In this paper we consider a linearized variable-time-step two-step backward differentiation formula (BDF2) scheme for solving nonlinear parabolic equations. The scheme is constructed by using the variable time-step BDF2 for the linear term and a Newton linearized method for the nonlinear term in time combining with a Galerkin finite element method (FEM) in space. We prove the unconditionally optimal error estimate of the proposed scheme under mild restrictions on the ratio of adjacent time-steps, i.e. $0<r_k < r_{\max} \approx 4.8645$ and on the maximum time step. The proof involves the discrete orthogonal convolution (DOC) and discrete complementary convolution (DCC) kernels, and the error splitting approach. In addition, our analysis also shows that the first level solution $u^1$ obtained by BDF1 (i.e. backward Euler scheme) does not cause the loss of global accuracy of second order. Numerical examples are provided to demonstrate our theoretical results.
In this paper we propose and analyze finite element discontinuous Galerkin methods for the one- and two-dimensional stochastic Maxwell equations with multiplicative noise. The discrete energy law of the semi-discrete DG methods were studied. Optimal error estimate of the semi-discrete method is obtained for the one-dimensional case, and the two-dimensional case on both rectangular meshes and triangular meshes under certain mesh assumptions. Strong Taylor 2.0 scheme is used as the temporal discretization. Both one- and two-dimensional numerical results are presented to validate the theoretical analysis results.
Mixed-dimensional elliptic equations exhibiting a hierarchical structure are commonly used to model problems with high aspect ratio inclusions, such as flow in fractured porous media. We derive general abstract estimates based on the theory of functional a posteriori error estimates, for which guaranteed upper bounds for the primal and dual variables and two-sided bounds for the primal-dual pair are obtained. We improve on the abstract results obtained with the functional approach by proposing four different ways of estimating the residual errors based on the extent the approximate solution has conservation properties, i.e.: (1) no conservation, (2) subdomain conservation, (3) grid-level conservation, and (4) exact conservation. This treatment results in sharper and fully computable estimates when mass is conserved either at the grid level or exactly, with a comparable structure to those obtained from grid-based a posteriori techniques. We demonstrate the practical effectiveness of our theoretical results through numerical experiments using four different discretization methods for synthetic problems and applications based on benchmarks of flow in fractured porous media.
We employ kernel-based approaches that use samples from a probability distribution to approximate a Kolmogorov operator on a manifold. The self-tuning variable-bandwidth kernel method [Berry & Harlim, Appl. Comput. Harmon. Anal., 40(1):68--96, 2016] computes a large, sparse matrix that approximates the differential operator. Here, we use the eigendecomposition of the discretization to (i) invert the operator, solving a differential equation, and (ii) represent gradient vector fields on the manifold. These methods only require samples from the underlying distribution and, therefore, can be applied in high dimensions or on geometrically complex manifolds when spatial discretizations are not available. We also employ an efficient $k$-$d$ tree algorithm to compute the sparse kernel matrix, which is a computational bottleneck.
We consider statistical models arising from the common set of solutions to a sparse polynomial system with general coefficients. The maximum likelihood degree counts the number of critical points of the likelihood function restricted to the model. We prove the maximum likelihood degree of a sparse polynomial system is determined by its Newton polytopes and equals the mixed volume of a related Lagrange system of equations.
This paper is a continuation of the work presented in [Chertock et al., Math. Cli. Weather Forecast. 5, 1 (2019), 65--106]. We study uncertainty propagation in warm cloud dynamics of weakly compressible fluids. The mathematical model is governed by a multiscale system of PDEs in which the macroscopic fluid dynamics is described by a weakly compressible Navier-Stokes system and the microscopic cloud dynamics is modeled by a convection-diffusion-reaction system. In order to quantify uncertainties present in the system, we derive and implement a generalized polynomial chaos stochastic Galerkin method. Unlike the first part of this work, where we restricted our consideration to the partially stochastic case in which the uncertainties were only present in the cloud physics equations, we now study a fully random Navier-Stokes-cloud model in which we include randomness in the macroscopic fluid dynamics as well. We conduct a series of numerical experiments illustrating the accuracy and efficiency of the developed approach.
This paper makes the first attempt to apply newly developed upwind GFDM for the meshless solution of two-phase porous flow equations. In the presented method, node cloud is used to flexibly discretize the computational domain, instead of complicated mesh generation. Combining with moving least square approximation and local Taylor expansion, spatial derivatives of oil-phase pressure at a node are approximated by generalized difference operators in the local influence domain of the node. By introducing the first-order upwind scheme of phase relative permeability, and combining the discrete boundary conditions, fully-implicit GFDM-based nonlinear discrete equations of the immiscible two-phase porous flow are obtained and solved by the nonlinear solver based on the Newton iteration method with the automatic differentiation, to avoid the additional computational cost and possible computational instability caused by sequentially coupled scheme. Two numerical examples are implemented to test the computational performances of the presented method. Detailed error analysis finds the two sources of the calculation error, roughly studies the convergence order thus find that the low-order error of GFDM makes the convergence order of GFDM lower than that of FDM when node spacing is small, and points out the significant effect of the symmetry or uniformity of the node collocation in the node influence domain on the accuracy of generalized difference operators, and the radius of the node influence domain should be small to achieve high calculation accuracy, which is a significant difference between the studied hyperbolic two-phase porous flow problem and the elliptic problems when GFDM is applied.
We study the numerical approximation by space-time finite element methods of a multi-physics system coupling hyperbolic elastodynamics with parabolic transport and modelling poro- and thermoelasticity. The equations are rewritten as a first-order system in time. Discretizations by continuous Galerkin methods in space and time with inf-sup stable pairs of finite elements for the spatial approximation of the unknowns are investigated. Optimal order error estimates of energy-type are proven. Superconvergence at the time nodes is addressed briefly. The error analysis can be extended to discontinuous and enriched Galerkin space discretizations. The error estimates are confirmed by numerical experiments.
We introduce a novel methodology for particle filtering in dynamical systems where the evolution of the signal of interest is described by a SDE and observations are collected instantaneously at prescribed time instants. The new approach includes the discretisation of the SDE and the design of efficient particle filters for the resulting discrete-time state-space model. The discretisation scheme converges with weak order 1 and it is devised to create a sequential dependence structure along the coordinates of the discrete-time state vector. We introduce a class of space-sequential particle filters that exploits this structure to improve performance when the system dimension is large. This is numerically illustrated by a set of computer simulations for a stochastic Lorenz 96 system with additive noise. The new space-sequential particle filters attain approximately constant estimation errors as the dimension of the Lorenz 96 system is increased, with a computational cost that increases polynomially, rather than exponentially, with the system dimension. Besides the new numerical scheme and particle filters, we provide in this paper a general framework for discrete-time filtering in continuous-time dynamical systems described by a SDE and instantaneous observations. Provided that the SDE is discretised using a weakly-convergent scheme, we prove that the marginal posterior laws of the resulting discrete-time state-space model converge to the posterior marginal posterior laws of the original continuous-time state-space model under a suitably defined metric. This result is general and not restricted to the numerical scheme or particle filters specifically studied in this manuscript.
The minimum energy path (MEP) describes the mechanism of reaction, and the energy barrier along the path can be used to calculate the reaction rate in thermal systems. The nudged elastic band (NEB) method is one of the most commonly used schemes to compute MEPs numerically. It approximates an MEP by a discrete set of configuration images, where the discretization size determines both computational cost and accuracy of the simulations. In this paper, we consider a discrete MEP to be a stationary state of the NEB method and prove an optimal convergence rate of the discrete MEP with respect to the number of images. Numerical simulations for the transitions of some several proto-typical model systems are performed to support the theory.
We introduce a fast solver for the phase field crystal (PFC) and functionalized Cahn-Hilliard (FCH) equations with periodic boundary conditions on a rectangular domain that features the preconditioned Nesterov accelerated gradient descent (PAGD) method. We discretize these problems with a Fourier collocation method in space, and employ various second-order schemes in time. We observe a significant speedup with this solver when compared to the preconditioned gradient descent (PGD) method. With the PAGD solver, fully implicit, second-order-in-time schemes are not only feasible to solve the PFC and FCH equations, but also do so more efficiently than some semi-implicit schemes in some cases where accuracy issues are taken into account. Benchmark computations of five different schemes for the PFC and FCH equations are conducted and the results indicate that, for the FCH experiments, the fully implicit schemes (midpoint rule and BDF2 equipped with the PAGD as a nonlinear time marching solver) perform better than their IMEX versions in terms of computational cost needed to achieve a certain precision. For the PFC, the results are not as conclusive as in the FCH experiments, which, we believe, is due to the fact that the nonlinearity in the PFC is milder nature compared to the FCH equation. We also discuss some practical matters in applying the PAGD. We introduce an averaged Newton preconditioner and a sweeping-friction strategy as heuristic ways to choose good preconditioner parameters. The sweeping-friction strategy exhibits almost as good a performance as the case of the best manually tuned parameters.