In this paper, we first present the general propagation multiple-relaxation-time lattice Boltzmann (GPMRT-LB) model and obtain the corresponding macroscopic finite-difference (GPMFD) scheme on conservative moments. Then based on the Maxwell iteration method, we conduct the analysis on the truncation errors and modified equations (MEs) of the GPMRT-LB model and GPMFD scheme at both diffusive and acoustic scalings. For the nonlinear anisotropic convection-diffusion equation (NACDE) and Navier-Stokes equations (NSEs), we also derive the first- and second-order MEs of the GPMRT-LB model and GPMFD scheme. In particular, for the one-dimensional convection-diffusion equation (CDE) with the constant velocity and diffusion coefficient, we can develop a fourth-order GPMRT-LB (F-GPMRT-LB) model and the corresponding fourth-order GPMFD (F-GPMFD) scheme at the diffusive scaling. Finally, two benchmark problems, Gauss hill problem and Poiseuille flow in two-dimensional space, are used to test the GPMRT-LB model and GPMFD scheme, and it is found that the numerical results are not only in good agreement with corresponding analytical solutions, but also have a second-order convergence rate in space. Additionally, a numerical study on one-dimensional CDE also demonstrates that the F-GPMRT-LB model and F-GPMFD scheme can achieve a fourth-order accuracy in space, which is consistent with our theoretical analysis.
In this paper, we introduce second order and fourth order space discretization via finite difference implementation of the finite element method for solving Fokker-Planck equations associated with irreversible processes. The proposed schemes are first order in time and second order and fourth order in space. Under mild mesh conditions and time step constraints for smooth solutions, the schemes are proved to be monotone, thus are positivity-preserving and energy dissipative. In particular, our scheme is suitable for capturing steady state solutions in large final time simulations.
In this paper, we develop a multiphysics finite element method for solving the quasi-static thermo-poroelasticity model with nonlinear permeability. The model involves multiple physical processes such as deformation, pressure, diffusion and heat transfer. To reveal the multi-physical processes of deformation, diffusion and heat transfer, we reformulate the original model into a fluid coupled problem that is general Stokes equation coupled with two reaction-diffusion equations. Then, we prove the existence and uniqueness of weak solution for the original problem by the $B$-operator technique and by sequence approximation for the reformulated problem. As for the reformulated problem we propose a fully discrete finite element method which can use arbitrary finite element pairs to solve the displacement $\bu$ pressure $\tau $ and variable $\varpi,\varsigma$, and the backward Euler method for time discretization. Finally, we give the stability analysis of the above proposed method, also we prove that the fully discrete multiphysics finite element method has an optimal convergence order. Numerical experiments show that the proposed method can achieve good results under different finite element pairs and are consistent with the theoretical analysis.
In this paper we consider from two different aspects the proximal alternating direction method of multipliers (ADMM) in Hilbert spaces. We first consider the application of the proximal ADMM to solve well-posed linearly constrained two-block separable convex minimization problems in Hilbert spaces and obtain new and improved non-ergodic convergence rate results, including linear and sublinear rates under certain regularity conditions. We next consider proximal ADMM as a regularization method for solving linear ill-posed inverse problems in Hilbert spaces. When the data is corrupted by additive noise, we establish, under a benchmark source condition, a convergence rate result in terms of the noise level when the number of iteration is properly chosen.
In this paper, we aim to address the open questions raised in various recent papers regarding characterization of circulant graphs with three or four distinct eigenvalues in their spectra. Our focus is on providing characterizations and constructing classes of graphs falling under this specific category. We present a characterization of circulant graphs with prime number order and unitary Cayley graphs with arbitrary order, both of which possess spectra displaying three or four distinct eigenvalues. Various constructions of circulant graphs with composite orders are provided whose spectra consist of four distinct eigenvalues. These constructions primarily utilize specific subgraphs of circulant graphs that already possess two or three eigenvalues in their spectra, employing graph operations like the tensor product, the union, and the complement. Finally, we characterize the iterated line graphs of unitary Cayley graphs whose spectra contain three or four distinct eigenvalues, and we show their non-circulant nature.
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.
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 work, we tackle the problem of minimising the Conditional-Value-at-Risk (CVaR) of output quantities of complex differential models with random input data, using gradient-based approaches in combination with the Multi-Level Monte Carlo (MLMC) method. In particular, we consider the framework of multi-level Monte Carlo for parametric expectations and propose modifications of the MLMC estimator, error estimation procedure, and adaptive MLMC parameter selection to ensure the estimation of the CVaR and sensitivities for a given design with a prescribed accuracy. We then propose combining the MLMC framework with an alternating inexact minimisation-gradient descent algorithm, for which we prove exponential convergence in the optimisation iterations under the assumptions of strong convexity and Lipschitz continuity of the gradient of the objective function. We demonstrate the performance of our approach on two numerical examples of practical relevance, which evidence the same optimal asymptotic cost-tolerance behaviour as standard MLMC methods for fixed design computations of output expectations.
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.
This work explores the relationship between the set of Wardrop equilibria~(WE) of a routing game, the total demand of that game, and the occurrence of Braess's paradox~(BP). The BP formalizes the counter-intuitive fact that for some networks, removing a path from the network decreases congestion at WE. For a single origin-destination routing games with affine cost functions, the first part of this work provides tools for analyzing the evolution of the WE as the demand varies. It characterizes the piece-wise affine nature of this dependence by showing that the set of directions in which the WE can vary in each piece is the solution of a variational inequality problem. In the process we establish various properties of changes in the set of used and minimal-cost paths as demand varies. As a consequence of these characterizations, we derive a procedure to obtain the WE for all demands above a certain threshold. The second part of the paper deals with detecting the presence of BP in a network. We supply a number of sufficient conditions that reveal the presence of BP and that are computationally tractable. We also discuss a different perspective on BP, where we establish that a path causing BP at a particular demand must be strictly beneficial to the network at a lower demand. Several examples throughout this work illustrate and elaborate our findings.
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.