We study discretizations of fractional fully nonlinear equations by powers of discrete Laplacians. Our problems are parabolic and of order $\sigma\in(0,2)$ since they involve fractional Laplace operators $(-\Delta)^{\sigma/2}$. They arise e.g.~in control and game theory as dynamic programming equations, and solutions are non-smooth in general and should be interpreted as viscosity solutions. Our approximations are realized as finite-difference quadrature approximations and are 2nd order accurate for all values of $\sigma$. The accuracy of previous approximations depend on $\sigma$ and are worse when $\sigma$ is close to $2$. We show that the schemes are monotone, consistent, $L^\infty$-stable, and convergent using a priori estimates, viscosity solutions theory, and the method of half-relaxed limits. We present several numerical examples.
Sylvester matrix equations are ubiquitous in scientific computing. However, few solution techniques exist for their generalized multiterm version, as they now arise in an increasingly large number of applications. In this work, we consider algebraic parameter-free preconditioning techniques for the iterative solution of generalized multiterm Sylvester equations. They consist in constructing low Kronecker rank approximations of either the operator itself or its inverse. While the former requires solving standard Sylvester equations in each iteration, the latter only requires matrix-matrix multiplications, which are highly optimized on modern computer architectures. Moreover, low Kronecker rank approximate inverses can be easily combined with sparse approximate inverse techniques, thereby enhancing their performance with little or no damage to their effectiveness.
Many applications rely on solving time-dependent partial differential equations (PDEs) that include second derivatives. Summation-by-parts (SBP) operators are crucial for developing stable, high-order accurate numerical methodologies for such problems. Conventionally, SBP operators are tailored to the assumption that polynomials accurately approximate the solution, and SBP operators should thus be exact for them. However, this assumption falls short for a range of problems for which other approximation spaces are better suited. We recently addressed this issue and developed a theory for first-derivative SBP operators based on general function spaces, coined function-space SBP (FSBP) operators. In this paper, we extend the innovation of FSBP operators to accommodate second derivatives. The developed second-derivative FSBP operators maintain the desired mimetic properties of existing polynomial SBP operators while allowing for greater flexibility by being applicable to a broader range of function spaces. We establish the existence of these operators and detail a straightforward methodology for constructing them. By exploring various function spaces, including trigonometric, exponential, and radial basis functions, we illustrate the versatility of our approach. The work presented here opens up possibilities for using second-derivative SBP operators based on suitable function spaces, paving the way for a wide range of applications in the future.
The noncommutative sum-of-squares (ncSoS) hierarchy was introduced by Navascu\'{e}s-Pironio-Ac\'{i}n as a sequence of semidefinite programming relaxations for approximating values of noncommutative polynomial optimization problems, which were originally intended to generalize quantum values of nonlocal games. Recent work has started to analyze the hierarchy for approximating ground energies of local Hamiltonians, initially through rounding algorithms which output product states for degree-2 ncSoS applied to Quantum Max-Cut. Some rounding methods are known which output entangled states, but they use degree-4 ncSoS. Based on this, Hwang-Neeman-Parekh-Thompson-Wright conjectured that degree-2 ncSoS cannot beat product state approximations for Quantum Max-Cut and gave a partial proof relying on a conjectural generalization of Borrell's inequality. In this work we consider a family of Hamiltonians (called the quantum rotor model in condensed matter literature or lattice $O(k)$ vector model in quantum field theory) with infinite-dimensional local Hilbert space $L^{2}(S^{k - 1})$, and show that a degree-2 ncSoS relaxation approximates the ground state energy better than any product state.
The theory of mixed finite element methods for solving different types of elliptic partial differential equations in saddle point formulation is well established since many decades. This topic was mostly studied for variational formulations defined upon the same product spaces of both shape- and test-pairs of primal variable-multiplier. Whenever either these spaces or the two bilinear forms involving the multiplier are distinct, the saddle point problem is asymmetric. The three inf-sup conditions to be satisfied by the product spaces stipulated in work on the subject, in order to guarantee well-posedness, are well known. However, the material encountered in the literature addressing the approximation of this class of problems left room for improvement and clarifications. After making a brief review of the existing contributions to the topic that justifies such an assertion, in this paper we set up finer global error bounds for the pair primal variable-multiplier solving an asymmetric saddle point problem. Besides well-posedness, the three constants in the aforementioned inf-sup conditions are identified as all that is needed for determining the stability constant appearing therein, whose expression is exhibited. As a complement, refined error bounds depending only on these three constants are given for both unknowns separately.
Exceptionally elegant formulae exist for the fractional Laplacian operator applied to weighted classical orthogonal polynomials. We utilize these results to construct a solver, based on frame properties, for equations involving the fractional Laplacian of any power, $s \in (0,1)$, on an unbounded domain in one or two dimensions. The numerical method represents solutions in an expansion of weighted classical orthogonal polynomials as well as their unweighted counterparts with a specific extension to $\mathbb{R}^d$, $d \in \{1,2\}$. We examine the frame properties of this family of functions for the solution expansion and, under standard frame conditions, derive an a priori estimate for the stationary equation. Moreover, we prove one achieves the expected order of convergence when considering an implicit Euler discretization in time for the fractional heat equation. We apply our solver to numerous examples including the fractional heat equation (utilizing up to a $6^\text{th}$-order Runge--Kutta time discretization), a fractional heat equation with a time-dependent exponent $s(t)$, and a two-dimensional problem, observing spectral convergence in the spatial dimension for sufficiently smooth data.
We consider a class of linear Vlasov partial differential equations driven by Wiener noise. Different types of stochastic perturbations are treated: additive noise, multiplicative It\^o and Stratonovich noise, and transport noise. We propose to employ splitting integrators for the temporal discretization of these stochastic partial differential equations. These integrators are designed in order to preserve qualitative properties of the exact solutions depending on the stochastic perturbation, such as preservation of norms or positivity of the solutions. We provide numerical experiments in order to illustrate the properties of the proposed integrators and investigate mean-square rates of convergence.
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 "good" simplices. A numerical experiment confirms the theoretical result.
We present a new method to compute the solution to a nonlinear tensor differential equation with dynamical low-rank approximation. The idea of dynamical low-rank approximation is to project the differential equation onto the tangent space of a low-rank tensor manifold at each time. Traditionally, an orthogonal projection onto the tangent space is employed, which is challenging to compute for nonlinear differential equations. We introduce a novel interpolatory projection onto the tangent space that is easily computed for many nonlinear differential equations and satisfies the differential equation at a set of carefully selected indices. To select these indices, we devise a new algorithm based on the discrete empirical interpolation method (DEIM) that parameterizes any tensor train and its tangent space with tensor cross interpolants. We demonstrate the proposed method with applications to tensor differential equations arising from the discretization of partial differential equations.
We propose a new class of finite element approximations to ideal compressible magnetohydrodynamic equations in smooth regime. Following variational approximations developed for fluid models in the last decade, our discretizations are built via a discrete variational principle mimicking the continuous Euler-Poincar\'e principle, and to further exploit the geometrical structure of the problem, vector fields are represented by their action as Lie derivatives on differential forms of any degree. The resulting semi-discrete approximations are shown to conserve the total mass, entropy and energy of the solutions for a wide class of finite element approximations. In addition, the divergence-free nature of the magnetic field is preserved in a pointwise sense and a time discretization is proposed, preserving those invariants and giving a reversible scheme at the fully discrete level. Numerical simulations are conducted to verify the accuracy of our approach and its ability to preserve the invariants for several test problems.
The solution to a stochastic optimal control problem can be determined by computing the value function from a discretization of the associated Hamilton-Jacobi-Bellman equation. Alternatively, the problem can be reformulated in terms of a pair of forward-backward SDEs, which makes Monte-Carlo techniques applicable. More recently, the problem has also been viewed from the perspective of forward and reverse time SDEs and their associated Fokker-Planck equations. This approach is closely related to techniques used in diffusion-based generative models. Forward and reverse time formulations express the value function as the ratio of two probability density functions; one stemming from a forward McKean-Vlasov SDE and another one from a reverse McKean-Vlasov SDE. In this paper, we extend this approach to a more general class of stochastic optimal control problems and combine it with ensemble Kalman filter type and diffusion map approximation techniques in order to obtain efficient and robust particle-based algorithms.