In this paper we consider the semi-discretization in space of a first order scalar transport equation. For the space discretization we use standard continuous finite elements. To obtain stability we add a penalty on the jump of the gradient over element faces. We recall some global error estimates for smooth and rough solutions and then prove a new local error estimate for the transient linear transport equation. In particular we show that in the stabilized method the effect of non-smooth features in the solution decay exponentially from the space time zone where the solution is rough so that smooth features will be transported unperturbed. Locally the $L^2$-norm error converges with the expected order $O(h^{k+\frac12})$. We then illustrate the results numerically. In particular we show the good local accuracy in the smooth zone of the stabilized method and that the standard Galerkin fails to approximate a solution that is smooth at the final time if discontinuities have been present in the solution at some time during the evolution.
We consider the problem of structured tensor denoising in the presence of unknown permutations. Such data problems arise commonly in recommendation system, neuroimaging, community detection, and multiway comparison applications. Here, we develop a general family of smooth tensor models up to arbitrary index permutations; the model incorporates the popular tensor block models and Lipschitz hypergraphon models as special cases. We show that a constrained least-squares estimator in the block-wise polynomial family achieves the minimax error bound. A phase transition phenomenon is revealed with respect to the smoothness threshold needed for optimal recovery. In particular, we find that a polynomial of degree up to $(m-2)(m+1)/2$ is sufficient for accurate recovery of order-$m$ tensors, whereas higher degree exhibits no further benefits. This phenomenon reveals the intrinsic distinction for smooth tensor estimation problems with and without unknown permutations. Furthermore, we provide an efficient polynomial-time Borda count algorithm that provably achieves optimal rate under monotonicity assumptions. The efficacy of our procedure is demonstrated through both simulations and Chicago crime data analysis.
We show that the error probability of reconstructing kernel matrices from Random Fourier Features for the Gaussian kernel function is at most $\mathcal{O}(R^{2/3} \exp(-D))$, where $D$ is the number of random features and $R$ is the diameter of the data domain. We also provide an information-theoretic method-independent lower bound of $\Omega((1-\exp(-R^2)) \exp(-D))$. Compared to prior work, we are the first to show that the error probability for random Fourier features is independent of the dimensionality of data points. As applications of our theory, we obtain dimension-independent bounds for kernel ridge regression and support vector machines.
A version of the convexification globally convergent numerical method is constructed for a coefficient inverse problem for a wave-like partial differential equation. The presence of the Carleman Weight Function in the corresponding Tikhonov-like cost functional ensures the global strict convexity of this functional. Numerical results are presented to illustrate the effectiveness and efficiency of the proposed method.
We propose and analyze a pressure-stabilized projection Lagrange--Galerkin scheme for the transient Oseen problem. The proposed scheme inherits the following advantages from the projection Lagrange--Galerkin scheme. The first advantage is computational efficiency. The scheme decouples the computation of each component of the velocity and pressure. The other advantage is essential unconditional stability. Here we also use the equal-order approximation for the velocity and pressure, and add a symmetric pressure stabilization term. This enriched pressure space enables us to obtain accurate solutions for small viscosity. First, we show an error estimate for the velocity for small viscosity. Then we show convergence results for the pressure. Numerical examples of a test problem show higher accuracy of the proposed scheme for small viscosity.
The thermal radiative transfer (TRT) equations form an integro-differential system that describes the propagation and collisional interactions of photons. Computing accurate and efficient numerical solutions TRT are challenging for several reasons, the first of which is that TRT is defined on a high-dimensional phase. In order to reduce the dimensionality of the phase space, classical approaches such as the P$_N$ (spherical harmonics) or the S$_N$ (discrete ordinates) ansatz are often used in the literature. In this work, we introduce a novel approach: the hybrid discrete (H$^T_N$) approximation to the radiative thermal transfer equations. This approach acquires desirable properties of both P$_N$ and S$_N$, and indeed reduces to each of these approximations in various limits: H$^1_N$ $\equiv$ P$_N$ and H$^T_0$ $\equiv$ S$_T$. We prove that H$^T_N$ results in a system of hyperbolic equations for all $T\ge 1$ and $N\ge 0$. Another challenge in solving the TRT system is the inherent stiffness due to the large timescale separation between propagation and collisions, especially in the diffusive (i.e., highly collisional) regime. This stiffness challenge can be partially overcome via implicit time integration, although fully implicit methods may become computationally expensive due to the strong nonlinearity and system size. On the other hand, explicit time-stepping schemes that are not also asymptotic-preserving in the highly collisional limit require resolving the mean-free path between collisions, making such schemes prohibitively expensive. In this work we develop a numerical method that is based on a nodal discontinuous Galerkin discretization in space, coupled with a semi-implicit discretization in time. We conduct several numerical experiments to verify the accuracy, efficiency, and robustness of the H$^T_N$ ansatz and the numerical discretizations.
We consider an elliptic linear-quadratic parameter estimation problem with a finite number of parameters. An adaptive finite element method driven by an a posteriori error estimator for the error in the parameters is presented. Unlike prior results in the literature, our estimator, which is composed of standard energy error residual estimators for the state equation and suitable co-state problems, reflects the faster convergence of the parameter error compared to the (co)-state variables. We show optimal convergence rates of our method; in particular and unlike prior works, we prove that the estimator decreases with a rate that is the sum of the best approximation rates of the state and co-state variables. Experiments confirm that our method matches the convergence rate of the parameter error.
In this paper, we revisit the $L_2$-norm error estimate for $C^0$-interior penalty analysis of Dirichlet boundary control problem governed by biharmonic operator. In this work, we have relaxed the interior angle condition of the domain from $120$ degrees to $180$ degrees, therefore this analysis can be carried out for any convex domain. The theoretical findings are illustrated by numerical experiments. Moreover, we propose a new analysis to derive the error estimates for the biharmonic equation with Cahn-Hilliard type boundary condition under minimal regularity assumption.
We consider the Dynamical Low Rank (DLR) approximation of random parabolic equations and propose a class of fully discrete numerical schemes. Similarly to the continuous DLR approximation, our schemes are shown to satisfy a discrete variational formulation. By exploiting this property, we establish stability of our schemes: we show that our explicit and semi-implicit versions are conditionally stable under a parabolic type CFL condition which does not depend on the smallest singular value of the DLR solution; whereas our implicit scheme is unconditionally stable. Moreover, we show that, in certain cases, the semi-implicit scheme can be unconditionally stable if the randomness in the system is sufficiently small. Furthermore, we show that these schemes can be interpreted as projector-splitting integrators and are strongly related to the scheme proposed by Lubich et al. [BIT Num. Math., 54:171-188, 2014; SIAM J. on Num. Anal., 53:917-941, 2015], to which our stability analysis applies as well. The analysis is supported by numerical results showing the sharpness of the obtained stability conditions.
We describe a new approach to derive numerical approximations of boundary conditions for high-order accurate finite-difference approximations. The approach, called the Local Compatibility Boundary Condition (LCBC) method, uses boundary conditions and compatibility boundary conditions derived from the governing equations, as well as interior and boundary grid values, to construct a local polynomial, whose degree matches the order of accuracy of the interior scheme, centered at each boundary point. The local polynomial is then used to derive a discrete formula for each ghost point in terms of the data. This approach leads to centered approximations that are generally more accurate and stable than one-sided approximations. Moreover, the stencil approximations are local since they do not couple to neighboring ghost-point values which can occur with traditional compatibility conditions. The local polynomial is derived using continuous operators and derivatives which enables the automatic construction of stencil approximations at different orders of accuracy. The LCBC method is developed here for problems governed by second-order partial differential equations, and it is verified for a wide range of sample problems, both time-dependent and time-independent, in two space dimensions and for schemes up to sixth-order accuracy.
In this paper, we develop a high order residual distribution (RD) method for solving steady state conservation laws in a novel Hermite weighted essentially non-oscillatory (HWENO) framework recently developed in [24]. In particular, we design a high order HWENO integration for the integrals of source term and fluxes based on the point value of the solution and its spatial derivatives, and the principles of residual distribution schemes are adapted to obtain steady state solutions. Two advantages of the novel HWENO framework have been shown in [24]: first, compared with the traditional HWENO framework, the proposed method does not need to introduce additional auxiliary equations to update the derivatives of the unknown variable, and just compute them from the current point value of the solution and its old spatial derivatives, which saves the computational storage and CPU time, and thereby improve the computational efficiency of the traditional HWENO framework. Second, compared with the traditional WENO method, reconstruction stencil of the HWENO methods becomes more compact, their boundary treatment is simpler, and the numerical errors are smaller at the same grid. Thus, it is also a compact scheme when we design the higher order accuracy, compared with that in [11] Chou and Shu proposed. Extensive numerical experiments for one- and two-dimensional scalar and systems problems confirm the high order accuracy and good quality of our scheme.