We derive a robust error estimate for a recently proposed numerical method for $\alpha$-dissipative solutions of the Hunter-Saxton equation, where $\alpha \in [0, 1]$. In particular, if the following two conditions hold: i) there exist a constant $C > 0$ and $\beta \in (0, 1]$ such that the initial spatial derivative $\bar{u}_{x}$ satisfies $\|\bar{u}_x(\cdot + h) - \bar{u}_x(\cdot)\|_2 \leq Ch^{\beta}$ for all $h \in (0, 2]$, and ii), the singular continuous part of the initial energy measure is zero, then the numerical wave profile converges with order $O(\Delta x^{\frac{\beta}{8}})$ in $L^{\infty}(\mathbb{R})$. Moreover, if $\alpha=0$, then the rate improves to $O(\Delta x^{\frac{1}{4}})$ without the above assumptions, and we also obtain a convergence rate for the associated energy measure - it converges with order $O(\Delta x^{\frac{1}{2}})$ in the bounded Lipschitz metric. These convergence rates are illustrated by several examples.
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There has been a surge of interest in uncertainty quantification for parametric partial differential equations (PDEs) with Gevrey regular inputs. The Gevrey class contains functions that are infinitely smooth with a growth condition on the higher-order partial derivatives, but which are nonetheless not analytic in general. Recent studies by Chernov and Le (Comput. Math. Appl., 2024, and SIAM J. Numer. Anal., 2024) as well as Harbrecht, Schmidlin, and Schwab (Math. Models Methods Appl. Sci., 2024) analyze the setting wherein the input random field is assumed to be uniformly bounded with respect to the uncertain parameters. In this paper, we relax this assumption and allow for parameter-dependent bounds. The parametric inputs are modeled as generalized Gaussian random variables, and we analyze the application of quasi-Monte Carlo (QMC) integration to assess the PDE response statistics using randomly shifted rank-1 lattice rules. In addition to the QMC error analysis, we also consider the dimension truncation and finite element errors in this setting.
We propose a novel, highly efficient, second-order accurate, long-time unconditionally stable numerical scheme for a class of finite-dimensional nonlinear models that are of importance in geophysical fluid dynamics. The scheme is highly efficient in the sense that only a (fixed) symmetric positive definite linear problem (with varying right hand sides) is involved at each time-step. The solutions to the scheme are uniformly bounded for all time. We show that the scheme is able to capture the long-time dynamics of the underlying geophysical model, with the global attractors as well as the invariant measures of the scheme converge to those of the original model as the step size approaches zero. In our numerical experiments, we take an indirect approach, using long-term statistics to approximate the invariant measures. Our results suggest that the convergence rate of the long-term statistics, as a function of terminal time, is approximately first order using the Jensen-Shannon metric and half-order using the L1 metric. This implies that very long time simulation is needed in order to capture a few significant digits of long time statistics (climate) correct. Nevertheless, the second order scheme's performance remains superior to that of the first order one, requiring significantly less time to reach a small neighborhood of statistical equilibrium for a given step size.
We develop two novel couplings between general pure-jump L\'evy processes in $\R^d$ and apply them to obtain upper bounds on the rate of convergence in an appropriate Wasserstein distance on the path space for a wide class of L\'evy processes attracted to a multidimensional stable process in the small-time regime. We also establish general lower bounds based on certain universal properties of slowly varying functions and the relationship between the Wasserstein and Toscani--Fourier distances of the marginals. Our upper and lower bounds typically have matching rates. In particular, the rate of convergence is polynomial for the domain of normal attraction and slower than a slowly varying function for the domain of non-normal attraction.
This paper presents a convolution tensor decomposition based model reduction method for solving the Allen-Cahn equation. The Allen-Cahn equation is usually used to characterize phase separation or the motion of anti-phase boundaries in materials. Its solution is time-consuming when high-resolution meshes and large time scale integration are involved. To resolve these issues, the convolution tensor decomposition method is developed, in conjunction with a stabilized semi-implicit scheme for time integration. The development enables a powerful computational framework for high-resolution solutions of Allen-Cahn problems, and allows the use of relatively large time increments for time integration without violating the discrete energy law. To further improve the efficiency and robustness of the method, an adaptive algorithm is also proposed. Numerical examples have confirmed the efficiency of the method in both 2D and 3D problems. Orders-of-magnitude speedups were obtained with the method for high-resolution problems, compared to the finite element method. The proposed computational framework opens numerous opportunities for simulating complex microstructure formation in materials on large-volume high-resolution meshes at a deeply reduced computational cost.
A posteriori reduced-order models (ROM), e.g. based on proper orthogonal decomposition (POD), are essential to affordably tackle realistic parametric problems. They rely on a trustful training set, that is a family of full-order solutions (snapshots) representative of all possible outcomes of the parametric problem. Having such a rich collection of snapshots is not, in many cases, computationally viable. A strategy for data augmentation, designed for parametric laminar incompressible flows, is proposed to enrich poorly populated training sets. The goal is to include in the new, artificial snapshots emerging features, not present in the original basis, that do enhance the quality of the reduced basis (RB) constructed using POD dimensionality reduction. The methodologies devised are based on exploiting basic physical principles, such as mass and momentum conservation, to construct physically-relevant, artificial snapshots at a fraction of the cost of additional full-order solutions. Interestingly, the numerical results show that the ideas exploiting only mass conservation (i.e., incompressibility) are not producing significant added value with respect to the standard linear combinations of snapshots. Conversely, accounting for the linearized momentum balance via the Oseen equation does improve the quality of the resulting approximation and therefore is an effective data augmentation strategy in the framework of viscous incompressible laminar flows. Numerical experiments of parametric flow problems, in two and three dimensions, at low and moderate values of the Reynolds number are presented to showcase the superior performance of the data-enriched POD-RB with respect to the standard ROM in terms of both accuracy and efficiency.
Time-variant standard Sylvester-conjugate matrix equations are presented as early time-variant versions of the complex conjugate matrix equations. Current solving methods include Con-CZND1 and Con-CZND2 models, both of which use ode45 for continuous model. Given practical computational considerations, discrete these models is also important. Based on Euler-forward formula discretion, Con-DZND1-2i model and Con-DZND2-2i model are proposed. Numerical experiments using step sizes of 0.1 and 0.001. The above experiments show that Con-DZND1-2i model and Con-DZND2-2i model exhibit different neural dynamics compared to their continuous counterparts, such as trajectory correction in Con-DZND2-2i model and the swallowing phenomenon in Con-DZND1-2i model, with convergence affected by step size. These experiments highlight the differences between optimizing sampling discretion errors and space compressive approximation errors in neural dynamics.
We propose a tamed-adaptive Milstein scheme for stochastic differential equations in which the first-order derivatives of the coefficients are locally H\"older continuous of order $\alpha$. We show that the scheme converges in the $L_2$-norm with a rate of $(1+\alpha)/2$ over both finite intervals $[0, T]$ and the infinite interval $(0, +\infty)$, under certain growth conditions on the coefficients.
In this paper we consider a class of conjugate discrete-time Riccati equations (CDARE), arising originally from the linear quadratic regulation problem for discrete-time antilinear systems. Recently, we have proved the existence of the maximal solution to the CDARE with a nonsingular control weighting matrix under the framework of the constructive method. Our contribution in the work is to finding another meaningful Hermitian solutions, which has received little attention in this topic. Moreover, we show that some extremal solutions cannot be attained at the same time, and almost (anti-)stabilizing solutions coincide with some extremal solutions. It is to be expected that our theoretical results presented in this paper will play an important role in the optimal control problems for discrete-time antilinear systems.
We present and analyze two stabilized finite element methods for solving numerically the Poisson--Nernst--Planck equations. The stabilization we consider is carried out by using a shock detector and a discrete graph Laplacian operator for the ion equations, whereas the discrete equation for the electric potential need not be stabilized. Discrete solutions stemmed from the first algorithm preserve both maximum and minimum discrete principles. For the second algorithm, its discrete solutions are conceived so that they hold discrete principles and obey an entropy law provided that an acuteness condition is imposed for meshes. Remarkably the latter is found to be unconditionally stable. We validate our methodology through numerical experiments.
This paper uses the Modified Projection Method to examine the errors in solving the boundary integral equation from Laplace equation. The analysis uses weighted norms, and parallel algorithms help solve the independent linear systems. By applying the method developed by Kulkarni, the study shows how the approximate solution behaves in polygonal domains. It also explores computational techniques using the double layer potential kernel to solve Laplace equation in these domains. The iterated Galerkin method provides an approximation of order 2r+2 in smooth domains. However, the corners in polygonal domains cause singularities that reduce the accuracy. Adjusting the mesh near these corners can almost restore accuracy when the error is measured using the uniform norm. This paper builds on the work of Rude et al. By using modified operator suggested by Kulkarni, superconvergence in iterated solutions is observed. This leads to an asymptotic error expansion, with the leading term being $O(h^4)$ and the remaining error term $O(h^6)$, resulting in a method with similar accuracy.
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