Our objective is to stabilise and accelerate the time-domain boundary element method (TDBEM) for the three-dimensional wave equation. To overcome the potential time instability, we considered using the Burton--Miller-type boundary integral equation (BMBIE) instead of the ordinary boundary integral equation (OBIE), which consists of the single- and double-layer potentials. In addition, we introduced a smooth temporal basis, i.e. the B-spline temporal basis of order $d$, whereas $d=1$ was used together with the OBIE in a previous study [Takahashi 2014]. Corresponding to these new techniques, we generalised the interpolation-based fast multipole method that was developed in \cite{takahashi2014}. In particular, we constructed the multipole-to-local formula (M2L) so that even for $d\ge 2$ we can maintain the computational complexity of the entire algorithm, i.e. $O(N_{\rm s}^{1+\delta} N_{\rm t})$, where $N_{\rm s}$ and $N_{\rm t}$ denote the number of boundary elements and the number of time steps, respectively, and $\delta$ is theoretically estimated as $1/3$ or $1/2$. The numerical examples indicated that the BMBIE is indispensable for solving the homogeneous Dirichlet problem, but the order $d$ cannot exceed 1 owing to the doubtful cancellation of significant digits when calculating the corresponding layer potentials. In regard to the homogeneous Neumann problem, the previous TDBEM based on the OBIE with $d=1$ can be unstable, whereas it was found that the BMBIE with $d=2$ can be stable and accurate. The present study will enhance the usefulness of the TDBEM for 3D scalar wave problems.
We consider a class of statistical estimation problems in which we are given a random data matrix ${\boldsymbol X}\in {\mathbb R}^{n\times d}$ (and possibly some labels ${\boldsymbol y}\in{\mathbb R}^n$) and would like to estimate a coefficient vector ${\boldsymbol \theta}\in{\mathbb R}^d$ (or possibly a constant number of such vectors). Special cases include low-rank matrix estimation and regularized estimation in generalized linear models (e.g., sparse regression). First order methods proceed by iteratively multiplying current estimates by ${\boldsymbol X}$ or its transpose. Examples include gradient descent or its accelerated variants. Celentano, Montanari, Wu proved that for any constant number of iterations (matrix vector multiplications), the optimal first order algorithm is a specific approximate message passing algorithm (known as `Bayes AMP'). The error of this estimator can be characterized in the high-dimensional asymptotics $n,d\to\infty$, $n/d\to\delta$, and provides a lower bound to the estimation error of any first order algorithm. Here we present a simpler proof of the same result, and generalize it to broader classes of data distributions and of first order algorithms, including algorithms with non-separable nonlinearities. Most importantly, the new proof technique does not require to construct an equivalent tree-structured estimation problem, and is therefore susceptible of a broader range of applications.
We consider the inverse problem of reconstructing the boundary curve of a cavity embedded in a bounded domain. The problem is formulated in two dimensions for the wave equation. We combine the Laguerre transform with the integral equation method and we reduce the inverse problem to a system of boundary integral equations. We propose an iterative scheme that linearizes the equation using the Fr\'echet derivative of the forward operator. The application of special quadrature rules results to an ill-conditioned linear system which we solve using Tikhonov regularization. The numerical results show that the proposed method produces accurate and stable reconstructions.
In this article we develop the Constraint Energy Minimizing Generalized Multiscale Finite Element Method (CEM-GMsFEM) for elliptic partial differential equations with inhomogeneous Dirichlet, Neumann, and Robin boundary conditions, and the high contrast property emerges from the coefficients of elliptic operators and Robin boundary conditions. By careful construction of multiscale bases of the CEM-GMsFEM, we introduce two operators $\mathcal{D}^m$ and $\mathcal{N}^m$ which are used to handle inhomogeneous Dirichlet and Neumann boundary values and are also proved to converge independently of contrast ratios as enlarging oversampling regions. We provide a priori error estimate and show that oversampling layers are the key factor in controlling numerical errors. A series of experiments are conducted, and those results reflect the reliability of our methods even with high contrast ratios.
We introduce a new numerical method for solving time-harmonic acoustic scattering problems. The main focus is on plane waves scattered by smoothly varying material inhomogeneities. The proposed method works for any frequency $\omega$, but is especially efficient for high-frequency problems. It is based on a time-domain approach and consists of three steps: \emph{i)} computation of a suitable incoming plane wavelet with compact support in the propagation direction; \emph{ii)} solving a scattering problem in the time domain for the incoming plane wavelet; \emph{iii)} reconstruction of the time-harmonic solution from the time-domain solution via a Fourier transform in time. An essential ingredient of the new method is a front-tracking mesh adaptation algorithm for solving the problem in \emph{ii)}. By exploiting the limited support of the wave front, this allows us to make the number of the required degrees of freedom to reach a given accuracy significantly less dependent on the frequency $\omega$. We also present a new algorithm for computing the Fourier transform in \emph{iii)} that exploits the reduced number of degrees of freedom corresponding to the adapted meshes. Numerical examples demonstrate the advantages of the proposed method and the fact that the method can also be applied with external source terms such as point sources and sound-soft scatterers. The gained efficiency, however, is limited in the presence of trapping modes.
We present a four-field Virtual Element discretization for the time-dependent resistive Magnetohydrodynamics equations in three space dimensions, focusing on the semi-discrete formulation. The proposed method employs general polyhedral meshes and guarantees velocity and magnetic fields that are divergence free up to machine precision. We provide a full convergence analysis under suitable regularity assumptions, which is validated by some numerical tests.
In this work we present a novel bulk-surface virtual element method (BSVEM) for the numerical approximation of elliptic bulk-surface partial differential equations (BSPDEs) in three space dimensions. The BSVEM is based on the discretisation of the bulk domain into polyhedral elements with arbitrarily many faces. The polyhedral approximation of the bulk induces a polygonal approximation of the surface. Firstly, we present a geometric error analysis of bulk-surface polyhedral meshes independent of the numerical method. Then, we show that BSVEM has optimal second-order convergence in space, provided the exact solution is $H^{2+3/4}$ in the bulk and $H^2$ on the surface, where the additional $\frac{3}{4}$ is due to the combined effect of surface curvature and polyhedral elements close to the boundary. We show that general polyhedra can be exploited to reduce the computational time of the matrix assembly. To demonstrate optimal convergence results, a numerical example is presented on the unit sphere.
In many iterative optimization methods, fixed-point theory enables the analysis of the convergence rate via the contraction factor associated with the linear approximation of the fixed-point operator. While this factor characterizes the asymptotic linear rate of convergence, it does not explain the non-linear behavior of these algorithms in the non-asymptotic regime. In this letter, we take into account the effect of the first-order approximation error and present a closed-form bound on the convergence in terms of the number of iterations required for the distance between the iterate and the limit point to reach an arbitrarily small fraction of the initial distance. Our bound includes two terms: one corresponds to the number of iterations required for the linearized version of the fixed-point operator and the other corresponds to the overhead associated with the approximation error. With a focus on the convergence in the scalar case, the tightness of the proposed bound is proven for positively quadratic first-order difference equations.
In this paper we study some theoretical and numerical issues of the Boussinesq/Full dispersion system. This is a a three-parameter system of pde's that models the propagation of internal waves along the interface of two-fluid layers with rigid lid condition for the upper layer, and under a Boussinesq regime for the upper layer and a full dispersion regime for the lower layer. We first discretize in space the periodic initial-value problem with a Fourier-Galerkin spectral method and prove error estimates for several ranges of values of the parameters. Solitary waves of the model systems are then studied numerically in several ways. The numerical generation is analyzed by approximating the ode system with periodic boundary conditions for the solitary-wave profiles with a Fourier spectral scheme, implemented in a collocation form, and solving iteratively the corresponding algebraic system in Fourier space with the Petviashvili method accelerated with the minimal polynomial extrapolation technique. Motivated by the numerical results, a new result of existence of solitary waves is proved. In the last part of the paper, the dynamics of these solitary waves is studied computationally, To this end, the semidiscrete systems obtained from the Fourier-Galerkin discretization in space are integrated numerically in time by a Runge-Kutta Composition method of order four. The fully discrete scheme is used to explore numerically the stability of solitary waves, their collisions, and the resolution of other initial conditions into solitary waves.
We show that any $n$-bit string can be recovered with high probability from $\exp(\widetilde{O}(n^{1/5}))$ independent random subsequences.
In the $(1+\varepsilon,r)$-approximate near-neighbor problem for curves (ANNC) under some distance measure $\delta$, the goal is to construct a data structure for a given set $\mathcal{C}$ of curves that supports approximate near-neighbor queries: Given a query curve $Q$, if there exists a curve $C\in\mathcal{C}$ such that $\delta(Q,C)\le r$, then return a curve $C'\in\mathcal{C}$ with $\delta(Q,C')\le(1+\varepsilon)r$. There exists an efficient reduction from the $(1+\varepsilon)$-approximate nearest-neighbor problem to ANNC, where in the former problem the answer to a query is a curve $C\in\mathcal{C}$ with $\delta(Q,C)\le(1+\varepsilon)\cdot\delta(Q,C^*)$, where $C^*$ is the curve of $\mathcal{C}$ closest to $Q$. Given a set $\mathcal{C}$ of $n$ curves, each consisting of $m$ points in $d$ dimensions, we construct a data structure for ANNC that uses $n\cdot O(\frac{1}{\varepsilon})^{md}$ storage space and has $O(md)$ query time (for a query curve of length $m$), where the similarity between two curves is their discrete Fr\'echet or dynamic time warping distance. Our method is simple to implement, deterministic, and results in an exponential improvement in both query time and storage space compared to all previous bounds. Further, we also consider the asymmetric version of ANNC, where the length of the query curves is $k \ll m$, and obtain essentially the same storage and query bounds as above, except that $m$ is replaced by $k$. Finally, we apply our method to a version of approximate range counting for curves and achieve similar bounds.