The pressure correction scheme is combined with interior penalty discontinuous Galerkin method to solve the time-dependent Navier-Stokes equations. Optimal error estimates are derived for the velocity in the L$^2$ norm in time and in space. Error bounds for the discrete time derivative of the velocity and for the pressure are also established.
This work analyzes a high order hybridizable discontinuous Galerkin (HDG) method for the linear elasticity problem in a domain not necessarily polyhedral. The domain is approximated by a polyhedral computational domain where the HDG solution can be computed. The introduction of the rotation as one of the unknowns allows us to use the gradient of the displacements to obtain an explicit representation of the boundary data in the computational domain. The boundary data is transferred from the true boundary to the computational boundary by line integrals, where the integrand depends on the Cauchy stress tensor and the rotation. Under closeness assumptions between the computational and true boundaries, the scheme is shown to be well-posed and optimal error estimates are provided even in the nearly incompressible. Numerical experiments in two-dimensions are presented.
In this paper we propose a deep learning based numerical scheme for strongly coupled FBSDE, stemming from stochastic control. It is a modification of the deep BSDE method in which the initial value to the backward equation is not a free parameter, and with a new loss function being the weighted sum of the cost of the control problem, and a variance term which coincides with the means square error in the terminal condition. We show by a numerical example that a direct extension of the classical deep BSDE method to FBSDE, fails for a simple linear-quadratic control problem, and motivate why the new method works. Under regularity and boundedness assumptions on the exact controls of time continuous and time discrete control problems we provide an error analysis for our method. We show empirically that the method converges for three different problems, one being the one that failed for a direct extension of the deep BSDE method.
Computations of incompressible flows with velocity boundary conditions require solution of a Poisson equation for pressure with all Neumann boundary conditions. Discretization of such a Poisson equation results in a rank-deficient matrix of coefficients. When a non-conservative discretization method such as finite difference, finite element, or spectral scheme is used, such a matrix also generates an inconsistency which makes the residuals in the iterative solution to saturate at a threshold level that depends on the spatial resolution and order of the discretization scheme. In this paper, we examine inconsistency for a high-order meshless discretization scheme suitable for solving the equations on a complex domain. The high order meshless method uses polyharmonic spline radial basis functions (PHS-RBF) with appended polynomials to interpolate scattered data and constructs the discrete equations by collocation. The PHS-RBF provides the flexibility to vary the order of discretization by increasing the degree of the appended polynomial. In this study, we examine the convergence of the inconsistency for different spatial resolutions and for different degrees of the appended polynomials by solving the Poisson equation for a manufactured solution as well as the Navier-Stokes equations for several fluid flows. We observe that the inconsistency decreases faster than the error in the final solution, and eventually becomes vanishing small at sufficient spatial resolution. The rate of convergence of the inconsistency is observed to be similar or better than the rate of convergence of the discretization errors. This beneficial observation makes it unnecessary to regularize the Poisson equation by fixing either the mean pressure or pressure at an arbitrary point. A simple point solver such as the SOR is seen to be well-convergent, although it can be further accelerated using multilevel methods.
In this paper we are concerned with Trefftz discretizations of the time-dependent linear wave equation in anisotropic media in arbitrary space dimensional domains $\Omega \subset \mathbb{R}^d~ (d\in \mathbb{N})$. We propose two variants of the Trefftz DG method, define novel plane wave basis functions based on rigorous choices of scaling transformations and coordinate transformations, and prove that the corresponding approximate solutions possess optimal-order error estimates with respect to the meshwidth $h$ and the condition number of the coefficient matrices, respectively. Besides, we propose the global Trefftz DG method combined with local DG methods to solve the time-dependent linear nonhomogeneous wave equation in anisotropic media. In particular, the error analysis holds for the (nonhomogeneous) Dirichlet, Neumann, and mixed boundary conditions from the original PDEs. Furthermore, a strategy to discretize the model in heterogeneous media is proposed. The numerical results verify the validity of the theoretical results, and show that the resulting approximate solutions possess high accuracy.
In this article, we have considered a nonlinear nonlocal time dependent fourth order equation demonstrating the deformation of a thin and narrow rectangular plate. We propose $C^1$ conforming virtual element method (VEM) of arbitrary order, $k\ge2$, to approximate the model problem numerically. We employ VEM to discretize the space variable and fully implicit scheme for temporal variable. Well-posedness of the fully discrete scheme is proved under certain conditions on the physical parameters, and we derive optimal order of convergence in both space and time variable. Finally, numerical experiments are presented to illustrate the behaviour of the proposed numerical scheme.
The aim of this work is to provide the first strong convergence result of numerical approximation of a general time-fractional second order stochastic partial differential equation involving a Caputo derivative in time of order $\alpha\in(\frac 12; 1)$ and driven simultaneously by a multiplicative standard Brownian motion and additive fBm with Hurst parameter $H\in(\frac 12, 1)$, more realistic to model the random effects on transport of particles in medium with thermal memory. We prove the existence and uniqueness results and perform the spatial discretization using the finite element and the temporal discretization using a fractional exponential integrator scheme. We provide the temporal and spatial convergence proofs for our fully discrete scheme and the result shows that the convergence orders depend on the regularity of the initial data, the power of the fractional derivative, and the Hurst parameter $H$.
The optimal receiver operating characteristic (ROC) curve, giving the maximum probability of detection as a function of the probability of false alarm, is a key information-theoretic indicator of the difficulty of a binary hypothesis testing problem (BHT). It is well known that the optimal ROC curve for a given BHT, corresponding to the likelihood ratio test, is theoretically determined by the probability distribution of the observed data under each of the two hypotheses. In some cases, these two distributions may be unknown or computationally intractable, but independent samples of the likelihood ratio can be observed. This raises the problem of estimating the optimal ROC for a BHT from such samples. The maximum likelihood estimator of the optimal ROC curve is derived, and it is shown to converge to the true optimal ROC curve in the \levy\ metric, as the number of observations tends to infinity. A classical empirical estimator, based on estimating the two types of error probabilities from two separate sets of samples, is also considered. The maximum likelihood estimator is observed in simulation experiments to be considerably more accurate than the empirical estimator, especially when the number of samples obtained under one of the two hypotheses is small. The area under the maximum likelihood estimator is derived; it is a consistent estimator of the true area under the optimal ROC curve.
We consider the approximation of the inverse square root of regularly accretive operators in Hilbert spaces. The approximation is of rational type and comes from the use of the Gauss-Legendre rule applied to a special integral formulation of the problem. We derive sharp error estimates, based on the use of the numerical range, and provide some numerical experiments. For practical purposes, the finite dimensional case is also considered. In this setting, the convergence is shown to be of exponential type.
In this paper we analyze a fully discrete scheme for a general Cahn-Hilliard equation coupled with a nonsteady Magneto-hydrodynamics flow, which describes two immiscible, incompressible and electrically conducting fluids with different mobilities, fluid viscosities and magnetic diffusivities. A typical fully discrete scheme, which is comprised of conforming finite element method and the Euler semi-implicit discretization based on a convex splitting of the energy of the equation is considered in detail. We prove that our scheme is unconditionally energy stability and obtain some optimal error estimates for the concentration field, the chemical potential, the velocity field, the magnetic field and the pressure. The results of numerical tests are presented to validate the rates of convergence.
A general class of KdV-type wave equations regularized with a convolution-type nonlocality in space is considered. The class differs from the class of the nonlinear nonlocal unidirectional wave equations previously studied by the addition of a linear convolution term involving third-order derivative. To solve the Cauchy problem we propose a semi-discrete numerical method based on a uniform spatial discretization, that is an extension of a previously published work of the present authors. We prove uniform convergence of the numerical method as the mesh size goes to zero. We also prove that the localization error resulting from localization to a finite domain is significantly less than a given threshold if the finite domain is large enough. To illustrate the theoretical results, some numerical experiments are carried out for the Rosenau-KdV equation, the Rosenau-BBM-KdV equation and a convolution-type integro-differential equation. The experiments conducted for three particular choices of the kernel function confirm the error estimates that we provide.