The Virtual Element Method (VEM) is a Galerkin approximation method that extends the Finite Element Method (FEM) to polytopal meshes. In this paper, we present a conforming formulation that generalizes the Scott-Vogelius finite element method for the numerical approximation of the Stokes problem to polygonal meshes in the framework of the virtual element method. In particular, we consider a straightforward application of the virtual element approximation space for scalar elliptic problems to the vector case and approximate the pressure variable through discontinuous polynomials. We assess the effectiveness of the numerical approximation by investigating the convergence on a manufactured solution problem and a set of representative polygonal meshes. We numerically show that this formulation is convergent with optimal convergence rates except for the lowest-order case on triangular meshes, where the method coincides with the $P_1-P_0$ Scott-Vogelius scheme, and on square meshes, which are situations that are well-known to be unstable.
Isogeometric analysis with the boundary element method (IGABEM) has recently gained interest. In this paper, the approximability of IGABEM on 3D acoustic scattering problems will be investigated and a new improved BeTSSi submarine will be presented as a benchmark example. Both Galerkin and collocation are considered in combination with several boundary integral equations (BIE). In addition to the conventional BIE, regularized versions of this BIE will be considered. Moreover, the hyper-singular BIE and the Burton--Miller formulation are also considered. A new adaptive integration routine is presented, and the numerical examples show the importance of the integration procedure in the boundary element method. The numerical examples also include comparison between standard BEM and IGABEM, which again verifies the higher accuracy obtained from the increased inter-element continuity of the spline basis functions. One of the main objectives in this paper is benchmarking acoustic scattering problems, and the method of manufactured solution will be used frequently in this regard.
We introduce and analyze various Regularized Combined Field Integral Equations (CFIER) formulations of time-harmonic Navier equations in media with piece-wise constant material properties. These formulations can be derived systematically starting from suitable coercive approximations of Dirichlet-to-Neumann operators (DtN), and we present a periodic pseudodifferential calculus framework within which the well posedness of CIER formulations can be established. We also use the DtN approximations to derive and analyze Optimized Schwarz (OS) methods for the solution of elastodynamics transmission problems. The pseudodifferential calculus we develop in this paper relies on careful singularity splittings of the kernels of Navier boundary integral operators which is also the basis of high-order Nystr\"om quadratures for their discretizations. Based on these high-order discretizations we investigate the rate of convergence of iterative solvers applied to CFIER and OS formulations of scattering and transmission problems. We present a variety of numerical results that illustrate that the CFIER methodology leads to important computational savings over the classical CFIE one, whenever iterative solvers are used for the solution of the ensuing discretized boundary integral equations. Finally, we show that the OS methods are competitive in the high-frequency high-contrast regime.
We consider statistical models arising from the common set of solutions to a sparse polynomial system with general coefficients. The maximum likelihood degree counts the number of critical points of the likelihood function restricted to the model. We prove the maximum likelihood degree of a sparse polynomial system is determined by its Newton polytopes and equals the mixed volume of a related Lagrange system of equations.
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.
Numerical solution of heterogeneous Helmholtz problems presents various computational challenges, with descriptive theory remaining out of reach for many popular approaches. Robustness and scalability are key for practical and reliable solvers in large-scale applications, especially for large wave number problems. In this work we explore the use of a GenEO-type coarse space to build a two-level additive Schwarz method applicable to highly indefinite Helmholtz problems. Through a range of numerical tests on a 2D model problem, discretised by finite elements on pollution-free meshes, we observe robust convergence, iteration counts that do not increase with the wave number, and good scalability of our approach. We further provide results showing a favourable comparison with the DtN coarse space. Our numerical study shows promise that our solver methodology can be effective for challenging heterogeneous applications.
In this article we suggest two discretization methods based on isogeometric analysis (IGA) for planar linear elasticity. On the one hand, we apply the well-known ansatz of weakly imposed symmetry for the stress tensor and obtain a well-posed mixed formulation. Such modified mixed problems have been already studied by different authors. But we concentrate on the exploitation of IGA results to handle also curved boundary geometries. On the other hand, we consider the more complicated situation of strong symmetry, i.e. we discretize the mixed weak form determined by the so-called Hellinger-Reissner variational principle. We show the existence of suitable approximate fields leading to an inf-sup stable saddle-point problem. For both discretization approaches we prove convergence statements and in case of weak symmetry we illustrate the approximation behavior by means of several numerical experiments.
We study the numerical approximation by space-time finite element methods of a multi-physics system coupling hyperbolic elastodynamics with parabolic transport and modelling poro- and thermoelasticity. The equations are rewritten as a first-order system in time. Discretizations by continuous Galerkin methods in space and time with inf-sup stable pairs of finite elements for the spatial approximation of the unknowns are investigated. Optimal order error estimates of energy-type are proven. Superconvergence at the time nodes is addressed briefly. The error analysis can be extended to discontinuous and enriched Galerkin space discretizations. The error estimates are confirmed by numerical experiments.
We introduce a novel methodology for particle filtering in dynamical systems where the evolution of the signal of interest is described by a SDE and observations are collected instantaneously at prescribed time instants. The new approach includes the discretisation of the SDE and the design of efficient particle filters for the resulting discrete-time state-space model. The discretisation scheme converges with weak order 1 and it is devised to create a sequential dependence structure along the coordinates of the discrete-time state vector. We introduce a class of space-sequential particle filters that exploits this structure to improve performance when the system dimension is large. This is numerically illustrated by a set of computer simulations for a stochastic Lorenz 96 system with additive noise. The new space-sequential particle filters attain approximately constant estimation errors as the dimension of the Lorenz 96 system is increased, with a computational cost that increases polynomially, rather than exponentially, with the system dimension. Besides the new numerical scheme and particle filters, we provide in this paper a general framework for discrete-time filtering in continuous-time dynamical systems described by a SDE and instantaneous observations. Provided that the SDE is discretised using a weakly-convergent scheme, we prove that the marginal posterior laws of the resulting discrete-time state-space model converge to the posterior marginal posterior laws of the original continuous-time state-space model under a suitably defined metric. This result is general and not restricted to the numerical scheme or particle filters specifically studied in this manuscript.
Convection-diffusion-reaction equations model the conservation of scalar quantities. From the analytic point of view, solution of these equations satisfy under certain conditions maximum principles, which represent physical bounds of the solution. That the same bounds are respected by numerical approximations of the solution is often of utmost importance in practice. The mathematical formulation of this property, which contributes to the physical consistency of a method, is called Discrete Maximum Principle (DMP). In many applications, convection dominates diffusion by several orders of magnitude. It is well known that standard discretizations typically do not satisfy the DMP in this convection-dominated regime. In fact, in this case, it turns out to be a challenging problem to construct discretizations that, on the one hand, respect the DMP and, on the other hand, compute accurate solutions. This paper presents a survey on finite element methods, with a main focus on the convection-dominated regime, that satisfy a local or a global DMP. The concepts of the underlying numerical analysis are discussed. The survey reveals that for the steady-state problem there are only a few discretizations, all of them nonlinear, that at the same time satisfy the DMP and compute reasonably accurate solutions, e.g., algebraically stabilized schemes. Moreover, most of these discretizations have been developed in recent years, showing the enormous progress that has been achieved lately. Methods based on algebraic stabilization, nonlinear and linear ones, are currently as well the only finite element methods that combine the satisfaction of the global DMP and accurate numerical results for the evolutionary equations in the convection-dominated situation.
We recall some of the history of the information-theoretic approach to deriving core results in probability theory and indicate parts of the recent resurgence of interest in this area with current progress along several interesting directions. Then we give a new information-theoretic proof of a finite version of de Finetti's classical representation theorem for finite-valued random variables. We derive an upper bound on the relative entropy between the distribution of the first $k$ in a sequence of $n$ exchangeable random variables, and an appropriate mixture over product distributions. The mixing measure is characterised as the law of the empirical measure of the original sequence, and de Finetti's result is recovered as a corollary. The proof is nicely motivated by the Gibbs conditioning principle in connection with statistical mechanics, and it follows along an appealing sequence of steps. The technical estimates required for these steps are obtained via the use of a collection of combinatorial tools known within information theory as `the method of types.'