{"title":"Sensitivity of ODE Solutions and Quantities of Interest with Respect to Component Functions in the Dynamics","authors":"Jonathan R. Cangelosi, Matthias Heinkenschloss","doi":"10.1137/25m1729563","DOIUrl":"https://doi.org/10.1137/25m1729563","url":null,"abstract":"SIAM Journal on Numerical Analysis, Volume 63, Issue 5, Page 2094-2118, October 2025. <br/> Abstract. This work analyzes the sensitivities of the solution of a system of ordinary differential equations (ODEs) and a corresponding quantity of interest (QoI) to perturbations in a state-dependent component function that appears in the governing ODEs. This extends existing ODE sensitivity results, which consider the sensitivity of the ODE solution with respect to state-independent parameters. It is shown that with Carathéodory-type assumptions on the ODEs, the implicit function theorem can be applied to establish continuous Fréchet differentiability of the ODE solution with respect to the component function. These sensitivities are used to develop new estimates for the change in the ODE solution or QoI when the component function is perturbed. In applications, this new sensitivity-based bound on the ODE solution or QoI error is often much tighter than classical Gronwall-type error bounds. The sensitivity-based error bounds are applied to a trajectory simulation for a hypersonic vehicle.","PeriodicalId":49527,"journal":{"name":"SIAM Journal on Numerical Analysis","volume":"7 1","pages":""},"PeriodicalIF":2.9,"publicationDate":"2025-10-09","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"145246967","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Spherical Zone t-Designs for Numerical Integration and Approximation","authors":"Chao Li, Xiaojun Chen","doi":"10.1137/24m1718883","DOIUrl":"https://doi.org/10.1137/24m1718883","url":null,"abstract":"SIAM Journal on Numerical Analysis, Volume 63, Issue 5, Page 2072-2093, October 2025. <br/> Abstract. In this paper, we present spherical zone [math]-designs, which provide quadrature rules with equal weight for spherical polynomials of degree at most [math] on a spherical zone [math] with [math] and [math]. The spherical zone [math]-design is constructed by combining spherical [math]-designs and trapezoidal rules on [math] with polynomial exactness [math]. We show that the spherical zone [math]-designs using spherical [math]-designs only provide quadrature rules with equal weight for spherical zonal polynomials of degree at most [math] on the spherical zone. We apply the proposed spherical zone [math]-designs to numerical integration, hyperinterpolation and sparse approximation on the spherical zone. Theoretical approximation error bounds are presented. Some numerical examples are given to illustrate the theoretical results and show the efficiency of the proposed spherical zone [math]-designs.","PeriodicalId":49527,"journal":{"name":"SIAM Journal on Numerical Analysis","volume":"37 1","pages":""},"PeriodicalIF":2.9,"publicationDate":"2025-09-26","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"145154125","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Stability and Convergence of HDG Schemes under Minimal Regularity","authors":"Jiannan Jiang, Noel J. Walkington, Yukun Yue","doi":"10.1137/23m1612846","DOIUrl":"https://doi.org/10.1137/23m1612846","url":null,"abstract":"SIAM Journal on Numerical Analysis, Volume 63, Issue 5, Page 2048-2071, October 2025. <br/> Abstract. Convergence and compactness properties of approximate solutions to elliptic partial differential equations computed with the hybridized discontinuous Galerkin (HDG) scheme of Cockburn, Gopalakrishnan, and Sayas (Math. Comp., 79 (2010), pp. 1351–1367) are established. While it is known that solutions computed using this scheme converge at optimal rates to smooth solutions, this does not establish the stability of the method or convergence to solutions with minimal regularity. The compactness and convergence results show that the HDG scheme can be utilized for the solution of nonlinear problems and linear problems with nonsmooth coefficients on domains with reentrant corners.","PeriodicalId":49527,"journal":{"name":"SIAM Journal on Numerical Analysis","volume":"23 1","pages":""},"PeriodicalIF":2.9,"publicationDate":"2025-09-25","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"145141191","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Approximating Volumetric Shape Gradients for Shape Optimization with Curved Boundaries Constrained by Parabolic PDEs","authors":"Leonardo Mutti, Michael Ulbrich","doi":"10.1137/24m1681938","DOIUrl":"https://doi.org/10.1137/24m1681938","url":null,"abstract":"SIAM Journal on Numerical Analysis, Volume 63, Issue 5, Page 2026-2047, October 2025. <br/> Abstract. We quantify the accuracy of the approximate shape gradient for a shape optimization problem constrained by parabolic PDEs. The focus is on the volume form of the shape gradient, which is discretized using the finite element method and the implicit Euler scheme. Our estimate goes beyond previous work done in the elliptic setting and considers the error introduced by polygonal approximation of curved domains. Numerical experiments support the theoretical findings, and the code is made publicly available.","PeriodicalId":49527,"journal":{"name":"SIAM Journal on Numerical Analysis","volume":"156 1","pages":""},"PeriodicalIF":2.9,"publicationDate":"2025-09-23","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"145127788","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"On the Coefficients in Finite Difference Series Expansions of Derivatives","authors":"J. W. Banks, W. D. Henshaw","doi":"10.1137/25m1731782","DOIUrl":"https://doi.org/10.1137/25m1731782","url":null,"abstract":"SIAM Journal on Numerical Analysis, Volume 63, Issue 5, Page 2009-2025, October 2025. <br/> Abstract. The formulation of finite difference approximations is a classical problem in numerical analysis. In this article, we consider difference approximations that are based on a series expansion in powers of the second undivided difference. Each additional term in the series increases the order of accuracy by two. These expansions are useful in a variety of contexts such as in the development of modified equation schemes, the design of high-order accurate energy stable discretizations, and error analysis of certain finite element or finite difference schemes. Here, we provide closed form expressions for the coefficients in the series expansions for derivatives of all orders. We also provide some short recursions defining the series coefficients, and formulae for the stencil coefficients in standard difference approximations. The series expansions are used to show some useful properties of the Fourier symbols of difference approximations and to derive rules of thumb for the number of points-per-wavelength needed to achieve a given error tolerance when solving wave propagation problems involving higher spatial derivatives.","PeriodicalId":49527,"journal":{"name":"SIAM Journal on Numerical Analysis","volume":"79 1","pages":""},"PeriodicalIF":2.9,"publicationDate":"2025-09-18","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"145083733","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Computational Unique Continuation with Finite Dimensional Neumann Trace","authors":"Erik Burman, Lauri Oksanen, Ziyao Zhao","doi":"10.1137/24m164080x","DOIUrl":"https://doi.org/10.1137/24m164080x","url":null,"abstract":"SIAM Journal on Numerical Analysis, Volume 63, Issue 5, Page 1986-2008, October 2025. <br/> Abstract. We consider finite element approximations of unique continuation problems subject to elliptic equations in the case where the normal derivative of the exact solution is known to reside in some finite dimensional space. To give quantitative error estimates we prove Lipschitz stability of the unique continuation problem in the global [math]-norm. This stability is then leveraged to derive optimal a posteriori and a priori error estimates for a primal-dual stabilized finite element method.","PeriodicalId":49527,"journal":{"name":"SIAM Journal on Numerical Analysis","volume":"3 1","pages":""},"PeriodicalIF":2.9,"publicationDate":"2025-09-16","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"145067796","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Projection Method for Quasiperiodic Elliptic Equations and Application to Quasiperiodic Homogenization","authors":"Kai Jiang, Meng Li, Juan Zhang, Lei Zhang","doi":"10.1137/24m1697797","DOIUrl":"https://doi.org/10.1137/24m1697797","url":null,"abstract":"SIAM Journal on Numerical Analysis, Volume 63, Issue 5, Page 1962-1985, October 2025. <br/> Abstract. In this study, we address the challenge of solving elliptic equations with quasiperiodic coefficients. To achieve accurate and efficient computation, we introduce the projection method, which enables the embedding of quasiperiodic systems into higher-dimensional periodic systems. To enhance the computational efficiency, we propose a compressed storage strategy for the stiffness matrix by its multilevel block circulant structure, significantly reducing memory requirements. Furthermore, we design a diagonal preconditioner to efficiently solve the resulting high-dimensional linear system by reducing the condition number of the stiffness matrix. These techniques collectively contribute to the computational effectiveness of our proposed approach. Convergence analysis shows the polynomial accuracy of the proposed method. We demonstrate the effectiveness and accuracy of our approach through a series of numerical examples. Moreover, we apply our method to achieve a highly accurate computation of the homogenized coefficients for a quasiperiodic multiscale elliptic equation.","PeriodicalId":49527,"journal":{"name":"SIAM Journal on Numerical Analysis","volume":"5 1","pages":""},"PeriodicalIF":2.9,"publicationDate":"2025-09-10","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"145089599","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Space-Time FEM-BEM Couplings for Parabolic Transmission Problems","authors":"Thomas Führer, Gregor Gantner, Michael Karkulik","doi":"10.1137/24m1695646","DOIUrl":"https://doi.org/10.1137/24m1695646","url":null,"abstract":"SIAM Journal on Numerical Analysis, Volume 63, Issue 5, Page 1909-1932, October 2025. <br/> Abstract. We develop couplings of a recent space-time first-order system least-squares method for parabolic problems and space-time boundary element methods for the heat equation to numerically solve a parabolic transmission problem on the full space and a finite time interval. In particular, we demonstrate coercivity of the couplings under certain restrictions and validate our theoretical findings by numerical experiments.","PeriodicalId":49527,"journal":{"name":"SIAM Journal on Numerical Analysis","volume":"1 1","pages":""},"PeriodicalIF":2.9,"publicationDate":"2025-09-05","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"145003458","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Numerical Analysis of the Parallel Orbital-Updating Approach for Eigenvalue Problems","authors":"Xiaoying Dai, Yan Li, Bin Yang, Aihui Zhou","doi":"10.1137/24m1690084","DOIUrl":"https://doi.org/10.1137/24m1690084","url":null,"abstract":"SIAM Journal on Numerical Analysis, Volume 63, Issue 4, Page 1886-1908, August 2025. <br/> Abstract. The parallel orbital-updating approach is an orbital/eigenfunction iteration based approach for solving eigenvalue problems when many eigenpairs are required. It has been proven to be efficient, for instance, in electronic structure calculations. In this paper, based on the investigation of a quasi-orthogonality, we present the numerical analysis of the parallel orbital-updating approach for linear eigenvalue problems, including convergence and error estimates of the numerical approximations.","PeriodicalId":49527,"journal":{"name":"SIAM Journal on Numerical Analysis","volume":"15 1","pages":""},"PeriodicalIF":2.9,"publicationDate":"2025-08-22","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"144900116","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"A Unified Framework on the Original Energy Laws of Three Effective Classes of Runge–Kutta Methods for Phase Field Crystal Type Models","authors":"Xuping Wang, Xuan Zhao, Hong-lin Liao","doi":"10.1137/24m1701770","DOIUrl":"https://doi.org/10.1137/24m1701770","url":null,"abstract":"SIAM Journal on Numerical Analysis, Volume 63, Issue 4, Page 1808-1832, August 2025. <br/> Abstract. The main theoretical obstacle to establishing the original energy dissipation laws of Runge–Kutta methods for phase field equations is verifying the maximum norm boundedness of the stage solutions without assuming global Lipschitz continuity of the nonlinear bulk. We present a unified theoretical framework for the energy stability of three effective classes of Runge–Kutta methods, including the additive implicit-explicit Runge–Kutta, explicit exponential Runge–Kutta, and corrected integrating factor Runge–Kutta methods, for the Swift–Hohenberg and phase field crystal models. By the standard discrete energy argument, it is proven that the three classes of Runge–Kutta methods preserve the original energy dissipation law if the associated differentiation matrices are positive definite. Our main tools include the differential form with the associated differentiation matrix, the discrete orthogonal convolution kernel, and the principle of mathematical induction. Many existing Runge–Kutta methods in the literature are revisited by evaluating the lower bound on the minimum eigenvalues of the associated differentiation matrices. Our theoretical approach paves a new way toward the internal nonlinear stability of Runge–Kutta methods for dissipative semilinear parabolic problems.","PeriodicalId":49527,"journal":{"name":"SIAM Journal on Numerical Analysis","volume":"15 1","pages":""},"PeriodicalIF":2.9,"publicationDate":"2025-08-20","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"144900120","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}