{"title":"Interpolatory [math]-Optimality Conditions for Structured Linear Time-Invariant Systems","authors":"Petar Mlinarić, Peter Benner, Serkan Gugercin","doi":"10.1137/23m1610033","DOIUrl":"https://doi.org/10.1137/23m1610033","url":null,"abstract":"SIAM Journal on Numerical Analysis, Volume 63, Issue 2, Page 949-975, April 2025. <br/> Abstract. Interpolatory necessary optimality conditions for [math]-optimal reduced-order modeling of unstructured linear time-invariant (LTI) systems are well-known. Based on previous work on [math]-optimal reduced-order modeling of stationary parametric problems, in this paper, we develop and investigate optimality conditions for [math]-optimal reduced-order modeling of structured LTI systems, in particular, for second-order, port-Hamiltonian, and time-delay systems. Under certain diagonalizability assumptions, we show that across all these different structured settings, bitangential Hermite interpolation is the common form for optimality, thus proving a unifying optimality framework for structured reduced-order modeling.","PeriodicalId":49527,"journal":{"name":"SIAM Journal on Numerical Analysis","volume":"40 1","pages":""},"PeriodicalIF":2.9,"publicationDate":"2025-04-22","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"143863034","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 New Analysis of Empirical Interpolation Methods and Chebyshev Greedy Algorithms","authors":"Yuwen Li","doi":"10.1137/24m1634230","DOIUrl":"https://doi.org/10.1137/24m1634230","url":null,"abstract":"SIAM Journal on Numerical Analysis, Volume 63, Issue 2, Page 931-948, April 2025. <br/> Abstract. We present new convergence estimates of generalized empirical interpolation methods in terms of the entropy numbers of the parametrized function class. Our analysis is transparent and leads to sharper convergence rates than the classical analysis via the Kolmogorov [math]-width. In addition, we also derive novel entropy-based convergence estimates of the Chebyshev greedy algorithm for sparse [math]-term nonlinear approximation of a target function. This also improves classical convergence analysis when corresponding entropy numbers decay fast enough.","PeriodicalId":49527,"journal":{"name":"SIAM Journal on Numerical Analysis","volume":"4 1","pages":""},"PeriodicalIF":2.9,"publicationDate":"2025-04-22","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"143863035","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":"Energy Stable and Maximum Bound Principle Preserving Schemes for the [math]-Tensor Flow of Liquid Crystals","authors":"Dianming Hou, Xiaoli Li, Zhonghua Qiao, Nan Zheng","doi":"10.1137/23m1598866","DOIUrl":"https://doi.org/10.1137/23m1598866","url":null,"abstract":"SIAM Journal on Numerical Analysis, Volume 63, Issue 2, Page 854-880, April 2025. <br/> Abstract. In this paper, we propose two efficient fully discrete schemes for [math]-tensor flow of liquid crystals by using the first- and second-order stabilized exponential scalar auxiliary variable (sESAV) approach in time and the finite difference method for spatial discretization. The modified discrete energy dissipation laws are unconditionally satisfied for both two constructed schemes. A particular feature is that, for two-dimensional (2D) and a kind of three-dimensional (3D) [math]-tensor flow, the unconditional maximum bound principle (MBP) preservation of the constructed first-order scheme is successfully established, and the proposed second-order scheme preserves the discrete MBP property with a mild restriction on the time-step sizes. Furthermore, we rigorously derive the corresponding error estimates for the fully discrete second-order schemes by using the built-in stability results. Finally, various numerical examples validating the theoretical results, such as the orientation of liquid crystal in 2D and 3D, are presented for the constructed schemes.","PeriodicalId":49527,"journal":{"name":"SIAM Journal on Numerical Analysis","volume":"17 1","pages":""},"PeriodicalIF":2.9,"publicationDate":"2025-04-18","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"143847058","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":"POD-ROM Methods: From a Finite Set of Snapshots to Continuous-in-Time Approximations","authors":"Bosco García-Archilla, Volker John, Julia Novo","doi":"10.1137/24m1645681","DOIUrl":"https://doi.org/10.1137/24m1645681","url":null,"abstract":"SIAM Journal on Numerical Analysis, Volume 63, Issue 2, Page 800-826, April 2025. <br/> Abstract. This paper studies discretization of time-dependent partial differential equations (PDEs) by proper orthogonal decomposition reduced order models (POD-ROMs). Most of the analysis in the literature has been performed on fully discrete methods using first order methods in time, typically the implicit Euler time integrator. Our aim is to show which kind of error bounds can be obtained using any time integrator, both in the full order model (FOM), applied to compute the snapshots, and in the POD-ROM method. To this end, we analyze in this paper the continuous-in-time case for both the FOM and POD-ROM methods, although the POD basis is obtained from snapshots taken at a discrete (i.e., not continuous) set of times. Two cases for the set of snapshots are considered: the case in which the snapshots are based on first order divided differences in time and the case in which they are based on temporal derivatives. Optimal pointwise-in-time error bounds between the FOM and the POD-ROM solutions are proved for the [math] norm of the error for a semilinear reaction-diffusion model problem. The dependency of the errors on the distance in time between two consecutive snapshots and on the tail of the POD eigenvalues is tracked. Our detailed analysis allows us to show that, in some situations, a small number of snapshots in a given time interval might be sufficient to accurately approximate the solution in the full interval. Numerical studies support the error analysis.","PeriodicalId":49527,"journal":{"name":"SIAM Journal on Numerical Analysis","volume":"118 1","pages":""},"PeriodicalIF":2.9,"publicationDate":"2025-04-11","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"143823161","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":"Locking-Free Hybrid High-Order Method for Linear Elasticity","authors":"Carsten Carstensen, Ngoc Tien Tran","doi":"10.1137/24m1650363","DOIUrl":"https://doi.org/10.1137/24m1650363","url":null,"abstract":"SIAM Journal on Numerical Analysis, Volume 63, Issue 2, Page 827-853, April 2025. <br/> Abstract. The hybrid high-order (HHO) scheme has many successful applications including linear elasticity as the first step towards computational solid mechanics. The striking advantage is the simplicity among other higher-order nonconforming schemes and its geometric flexibility as a polytopal method on the expanse of a parameter-free refined stabilization. This paper utilizes just one reconstruction operator for the linear Green strain and therefore does not rely on a split in deviatoric and spherical behavior as in the classical HHO discretization. The a priori error analysis provides quasi-best approximation with [math]-independent equivalence constants. The reliable and (up to data oscillations) efficient a posteriori error estimates are stabilization-free and [math]-robust. The error analysis is carried out on simplicial meshes to allow conforming piecewise polynomial finite elements in the kernel of the stabilization terms. Numerical benchmarks provide empirical evidence for optimal convergence rates of the a posteriori error estimator in an associated adaptive mesh-refining algorithm also in the incompressible limit, where this paper provides corresponding assertions for the Stokes problem.","PeriodicalId":49527,"journal":{"name":"SIAM Journal on Numerical Analysis","volume":"45 1","pages":""},"PeriodicalIF":2.9,"publicationDate":"2025-04-11","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"143823160","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 Hybrid Two-Level Weighted Schwarz Method for Helmholtz Equations","authors":"Qiya Hu, Ziyi Li","doi":"10.1137/24m1637994","DOIUrl":"https://doi.org/10.1137/24m1637994","url":null,"abstract":"SIAM Journal on Numerical Analysis, Volume 63, Issue 2, Page 716-743, April 2025. <br/> Abstract. In this paper we are concerned with a weighted additive Schwarz method with local impedance boundary conditions for a family of Helmholtz problems in two or three dimensions. These problems are discretized by the finite element method with conforming nodal finite elements. We design and analyze an adaptive coarse space for this kind of weighted additive Schwarz method. This coarse space is constructed by some eigenfunctions of local generalized eigenvalue problems posed on the subspaces consisting of local discrete Helmholtz-harmonic functions from impedance boundary data on [math], where [math] is a considered subdomain. Such a generalized eigenvalue problem is defined by two different bilinear forms, [math] and [math], where [math] denotes a weight operator related to [math], and [math] with [math] being the wave number. We prove that a hybrid two-level weighted Schwarz preconditioner with the proposed coarse space possesses uniform convergence independent of the mesh size, the subdomain size, and the wave numbers under suitable assumptions. This result seems the first rigorous convergence result on two-level weighted Schwarz method with local impedance boundary conditions for Helmholtz equations. We also introduce an economical coarse space to avoid solving generalized eigenvalue problems. Numerical experiments confirm the theoretical results.","PeriodicalId":49527,"journal":{"name":"SIAM Journal on Numerical Analysis","volume":"108 1","pages":""},"PeriodicalIF":2.9,"publicationDate":"2025-04-10","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"143814010","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":"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}
{"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}
{"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}
{"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}