The mathematical P2D model is a system of strongly coupled nonlinear parabolic-elliptic equations that describes the electrodynamics of lithium-ion batteries. In this paper, we present the numerical analysis of a finite element-implicit Euler scheme for such a model. We obtain error estimates for both the spatially semidiscrete and the fully discrete systems of equations, and establish the existence and uniqueness of the fully discrete solution.
Continuous DR-submodular functions are a class of generally non-convex/non-concave functions that satisfy the Diminishing Returns (DR) property, which implies that they are concave along non-negative directions. Existing work has studied monotone continuous DR-submodular maximization subject to a convex constraint and provided efficient algorithms with approximation guarantees. In many applications, such as computing the stability number of a graph, the monotone DR-submodular objective function has the additional property of being strongly concave along non-negative directions (i.e., strongly DR-submodular). In this paper, we consider a subclass of $L$-smooth monotone DR-submodular functions that are strongly DR-submodular and have a bounded curvature, and we show how to exploit such additional structure to obtain faster algorithms with stronger guarantees for the maximization problem. We propose a new algorithm that matches the provably optimal $1-\frac{c}{e}$ approximation ratio after only $\lceil\frac{L}{\mu}\rceil$ iterations, where $c\in[0,1]$ and $\mu\geq 0$ are the curvature and the strong DR-submodularity parameter. Furthermore, we study the Projected Gradient Ascent (PGA) method for this problem, and provide a refined analysis of the algorithm with an improved $\frac{1}{1+c}$ approximation ratio (compared to $\frac{1}{2}$ in prior works) and a linear convergence rate. Experimental results illustrate and validate the efficiency and effectiveness of our proposed algorithms.
The statistical finite element method (StatFEM) is an emerging probabilistic method that allows observations of a physical system to be synthesised with the numerical solution of a PDE intended to describe it in a coherent statistical framework, to compensate for model error. This work presents a new theoretical analysis of the statistical finite element method demonstrating that it has similar convergence properties to the finite element method on which it is based. Our results constitute a bound on the Wasserstein-2 distance between the ideal prior and posterior and the StatFEM approximation thereof, and show that this distance converges at the same mesh-dependent rate as finite element solutions converge to the true solution. Several numerical examples are presented to demonstrate our theory, including an example which test the robustness of StatFEM when extended to nonlinear quantities of interest.
A second order accurate, linear numerical method is analyzed for the Landau-Lifshitz equation with large damping parameters. This equation describes the dynamics of magnetization, with a non-convexity constraint of unit length of the magnetization. The numerical method is based on the second-order backward differentiation formula in time, combined with an implicit treatment of the linear diffusion term and explicit extrapolation for the nonlinear terms. Afterward, a projection step is applied to normalize the numerical solution at a point-wise level. This numerical scheme has shown extensive advantages in the practical computations for the physical model with large damping parameters, which comes from the fact that only a linear system with constant coefficients (independent of both time and the updated magnetization) needs to be solved at each time step, and has greatly improved the numerical efficiency. Meanwhile, a theoretical analysis for this linear numerical scheme has not been available. In this paper, we provide a rigorous error estimate of the numerical scheme, in the discrete $\ell^{\infty}(0,T; \ell^2) \cap \ell^2(0,T; H_h^1)$ norm, under suitable regularity assumptions and reasonable ratio between the time step-size and the spatial mesh-size. In particular, the projection operation is nonlinear, and a stability estimate for the projection step turns out to be highly challenging. Such a stability estimate is derived in details, which will play an essential role in the convergence analysis for the numerical scheme, if the damping parameter is greater than 3.
We introduce a new numerical method, based on Bernoulli polynomials, for solving multiterm variable-order fractional differential equations. The variable-order fractional derivative was considered in the Caputo sense, while the Riemann--Liouville integral operator was used to give approximations for the unknown function and its variable-order derivatives. An operational matrix of variable-order fractional integration was introduced for the Bernoulli functions. By assuming that the solution of the problem is sufficiently smooth, we approximated a given order of its derivative using Bernoulli polynomials. Then, we used the introduced operational matrix to find some approximations for the unknown function and its derivatives. Using these approximations and some collocation points, the problem was reduced to the solution of a system of nonlinear algebraic equations. An error estimate is given for the approximate solution obtained by the proposed method. Finally, five illustrative examples were considered to demonstrate the applicability and high accuracy of the proposed technique, comparing our results with the ones obtained by existing methods in the literature and making clear the novelty of the work. The numerical results showed that the new method is efficient, giving high-accuracy approximate solutions even with a small number of basis functions and when the solution to the problem is not infinitely differentiable, providing better results and a smaller number of basis functions when compared to state-of-the-art methods.
In this paper we get error bounds for fully discrete approximations of infinite horizon problems via the dynamic programming approach. It is well known that considering a time discretization with a positive step size $h$ an error bound of size $h$ can be proved for the difference between the value function (viscosity solution of the Hamilton-Jacobi-Bellman equation corresponding to the infinite horizon) and the value function of the discrete time problem. However, including also a spatial discretization based on elements of size $k$ an error bound of size $O(k/h)$ can be found in the literature for the error between the value functions of the continuous problem and the fully discrete problem. In this paper we revise the error bound of the fully discrete method and prove, under similar assumptions to those of the time discrete case, that the error of the fully discrete case is in fact $O(h+k)$ which gives first order in time and space for the method. This error bound matches the numerical experiments of many papers in the literature in which the behaviour $1/h$ from the bound $O(k/h)$ have not been observed.
The multiple scattering theory (MST) is one of the most widely used methods in electronic structure calculations. It features a perfect separation between the atomic configurations and site potentials, and hence provides an efficient way to simulate defected and disordered systems. This work studies the MST methods from a numerical point of view and shows the convergence with respect to the truncation of the angular momentum summations, which is a fundamental approximation parameter for all MST methods. We provide both rigorous analysis and numerical experiments to illustrate the efficiency of the MST methods within the angular momentum representations.
We investigate both theoretically and numerically the consistency between the nonlinear discretization in full order models (FOMs) and reduced order models (ROMs) for incompressible flows. To this end, we consider two cases: (i) FOM-ROM consistency, i.e., when we use the same nonlinearity discretization in the FOM and ROM; and (ii) FOM-ROM inconsistency, i.e., when we use different nonlinearity discretizations in the FOM and ROM. Analytically, we prove that while the FOM-ROM consistency yields optimal error bounds, FOM-ROM inconsistency yields additional terms dependent on the FOM divergence error, which prevent the ROM from recovering the FOM as the number of modes increases. Computationally, we consider channel flow around a cylinder and Kelvin-Helmholtz instability, and show that FOM-ROM consistency yields significantly more accurate results than the FOM-ROM inconsistency.
In this paper, we study an initial-boundary value problem of Kirchhoff type involving memory term for non-homogeneous materials. The purpose of this research is threefold. First, we prove the existence and uniqueness of weak solutions to the problem using the Galerkin method. Second, to obtain numerical solutions efficiently, we develop a L1 type backward Euler-Galerkin FEM, which is $O(h+k^{2-\alpha})$ accurate, where $\alpha~ (0<\alpha<1)$ is the order of fractional time derivative, $h$ and $k$ are the discretization parameters for space and time directions, respectively. Next, to achieve the optimal rate of convergence in time, we propose a fractional Crank-Nicolson-Galerkin FEM based on L2-1$_{\sigma}$ scheme. We prove that the numerical solutions of this scheme converge to the exact solution with accuracy $O(h+k^{2})$. We also derive a priori bounds on numerical solutions for the proposed schemes. Finally, some numerical experiments are conducted to validate our theoretical claims.
The recovery of sparse data is at the core of many applications in machine learning and signal processing. While such problems can be tackled using $\ell_1$-regularization as in the LASSO estimator and in the Basis Pursuit approach, specialized algorithms are typically required to solve the corresponding high-dimensional non-smooth optimization for large instances. Iteratively Reweighted Least Squares (IRLS) is a widely used algorithm for this purpose due its excellent numerical performance. However, while existing theory is able to guarantee convergence of this algorithm to the minimizer, it does not provide a global convergence rate. In this paper, we prove that a variant of IRLS converges with a global linear rate to a sparse solution, i.e., with a linear error decrease occurring immediately from any initialization, if the measurements fulfill the usual null space property assumption. We support our theory by numerical experiments showing that our linear rate captures the correct dimension dependence. We anticipate that our theoretical findings will lead to new insights for many other use cases of the IRLS algorithm, such as in low-rank matrix recovery.
For extracting meaningful topics from texts, their structures should be considered properly. In this paper, we aim to analyze structured time-series documents such as a collection of news articles and a series of scientific papers, wherein topics evolve along time depending on multiple topics in the past and are also related to each other at each time. To this end, we propose a dynamic and static topic model, which simultaneously considers the dynamic structures of the temporal topic evolution and the static structures of the topic hierarchy at each time. We show the results of experiments on collections of scientific papers, in which the proposed method outperformed conventional models. Moreover, we show an example of extracted topic structures, which we found helpful for analyzing research activities.