In this paper, a class of high-order methods to numerically solve Functional Differential Equations with Piecewise Continuous Arguments (FDEPCAs) is discussed. The framework stems from the expansion of the vector field associated with the reference differential equation along the shifted and scaled Legendre polynomial orthonormal basis, working on a suitable extension of Hamiltonian Boundary Value Methods. Within the design of the methods, a proper generalization of the perturbation results coming from the field of ordinary differential equations is considered, with the aim of handling the case of FDEPCAs. The error analysis of the devised family of methods is performed, while a few numerical tests on Hamiltonian FDEPCAs are provided, to give evidence to the theoretical findings and show the effectiveness of the obtained resolution strategy.
In this paper, we introduce a conservative Crank-Nicolson-type finite difference schemes for the regularized logarithmic Schr\"{o}dinger equation (RLSE) with Dirac delta potential in 1D. The regularized logarithmic Schr\"{o}dinger equation with a small regularized parameter $0<\eps \ll 1$ is adopted to approximate the logarithmic Schr\"{o}dinger equation (LSE) with linear convergence rate $O(\eps)$. The numerical method can be used to avoid numerical blow-up and/or to suppress round-off error due to the logarithmic nonlinearity in LSE. Then, by using domain-decomposition technique, we can transform the original problem into an interface problem. Different treatments on the interface conditions lead to different discrete schemes and it turns out that a simple discrete approximation of the Dirac potential coincides with one of the conservative finite difference schemes. The optimal $H^1$ error estimates and the conservative properties of the finite difference schemes are investigated. The Crank-Nicolson finite difference methods enjoy the second-order convergence rate in time and space. Numerical examples are provided to support our analysis and show the accuracy and efficiency of the numerical method.
This paper studies a quantum simulation technique for solving the Fokker-Planck equation. Traditional semi-discretization methods often fail to preserve the underlying Hamiltonian dynamics and may even modify the Hamiltonian structure, particularly when incorporating boundary conditions. We address this challenge by employing the Schrodingerization method-it converts any linear partial and ordinary differential equation with non-Hermitian dynamics into systems of Schrodinger-type equations. We explore the application in two distinct forms of the Fokker-Planck equation. For the conservation form, we show that the semi-discretization-based Schrodingerization is preferable, especially when dealing with non-periodic boundary conditions. Additionally, we analyze the Schrodingerization approach for unstable systems that possess positive eigenvalues in the real part of the coefficient matrix or differential operator. Our analysis reveals that the direct use of Schrodingerization has the same effect as a stabilization procedure. For the heat equation form, we propose a quantum simulation procedure based on the time-splitting technique. We discuss the relationship between operator splitting in the Schrodingerization method and its application directly to the original problem, illustrating how the Schrodingerization method accurately reproduces the time-splitting solutions at each step. Furthermore, we explore finite difference discretizations of the heat equation form using shift operators. Utilizing Fourier bases, we diagonalize the shift operators, enabling efficient simulation in the frequency space. Providing additional guidance on implementing the diagonal unitary operators, we conduct a comparative analysis between diagonalizations in the Bell and the Fourier bases, and show that the former generally exhibits greater efficiency than the latter.
This paper presents a novel generic asymptotic expansion formula of expectations of multidimensional Wiener functionals through a Malliavin calculus technique. The uniform estimate of the asymptotic expansion is shown under a weaker condition on the Malliavin covariance matrix of the target Wiener functional. In particular, the method provides a tractable expansion for the expectation of an irregular functional of the solution to a multidimensional rough differential equation driven by fractional Brownian motion with Hurst index $H<1/2$, without using complicated fractional integral calculus for the singular kernel. In a numerical experiment, our expansion shows a much better approximation for a probability distribution function than its normal approximation, which demonstrates the validity of the proposed method.
This paper focuses on investigating Stein's invariant shrinkage estimators for large sample covariance matrices and precision matrices in high-dimensional settings. We consider models that have nearly arbitrary population covariance matrices, including those with potential spikes. By imposing mild technical assumptions, we establish the asymptotic limits of the shrinkers for a wide range of loss functions. A key contribution of this work, enabling the derivation of the limits of the shrinkers, is a novel result concerning the asymptotic distributions of the non-spiked eigenvectors of the sample covariance matrices, which can be of independent interest.
In the present contribution we propose a novel conforming Finite Element scheme for the time-dependent Navier-Stokes equation, which is proven to be both convection quasi-robust and pressure robust. The method is built combining a "divergence-free" velocity/pressure couple (such as the Scott-Vogelius element), a Discontinuous Galerkin in time approximation, and a suitable SUPG-curl stabilization. A set of numerical tests, in accordance with the theoretical results, is included.
In this work is considered a spectral problem, involving a second order term on the domain boundary: the Laplace-Beltrami operator. A variational formulation is presented, leading to a finite element discretization. For the Laplace-Beltrami operator to make sense on the boundary, the domain is smooth: consequently the computational domain (classically a polygonal domain) will not match the physical one. Thus, the physical domain is discretized using high order curved meshes so as to reduce the \textit{geometric error}. The \textit{lift operator}, which is aimed to transform a function defined on the mesh domain into a function defined on the physical one, is recalled. This \textit{lift} is a key ingredient in estimating errors on eigenvalues and eigenfunctions. A bootstrap method is used to prove the error estimates, which are expressed both in terms of \textit{finite element approximation error} and of \textit{geometric error}, respectively associated to the finite element degree $k\ge 1$ and to the mesh order~$r\ge 1$. Numerical experiments are led on various smooth domains in 2D and 3D, which allow us to validate the presented theoretical results.
In this paper, a force-based beam finite element model based on a modified higher-order shear deformation theory is proposed for the accurate analysis of functionally graded beams. In the modified higher-order shear deformation theory, the distribution of transverse shear stress across the beam's thickness is obtained from the differential equilibrium equation on stress, and a modified shear stiffness is derived to take the effect of transverse shear stress distribution into consideration. In the proposed beam element model, unlike traditional beam finite elements that regard generalized displacements as unknown fields, the internal forces are considered as the unknown fields, and they are predefined by using the closed-form solutions of the differential equilibrium equations of higher-order shear beam. Then, the generalized displacements are expressed by the internal forces with the introduction of geometric relations and constitutive equations, and the equation system of the beam element is constructed based on the equilibrium conditions at the boundaries and the compatibility condition within the element. Numerical examples underscore the accuracy and efficacy of the proposed higher-order beam element model in the static analysis of functionally graded sandwich beams, particularly in terms of true transverse shear stress distribution.
In this paper, we innovatively develop uniform/variable-time-step weighted and shifted BDF2 (WSBDF2) methods for the anisotropic Cahn-Hilliard (CH) model, combining the scalar auxiliary variable (SAV) approach with two types of stabilized techniques. Using the concept of $G$-stability, the uniform-time-step WSBDF2 method is theoretically proved to be energy-stable. Due to the inapplicability of the relevant G-stability properties, another technique is adopted in this work to demonstrate the energy stability of the variable-time-step WSBDF2 method. In addition, the two numerical schemes are all mass-conservative.Finally, numerous numerical simulations are presented to demonstrate the stability and accuracy of these schemes.
We introduce a framework rooted in a rate distortion problem for Markov chains, and show how a suite of commonly used Markov Chain Monte Carlo (MCMC) algorithms are specific instances within it, where the target stationary distribution is controlled by the distortion function. Our approach offers a unified variational view on the optimality of algorithms such as Metropolis-Hastings, Glauber dynamics, the swapping algorithm and Feynman-Kac path models. Along the way, we analyze factorizability and geometry of multivariate Markov chains. Specifically, we demonstrate that induced chains on factors of a product space can be regarded as information projections with respect to a particular divergence. This perspective yields Han--Shearer type inequalities for Markov chains as well as applications in the context of large deviations and mixing time comparison.
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.