equal to 3.188 and the self-similar profile satisfies the axisymmetric Navier-Stokes equations with constant viscosity. We also study the nearly self-similar blowup of the axisymmetric Boussinesq system with constant viscosity. The generalized axisymmetric Boussinesq system preserves almost all the known properties of the 3D Navier-Stokes equations except for the conservation of angular momentum. We present convincing numerical evidence that the generalized axisymmetric Boussinesq system develops a stable nearly self-similar blowup solution with maximum vorticity increased by O(10^{30}).
The current study investigates the asymptotic spectral properties of a finite difference approximation of nonlocal Helmholtz equations with a Caputo fractional Laplacian and a variable coefficient wave number $\mu$, as it occurs when considering a wave propagation in complex media, characterized by nonlocal interactions and spatially varying wave speeds. More specifically, by using tools from Toeplitz and generalized locally Toeplitz theory, the present research delves into the spectral analysis of nonpreconditioned and preconditioned matrix-sequences. We report numerical evidences supporting the theoretical findings. Finally, open problems and potential extensions in various directions are presented and briefly discussed.
This paper explores the explicit design of quantum circuits for quantum simulation of partial differential equations (PDEs) with physical boundary conditions. These equations and/or their discretized forms usually do not evolve via unitary dynamics, thus are not suitable for quantum simulation. Boundary conditions (either time-dependent or independent) make the problem more difficult. To tackle this challenge, the Schrodingerisation method can be employed, which converts linear partial and ordinary differential equations with non-unitary dynamics into systems of Schrodinger-type equations, via the so-called warped phase transformation that maps the equation into one higher dimension. Despite advancements in Schrodingerisation techniques, the explicit implementation of quantum circuits for solving general PDEs, especially with physical boundary conditions, remains underdeveloped. We present two methods for handling the inhomogeneous terms arising from time-dependent physical boundary conditions. One approach utilizes Duhamel's principle to express the solution in integral form and employs linear combination of unitaries (LCU) for coherent state preparation. Another method applies an augmentation to transform the inhomogeneous problem into a homogeneous one. We then apply the quantum simulation technique from [CJL23] to transform the resulting non-autonomous system to an autonomous system in one higher dimension. We provide detailed implementations of these two methods and conduct a comprehensive complexity analysis in terms of queries to the time evolution input oracle.
In kinetic equations, external fields play a significant role, particularly when their strength is sufficient to balance collision effects, leading to the so-called high-field regime. Two typical examples are the Vlasov-Poisson-Fokker-Planck (VPFP) system in plasma physics and the Boltzmann equation in semiconductor physics. In this paper, we propose a generic asymptotic-preserving multiple-input DeepONet (AP-MIONet) method for solving these two kinetic equations with variable parameters in the high-field regime. Our method aims to tackle two major challenges in this regime: the additional variable parameters introduced by electric fields, and the absence of an explicit local equilibrium, which is a key component of asymptotic-preserving (AP) schemes. We leverage the multiple-input DeepONet (MIONet) architecture to accommodate additional parameters, and formulate the AP loss function by incorporating both the mass conservation law and the original kinetic system. This strategy can avoid reliance on the explicit local equilibrium, preserve the mass and adapt to non-equilibrium states. We demonstrate the effectiveness and efficiency of the proposed method through extensive numerical examples.
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