SIAM Journal on Numerical Analysis最新文献

筛选
英文 中文
Structure Preserving Primal Dual Methods for Gradient Flows with Nonlinear Mobility Transport Distances 非线性流动传输距离梯度流的结构保持原点二元法
IF 2.9 2区 数学
SIAM Journal on Numerical Analysis Pub Date : 2024-02-05 DOI: 10.1137/23m1562068
José A. Carrillo, Li Wang, Chaozhen Wei
{"title":"Structure Preserving Primal Dual Methods for Gradient Flows with Nonlinear Mobility Transport Distances","authors":"José A. Carrillo, Li Wang, Chaozhen Wei","doi":"10.1137/23m1562068","DOIUrl":"https://doi.org/10.1137/23m1562068","url":null,"abstract":"SIAM Journal on Numerical Analysis, Volume 62, Issue 1, Page 376-399, February 2024. <br/> Abstract. We develop structure preserving schemes for a class of nonlinear mobility continuity equation. When the mobility is a concave function, this equation admits a form of gradient flow with respect to a Wasserstein-like transport metric. Our numerical schemes build upon such formulation and utilize modern large-scale optimization algorithms. There are two distinctive features of our approach compared to previous ones. On the one hand, the essential properties of the solution, including positivity, global bounds, mass conservation, and energy dissipation, are all guaranteed by construction. On the other hand, our approach enjoys sufficient flexibility when applied to a large variety of problems including different free energy functionals, general wetting boundary conditions, and degenerate mobilities. The performance of our methods is demonstrated through a suite of examples.","PeriodicalId":49527,"journal":{"name":"SIAM Journal on Numerical Analysis","volume":"236 1","pages":""},"PeriodicalIF":2.9,"publicationDate":"2024-02-05","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"139695658","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}
引用次数: 0
Numerical Methods and Analysis of Computing Quasiperiodic Systems 计算准周期系统的数值方法与分析
IF 2.9 2区 数学
SIAM Journal on Numerical Analysis Pub Date : 2024-02-01 DOI: 10.1137/22m1524783
Kai Jiang, Shifeng Li, Pingwen Zhang
{"title":"Numerical Methods and Analysis of Computing Quasiperiodic Systems","authors":"Kai Jiang, Shifeng Li, Pingwen Zhang","doi":"10.1137/22m1524783","DOIUrl":"https://doi.org/10.1137/22m1524783","url":null,"abstract":"SIAM Journal on Numerical Analysis, Volume 62, Issue 1, Page 353-375, February 2024. <br/> Abstract. Quasiperiodic systems are important space-filling ordered structures, without decay and translational invariance. How to solve quasiperiodic systems accurately and efficiently is a great challenge. A useful approach, the projection method (PM) [J. Comput. Phys., 256 (2014), pp. 428–440], has been proposed to compute quasiperiodic systems. Various studies have demonstrated that the PM is an accurate and efficient method to solve quasiperiodic systems. However, there is a lack of theoretical analysis of the PM. In this paper, we present a rigorous convergence analysis of the PM by establishing a mathematical framework of quasiperiodic functions and their high-dimensional periodic functions. We also give a theoretical analysis of the quasiperiodic spectral method (QSM) based on this framework. Results demonstrate that the PM and QSM both have exponential decay, and the QSM (PM) is a generalization of the periodic Fourier spectral (pseudospectral) method. Then, we analyze the computational complexity of the PM and QSM in calculating quasiperiodic systems. The PM can use a fast Fourier transform, while the QSM cannot. Moreover, we investigate the accuracy and efficiency of the PM, QSM, and periodic approximation method in solving the linear time-dependent quasiperiodic Schrödinger equation.","PeriodicalId":49527,"journal":{"name":"SIAM Journal on Numerical Analysis","volume":"8 1","pages":""},"PeriodicalIF":2.9,"publicationDate":"2024-02-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"139660060","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}
引用次数: 0
Numerical Integration of Schrödinger Maps via the Hasimoto Transform 通过 Hasimoto 变换对薛定谔图进行数值积分
IF 2.9 2区 数学
SIAM Journal on Numerical Analysis Pub Date : 2024-01-31 DOI: 10.1137/22m1531555
Valeria Banica, Georg Maierhofer, Katharina Schratz
{"title":"Numerical Integration of Schrödinger Maps via the Hasimoto Transform","authors":"Valeria Banica, Georg Maierhofer, Katharina Schratz","doi":"10.1137/22m1531555","DOIUrl":"https://doi.org/10.1137/22m1531555","url":null,"abstract":"SIAM Journal on Numerical Analysis, Volume 62, Issue 1, Page 322-352, February 2024. <br/> Abstract. We introduce a numerical approach to computing the Schrödinger map (SM) based on the Hasimoto transform which relates the SM flow to a cubic nonlinear Schrödinger (NLS) equation. In exploiting this nonlinear transform we are able to introduce the first fully explicit unconditionally stable symmetric integrators for the SM equation. Our approach consists of two parts: an integration of the NLS equation followed by the numerical evaluation of the Hasimoto transform. Motivated by the desire to study rough solutions to the SM equation, we also introduce a new symmetric low-regularity integrator for the NLS equation. This is combined with our novel fast low-regularity Hasimoto (FLowRH) transform, based on a tailored analysis of the resonance structures in the Magnus expansion and a fast realization based on block-Toeplitz partitions, to yield an efficient low-regularity integrator for the SM equation. This scheme in particular allows us to obtain approximations to the SM in a more general regime (i.e., under lower-regularity assumptions) than previously proposed methods. The favorable properties of our methods are exhibited both in theoretical convergence analysis and in numerical experiments.","PeriodicalId":49527,"journal":{"name":"SIAM Journal on Numerical Analysis","volume":"121 1","pages":""},"PeriodicalIF":2.9,"publicationDate":"2024-01-31","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"139655653","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}
引用次数: 0
An Adaptive Spectral Method for Oscillatory Second-Order Linear ODEs with Frequency-Independent Cost 与频率相关成本的振荡二阶线性 ODE 的自适应谱方法
IF 2.9 2区 数学
SIAM Journal on Numerical Analysis Pub Date : 2024-01-29 DOI: 10.1137/23m1546609
Fruzsina J. Agocs, Alex H. Barnett
{"title":"An Adaptive Spectral Method for Oscillatory Second-Order Linear ODEs with Frequency-Independent Cost","authors":"Fruzsina J. Agocs, Alex H. Barnett","doi":"10.1137/23m1546609","DOIUrl":"https://doi.org/10.1137/23m1546609","url":null,"abstract":"SIAM Journal on Numerical Analysis, Volume 62, Issue 1, Page 295-321, February 2024. <br/> Abstract. We introduce an efficient numerical method for second-order linear ODEs whose solution may vary between highly oscillatory and slowly changing over the solution interval. In oscillatory regions the solution is generated via a nonoscillatory phase function that obeys the nonlinear Riccati equation. We propose a defect correction iteration that gives an asymptotic series for such a phase function; this is numerically approximated on a Chebyshev grid with a small number of nodes. For analytic coefficients we prove that each iteration, up to a certain maximum number, reduces the residual by a factor of order of the local frequency. The algorithm adapts both the stepsize and the choice of method, switching to a conventional spectral collocation method away from oscillatory regions. In numerical experiments we find that our proposal outperforms other state-of-the-art oscillatory solvers, most significantly at low to intermediate frequencies and at low tolerances, where it may use up to [math] times fewer function evaluations. Even in high-frequency regimes, our implementation is on average 10 times faster than other specialized solvers.","PeriodicalId":49527,"journal":{"name":"SIAM Journal on Numerical Analysis","volume":"343 1","pages":""},"PeriodicalIF":2.9,"publicationDate":"2024-01-29","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"139573530","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}
引用次数: 0
A Tangential and Penalty-Free Finite Element Method for the Surface Stokes Problem 表面斯托克斯问题的切向和无惩罚有限元方法
IF 2.9 2区 数学
SIAM Journal on Numerical Analysis Pub Date : 2024-01-25 DOI: 10.1137/23m1583995
Alan Demlow, Michael Neilan
{"title":"A Tangential and Penalty-Free Finite Element Method for the Surface Stokes Problem","authors":"Alan Demlow, Michael Neilan","doi":"10.1137/23m1583995","DOIUrl":"https://doi.org/10.1137/23m1583995","url":null,"abstract":"SIAM Journal on Numerical Analysis, Volume 62, Issue 1, Page 248-272, February 2024. <br/> Abstract. Surface Stokes and Navier–Stokes equations are used to model fluid flow on surfaces. They have attracted significant recent attention in the numerical analysis literature because approximation of their solutions poses significant challenges not encountered in the Euclidean context. One challenge comes from the need to simultaneously enforce tangentiality and [math] conformity (continuity) of discrete vector fields used to approximate solutions in the velocity-pressure formulation. Existing methods in the literature all enforce one of these two constraints weakly either by penalization or by use of Lagrange multipliers. Missing so far is a robust and systematic construction of surface Stokes finite element spaces which employ nodal degrees of freedom, including MINI, Taylor–Hood, Scott–Vogelius, and other composite elements which can lead to divergence-conforming or pressure-robust discretizations. In this paper we construct surface MINI spaces whose velocity fields are tangential. They are not [math]-conforming, but do lie in [math] and do not require penalization to achieve optimal convergence rates. We prove stability and optimal-order energy-norm convergence of the method and demonstrate optimal-order convergence of the velocity field in [math] via numerical experiments. The core advance in the paper is the construction of nodal degrees of freedom for the velocity field. This technique also may be used to construct surface counterparts to many other standard Euclidean Stokes spaces, and we accordingly present numerical experiments indicating optimal-order convergence of nonconforming tangential surface Taylor–Hood [math] elements.","PeriodicalId":49527,"journal":{"name":"SIAM Journal on Numerical Analysis","volume":"155 1","pages":""},"PeriodicalIF":2.9,"publicationDate":"2024-01-25","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"139551046","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}
引用次数: 0
A Positive and Moment-Preserving Fourier Spectral Method 正向和保时傅立叶谱方法
IF 2.9 2区 数学
SIAM Journal on Numerical Analysis Pub Date : 2024-01-25 DOI: 10.1137/23m1563918
Zhenning Cai, Bo Lin, Meixia Lin
{"title":"A Positive and Moment-Preserving Fourier Spectral Method","authors":"Zhenning Cai, Bo Lin, Meixia Lin","doi":"10.1137/23m1563918","DOIUrl":"https://doi.org/10.1137/23m1563918","url":null,"abstract":"SIAM Journal on Numerical Analysis, Volume 62, Issue 1, Page 273-294, February 2024. <br/> Abstract. This paper presents a novel Fourier spectral method that utilizes optimization techniques to ensure the positivity and conservation of moments in the space of trigonometric polynomials. We rigorously analyze the accuracy of the new method and prove that it maintains spectral accuracy. To solve the optimization problem, we propose an efficient Newton solver that has a quadratic convergence rate. Numerical examples are provided to demonstrate the high accuracy of the proposed method. Our method is also integrated into the spectral solver of the Boltzmann equation, showing the benefit of our approach in applications.","PeriodicalId":49527,"journal":{"name":"SIAM Journal on Numerical Analysis","volume":"5 1","pages":""},"PeriodicalIF":2.9,"publicationDate":"2024-01-25","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"139551093","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}
引用次数: 0
Higher-Order Monte Carlo through Cubic Stratification 通过立方分层实现高阶蒙特卡洛
IF 2.9 2区 数学
SIAM Journal on Numerical Analysis Pub Date : 2024-01-24 DOI: 10.1137/22m1532287
Nicolas Chopin, Mathieu Gerber
{"title":"Higher-Order Monte Carlo through Cubic Stratification","authors":"Nicolas Chopin, Mathieu Gerber","doi":"10.1137/22m1532287","DOIUrl":"https://doi.org/10.1137/22m1532287","url":null,"abstract":"SIAM Journal on Numerical Analysis, Volume 62, Issue 1, Page 229-247, February 2024. <br/> Abstract. We propose two novel unbiased estimators of the integral [math] for a function [math], which depend on a smoothness parameter [math]. The first estimator integrates exactly the polynomials of degrees [math] and achieves the optimal error [math] (where [math] is the number of evaluations of [math]) when [math] is [math] times continuously differentiable. The second estimator is also optimal in terms of convergence rate and has the advantage of being computationally cheaper, but it is restricted to functions that vanish on the boundary of [math]. The construction of the two estimators relies on a combination of cubic stratification and control variates based on numerical derivatives. We provide numerical evidence that they show good performance even for moderate values of [math].","PeriodicalId":49527,"journal":{"name":"SIAM Journal on Numerical Analysis","volume":"61 1","pages":""},"PeriodicalIF":2.9,"publicationDate":"2024-01-24","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"139544242","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}
引用次数: 0
Space-Time Virtual Elements for the Heat Equation 热方程的时空虚拟元素
IF 2.9 2区 数学
SIAM Journal on Numerical Analysis Pub Date : 2024-01-18 DOI: 10.1137/22m154140x
Sergio Gomez, Lorenzo Mascotto, Andrea Moiola, Ilaria Perugia
{"title":"Space-Time Virtual Elements for the Heat Equation","authors":"Sergio Gomez, Lorenzo Mascotto, Andrea Moiola, Ilaria Perugia","doi":"10.1137/22m154140x","DOIUrl":"https://doi.org/10.1137/22m154140x","url":null,"abstract":"SIAM Journal on Numerical Analysis, Volume 62, Issue 1, Page 199-228, February 2024. <br/> Abstract. We propose and analyze a space-time virtual element method for the discretization of the heat equation in a space-time cylinder, based on a standard Petrov–Galerkin formulation. Local discrete functions are solutions to a heat equation problem with polynomial data. Global virtual element spaces are nonconforming in space, so that the analysis and the design of the method are independent of the spatial dimension. The information between time slabs is transmitted by means of upwind terms involving polynomial projections of the discrete functions. We prove well posedness and optimal error estimates for the scheme, and validate them with several numerical tests.","PeriodicalId":49527,"journal":{"name":"SIAM Journal on Numerical Analysis","volume":"7 1","pages":""},"PeriodicalIF":2.9,"publicationDate":"2024-01-18","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"139489571","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}
引用次数: 0
A Lagrange–Galerkin Scheme for First Order Mean Field Game Systems 一阶均值场博弈系统的拉格朗日-加勒金方案
IF 2.9 2区 数学
SIAM Journal on Numerical Analysis Pub Date : 2024-01-16 DOI: 10.1137/23m1561762
Elisabetta Carlini, Francisco J. Silva, Ahmad Zorkot
{"title":"A Lagrange–Galerkin Scheme for First Order Mean Field Game Systems","authors":"Elisabetta Carlini, Francisco J. Silva, Ahmad Zorkot","doi":"10.1137/23m1561762","DOIUrl":"https://doi.org/10.1137/23m1561762","url":null,"abstract":"SIAM Journal on Numerical Analysis, Volume 62, Issue 1, Page 167-198, February 2024. <br/> Abstract. In this work, we consider a first order mean field game system with nonlocal couplings. A Lagrange–Galerkin scheme for the continuity equation, coupled with a semi-Lagrangian scheme for the Hamilton–Jacobi–Bellman equation, is proposed to discretize the mean field games system. The convergence of solutions to the scheme towards a solution to the mean field game system is established in arbitrary space dimensions. The scheme is implemented to approximate two mean field games systems in dimensions one and two.","PeriodicalId":49527,"journal":{"name":"SIAM Journal on Numerical Analysis","volume":"7 1","pages":""},"PeriodicalIF":2.9,"publicationDate":"2024-01-16","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"139480610","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}
引用次数: 0
Analysis and Numerical Approximation of Stationary Second-Order Mean Field Game Partial Differential Inclusions 静态二阶均值场博弈偏微分方程的分析与数值逼近
IF 2.9 2区 数学
SIAM Journal on Numerical Analysis Pub Date : 2024-01-12 DOI: 10.1137/22m1519274
Yohance A. P. Osborne, Iain Smears
{"title":"Analysis and Numerical Approximation of Stationary Second-Order Mean Field Game Partial Differential Inclusions","authors":"Yohance A. P. Osborne, Iain Smears","doi":"10.1137/22m1519274","DOIUrl":"https://doi.org/10.1137/22m1519274","url":null,"abstract":"SIAM Journal on Numerical Analysis, Volume 62, Issue 1, Page 138-166, February 2024. <br/> Abstract. The formulation of mean field games (MFG) typically requires continuous differentiability of the Hamiltonian in order to determine the advective term in the Kolmogorov–Fokker–Planck equation for the density of players. However, in many cases of practical interest, the underlying optimal control problem may exhibit bang-bang controls, which typically lead to nondifferentiable Hamiltonians. We develop the analysis and numerical analysis of stationary MFG for the general case of convex, Lipschitz, but possibly nondifferentiable Hamiltonians. In particular, we propose a generalization of the MFG system as a partial differential inclusion (PDI) based on interpreting the derivative of the Hamiltonian in terms of subdifferentials of convex functions. We establish the existence of a weak solution to the MFG PDI system, and we further prove uniqueness under a similar monotonicity condition to the one considered by Lasry and Lions. We then propose a monotone finite element discretization of the problem, and we prove strong [math]-norm convergence of the approximations of the value function and strong [math]-norm convergence of the approximations of the density function. We illustrate the performance of the numerical method in numerical experiments featuring nonsmooth solutions.","PeriodicalId":49527,"journal":{"name":"SIAM Journal on Numerical Analysis","volume":"40 1","pages":""},"PeriodicalIF":2.9,"publicationDate":"2024-01-12","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"139435461","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}
引用次数: 0
0
×
引用
GB/T 7714-2015
复制
MLA
复制
APA
复制
导出至
BibTeX EndNote RefMan NoteFirst NoteExpress
×
提示
您的信息不完整,为了账户安全,请先补充。
现在去补充
×
提示
您因"违规操作"
具体请查看互助需知
我知道了
×
提示
确定
请完成安全验证×
相关产品
×
本文献相关产品
联系我们:info@booksci.cn Book学术提供免费学术资源搜索服务,方便国内外学者检索中英文文献。致力于提供最便捷和优质的服务体验。 Copyright © 2023 布克学术 All rights reserved.
京ICP备2023020795号-1
ghs 京公网安备 11010802042870号
Book学术文献互助
Book学术文献互助群
群 号:481959085
Book学术官方微信