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.
In this work the numerical solution of acoustic tomography problem based on the iterative and functional-analytical algorithms is considered. The mathematical properties of these algorithms were previously described in works of R.G.Novikov for the case of the Schr\"odinger equation. In the present work, for the case of two-dimensional scalar Helmholtz equation, the efficiency of the iterative algorithm in reconstruction of middle strength scatterers and advantages of the functional-analytical approach in recovering strong scatterers are demonstrated. A filtering procedure is considered in the space of wave vectors, which additionally increases the convergence of the iterative algorithm. Reconstruction results of sound speed perturbations demonstrate the comparable noise immunity and resolution of the considered algorithms when reconstructing middle strength scatterers. A comparative numerical investigation of the iterative and functional-analytical algorithms in inverse acoustic scattering problems is implemented in this work for the first time.
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.
The magnetohydrodynamics (MHD) equations are continuum models used in the study of a wide range of plasma physics systems, including the evolution of complex plasma dynamics in tokamak disruptions. However, efficient numerical solution methods for MHD are extremely challenging due to disparate time and length scales, strong hyperbolic phenomena, and nonlinearity. Therefore the development of scalable, implicit MHD algorithms and high-resolution adaptive mesh refinement strategies is of considerable importance. In this work, we develop a high-order stabilized finite-element algorithm for the reduced visco-resistive MHD equations based on the MFEM finite element library (mfem.org). The scheme is fully implicit, solved with the Jacobian-free Newton-Krylov (JFNK) method with a physics-based preconditioning strategy. Our preconditioning strategy is a generalization of the physics-based preconditioning methods in [Chacon, et al, JCP 2002] to adaptive, stabilized finite elements. Algebraic multigrid methods are used to invert sub-block operators to achieve scalability. A parallel adaptive mesh refinement scheme with dynamic load-balancing is implemented to efficiently resolve the multi-scale spatial features of the system. Our implementation uses the MFEM framework, which provides arbitrary-order polynomials and flexible adaptive conforming and non-conforming meshes capabilities. Results demonstrate the accuracy, efficiency, and scalability of the implicit scheme in the presence of large scale disparity. The potential of the AMR approach is demonstrated on an island coalescence problem in the high Lundquist-number regime ($\ge 10^7$) with the successful resolution of plasmoid instabilities and thin current sheets.
We consider flows of ordinary differential equations (ODEs) driven by path differentiable vector fields. Path differentiable functions constitute a proper subclass of Lipschitz functions which admit conservative gradients, a notion of generalized derivative compatible with basic calculus rules. Our main result states that such flows inherit the path differentiability property of the driving vector field. We show indeed that forward propagation of derivatives given by the sensitivity differential inclusions provide a conservative Jacobian for the flow. This allows to propose a nonsmooth version of the adjoint method, which can be applied to integral costs under an ODE constraint. This result constitutes a theoretical ground to the application of small step first order methods to solve a broad class of nonsmooth optimization problems with parametrized ODE constraints. This is illustrated with the convergence of small step first order methods based on the proposed nonsmooth adjoint.
In this article, we propose a higher order approximation to Caputo fractional (C-F) derivative using graded mesh and standard central difference approximation for space derivatives, in order to obtain the approximate solution of time fractional partial differential equations (TFPDE). The proposed approximation for C-F derivative tackles the singularity at origin effectively and is easily applicable to diverse problems. The stability analysis and truncation error bounds of the proposed scheme are discussed, along with this, analyzed the required regularity of the solution. Few numerical examples are presented to support the theory.
In this work, we determine the full expression for the global truncation error of hyperbolic partial differential equations (PDEs). In particular, we use theoretical analysis and symbolic algebra to find exact expressions for the coefficients of the generic global truncation error. Our analysis is valid for any hyperbolic PDE, be it linear or non-linear, and employing finite difference, finite volume, or finite element discretization in space, and advanced in time with a predictor-corrector, multistep, or a deferred correction method, belonging to the Method of Lines. Furthermore, we discuss the practical implications of this analysis. If we employ a stable numerical scheme and the orders of accuracy of the global solution error and the global truncation error agree, we make the following asymptotic observations: (a) the order of convergence at constant ratio of $\Delta t$ to $\Delta x$ is governed by the minimum of the orders of the spatial and temporal discretizations, and (b) convergence cannot even be guaranteed under only spatial or temporal refinement. An implication of (a) is that it is impractical to invest in a time-stepping method of order higher than the spatial discretization. In addition to (b), we demonstrate that under certain circumstances, the error can even monotonically increase with refinement only in space or only in time, and explain why this phenomenon occurs. To verify our theoretical findings, we conduct convergence studies of linear and non-linear advection equations using finite difference and finite volume spatial discretizations, and predictor-corrector and multistep time-stepping methods. Finally, we study the effect of slope limiters and monotonicity-preserving strategies on the order of accuracy.
We consider Broyden's method and some accelerated schemes for nonlinear equations having a strongly regular singularity of first order with a one-dimensional nullspace. Our two main results are as follows. First, we show that the use of a preceding Newton-like step ensures convergence for starting points in a starlike domain with density 1. This extends the domain of convergence of these methods significantly. Second, we establish that the matrix updates of Broyden's method converge q-linearly with the same asymptotic factor as the iterates. This contributes to the long-standing question whether the Broyden matrices converge by showing that this is indeed the case for the setting at hand. Furthermore, we prove that the Broyden directions violate uniform linear independence, which implies that existing results for convergence of the Broyden matrices cannot be applied. Numerical experiments of high precision confirm the enlarged domain of convergence, the q-linear convergence of the matrix updates, and the lack of uniform linear independence. In addition, they suggest that these results can be extended to singularities of higher order and that Broyden's method can converge r-linearly without converging q-linearly. The underlying code is freely available.
We consider a moving boundary problem with kinetic condition that describes the diffusion of solvent into rubber and study semi-discrete finite element approximations of the corresponding weak solutions. We report on both a priori and a posteriori error estimates for the mass concentration of the diffusants, and respectively, for the a priori unknown position of the moving boundary. Our working techniques include integral and energy-based estimates for a nonlinear parabolic problem posed in a transformed fixed domain combined with a suitable use of the interpolation-trace inequality to handle the interface terms. Numerical illustrations of our FEM approximations are within the experimental range and show good agreement with our theoretical investigation. This work is a preliminary investigation necessary before extending the current moving boundary modeling to account explicitly for the mechanics of hyperelastic rods to capture a directional swelling of the underlying elastomer.
In this paper, a nonlinear system of fractional ordinary differential equations with multiple scales in time is investigated. We are interested in the effective long-term computation of the solution. The main challenge is how to obtain the solution of the coupled problem at a lower computational cost. We analysize a multiscale method for the nonlinear system where the fast system has a periodic applied force and the slow equation contains fractional derivatives as a simplication of the atherosclerosis with a plaque growth. A local periodic equation is derived to approximate the original system and the error estimates are given. Then a finite difference method is designed to approximate the original and the approximate problems. We construct four examples, including three with exact solutions and one following the original problem setting, to test the accuracy and computational efficiency of the proposed method. It is observed that, the computational time is very much reduced and the multiscale method performs very well in comparison to fully resolved simulation for the case of small time scale separation. The larger the time scale separation is, the more effective the multiscale method is.
In this paper we analyze the Schwarz alternating method for unconstrained elliptic optimal control problems. We discuss the convergence properties of the method in the continuous case first and then apply the arguments to the finite difference discretization case. In both cases, we prove that the Schwarz alternating method is convergent if its counterpart for an elliptic equation is convergent. Meanwhile, the convergence rate of the method for the elliptic equation under the maximum norm also gives a uniform upper bound (with respect to the regularization parameter $\alpha$) of the convergence rate of the method for the optimal control problem under the maximum norm of proper error merit functions in the continuous case or vectors in the discrete case. Our numerical results corroborate our theoretical results and show that with $\alpha$ decreasing to zero, the method will converge faster. We also give some exposition of this phenomenon.