In this paper we propose an explicit fully discrete scheme to numerically solve the stochastic Allen-Cahn equation. The spatial discretization is done by a spectral Galerkin method, followed by the temporal discretization by a tamed accelerated exponential Euler scheme. Based on the time-independent boundedness of moments of numerical solutions, we present the weak error analysis in an infinite time interval by using Malliavin calculus. This provides a way to numerically approximate the invariant measure for the stochastic Allen-Cahn equation.
In this paper, we introduce and analyze a numerical scheme for solving the Cauchy-Dirichlet problem associated with fractional nonlinear diffusion equations. These equations generalize the porous medium equation and the fast diffusion equation by incorporating a fractional diffusion term. We provide a rigorous analysis showing that the discretization preserves main properties of the continuous equations, including algebraic decay in the fractional porous medium case and the extinction phenomenon in the fractional fast diffusion case. The study is supported by extensive numerical simulations. In addition, we propose a novel method for accurately computing the extinction time for the fractional fast diffusion equation and illustrate numerically the convergence of rescaled solutions towards asymptotic profiles near the extinction time.
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.
We present a fully discrete Crank-Nicolson Fourier-spectral-Galerkin (FSG) scheme for approximating solutions of the fractional Korteweg-de Vries (KdV) equation, which involves a fractional Laplacian with exponent $\alpha \in [1,2]$ and a small dispersion coefficient of order $\varepsilon^2$. The solution in the limit as $\varepsilon \to 0$ is known as the zero dispersion limit. We demonstrate that the semi-discrete FSG scheme conserves the first three integral invariants, thereby structure preserving, and that the fully discrete FSG scheme is $L^2$-conservative, ensuring stability. Using a compactness argument, we constructively prove the convergence of the approximate solution to the unique solution of the fractional KdV equation in $C([0,T]; H_p^{1+\alpha}(\mathbb{R}))$ for the periodic initial data in $H_p^{1+\alpha}(\mathbb{R})$. The devised scheme achieves spectral accuracy for the initial data in $H_p^r,$ $r \geq 1+\alpha$ and exponential accuracy for the analytic initial data. Additionally, we establish that the approximation of the zero dispersion limit obtained from the fully discrete FSG scheme converges to the solution of the Hopf equation in $L^2$ as $\varepsilon \to 0$, up to the gradient catastrophe time $t_c$. Beyond $t_c$, numerical investigations reveal that the approximation converges to the asymptotic solution, which is weakly described by the Whitham's averaged equation within the oscillatory zone for $\alpha = 2$. Numerical results are provided to demonstrate the convergence of the scheme and to validate the theoretical findings.
In this work, we develop Crank-Nicolson-type iterative decoupled algorithms for a three-field formulation of Biot's consolidation model using total pressure. We begin by constructing an equivalent fully implicit coupled algorithm using the standard Crank-Nicolson method for the three-field formulation of Biot's model. Employing an iterative decoupled scheme to decompose the resulting coupled system, we derive two distinctive forms of Crank-Nicolson-type iterative decoupled algorithms based on the order of temporal computation and iteration: a time-stepping iterative decoupled algorithm and a global-in-time iterative decoupled algorithm. Notably, the proposed global-in-time algorithm supports a partially parallel-in-time feature. Capitalizing on the convergence properties of the iterative decoupled scheme, both algorithms exhibit second-order time accuracy and unconditional stability. Through numerical experiments, we validate theoretical predictions and demonstrate the effectiveness and efficiency of these novel approaches.
In this paper we develop a $C^0$-conforming virtual element method (VEM) for a class of second-order quasilinear elliptic PDEs in two dimensions. We present a posteriori error analysis for this problem and derive a residual based error estimator. The estimator is fully computable and we prove upper and lower bounds of the error estimator which are explicit in the local mesh size. We use the estimator to drive an adaptive mesh refinement algorithm. A handful of numerical test problems are carried out to study the performance of the proposed error indicator.
To solve the Cahn-Hilliard equation numerically, a new time integration algorithm is proposed, which is based on a combination of the Eyre splitting and the local iteration modified (LIM) scheme. The latter is employed to tackle the implicit system arising each time integration step. The proposed method is gradient-stable and allows to use large time steps, whereas, regarding its computational structure, it is an explicit time integration scheme. Numerical tests are presented to demonstrate abilities of the new method and to compare it with other time integration methods for Cahn-Hilliard equation.
The Roman domination in a graph $G$ is a variant of the classical domination, defined by means of a so-called Roman domination function $f\colon V(G)\to \{0,1,2\}$ such that if $f(v)=0$ then, the vertex $v$ is adjacent to at least one vertex $w$ with $f(w)=2$. The weight $f(G)$ of a Roman dominating function of $G$ is the sum of the weights of all vertices of $G$, that is, $f(G)=\sum_{u\in V(G)}f(u)$. The Roman domination number $\gamma_R(G)$ is the minimum weight of a Roman dominating function of $G$. In this paper we propose algorithms to compute this parameter involving the $(\min,+)$ powers of large matrices with high computational requirements and the GPU (Graphics Processing Unit) allows us to accelerate such operations. Specific routines have been developed to efficiently compute the $(\min ,+)$ product on GPU architecture, taking advantage of its computational power. These algorithms allow us to compute the Roman domination number of cylindrical graphs $P_m\Box C_n$ i.e., the Cartesian product of a path and a cycle, in cases $m=7,8,9$, $ n\geq 3$ and $m\geq $10$, n\equiv 0\pmod 5$. Moreover, we provide a lower bound for the remaining cases $m\geq 10, n\not\equiv 0\pmod 5$.
In this paper, we introduce and analyze a mixed formulation for the Oseen eigenvalue problem by introducing the pseudostress tensor as a new unknown, allowing us to eliminate the fluid pressure. The well-posedness of the solution operator is established using a fixed-point argument. For the numerical analysis, we use the tensorial versions of Raviart-Thomas and Brezzi-Douglas-Marini elements to approximate the pseudostress, and piecewise polynomials for the velocity. Convergence and a priori error estimates are derived based on compact operator theory. We present a series of numerical tests in two and three dimensions to confirm the theoretical findings.
We propose a new simple and explicit numerical scheme for time-homogeneous stochastic differential equations. The scheme is based on sampling increments at each time step from a skew-symmetric probability distribution, with the level of skewness determined by the drift and volatility of the underlying process. We show that as the step-size decreases the scheme converges weakly to the diffusion of interest, and also prove path-wise accuracy in a particular setting. We then consider the problem of simulating from the limiting distribution of an ergodic diffusion process using the numerical scheme with a fixed step-size. We establish conditions under which the numerical scheme converges to equilibrium at a geometric rate, and quantify the bias between the equilibrium distributions of the scheme and of the true diffusion process. Notably, our results do not require a global Lipschitz assumption on the drift, in contrast to those required for the Euler--Maruyama scheme for long-time simulation at fixed step-sizes. Our weak convergence result relies on an extension of the theory of Milstein \& Tretyakov to stochastic differential equations with non-Lipschitz drift, which could also be of independent interest. We support our theoretical results with numerical simulations.
In this paper, we develop a numerical method for determining the potential in one and two dimensional fractional Calder\'{o}n problems with a single measurement. Finite difference scheme is employed to discretize the fractional Laplacian, and the parameter reconstruction is formulated into a variational problem based on Tikhonov regularization to obtain a stable and accurate solution. Conjugate gradient method is utilized to solve the variational problem. Moreover, we also provide a suggestion to choose the regularization parameter. Numerical experiments are performed to illustrate the efficiency and effectiveness of the developed method and verify the theoretical results.