SIAM Journal on Numerical Analysis最新文献

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Dropout Ensemble Kalman Inversion for High Dimensional Inverse Problems 高维反问题的Dropout集成卡尔曼反演
IF 2.9 2区 数学
SIAM Journal on Numerical Analysis Pub Date : 2025-04-10 DOI: 10.1137/23m159860x
Shuigen Liu, Sebastian Reich, Xin T. Tong
{"title":"Dropout Ensemble Kalman Inversion for High Dimensional Inverse Problems","authors":"Shuigen Liu, Sebastian Reich, Xin T. Tong","doi":"10.1137/23m159860x","DOIUrl":"https://doi.org/10.1137/23m159860x","url":null,"abstract":"SIAM Journal on Numerical Analysis, Volume 63, Issue 2, Page 685-715, April 2025. <br/> Abstract. Ensemble Kalman inversion (EKI) is an ensemble-based method to solve inverse problems. Its gradient-free formulation makes it an attractive tool for problems with involved formulation. However, EKI suffers from the “subspace property,” i.e., the EKI solutions are confined in the subspace spanned by the initial ensemble. It implies that the ensemble size should be larger than the problem dimension to ensure EKI’s convergence to the correct solution. Such scaling of ensemble size is impractical and prevents the use of EKI in high dimensional problems. To address this issue, we propose a novel approach using dropout regularization to mitigate the subspace problem. We prove that dropout EKI (DEKI) converges in the small ensemble settings, and the computational cost of the algorithm scales linearly with dimension. We also show that DEKI reaches the optimal query complexity, up to a constant factor. Numerical examples demonstrate the effectiveness of our approach.","PeriodicalId":49527,"journal":{"name":"SIAM Journal on Numerical Analysis","volume":"3 1","pages":""},"PeriodicalIF":2.9,"publicationDate":"2025-04-10","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"143814048","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
Unique Solvability and Error Analysis of a Scheme Using the Lagrange Multiplier Approach for Gradient Flows 梯度流拉格朗日乘子法格式的唯一可解性及误差分析
IF 2.9 2区 数学
SIAM Journal on Numerical Analysis Pub Date : 2025-04-10 DOI: 10.1137/24m1659303
Qing Cheng, Jie Shen, Cheng Wang
{"title":"Unique Solvability and Error Analysis of a Scheme Using the Lagrange Multiplier Approach for Gradient Flows","authors":"Qing Cheng, Jie Shen, Cheng Wang","doi":"10.1137/24m1659303","DOIUrl":"https://doi.org/10.1137/24m1659303","url":null,"abstract":"SIAM Journal on Numerical Analysis, Volume 63, Issue 2, Page 772-799, April 2025. <br/> Abstract. The unique solvability and error analysis of a scheme using the original Lagrange multiplier approach proposed in [Q. Cheng, C. Liu, and J. Shen, Comput. Methods Appl. Mech. Engrg., 367 (2020), 13070] for gradient flows is studied in this paper. We identify a necessary and sufficient condition that must be satisfied for the nonlinear algebraic equation arising from the original Lagrange multiplier approach to admit a unique solution in the neighborhood of its exact solution. Then we find that the unique solvability of the original Lagrange multiplier approach depends on the aforementioned condition and may be valid over a finite time period. Afterward, we propose a modified Lagrange multiplier approach to ensure that the computation can continue even if the aforementioned condition was not satisfied. Using the Cahn–Hilliard equation as an example, we prove rigorously the unique solvability and establish optimal error estimates of a second-order Lagrange multiplier scheme assuming this condition and that the time step is sufficiently small. We also present numerical results to demonstrate that the modified Lagrange multiplier approach is much more robust and can use a much larger time step than the original Lagrange multiplier approach.","PeriodicalId":49527,"journal":{"name":"SIAM Journal on Numerical Analysis","volume":"34 1","pages":""},"PeriodicalIF":2.9,"publicationDate":"2025-04-10","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"143814009","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
Perfectly Matched Layer Method for the Wave Scattering Problem by a Step-Like Surface 类阶梯表面波散射问题的完美匹配层法
IF 2.9 2区 数学
SIAM Journal on Numerical Analysis Pub Date : 2025-04-10 DOI: 10.1137/24m1654221
Wangtao Lu, Weiying Zheng, Xiaopeng Zhu
{"title":"Perfectly Matched Layer Method for the Wave Scattering Problem by a Step-Like Surface","authors":"Wangtao Lu, Weiying Zheng, Xiaopeng Zhu","doi":"10.1137/24m1654221","DOIUrl":"https://doi.org/10.1137/24m1654221","url":null,"abstract":"SIAM Journal on Numerical Analysis, Volume 63, Issue 2, Page 744-771, April 2025. <br/> Abstract. This paper is concerned with the convergence theory of a perfectly matched layer (PML) method for wave scattering problems in a half plane bounded by a step-like surface. When a plane wave impinges upon the surface, the scattered waves are composed of an outgoing radiative field and two known parts. The first part consists of two parallel reflected plane waves of different phases, which propagate in two different subregions separated by a half-line parallel to the wave direction. The second part stands for an outgoing corner-scattering field which is discontinuous and represented by a double-layer potential. A piecewise circular PML is defined by introducing two types of complex coordinates transformations in the two subregions, respectively. A PML variational problem is proposed to approximate the scattered waves. The exponential convergence of the PML solution is established by two results based on the technique of Cagniard–de Hoop transform. First, we show that the discontinuous corner-scattering field decays exponentially in the PML. Second, we show that the transparent boundary condition (TBC) defined by the PML is an exponentially small perturbation of the original TBC defined by the radiation condition. Numerical examples validate the theory and demonstrate the effectiveness of the proposed PML.","PeriodicalId":49527,"journal":{"name":"SIAM Journal on Numerical Analysis","volume":"39 1","pages":""},"PeriodicalIF":2.9,"publicationDate":"2025-04-10","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"143814011","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
Spectral Correctness of the Simplicial Discontinuous Galerkin Approximation of the First-Order Form of Maxwell’s Equations with Discontinuous Coefficients 不连续系数麦克斯韦方程组一阶形式的简单不连续伽辽金近似的谱正确性
IF 2.9 2区 数学
SIAM Journal on Numerical Analysis Pub Date : 2025-04-09 DOI: 10.1137/24m1638331
Alexandre Ern, Jean-Luc Guermond
{"title":"Spectral Correctness of the Simplicial Discontinuous Galerkin Approximation of the First-Order Form of Maxwell’s Equations with Discontinuous Coefficients","authors":"Alexandre Ern, Jean-Luc Guermond","doi":"10.1137/24m1638331","DOIUrl":"https://doi.org/10.1137/24m1638331","url":null,"abstract":"SIAM Journal on Numerical Analysis, Volume 63, Issue 2, Page 661-684, April 2025. <br/> Abstract. The paper analyzes the discontinuous Galerkin approximation of Maxwell’s equations written in first-order form and with nonhomogeneous magnetic permeability and electric permittivity. Although the Sobolev smoothness index of the solution may be smaller than [math], it is shown that the approximation converges strongly and is therefore spectrally correct. The convergence proof uses the notion of involution and is based on a deflated inf-sup condition and a duality argument. One essential idea is that the smoothness index of the dual solution is always larger than [math] irrespective of the regularity of the material properties.","PeriodicalId":49527,"journal":{"name":"SIAM Journal on Numerical Analysis","volume":"59 1","pages":""},"PeriodicalIF":2.9,"publicationDate":"2025-04-09","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"143805903","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
Legendre Approximation-Based Stability Test for Distributed Delay Systems 基于Legendre近似的分布式延迟系统稳定性检验
IF 2.9 2区 数学
SIAM Journal on Numerical Analysis Pub Date : 2025-04-08 DOI: 10.1137/23m1610859
Alejandro Castaño, Mathieu Bajodek, Sabine Mondié
{"title":"Legendre Approximation-Based Stability Test for Distributed Delay Systems","authors":"Alejandro Castaño, Mathieu Bajodek, Sabine Mondié","doi":"10.1137/23m1610859","DOIUrl":"https://doi.org/10.1137/23m1610859","url":null,"abstract":"SIAM Journal on Numerical Analysis, Volume 63, Issue 2, Page 641-660, April 2025. <br/> Abstract. This contribution presents an exponential stability criterion for linear systems with multiple pointwise and distributed delays. This result is obtained in the Lyapunov–Krasovskii framework via the approximations of the argument of the functional by projection on the first Legendre polynomials. The reduction of the number of mathematical operations in the stability test is a benefit of the supergeometric convergence of Legendre polynomials approximation. For a single-delay linear system with a constant distributed kernel, a new computational procedure for the solution of the integrals involved in the stability test is developed considering the case of Jordan nilpotent blocks. This strategy is the basis for developing new procedures that allow the numerical construction of the stability test for different classes of kernels, such as polynomial, exponential, or [math] distribution.","PeriodicalId":49527,"journal":{"name":"SIAM Journal on Numerical Analysis","volume":"54 1","pages":""},"PeriodicalIF":2.9,"publicationDate":"2025-04-08","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"143798378","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
Mesh-Preserving and Energy-Stable Parametric FEM for Geometric Flows of Surfaces 曲面几何流动的保网格和能量稳定参数有限元
IF 2.9 2区 数学
SIAM Journal on Numerical Analysis Pub Date : 2025-03-27 DOI: 10.1137/24m1671542
Beiping Duan
{"title":"Mesh-Preserving and Energy-Stable Parametric FEM for Geometric Flows of Surfaces","authors":"Beiping Duan","doi":"10.1137/24m1671542","DOIUrl":"https://doi.org/10.1137/24m1671542","url":null,"abstract":"SIAM Journal on Numerical Analysis, Volume 63, Issue 2, Page 619-640, April 2025. <br/> Abstract. Mesh quality is crucial in the simulation of surface evolution equations using parametric finite element methods (FEMs). Energy-diminishing schemes may fail even when the surface remains smooth due to poor mesh distribution. In this paper, we aim to develop mesh-preserving and energy-stable parametric finite element schemes for the mean curvature flow and surface diffusion of two-dimensional surfaces. These new schemes are based on a reformulation of general surface evolution equations, achieved by coupling the original equation with a modified harmonic map heat flow. We demonstrate that our Euler schemes are energy-diminishing, and the proposed BDF2 schemes are energy-stable under a mild assumption on the mesh distortion. Numerical tests demonstrate that the proposed schemes perform exceptionally well in maintaining mesh quality.","PeriodicalId":49527,"journal":{"name":"SIAM Journal on Numerical Analysis","volume":"11 1","pages":""},"PeriodicalIF":2.9,"publicationDate":"2025-03-27","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"143723877","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
Multiscale Hybrid-Mixed Methods for the Stokes and Brinkman Equations—A Priori Analysis Stokes和Brinkman方程的多尺度混合-混合方法-先验分析
IF 2.9 2区 数学
SIAM Journal on Numerical Analysis Pub Date : 2025-03-12 DOI: 10.1137/24m1649368
Rodolfo Araya, Christopher Harder, Abner H. Poza, Frédéric Valentin
{"title":"Multiscale Hybrid-Mixed Methods for the Stokes and Brinkman Equations—A Priori Analysis","authors":"Rodolfo Araya, Christopher Harder, Abner H. Poza, Frédéric Valentin","doi":"10.1137/24m1649368","DOIUrl":"https://doi.org/10.1137/24m1649368","url":null,"abstract":"SIAM Journal on Numerical Analysis, Volume 63, Issue 2, Page 588-618, April 2025. <br/> Abstract. The multiscale hybrid-mixed (MHM) method for the Stokes operator was formally introduced in [R. Araya et al., Comput. Methods Appl. Mech. Engrg., 324, pp. 29–53, 2017] and numerically validated. The method has face degrees of freedom associated with multiscale basis functions computed from local Neumann problems driven by discontinuous polynomial spaces on skeletal meshes. The two-level MHM version approximates the multiscale basis using a stabilized finite element method. This work proposes the first numerical analysis for the one- and two-level MHM method applied to the Stokes/Brinkman equations within a new abstract framework relating MHM methods to discrete primal hybrid formulations. As a result, we generalize the two-level MHM method to include general second-level solvers and continuous polynomial interpolation on faces and establish abstract conditions to have those methods well-posed and optimally convergent on natural norms. We apply the abstract setting to analyze the MHM methods using stabilized and stable finite element methods as second-level solvers with (dis)continuous interpolation on faces. Also, we find that the discrete velocity and pressure variables preserve the balance of forces and conservation of mass at the element level. Numerical benchmarks assess theoretical results.","PeriodicalId":49527,"journal":{"name":"SIAM Journal on Numerical Analysis","volume":"16 1","pages":""},"PeriodicalIF":2.9,"publicationDate":"2025-03-12","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"143618495","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
Irrational-Window-Filter Projection Method and Application to Quasiperiodic Schrödinger Eigenproblems 无理性窗滤波投影法及其在拟周期Schrödinger特征问题中的应用
IF 2.9 2区 数学
SIAM Journal on Numerical Analysis Pub Date : 2025-03-11 DOI: 10.1137/24m1666197
Kai Jiang, Xueyang Li, Yao Ma, Juan Zhang, Pingwen Zhang, Qi Zhou
{"title":"Irrational-Window-Filter Projection Method and Application to Quasiperiodic Schrödinger Eigenproblems","authors":"Kai Jiang, Xueyang Li, Yao Ma, Juan Zhang, Pingwen Zhang, Qi Zhou","doi":"10.1137/24m1666197","DOIUrl":"https://doi.org/10.1137/24m1666197","url":null,"abstract":"SIAM Journal on Numerical Analysis, Volume 63, Issue 2, Page 564-587, April 2025. <br/> Abstract. In this paper, we propose a new algorithm, the irrational-window-filter projection method (IWFPM), for quasiperiodic systems with concentrated spectral point distribution. Based on the projection method (PM), IWFPM filters out dominant spectral points by defining an irrational window and uses a corresponding index-shift transform to make the FFT available. The error analysis on the function approximation level is also given. We apply IWFPM to one-dimensional, two-dimensional (2D), and three-dimensional (3D) quasiperiodic Schrödinger eigenproblems (QSEs) to demonstrate its accuracy and efficiency. IWFPM exhibits a significant computational advantage over PM for both extended and localized quantum states. More importantly, by using IWFPM, the existence of Anderson localization in 2D and 3D QSEs is numerically verified.","PeriodicalId":49527,"journal":{"name":"SIAM Journal on Numerical Analysis","volume":"86 1 1","pages":""},"PeriodicalIF":2.9,"publicationDate":"2025-03-11","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"143599756","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
Piecewise Linear Interpolation of Noise in Finite Element Approximations of Parabolic SPDEs 抛物型spde有限元逼近中噪声的分段线性插值
IF 2.9 2区 数学
SIAM Journal on Numerical Analysis Pub Date : 2025-03-10 DOI: 10.1137/23m1574117
Gabriel J. Lord, Andreas Petersson
{"title":"Piecewise Linear Interpolation of Noise in Finite Element Approximations of Parabolic SPDEs","authors":"Gabriel J. Lord, Andreas Petersson","doi":"10.1137/23m1574117","DOIUrl":"https://doi.org/10.1137/23m1574117","url":null,"abstract":"SIAM Journal on Numerical Analysis, Volume 63, Issue 2, Page 542-563, April 2025. <br/> Abstract. Efficient simulation of stochastic partial differential equations (SPDEs) on general domains requires noise discretization. This paper employs piecewise linear interpolation of noise in a fully discrete finite element approximation of a semilinear stochastic reaction-advection-diffusion equation on a convex polyhedral domain. The Gaussian noise is white in time, spatially correlated, and modeled as a standard cylindrical Wiener process on a reproducing kernel Hilbert space. This paper provides the first rigorous analysis of the resulting noise discretization error for a general spatial covariance kernel. The kernel is assumed to be defined on a larger regular domain, allowing for sampling by the circulant embedding method. The error bound under mild kernel assumptions requires nontrivial techniques like Hilbert–Schmidt bounds on products of finite element interpolants, entropy numbers of fractional Sobolev space embeddings, and an error bound for interpolants in fractional Sobolev norms. Examples with kernels encountered in applications are illustrated in numerical simulations using the FEniCS finite element software. Key findings include the following: noise interpolation does not introduce additional errors for Matérn kernels in [math]; there exist kernels that yield dominant interpolation errors; and generating noise on a coarser mesh does not always compromise accuracy.","PeriodicalId":49527,"journal":{"name":"SIAM Journal on Numerical Analysis","volume":"68 1","pages":""},"PeriodicalIF":2.9,"publicationDate":"2025-03-10","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"143582914","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 Far-Field Boundary Conditions for Crystalline Defects 晶体缺陷的高阶远场边界条件
IF 2.9 2区 数学
SIAM Journal on Numerical Analysis Pub Date : 2025-03-06 DOI: 10.1137/24m165836x
Julian Braun, Christoph Ortner, Yangshuai Wang, Lei Zhang
{"title":"Higher-Order Far-Field Boundary Conditions for Crystalline Defects","authors":"Julian Braun, Christoph Ortner, Yangshuai Wang, Lei Zhang","doi":"10.1137/24m165836x","DOIUrl":"https://doi.org/10.1137/24m165836x","url":null,"abstract":"SIAM Journal on Numerical Analysis, Volume 63, Issue 2, Page 520-541, April 2025. <br/> Abstract. Crystalline materials exhibit long-range elastic fields due to the presence of defects, leading to significant domain size effects in atomistic simulations. A rigorous far-field expansion of these long-range fields identifies low-rank structure in the form of a sum of discrete multipole terms and continuum predictors [J. Braun, T. Hudson, and C. Ortner, Arch. Ration. Mech. Anal., 245 (2022), pp. 1437–1490]. We propose a novel numerical scheme that exploits this low-rank structure to accelerate material defect simulations by minimizing the domain size effects. Our approach iteratively improves the boundary condition, systematically following the asymptotic expansion of the far field. We provide both rigorous error estimates for the method and a range of empirical numerical tests to assess its convergence and robustness.","PeriodicalId":49527,"journal":{"name":"SIAM Journal on Numerical Analysis","volume":"18 1","pages":""},"PeriodicalIF":2.9,"publicationDate":"2025-03-06","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"143570457","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
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