In this paper, for the generalized Darcy problem (an elliptic equation with discontinuous coefficients), we study a special Galerkin-Least-Squares method, known as the augmented mixed finite element method, and its relationship to the standard least-squares finite element method (LSFEM). Two versions of augmented mixed finite element methods are proposed in the paper with robust a priori and a posteriori error estimates. As partial least-squares methods, the augmented mixed finite element methods are more flexible than the original least-squares finite element methods. The a posteriori error estimators of the augmented mixed finite element methods are the evaluations of the numerical solutions at the corresponding least-squares functionals. As comparisons, we discuss the non-robustness of the closely related least-squares finite element methods. Numerical experiments are presented to verify our findings.
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In this paper, we use the Bayesian inversion approach to study the data assimilation problem for a family of tumor growth models described by porous-medium type equations. The models contain uncertain parameters and are indexed by a physical parameter $m$, which characterizes the constitutive relation between density and pressure. Based on these models, we employ the Bayesian inversion framework to infer parametric and nonparametric unknowns that affect tumor growth from noisy observations of tumor cell density. We establish the well-posedness and the stability theories for the Bayesian inversion problem and further prove the convergence of the posterior distribution in the so-called incompressible limit, $m \rightarrow \infty$. Since the posterior distribution across the index regime $m\in[2,\infty)$ can thus be treated in a unified manner, such theoretical results also guide the design of the numerical inference for the unknown. We propose a generic computational framework for such inverse problems, which consists of a typical sampling algorithm and an asymptotic preserving solver for the forward problem. With extensive numerical tests, we demonstrate that the proposed method achieves satisfactory accuracy in the Bayesian inference of the tumor growth models, which is uniform with respect to the constitutive relation.
In this paper, we propose to consider various models of pattern recognition. At the same time, it is proposed to consider models in the form of two operators: a recognizing operator and a decision rule. Algebraic operations are introduced on recognizing operators, and based on the application of these operators, a family of recognizing algorithms is created. An upper estimate is constructed for the model, which guarantees the completeness of the extension.
We propose a hybrid iterative method based on MIONet for PDEs, which combines the traditional numerical iterative solver and the recent powerful machine learning method of neural operator, and further systematically analyze its theoretical properties, including the convergence condition, the spectral behavior, as well as the convergence rate, in terms of the errors of the discretization and the model inference. We show the theoretical results for the frequently-used smoothers, i.e. Richardson (damped Jacobi) and Gauss-Seidel. We give an upper bound of the convergence rate of the hybrid method w.r.t. the model correction period, which indicates a minimum point to make the hybrid iteration converge fastest. Several numerical examples including the hybrid Richardson (Gauss-Seidel) iteration for the 1-d (2-d) Poisson equation are presented to verify our theoretical results, and also reflect an excellent acceleration effect. As a meshless acceleration method, it is provided with enormous potentials for practice applications.
This paper studies the convergence of a spatial semidiscretization of a three-dimensional stochastic Allen-Cahn equation with multiplicative noise. For non-smooth initial values, the regularity of the mild solution is investigated, and an error estimate is derived with the spatial $ L^2 $-norm. For smooth initial values, two error estimates with the general spatial $ L^q $-norms are established.
In this paper, we study the Boltzmann equation with uncertainties and prove that the spectral convergence of the semi-discretized numerical system holds in a combined velocity and random space, where the Fourier-spectral method is applied for approximation in the velocity space whereas the generalized polynomial chaos (gPC)-based stochastic Galerkin (SG) method is employed to discretize the random variable. Our proof is based on a delicate energy estimate for showing the well-posedness of the numerical solution as well as a rigorous control of its negative part in our well-designed functional space that involves high-order derivatives of both the velocity and random variables. This paper rigorously justifies the statement proposed in [Remark 4.4, J. Hu and S. Jin, J. Comput. Phys., 315 (2016), pp. 150-168].
In this study, we explore data assimilation for the Stochastic Camassa-Holm equation through the application of the particle filtering framework. Specifically, our approach integrates adaptive tempering, jittering, and nudging techniques to construct an advanced particle filtering system. All filtering processes are executed utilizing ensemble parallelism. We conduct extensive numerical experiments across various scenarios of the Stochastic Camassa-Holm model with transport noise and viscosity to examine the impact of different filtering procedures on the performance of the data assimilation process. Our analysis focuses on how observational data and the data assimilation step influence the accuracy and uncertainty of the obtained results.
In this paper, we propose an adaptive finite element method for computing the first eigenpair of the p-Laplacian problem. We prove that starting from a fine initial mesh our proposed adaptive algorithm produces a sequence of discrete first eigenvalues that converges to the first eigenvalue of the continuous problem and the distance between discrete eigenfunctions and the normalized eigenfunction set with respect to the first eigenvalue in $W^{1,p}$-norm also tends to zero. Extensive numerical examples are provided to show the effectiveness and efficiency.
An important aim of this paper is to convey some basics of mathematical logic to the legal community working with Artificial Intelligence. After analysing what AI is, we decide to delimit ourselves to rule-based AI leaving Neural Networks and Machine Learning aside. Rule based AI allows for Formal methods which are described in a rudimentary form. We will then see how mathematical logic interacts with legal rule-based AI practice. We shall see how mathematical logic imposes limitations and complications to AI applications. We classify the limitations and interactions between mathematical logic and legal AI in three categories: logical, computational and mathematical. The examples to showcase the interactions will largely come from European traffic regulations. The paper closes off with some reflections on how and where AI could be used and on basic mechanisms that shape society.
We establish an a priori error analysis for the lowest-order Raviart-Thomas finite element discretisation of the nonlinear Gross-Pitaevskii eigenvalue problem. Optimal convergence rates are obtained for the primal and dual variables as well as for the eigenvalue and energy approximations. In contrast to conformal approaches, which naturally imply upper energy bounds, the proposed mixed discretisation provides a guaranteed and asymptotically exact lower bound for the ground state energy. The theoretical results are illustrated by a series of numerical experiments.
In this paper, we combine the Smolyak technique for multi-dimensional interpolation with the Filon-Clenshaw-Curtis (FCC) rule for one-dimensional oscillatory integration, to obtain a new Filon-Clenshaw-Curtis-Smolyak (FCCS) rule for oscillatory integrals with linear phase over the $d-$dimensional cube $[-1,1]^d$. By combining stability and convergence estimates for the FCC rule with error estimates for the Smolyak interpolation operator, we obtain an error estimate for the FCCS rule, consisting of the product of a Smolyak-type error estimate multiplied by a term that decreases with $\mathcal{O}(k^{-\tilde{d}})$, where $k$ is the wavenumber and $\tilde{d}$ is the number of oscillatory dimensions. If all dimensions are oscillatory, a higher negative power of $k$ appears in the estimate. As an application, we consider the forward problem of uncertainty quantification (UQ) for a one-space-dimensional Helmholtz problem with wavenumber $k$ and a random heterogeneous refractive index, depending in an affine way on $d$ i.i.d. uniform random variables. After applying a classical hybrid numerical-asymptotic approximation, expectations of functionals of the solution of this problem can be formulated as a sum of oscillatory integrals over $[-1,1]^d$, which we compute using the FCCS rule. We give numerical results for the FCCS rule and the UQ algorithm showing that accuracy improves when both $k$ and the order of the rule increase. We also give results for dimension-adaptive sparse grid FCCS quadrature showing its efficiency as dimension increases.
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