{"title":"Orthogonal Polynomial Approximation and Extended Dynamic Mode Decomposition in Chaos","authors":"Caroline Wormell","doi":"10.1137/23m1597873","DOIUrl":"https://doi.org/10.1137/23m1597873","url":null,"abstract":"SIAM Journal on Numerical Analysis, Volume 63, Issue 1, Page 122-148, February 2025. <br/> Abstract. Extended dynamic mode decomposition (EDMD) is a data-driven tool for forecasting and model reduction of dynamics, which has been extensively taken up in the physical sciences. While the method is conceptually simple, in deterministic chaos it is unclear what its properties are or even what it converges to. In particular, it is not clear how EDMD’s least-squares approximation treats the classes of differentiable functions on which chaotic systems act. We develop for the first time a general, rigorous theory of EDMD on the simplest examples of chaotic maps: analytic expanding maps of the circle. To do this, we prove a new, basic approximation result in the theory of orthogonal polynomials on the unit circle (OPUC) and apply methods from transfer operator theory. We show that in the infinite-data limit, the least-squares projection error is exponentially small for trigonometric polynomial observable dictionaries. As a result, we show that forecasts and Koopman spectral data produced using EDMD in this setting converge to the physically meaningful limits, exponentially fast with respect to the size of the dictionary. This demonstrates that with only a relatively small polynomial dictionary, EDMD can be very effective, even when the sampling measure is not uniform. Furthermore, our OPUC result suggests that data-based least-squares projection may be a very effective approximation strategy more generally.","PeriodicalId":49527,"journal":{"name":"SIAM Journal on Numerical Analysis","volume":"107 1","pages":""},"PeriodicalIF":2.9,"publicationDate":"2025-01-20","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142990649","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-Stable Parametric Finite Element Method for the Planar Willmore Flow","authors":"Weizhu Bao, Yifei Li","doi":"10.1137/24m1633893","DOIUrl":"https://doi.org/10.1137/24m1633893","url":null,"abstract":"SIAM Journal on Numerical Analysis, Volume 63, Issue 1, Page 103-121, February 2025. <br/> Abstract. We propose an energy-stable parametric finite element method (PFEM) for the planar Willmore flow and establish its unconditional energy stability of the full discretization scheme. The key lies in the introduction of two novel geometric identities to describe the planar Willmore flow: the first involves the coupling of the outward unit normal vector [math] and the normal velocity [math], and the second concerns the time derivative of the mean curvature [math]. Based on these, we derive a set of new geometric partial differential equations for the planar Willmore flow, leading to our new fully discretized and unconditionally energy-stable PFEM. Our stability analysis is also based on the two new geometric identities. Extensive numerical experiments are provided to illustrate our PFEM’s efficiency and validate its unconditional energy stability.","PeriodicalId":49527,"journal":{"name":"SIAM Journal on Numerical Analysis","volume":"9 1","pages":""},"PeriodicalIF":2.9,"publicationDate":"2025-01-13","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142967963","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":"VEM-Nitsche Fully Discrete Polytopal Scheme for Frictionless Contact-Mechanics","authors":"Mohamed Laaziri, Roland Masson","doi":"10.1137/24m1660218","DOIUrl":"https://doi.org/10.1137/24m1660218","url":null,"abstract":"SIAM Journal on Numerical Analysis, Volume 63, Issue 1, Page 81-102, February 2025. <br/> Abstract. This work targets the discretization of contact-mechanics accounting for small strains, linear elastic constitutive laws, and fractures or faults represented as a network of co-dimension one planar interfaces. This type of model coupled with Darcy flow plays an important role typically for the simulation of fault reactivation by fluid injection in geological storage or the hydraulic fracture stimulation in enhanced geothermal systems. To simplify the presentation, a frictionless contact behavior at matrix fracture interfaces is considered, although the scheme developed in this work readily extends to more complex contact models such as the Mohr–Coulomb friction. To account for the geometrical complexity of subsurface, our discretization is based on the first order virtual element method (VEM), which generalizes the [math] finite element method to polytopal meshes. Following previous works in the finite element framework, the contact conditions are enforced in a weak sense using Nitsche’s formulation based on additional consistent penalization terms. We perform, in a fully discrete framework, the well-posedness and convergence analysis showing an optimal first order error estimate with minimal regularity assumptions. Numerical experiments confirm our theoretical findings and exhibit the good behavior of the nonlinear semismooth Newton solver.","PeriodicalId":49527,"journal":{"name":"SIAM Journal on Numerical Analysis","volume":"30 1","pages":""},"PeriodicalIF":2.9,"publicationDate":"2025-01-09","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142936909","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":"Primal Hybrid Finite Element Method for the Helmholtz Equation","authors":"A. Bendali","doi":"10.1137/24m1654038","DOIUrl":"https://doi.org/10.1137/24m1654038","url":null,"abstract":"SIAM Journal on Numerical Analysis, Volume 63, Issue 1, Page 54-80, February 2025. <br/> Abstract. This study addresses some previously unexplored issues concerning the stability and error bounds of the primal hybrid finite element method. This method relaxes the strong interelement continuity conditions on the unknown [math] of a boundary-value problem, set in terms of a second-order elliptic partial differential equation, by means of a Lagrange multiplier [math] defined on the mesh skeleton. We show how the decomposition of the space of shape functions for the approximation of [math] allows us to derive conditions, simple to verify, ensuring the inf-sup condition of Brezzi and Babuška, crucial for the stability of the discrete problem, both in two and three dimensions. An adaptation of the analysis of the mixed finite element approximation of the Helmholtz equation [math] in [G. J. Fix and R. A. Nicolaides, SIAM J. Numer. Anal., 17 (1980), pp. 779–786] enables us to give stability conditions and error bounds, explicit in the mesh size [math] and [math]. Some numerical experiments show that the primal hybrid finite element method is more robust than the usual continuous finite element method with regard to dispersion anomalies, known as the pollution effect, particularly on well-smoothed meshes.","PeriodicalId":49527,"journal":{"name":"SIAM Journal on Numerical Analysis","volume":"1 1","pages":""},"PeriodicalIF":2.9,"publicationDate":"2025-01-07","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142935722","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":"Sharp Preasymptotic Error Bounds for the Helmholtz [math]-FEM","authors":"J. Galkowski, E. A. Spence","doi":"10.1137/23m1546178","DOIUrl":"https://doi.org/10.1137/23m1546178","url":null,"abstract":"SIAM Journal on Numerical Analysis, Volume 63, Issue 1, Page 1-22, February 2025. <br/> Abstract. In the analysis of the [math]-version of the finite-element method (FEM), with fixed polynomial degree [math], applied to the Helmholtz equation with wavenumber [math], the asymptotic regime is when [math] is sufficiently small and the sequence of Galerkin solutions are quasioptimal; here [math] is the [math] norm of the Helmholtz solution operator, with [math] for nontrapping problems. In the preasymptotic regime, one expects that if [math] is sufficiently small, then (for physical data) the relative error of the Galerkin solution is controllably small. In this paper, we prove the natural error bounds in the preasymptotic regime for the variable-coefficient Helmholtz equation in the exterior of a Dirichlet, or Neumann, or penetrable obstacle (or combinations of these) and with the radiation condition either realized exactly using the Dirichlet-to-Neumann map on the boundary of a ball or approximated either by a radial perfectly matched layer (PML) or an impedance boundary condition. Previously, such bounds for [math] were only available for Dirichlet obstacles with the radiation condition approximated by an impedance boundary condition. Our result is obtained via a novel generalization of the “elliptic-projection” argument (the argument used to obtain the result for [math]), which can be applied to a wide variety of abstract Helmholtz-type problems.","PeriodicalId":49527,"journal":{"name":"SIAM Journal on Numerical Analysis","volume":"82 1","pages":""},"PeriodicalIF":2.9,"publicationDate":"2025-01-06","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142934606","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":"Recovery Based Linear Finite Element Methods for Hamilton–Jacobi–Bellman Equation with Cordes Coefficients","authors":"Tianyang Chu, Hailong Guo, Zhimin Zhang","doi":"10.1137/23m1579297","DOIUrl":"https://doi.org/10.1137/23m1579297","url":null,"abstract":"SIAM Journal on Numerical Analysis, Volume 63, Issue 1, Page 23-53, February 2025. <br/> Abstract. In this paper, we design a simple and convergent [math] linear finite element method for the linear second-order elliptic equation in nondivergence form and extend it to the Hamilton–Jacobi–Bellman equation. Motivated by the Miranda–Talenti estimate, we establish a discrete analogue of the estimate for the [math] linear finite element space based on a new gradient recovery operator. The construction and properties of the gradient recovery operator, including its superconvergent property on mildly structured meshes, are discussed. We provide a proof of convergence for the proposed methods and support the theory with numerical experiments.","PeriodicalId":49527,"journal":{"name":"SIAM Journal on Numerical Analysis","volume":"27 1","pages":""},"PeriodicalIF":2.9,"publicationDate":"2025-01-06","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142934605","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: Multidimensional Sum-Up Rounding for Elliptic Control Systems","authors":"Paul Manns, Christian Kirches","doi":"10.1137/24m1674169","DOIUrl":"https://doi.org/10.1137/24m1674169","url":null,"abstract":"SIAM Journal on Numerical Analysis, Volume 62, Issue 6, Page 2782-2783, December 2024. <br/> Abstract. We correct a mistake in the paper [P. Manns and C. Kirches, SIAM J. Numer. Anal., 58 (2020), pp. 3427–3447]. The grid refinement strategy in Definition 4.3 needs to ensure that the order of the (sets of) grid cells that are successively refined is preserved over all grid iterations. This was only partially reflected in Definition 4.3, and we correct it here.","PeriodicalId":49527,"journal":{"name":"SIAM Journal on Numerical Analysis","volume":"102 1","pages":""},"PeriodicalIF":2.9,"publicationDate":"2024-12-17","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142841374","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":"Swarm-Based Gradient Descent Meets Simulated Annealing","authors":"Zhiyan Ding, Martin Guerra, Qin Li, Eitan Tadmor","doi":"10.1137/24m1657808","DOIUrl":"https://doi.org/10.1137/24m1657808","url":null,"abstract":"SIAM Journal on Numerical Analysis, Volume 62, Issue 6, Page 2745-2781, December 2024. <br/> Abstract. We introduce a novel method, called swarm-based simulated annealing (SSA), for nonconvex optimization which is at the interface between the swarm-based gradient-descent (SBGD) [J. Lu et al., arXiv:2211.17157; E. Tadmor and A. Zenginoglu, Acta Appl. Math., 190 (2024)] and simulated annealing (SA) [V. Cerny, J. Optim. Theory Appl., 45 (1985), pp. 41–51; S. Kirkpatrick et al., Science, 220 (1983), pp. 671–680; S. Geman and C.-R. Hwang, SIAM J. Control Optim., 24 (1986), pp. 1031–1043]. Similarly to SBGD, we introduce a swarm of agents, each identified with a position, [math] and mass [math], to explore the ambient space. Similarly to SA, the agents proceed in the gradient descent direction, and are subject to Brownian motion. The annealing rate, however, is dictated by a decreasing function of their mass. As a consequence, instead of the SA protocol for time-decreasing temperature, here the swarm decides how to “cool down” agents, depending on their own accumulated mass. The dynamics of masses is coupled with the dynamics of positions: agents at higher ground transfer (part of) their mass to those at lower ground. Consequently, the resulting SSA optimizer is dynamically divided between heavier, cooler agents viewed as “leaders” and lighter, warmer agents viewed as “explorers.” Mean-field convergence analysis and benchmark optimizations demonstrate the effectiveness of the SSA method as a multidimensional global optimizer.","PeriodicalId":49527,"journal":{"name":"SIAM Journal on Numerical Analysis","volume":"12 1","pages":""},"PeriodicalIF":2.9,"publicationDate":"2024-12-17","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142841384","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":"Corrigendum: A New Lagrange Multiplier Approach for Constructing Structure-Preserving Schemes, II. Bound Preserving","authors":"Qing Cheng, Jie Shen","doi":"10.1137/24m1670895","DOIUrl":"https://doi.org/10.1137/24m1670895","url":null,"abstract":"SIAM Journal on Numerical Analysis, Volume 62, Issue 6, Page 2784-2787, December 2024. <br/> Abstract. This note is the correction of an error in the proof of Theorem 4.1 in [Q. Cheng and J. Shen, SIAM J. Numer. Anal., 60 (2022), pp. 970–998].","PeriodicalId":49527,"journal":{"name":"SIAM Journal on Numerical Analysis","volume":"1 1","pages":""},"PeriodicalIF":2.9,"publicationDate":"2024-12-17","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142841425","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":"Multiple Relaxation Exponential Runge–Kutta Methods for the Nonlinear Schrödinger Equation","authors":"Dongfang Li, Xiaoxi Li","doi":"10.1137/23m1606034","DOIUrl":"https://doi.org/10.1137/23m1606034","url":null,"abstract":"SIAM Journal on Numerical Analysis, Volume 62, Issue 6, Page 2719-2744, December 2024. <br/> Abstract. A novel family of high-order structure-preserving methods is proposed for the nonlinear Schrödinger equation. The methods are developed by applying the multiple relaxation idea to the exponential Runge–Kutta methods. It is shown that the multiple relaxation exponential Runge–Kutta methods can achieve high-order accuracy in time and preserve multiple original invariants at the discrete level. They are the first exponential-type methods that preserve multiple invariants. The number of invariants the methods preserve depends only on that of the relaxation parameters. Several numerical experiments are carried out to support the theoretical results and illustrate the effectiveness and efficiency of the proposed methods.","PeriodicalId":49527,"journal":{"name":"SIAM Journal on Numerical Analysis","volume":"41 1","pages":""},"PeriodicalIF":2.9,"publicationDate":"2024-12-13","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142820758","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}