{"title":"The Lanczos Tau Framework for Time-Delay Systems: Padé Approximation and Collocation Revisited","authors":"Evert Provoost, Wim Michiels","doi":"10.1137/24m164611x","DOIUrl":"https://doi.org/10.1137/24m164611x","url":null,"abstract":"SIAM Journal on Numerical Analysis, Volume 62, Issue 6, Page 2529-2548, December 2024. <br/> Abstract. We reformulate the Lanczos tau method for the discretization of time-delay systems in terms of a pencil of operators, allowing for new insights into this approach. As a first main result, we show that, for the choice of a shifted Legendre basis, this method is equivalent to Padé approximation in the frequency domain. We illustrate that Lanczos tau methods straightforwardly give rise to sparse, self-nesting discretizations. Equivalence is also demonstrated with pseudospectral collocation, where the nonzero collocation points are chosen as the zeros of orthogonal polynomials. The importance of such a choice manifests itself in the approximation of the [math]-norm, where, under mild conditions, supergeometric convergence is observed and, for a special case, superconvergence is proved, both of which are significantly faster than the algebraic convergence reported in previous work.","PeriodicalId":49527,"journal":{"name":"SIAM Journal on Numerical Analysis","volume":"163 1","pages":""},"PeriodicalIF":2.9,"publicationDate":"2024-11-13","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142610476","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 Designs for Approximations on Spherical Caps","authors":"Chao Li, Xiaojun Chen","doi":"10.1137/23m1555417","DOIUrl":"https://doi.org/10.1137/23m1555417","url":null,"abstract":"SIAM Journal on Numerical Analysis, Volume 62, Issue 6, Page 2506-2528, December 2024. <br/> Abstract. A spherical [math]-design is a set of points on the unit sphere, which provides an equal weight quadrature rule integrating exactly all spherical polynomials of degree at most [math] and has a sharp error bound for approximations on the sphere. This paper introduces a set of points called a spherical cap [math]-subdesign on a spherical cap [math] with center [math] and radius [math] induced by the spherical [math]-design. We show that the spherical cap [math]-subdesign provides an equal weight quadrature rule integrating exactly all zonal polynomials of degree at most [math] and all functions expanded by orthonormal functions on the spherical cap which are defined by shifted Legendre polynomials of degree at most [math]. We apply the spherical cap [math]-subdesign and the orthonormal basis functions on the spherical cap to non-polynomial approximation of continuous functions on the spherical cap and present theoretical approximation error bounds. We also apply spherical cap [math]-subdesigns to sparse signal recovery on the upper hemisphere, which is a spherical cap with [math]. Our theoretical and numerical results show that spherical cap [math]-subdesigns can provide a good approximation on spherical caps.","PeriodicalId":49527,"journal":{"name":"SIAM Journal on Numerical Analysis","volume":"153 1","pages":""},"PeriodicalIF":2.9,"publicationDate":"2024-11-11","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142598300","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":"An Operator Preconditioned Combined Field Integral Equation for Electromagnetic Scattering","authors":"Van Chien Le, Kristof Cools","doi":"10.1137/23m1581674","DOIUrl":"https://doi.org/10.1137/23m1581674","url":null,"abstract":"SIAM Journal on Numerical Analysis, Volume 62, Issue 6, Page 2484-2505, December 2024. <br/> Abstract. This paper aims to address two issues of integral equations for the scattering of time-harmonic electromagnetic waves by a perfect electric conductor with Lipschitz continuous boundary: ill-conditioned boundary element Galerkin discretization matrices on fine meshes and instability at spurious resonant frequencies. The remedy to ill-conditioned matrices is operator preconditioning, and resonant instability is eliminated by means of a combined field integral equation. Exterior traces of single and double layer potentials are complemented by their interior counterparts for a purely imaginary wave number. We derive the corresponding variational formulation in the natural trace space for electromagnetic fields and establish its well-posedness for all wave numbers. A Galerkin discretization scheme is employed using conforming edge boundary elements on dual meshes, which produces well-conditioned discrete linear systems of the variational formulation. Some numerical results are also provided to support the numerical analysis.","PeriodicalId":49527,"journal":{"name":"SIAM Journal on Numerical Analysis","volume":"63 1","pages":""},"PeriodicalIF":2.9,"publicationDate":"2024-11-07","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142594676","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":"An Energy-Based Discontinuous Galerkin Method for the Nonlinear Schrödinger Equation with Wave Operator","authors":"Kui Ren, Lu Zhang, Yin Zhou","doi":"10.1137/23m1597496","DOIUrl":"https://doi.org/10.1137/23m1597496","url":null,"abstract":"SIAM Journal on Numerical Analysis, Volume 62, Issue 6, Page 2459-2483, December 2024. <br/> Abstract. This work develops an energy-based discontinuous Galerkin (EDG) method for the nonlinear Schrödinger equation with the wave operator. The focus of the study is on the energy-conserving or energy-dissipating behavior of the method with some simple mesh-independent numerical fluxes we designed. We establish error estimates in the energy norm that require careful selection of a weak formulation for the auxiliary equation involving the time derivative of the displacement variable. A critical part of the convergence analysis is to establish the [math] error bounds for the time derivative of the approximation error in the displacement variable by using the equation that determines its mean value. Using a special weak formulation, we show that one can create a linear system for the time evolution of the unknowns even when dealing with nonlinear properties in the original problem. Numerical experiments were performed to demonstrate the optimal convergence of the scheme in the [math] norm. These experiments involved specific choices of numerical fluxes combined with specific choices of approximation spaces.","PeriodicalId":49527,"journal":{"name":"SIAM Journal on Numerical Analysis","volume":"10 1","pages":""},"PeriodicalIF":2.9,"publicationDate":"2024-11-04","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142580294","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}
Annalisa Buffa, Ondine Chanon, Denise Grappein, Rafael Vázquez, Martin Vohralík
{"title":"An Equilibrated Flux A Posteriori Error Estimator for Defeaturing Problems","authors":"Annalisa Buffa, Ondine Chanon, Denise Grappein, Rafael Vázquez, Martin Vohralík","doi":"10.1137/23m1627195","DOIUrl":"https://doi.org/10.1137/23m1627195","url":null,"abstract":"SIAM Journal on Numerical Analysis, Volume 62, Issue 6, Page 2439-2458, December 2024. <br/> Abstract. An a posteriori error estimator based on an equilibrated flux reconstruction is proposed for defeaturing problems in the context of finite element discretizations. Defeaturing consists in the simplification of a geometry by removing features that are considered not relevant for the approximation of the solution of a given PDE. In this work, the focus is on a Poisson equation with Neumann boundary conditions on the feature boundary. The estimator accounts both for the so-called defeaturing error and for the numerical error committed by approximating the solution on the defeatured domain. Unlike other estimators that were previously proposed for defeaturing problems, the use of the equilibrated flux reconstruction allows us to obtain a sharp bound for the numerical component of the error. Furthermore, it does not require the evaluation of the normal trace of the numerical flux on the feature boundary: this makes the estimator well suited for finite element discretizations, in which the normal trace of the numerical flux is typically discontinuous across elements. The reliability of the estimator is proven and verified on several numerical examples. Its capability to identify the most relevant features is also shown, in anticipation of a future application to an adaptive strategy.","PeriodicalId":49527,"journal":{"name":"SIAM Journal on Numerical Analysis","volume":"41 1","pages":""},"PeriodicalIF":2.9,"publicationDate":"2024-11-04","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142580295","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":"The A Posteriori Error Estimates of the FE Approximation of Defective Eigenvalues for Non-Self-Adjoint Eigenvalue Problems","authors":"Yidu Yang, Shixi Wang, Hai Bi","doi":"10.1137/23m162065x","DOIUrl":"https://doi.org/10.1137/23m162065x","url":null,"abstract":"SIAM Journal on Numerical Analysis, Volume 62, Issue 6, Page 2419-2438, December 2024. <br/> Abstract. In this paper, we study the a posteriori error estimates of the FEM for defective eigenvalues of non-self-adjoint eigenvalue problems. Using the spectral approximation theory, we establish the abstract a posteriori error formulas for the weighted average of approximate eigenvalues and approximate eigenspace. We then apply the formulas to the defective eigenvalues of elliptic interface problem, derive the a posteriori error estimators, and analyze their reliability and effectiveness. We also provide numerical examples to confirm our theoretical findings.","PeriodicalId":49527,"journal":{"name":"SIAM Journal on Numerical Analysis","volume":"8 1","pages":""},"PeriodicalIF":2.9,"publicationDate":"2024-11-04","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142580296","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":"Erratum: Analysis and Numerical Approximation of Stationary Second-Order Mean Field Game Partial Differential Inclusions","authors":"Yohance A. P. Osborne, Iain Smears","doi":"10.1137/24m165123x","DOIUrl":"https://doi.org/10.1137/24m165123x","url":null,"abstract":"SIAM Journal on Numerical Analysis, Volume 62, Issue 5, Page 2415-2417, October 2024. <br/> Abstract. We correct the proofs of Theorems 3.3 and 5.2 in [Y. A. P. Osborne and I. Smears, SIAM J. Numer. Anal., 62 (2024), pp. 138–166]. With the corrected proofs, Theorems 3.3 and 5.2 are shown to be valid without change to their hypotheses or conclusions.","PeriodicalId":49527,"journal":{"name":"SIAM Journal on Numerical Analysis","volume":"16 1","pages":""},"PeriodicalIF":2.9,"publicationDate":"2024-10-22","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142487327","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":"Achieving High Convergence Rates by Quasi-Monte Carlo and Importance Sampling for Unbounded Integrands","authors":"Du Ouyang, Xiaoqun Wang, Zhijian He","doi":"10.1137/23m1622489","DOIUrl":"https://doi.org/10.1137/23m1622489","url":null,"abstract":"SIAM Journal on Numerical Analysis, Volume 62, Issue 5, Page 2393-2414, October 2024. <br/> Abstract. We consider the problem of estimating an expectation [math] by quasi-Monte Carlo (QMC) methods, where [math] is an unbounded smooth function and [math] is a standard normal random vector. While the classical Koksma–Hlawka inequality cannot be directly applied to unbounded functions, we establish a novel framework to study the convergence rates of QMC for unbounded smooth integrands. We propose a projection method to modify the unbounded integrands into bounded and smooth ones, which differs from the low variation extension strategy of avoiding the singularities along the boundary of the unit cube [math] in Owen [SIAM Rev., 48 (2006), pp. 487–503]. The total error is then bounded by the quadrature error of the transformed integrand and the projection error. We prove that if the function [math] and its mixed partial derivatives do not grow too fast as the Euclidean norm [math] tends to infinity, then projection-based QMC and randomized QMC (RQMC) methods achieve an error rate of [math] with a sample size [math] and an arbitrarily small [math]. However, the error rate turns out to be only [math] when the functions grow exponentially as [math] with [math]. Remarkably, we find that using importance sampling with [math]-distribution as the proposal can dramatically improve the root mean squared error of RQMC from [math] to [math].","PeriodicalId":49527,"journal":{"name":"SIAM Journal on Numerical Analysis","volume":"125 1","pages":""},"PeriodicalIF":2.9,"publicationDate":"2024-10-21","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142486666","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":"How Sharp Are Error Bounds? –Lower Bounds on Quadrature Worst-Case Errors for Analytic Functions–","authors":"Takashi Goda, Yoshihito Kazashi, Ken’ichiro Tanaka","doi":"10.1137/24m1634163","DOIUrl":"https://doi.org/10.1137/24m1634163","url":null,"abstract":"SIAM Journal on Numerical Analysis, Volume 62, Issue 5, Page 2370-2392, October 2024. <br/> Abstract. Numerical integration over the real line for analytic functions is studied. Our main focus is on the sharpness of the error bounds. We first derive two general lower estimates for the worst-case integration error, and then apply these to establish lower bounds for various quadrature rules. These bounds turn out to either be novel or improve upon existing results, leading to lower bounds that closely match upper bounds for various formulas. Specifically, for the suitably truncated trapezoidal rule, we improve upon general lower bounds on the worst-case error obtained by Sugihara [Numer. Math., 75 (1997), pp. 379–395] and provide exceptionally sharp lower bounds apart from a polynomial factor, and in particular we show that the worst-case error for the trapezoidal rule by Sugihara is not improvable by more than a polynomial factor. Additionally, our research reveals a discrepancy between the error decay of the trapezoidal rule and Sugihara’s lower bound for general numerical integration rules, introducing a new open problem. Moreover, the Gauss–Hermite quadrature is proven suboptimal under the decay conditions on integrands we consider, a result not deducible from upper-bound arguments alone. Furthermore, to establish the near-optimality of the suitably scaled Gauss–Legendre and Clenshaw–Curtis quadratures, we generalize a recent result of Trefethen [SIAM Rev., 64 (2022), pp. 132–150] for the upper error bounds in terms of the decay conditions.","PeriodicalId":49527,"journal":{"name":"SIAM Journal on Numerical Analysis","volume":"62 1","pages":""},"PeriodicalIF":2.9,"publicationDate":"2024-10-18","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142449547","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":"Fractal Multiquadric Interpolation Functions","authors":"D. Kumar, A. K. B. Chand, P. R. Massopust","doi":"10.1137/23m1578917","DOIUrl":"https://doi.org/10.1137/23m1578917","url":null,"abstract":"SIAM Journal on Numerical Analysis, Volume 62, Issue 5, Page 2349-2369, October 2024. <br/> Abstract. In this article, we impose fractal features onto classical multiquadric (MQ) functions. This generates a novel class of fractal functions, called fractal MQ functions, where the symmetry of the original MQ function with respect to the origin is maintained. This construction requires a suitable extension of the domain and similar partitions on the left side with the same choice of scaling parameters. Smooth fractal MQ functions are proposed to solve initial value problems via a collocation method. Our numerical computations suggest that fractal MQ functions offer higher accuracy and more flexibility for the solutions compared to the existing classical MQ functions. Some approximation results associated with fractal MQ functions are also presented.","PeriodicalId":49527,"journal":{"name":"SIAM Journal on Numerical Analysis","volume":"80 1","pages":""},"PeriodicalIF":2.9,"publicationDate":"2024-10-18","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142449548","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}