It has been extensively studied in the literature that solving Maxwell equations is very sensitive to the mesh structure, space conformity and solution regularity. Roughly speaking, for almost all the methods in the literature, optimal convergence for low-regularity solutions heavily relies on conforming spaces and highly-regular simplicial meshes. This can be a significant limitation for many popular methods based on polytopal meshes in the case of inhomogeneous media, as the discontinuity of electromagnetic parameters can lead to quite low regularity of solutions near media interfaces, and potentially worsened by geometric singularities, making many popular methods based on broken spaces, non-conforming or polytopal meshes particularly challenging to apply. In this article, we present a virtual element method for solving an indefinite time-harmonic Maxwell equation in 2D inhomogeneous media with quite arbitrary polytopal meshes, and the media interface is allowed to have geometric singularity to cause low regularity. There are two key novelties: (i) the proposed method is theoretically guaranteed to achieve robust optimal convergence for solutions with merely $\mathbf{H}^{\theta}$ regularity, $\theta\in(1/2,1]$; (ii) the polytopal element shape can be highly anisotropic and shrinking, and an explicit formula is established to describe the relationship between the shape regularity and solution regularity. Extensive numerical experiments will be given to demonstrate the effectiveness of the proposed method.
One of the fundamental problems in shape analysis is to align curves or surfaces before computing geodesic distances between their shapes. Finding the optimal reparametrization realizing this alignment is a computationally demanding task, typically done by solving an optimization problem on the diffeomorphism group. In this paper, we propose an algorithm for constructing approximations of orientation-preserving diffeomorphisms by composition of elementary diffeomorphisms. The algorithm is implemented using PyTorch, and is applicable for both unparametrized curves and surfaces. Moreover, we show universal approximation properties for the constructed architectures, and obtain bounds for the Lipschitz constants of the resulting diffeomorphisms.
A novel space-time discretization for the (linear) scalar-valued dissipative wave equation is presented. It is a structured approach, namely, the discretization space is obtained tensorizing the Virtual Element (VE) discretization in space with the Discontinuous Galerkin (DG) method in time. As such, it combines the advantages of both the VE and the DG methods. The proposed scheme is implicit and it is proved to be unconditionally stable and accurate in space and time.
There has recently been much interest in Gaussian fields on linear networks and, more generally, on compact metric graphs. One proposed strategy for defining such fields on a metric graph $\Gamma$ is through a covariance function that is isotropic in a metric on the graph. Another is through a fractional-order differential equation $L^{\alpha/2} (\tau u) = \mathcal{W}$ on $\Gamma$, where $L = \kappa^2 - \nabla(a\nabla)$ for (sufficiently nice) functions $\kappa, a$, and $\mathcal{W}$ is Gaussian white noise. We study Markov properties of these two types of fields. First, we show that no Gaussian random fields exist on general metric graphs that are both isotropic and Markov. Then, we show that the second type of fields, the generalized Whittle--Mat\'ern fields, are Markov if and only if $\alpha\in\mathbb{N}$. Further, if $\alpha\in\mathbb{N}$, a generalized Whittle--Mat\'ern field $u$ is Markov of order $\alpha$, which means that the field $u$ in one region $S\subset\Gamma$ is conditionally independent of $u$ in $\Gamma\setminus S$ given the values of $u$ and its $\alpha-1$ derivatives on $\partial S$. Finally, we provide two results as consequences of the theory developed: first we prove that the Markov property implies an explicit characterization of $u$ on a fixed edge $e$, revealing that the conditional distribution of $u$ on $e$ given the values at the two vertices connected to $e$ is independent of the geometry of $\Gamma$; second, we show that the solution to $L^{1/2}(\tau u) = \mathcal{W}$ on $\Gamma$ can obtained by conditioning independent generalized Whittle--Mat\'ern processes on the edges, with $\alpha=1$ and Neumann boundary conditions, on being continuous at the vertices.
We consider the solution to the biharmonic equation in mixed form discretized by the Hybrid High-Order (HHO) methods. The two resulting second-order elliptic problems can be decoupled via the introduction of a new unknown, corresponding to the boundary value of the solution of the first Laplacian problem. This technique yields a global linear problem that can be solved iteratively via a Krylov-type method. More precisely, at each iteration of the scheme, two second-order elliptic problems have to be solved, and a normal derivative on the boundary has to be computed. In this work, we specialize this scheme for the HHO discretization. To this aim, an explicit technique to compute the discrete normal derivative of an HHO solution of a Laplacian problem is proposed. Moreover, we show that the resulting discrete scheme is well-posed. Finally, a new preconditioner is designed to speed up the convergence of the Krylov method. Numerical experiments assessing the performance of the proposed iterative algorithm on both two- and three-dimensional test cases are presented.
By a semi-Lagrangian change of coordinates, the hydrostatic Euler equations describing free-surface sheared flows is rewritten as a system of quasilinear equations, where stability conditions can be determined by the analysis of its hyperbolic structure. This new system can be written as a quasi linear system in time and horizontal variables and involves no more vertical derivatives. However, the coefficients in front of the horizontal derivatives include an integral operator acting on the new vertical variable. The spectrum of these operators is studied in detail, in particular it includes a continuous part. Riemann invariants are then determined as conserved quantities along the characteristic curves. Examples of solutions are provided, in particular stationary solutions and solutions blowing-up in finite time. Eventually, we propose an exact multi-layer $\mathbb{P}_0$-discretization, which could be used to solve numerically this semi-Lagrangian system, and analyze the eigenvalues of the corresponding discretized operator to investigate the hyperbolic nature of the approximated system.
Conjugate gradient is an efficient algorithm for solving large sparse linear systems. It has been utilized to accelerate the computation in Bayesian analysis for many large-scale problems. This article discusses the applications of conjugate gradient in Bayesian computation, with a focus on sparse regression and spatial analysis. A self-contained introduction of conjugate gradient is provided to facilitate potential applications in a broader range of problems.
A Milstein-type method is proposed for some highly non-linear non-autonomous time-changed stochastic differential equations (SDEs). The spatial variables in the coefficients of the time-changed SDEs satisfy the super-linear growth condition and the temporal variables obey some H\"older's continuity condition. The strong convergence in the finite time is studied and the convergence order is obtained.
We discuss a system of stochastic differential equations with a stiff linear term and additive noise driven by fractional Brownian motions (fBms) with Hurst parameter H>1/2, which arise e. g., from spatial approximations of stochastic partial differential equations. For their numerical approximation, we present an exponential Euler scheme and show that it converges in the strong sense with an exact rate close to the Hurst parameter H. Further, based on [2], we conclude the existence of a unique stationary solution of the exponential Euler scheme that is pathwise asymptotically stable.
Block majorization-minimization (BMM) is a simple iterative algorithm for nonconvex constrained optimization that sequentially minimizes majorizing surrogates of the objective function in each block coordinate while the other coordinates are held fixed. BMM entails a large class of optimization algorithms such as block coordinate descent and its proximal-point variant, expectation-minimization, and block projected gradient descent. We establish that for general constrained nonconvex optimization, BMM with strongly convex surrogates can produce an $\epsilon$-stationary point within $O(\epsilon^{-2}(\log \epsilon^{-1})^{2})$ iterations and asymptotically converges to the set of stationary points. Furthermore, we propose a trust-region variant of BMM that can handle surrogates that are only convex and still obtain the same iteration complexity and asymptotic stationarity. These results hold robustly even when the convex sub-problems are inexactly solved as long as the optimality gaps are summable. As an application, we show that a regularized version of the celebrated multiplicative update algorithm for nonnegative matrix factorization by Lee and Seung has iteration complexity of $O(\epsilon^{-2}(\log \epsilon^{-1})^{2})$. The same result holds for a wide class of regularized nonnegative tensor decomposition algorithms as well as the classical block projected gradient descent algorithm. These theoretical results are validated through various numerical experiments.
The dynamical equation of the boundary vorticity has been obtained, which shows that the viscosity at a solid wall is doubled as if the fluid became more viscous at the boundary. For certain viscous flows the boundary vorticity can be determined via the dynamical equation up to bounded errors for all time, without the need of knowing the details of the main stream flows. We then validate the dynamical equation by carrying out stochastic direct numerical simulations (i.e. the random vortex method for wall-bounded incompressible viscous flows) by two different means of updating the boundary vorticity, one using mollifiers of the Biot-Savart singular integral kernel, another using the dynamical equations.