The aim of this paper is to develop a refined error estimate of L1/finite element scheme for a reaction-subdiffusion equation with constant delay $\tau$ and uniform time mesh. Under the non-uniform multi-singularity assumption of exact solution in time, the local truncation errors of the L1 scheme with uniform mesh is investigated. Then we introduce a fully discrete finite element scheme of the considered problem. Next, a novel discrete fractional Gr\"onwall inequality with constant delay term is proposed, which does not include the increasing Mittag-Leffler function comparing with some popular other cases. By applying this Gr\"onwall inequality, we obtain the pointwise-in-time and piecewise-in-time error estimates of the finite element scheme without the Mittag-Leffler function. In particular, the latter shows that, for the considered interval $((i-1)\tau,i\tau]$, although the convergence in time is low for $i=1$, it will be improved as the increasing $i$, which is consistent with the factual assumption that the smoothness of the solution will be improved as the increasing $i$. Finally, we present some numerical tests to verify the developed theory.
We investigate a filtered Lie-Trotter splitting scheme for the ``good" Boussinesq equation and derive an error estimate for initial data with very low regularity. Through the use of discrete Bourgain spaces, our analysis extends to initial data in $H^{s}$ for $0<s\leq 2$, overcoming the constraint of $s>1/2$ imposed by the bilinear estimate in smooth Sobolev spaces. We establish convergence rates of order $\tau^{s/2}$ in $L^2$ for such levels of regularity. Our analytical findings are supported by numerical experiments.
This paper addresses the convergence analysis of a variant of the LevenbergMarquardt method (LMM) designed for nonlinear least-squares problems with non-zero residue. This variant, called LMM with Singular Scaling (LMMSS), allows the LMM scaling matrix to be singular, encompassing a broader class of regularizers, which has proven useful in certain applications. In order to establish local convergence results, a careful choice of the LMM parameter is made based on the gradient linearization error, dictated by the nonlinearity and size of the residual. Under completeness and local error bound assumptions we prove that the distance from an iterate to the set of stationary points goes to zero superlinearly and that the iterative sequence converges. Furthermore, we also study a globalized version of the method obtained using linesearch and prove that any limit point of the generated sequence is stationary. Some examples are provided to illustrate our theoretical results.
We construct a decoupled, first-order, fully discrete, and unconditionally energy stable scheme for the Cahn-Hilliard-Navier-Stokes equations. The scheme is divided into two main parts. The first part involves the calculation of the Cahn-Hilliard equations, and the other part is calculating the Navier-Stokes equations subsequently by utilizing the phase field and chemical potential values obtained from the above step. Specifically, the velocity in the Cahn-Hilliard equation is discretized explicitly at the discrete time level, which enables the computation of the Cahn-Hilliard equations is fully decoupled from that of Navier-Stokes equations. Furthermore, the pressure-correction projection method, in conjunction with the scalar auxiliary variable approach not only enables the discrete scheme to satisfy unconditional energy stability, but also allows the convective term in the Navier-Stokes equations to be treated explicitly. We subsequently prove that the time semi-discrete scheme is unconditionally stable and analyze the optimal error estimates for the fully discrete scheme. Finally, several numerical experiments validate the theoretical results.
In an error estimation of finite element solutions to the Poisson equation, we usually impose the shape regularity assumption on the meshes to be used. In this paper, we show that even if the shape regularity condition is violated, the standard error estimation can be obtained if "bad" elements elements that violate the shape regularity or maximum angle condition are covered virtually by simplices that satisfy the minimum angle condition. A numerical experiment illustrates the theoretical result.
In this paper, Lie symmetry analysis method is applied to the (2+1)-dimensional time fractional Kadomtsev-Petviashvili (KP) equation with the mixed derivative of Riemann-Liouville time-fractional derivative and integer-order $x$-derivative. We obtained all the Lie symmetries admitted by the KP equation and used them to reduce the (2+1)-dimensional fractional partial differential equation with Riemann-Liouville fractional derivative to some (1+1)-dimensional fractional partial differential equations with Erd\'{e}lyi-Kober fractional derivative or Riemann-Liouville fractional derivative, thereby getting some exact solutions of the reduced equations. In addition, the new conservation theorem and the generalization of Noether operators are developed to construct the conservation laws for the equation studied.
A low-rank approximation of a parameter-dependent matrix $A(t)$ is an important task in the computational sciences appearing for example in dynamical systems and compression of a series of images. In this work, we introduce AdaCUR, an efficient algorithm for computing a low-rank approximation of parameter-dependent matrices via CUR decomposition. The key idea for this algorithm is that for nearby parameter values, the column and row indices for the CUR decomposition can often be reused. AdaCUR is rank-adaptive, certifiable and has complexity that compares favourably against existing methods. A faster algorithm which we call FastAdaCUR that prioritizes speed over accuracy is also given, which is rank-adaptive and has complexity which is at most linear in the number of rows or columns, but without certification.
This work proposes a novel numerical scheme for solving the high-dimensional Hamilton-Jacobi-Bellman equation with a functional hierarchical tensor ansatz. We consider the setting of stochastic control, whereby one applies control to a particle under Brownian motion. In particular, the existence of diffusion presents a new challenge to conventional tensor network methods for deterministic optimal control. To overcome the difficulty, we use a general regression-based formulation where the loss term is the Bellman consistency error combined with a Sobolev-type penalization term. We propose two novel sketching-based subroutines for obtaining the tensor-network approximation to the action-value functions and the value functions, which greatly accelerate the convergence for the subsequent regression phase. We apply the proposed approach successfully to two challenging control problems with Ginzburg-Landau potential in 1D and 2D with 64 variables.
We present a proof showing that the weak error of a system of $n$ interacting stochastic particles approximating the solution of the McKean-Vlasov equation is $\mathcal O(n^{-1})$. Our proof is based on the Kolmogorov backward equation for the particle system and bounds on the derivatives of its solution, which we derive more generally using the variations of the stochastic particle system. The convergence rate is verified by numerical experiments, which also indicate that the assumptions made here and in the literature can be relaxed.
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.
The strong convergence of an explicit full-discrete scheme is investigated for the stochastic Burgers-Huxley equation driven by additive space-time white noise, which possesses both Burgers-type and cubic nonlinearities. To discretize the continuous problem in space, we utilize a spectral Galerkin method. Subsequently, we introduce a nonlinear-tamed exponential integrator scheme, resulting in a fully discrete scheme. Within the framework of semigroup theory, this study provides precise estimations of the Sobolev regularity, $L^\infty$ regularity in space, and H\"older continuity in time for the mild solution, as well as for its semi-discrete and full-discrete approximations. Building upon these results, we establish moment boundedness for the numerical solution and obtain strong convergence rates in both spatial and temporal dimensions. A numerical example is presented to validate the theoretical findings.