In this paper we develop a numerical method for efficiently approximating solutions of certain Zakai equations in high dimensions. The key idea is to transform a given Zakai SPDE into a PDE with random coefficients. We show that under suitable regularity assumptions on the coefficients of the Zakai equation, the corresponding random PDE admits a solution random field which, for almost all realizations of the random coefficients, can be written as a classical solution of a linear parabolic PDE. This makes it possible to apply the Feynman--Kac formula to obtain an efficient Monte Carlo scheme for computing approximate solutions of Zakai equations. The approach achieves good results in up to 25 dimensions with fast run times.
In this paper we analyze the weighted essentially non-oscillatory (WENO) schemes in the finite volume framework by examining the first step of the explicit third-order total variation diminishing Runge-Kutta method. The rationale for the improved performance of the finite volume WENO-M, WENO-Z and WENO-ZR schemes over WENO-JS in the first time step is that the nonlinear weights corresponding to large errors are adjusted to increase the accuracy of numerical solutions. Based on this analysis, we propose novel Z-type nonlinear weights of the finite volume WENO scheme for hyperbolic conservation laws. Instead of taking the difference of the smoothness indicators for the global smoothness indicator, we employ the logarithmic function with tuners to ensure that the numerical dissipation is reduced around discontinuities while the essentially non-oscillatory property is preserved. The proposed scheme does not necessitate substantial extra computational expenses. Numerical examples are presented to demonstrate the capability of the proposed WENO scheme in shock capturing.
An abstract property (H) is the key to a complete a priori error analysis in the (discrete) energy norm for several nonstandard finite element methods in the recent work [Lowest-order equivalent nonstandard finite element methods for biharmonic plates, Carstensen and Nataraj, M2AN, 2022]. This paper investigates the impact of (H) to the a posteriori error analysis and establishes known and novel explicit residual-based a posteriori error estimates. The abstract framework applies to Morley, two versions of discontinuous Galerkin, $C^0$ interior penalty, as well as weakly over-penalized symmetric interior penalty schemes for the biharmonic equation with a general source term in $H^{-2}(\Omega)$.
In this paper we propose polarized consensus-based dynamics in order to make consensus-based optimization (CBO) and sampling (CBS) applicable for objective functions with several global minima or distributions with many modes, respectively. For this, we ``polarize'' the dynamics with a localizing kernel and the resulting model can be viewed as a bounded confidence model for opinion formation in the presence of common objective. Instead of being attracted to a common weighted mean as in the original consensus-based methods, which prevents the detection of more than one minimum or mode, in our method every particle is attracted to a weighted mean which gives more weight to nearby particles. We prove that in the mean-field regime the polarized CBS dynamics are unbiased for Gaussian targets. We also prove that in the zero temperature limit and for sufficiently well-behaved strongly convex objectives the solution of the Fokker--Planck equation converges in the Wasserstein-2 distance to a Dirac measure at the minimizer. Finally, we propose a computationally more efficient generalization which works with a predefined number of clusters and improves upon our polarized baseline method for high-dimensional optimization.
In this paper, we propose a multiphysics finite element method for a quasi-static thermo-poroelasticity model with a nonlinear convective transport term. To design some stable numerical methods and reveal the multi-physical processes of deformation, diffusion and heat, we introduce three new variables to reformulate the original model into a fluid coupled problem. Then, we introduce an Newton's iterative algorithm by replacing the convective transport term with $\nabla T^{i}\cdot(\bm{K}\nabla p^{i-1})$, $\nabla T^{i-1}\cdot(\bm{K}\nabla p^{i})$ and $\nabla T^{i-1}\cdot(\bm{K}\nabla p^{i-1})$, and apply the Banach fixed point theorem to prove the convergence of the proposed method. Then, we propose a multiphysics finite element method with Newton's iterative algorithm, which is equivalent to a stabilized method, can effectively overcome the numerical oscillation caused by the nonlinear thermal convection term. Also, we prove that the fully discrete multiphysics finite element method has an optimal convergence order. Finally, we draw conclusions to summarize the main results of this paper.
In this paper, an innovative Physical Model-driven Neural Network (PMNN) method is proposed to solve time-fractional differential equations. It establishes a temporal iteration scheme based on physical model-driven neural networks which effectively combines deep neural networks (DNNs) with interpolation approximation of fractional derivatives. Specifically, once the fractional differential operator is discretized, DNNs are employed as a bridge to integrate interpolation approximation techniques with differential equations. On the basis of this integration, we construct a neural-based iteration scheme. Subsequently, by training DNNs to learn this temporal iteration scheme, approximate solutions to the differential equations can be obtained. The proposed method aims to preserve the intrinsic physical information within the equations as far as possible. It fully utilizes the powerful fitting capability of neural networks while maintaining the efficiency of the difference schemes for fractional differential equations. Moreover, we validate the efficiency and accuracy of PMNN through several numerical experiments.
We couple the L1 discretization of the Caputo fractional derivative in time with the Galerkin scheme to devise a linear numerical method for the semilinear subdiffusion equation. Two important points that we make are: nonsmooth initial data and time-dependent diffusion coefficient. We prove the stability and convergence of the method under weak assumptions concerning regularity of the diffusivity. We find optimal pointwise in space and global in time errors, which are verified with several numerical experiments.
Permutation pattern-avoidance is a central concept of both enumerative and extremal combinatorics. In this paper we study the effect of permutation pattern-avoidance on the complexity of optimization problems. In the context of the dynamic optimality conjecture (Sleator, Tarjan, STOC 1983), Chalermsook, Goswami, Kozma, Mehlhorn, and Saranurak (FOCS 2015) conjectured that the amortized access cost of an optimal binary search tree (BST) is $O(1)$ whenever the access sequence avoids some fixed pattern. They showed a bound of $2^{\alpha{(n)}^{O(1)}}$, which was recently improved to $2^{\alpha{(n)}(1+o(1))}$ by Chalermsook, Pettie, and Yingchareonthawornchai (2023); here $n$ is the BST size and $\alpha(\cdot)$ the inverse-Ackermann function. In this paper we resolve the conjecture, showing a tight $O(1)$ bound. This indicates a barrier to dynamic optimality: any candidate online BST (e.g., splay trees or greedy trees) must match this optimum, but current analysis techniques only give superconstant bounds. More broadly, we argue that the easiness of pattern-avoiding input is a general phenomenon, not limited to BSTs or even to data structures. To illustrate this, we show that when the input avoids an arbitrary, fixed, a priori unknown pattern, one can efficiently compute a $k$-server solution of $n$ requests from a unit interval, with total cost $n^{O(1/\log k)}$, in contrast to the worst-case $\Theta(n/k)$ bound; and a traveling salesman tour of $n$ points from a unit box, of length $O(\log{n})$, in contrast to the worst-case $\Theta(\sqrt{n})$ bound; similar results hold for the euclidean minimum spanning tree, Steiner tree, and nearest-neighbor graphs. We show both results to be tight. Our techniques build on the Marcus-Tardos proof of the Stanley-Wilf conjecture, and on the recently emerging concept of twin-width; we believe our techniques to be more generally applicable.
We propose a finite element discretization for the steady, generalized Navier-Stokes equations for fluids with shear-dependent viscosity, completed with inhomogeneous Dirichlet boundary conditions and an inhomogeneous divergence constraint. We establish (weak) convergence of discrete solutions as well as a priori error estimates for the velocity vector field and the scalar kinematic pressure. Numerical experiments complement the theoretical findings.
We present a multigrid algorithm to solve efficiently the large saddle-point systems of equations that typically arise in PDE-constrained optimization under uncertainty. The algorithm is based on a collective smoother that at each iteration sweeps over the nodes of the computational mesh, and solves a reduced saddle-point system whose size depends on the number $N$ of samples used to discretized the probability space. We show that this reduced system can be solved with optimal $O(N)$ complexity. We test the multigrid method on three problems: a linear-quadratic problem, possibly with a local or a boundary control, for which the multigrid method is used to solve directly the linear optimality system; a nonsmooth problem with box constraints and $L^1$-norm penalization on the control, in which the multigrid scheme is used within a semismooth Newton iteration; a risk-adverse problem with the smoothed CVaR risk measure where the multigrid method is called within a preconditioned Newton iteration. In all cases, the multigrid algorithm exhibits excellent performances and robustness with respect to the parameters of interest.
This paper proposes a strategy to solve the problems of the conventional s-version of finite element method (SFEM) fundamentally. Because SFEM can reasonably model an analytical domain by superimposing meshes with different spatial resolutions, it has intrinsic advantages of local high accuracy, low computation time, and simple meshing procedure. However, it has disadvantages such as accuracy of numerical integration and matrix singularity. Although several additional techniques have been proposed to mitigate these limitations, they are computationally expensive or ad-hoc, and detract from its strengths. To solve these issues, we propose a novel strategy called B-spline based SFEM. To improve the accuracy of numerical integration, we employed cubic B-spline basis functions with $C^2$-continuity across element boundaries as the global basis functions. To avoid matrix singularity, we applied different basis functions to different meshes. Specifically, we employed the Lagrange basis functions as local basis functions. The numerical results indicate that using the proposed method, numerical integration can be calculated with sufficient accuracy without any additional techniques used in conventional SFEM. Furthermore, the proposed method avoids matrix singularity and is superior to conventional methods in terms of convergence for solving linear equations. Therefore, the proposed method has the potential to reduce computation time while maintaining a comparable accuracy to conventional SFEM.