{"title":"Spectral Collocation Method for Numerical Solution to the Fully Nonlinear Monge-Ampère Equation","authors":"Peipei Wang, Lixiang Jin, Zhaoxiang Li, Lijun Yi","doi":"10.1007/s10915-024-02617-y","DOIUrl":"https://doi.org/10.1007/s10915-024-02617-y","url":null,"abstract":"<p>The Legendre–Gauss–Labatto spectral collocation method is proposed to solve the fully nonlinear Monge-Ampère equation in both two and three dimensional settings with the Dirichlet boundary conditions. The inhomogeneous boundary conditions are effectively handled by converting to homogeneous boundary conditions or modifying the second-order differentiation matrices. We propose a novel approach for approximating the initial value, which significantly reduces the number of iteration steps, thus simplifying the computations compared to existing methods. To overcome the strong nonlinearity of the underlying equation, we employ a fixed point technique which strongly makes use of the stability property of the linearized problem and its spectral collocation approximations. The convergence analysis of the proposed scheme is discussed under <span>(H^1)</span>-, <span>(H^2)</span>- and <span>(L^2)</span>-norms. Numerical examples are presented to validate the theoretical estimates. Several interesting phenomena are observed for the first time and open for mathematical verification.</p>","PeriodicalId":50055,"journal":{"name":"Journal of Scientific Computing","volume":"78 1","pages":""},"PeriodicalIF":2.5,"publicationDate":"2024-07-29","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141873149","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":"Upwind Summation-by-parts Finite Differences: error Estimates and WENO methodology","authors":"Yan Jiang, Siyang Wang","doi":"10.1007/s10915-024-02622-1","DOIUrl":"https://doi.org/10.1007/s10915-024-02622-1","url":null,"abstract":"<p>High order upwind summation-by-parts finite difference operators have recently been developed. When combined with the simultaneous approximation term method to impose boundary conditions, the method converges faster than using traditional summation-by-parts operators. We prove the convergence rate by the normal mode analysis for such methods for a class of hyperbolic partial differential equations. Our analysis shows that the penalty parameter for imposing boundary conditions affects the convergence rate for stable methods. In addition, to solve problems with discontinuous data, we extend the method to also have the weighted essentially nonoscillatory property. The overall method is stable, achieves high order accuracy for smooth problems, and is capable of solving problems with discontinuities.</p>","PeriodicalId":50055,"journal":{"name":"Journal of Scientific Computing","volume":"68 1","pages":""},"PeriodicalIF":2.5,"publicationDate":"2024-07-26","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141776663","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":"On Numerical Integration and Conservation of Cell-Centered Finite Difference Method","authors":"Zihao Wang, Fei Liao, Zhengyin Ye","doi":"10.1007/s10915-024-02630-1","DOIUrl":"https://doi.org/10.1007/s10915-024-02630-1","url":null,"abstract":"<p>Conservation and numerical integration have been important issues for finite difference method related to robustness, reliability and accuracy requirements. In this paper, we discuss the relationship between the discretized Newton–Leibniz formula and four conservation and integration properties, including geometric conservation, flow conservation, surface integration and volume integration, for the multi-block based high-order cell-centered finite difference method. In order to achieve these conservation and integration properties, as well as multi-block compatibility, high-order accuracy, and stability within a unified methodology, we propose a new series of boundary schemes that incorporate all these constraints. To ensure geometric conservation, conservative metrics and Jacobian are adopted for coodinate transformation. To realize flow conservation, the width of the boundary stencil is enlarged to provide more degrees of freedom in order to meet the conservation constraints. To achieve uniformly high-order accuracy with arbitrary multi-block topology, cross-interface interpolation or differencing is avoided by utilizing one-sided scheme. To maintain stability, boundary interpolation scheme is designed as upwindly and compactly as possible. The proposed method is finally tested through a series of numerical cases, including a wave propagation and an isentropic vortex for accuracy verification, several acoustic tests to demonstrate the capability of handling arbitrary multi-block grid topology, a wavy channel and a closed flying wing problem for conservation verification. These numerical tests indicate that the new scheme possesses satisfactory conservation and integration properties while satisfying the requirements for high-order accuracy and stability.</p>","PeriodicalId":50055,"journal":{"name":"Journal of Scientific Computing","volume":"37 1","pages":""},"PeriodicalIF":2.5,"publicationDate":"2024-07-25","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141776664","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":"Sine Transform Based Preconditioning for an Inverse Source Problem of Time-Space Fractional Diffusion Equations","authors":"Hong-Kui Pang, Hai-Hua Qin, Shuai Ni","doi":"10.1007/s10915-024-02634-x","DOIUrl":"https://doi.org/10.1007/s10915-024-02634-x","url":null,"abstract":"<p>We investigate an inverse problem with quasi-boundary value regularization for reconstructing a source term of time-space fractional diffusion equations from the final observation. A sine transform based preconditioning technique is developed for the linear system which arises from the finite difference discretization of the regularized problem. By making use of the special structure, the proposed preconditioner can be inverted efficiently by the fast sine transform and fast Fourier transform. Theoretically, we show that the preconditioned matrix can be written as the sum of two matrices. The eigenvalues of one matrix are located within a rectangular domain which is uniformly bounded away from zero. Moreover, the boundaries of the domain are independent of grid numbers, regularization parameter, and the noise level. The other matrix has rank less than twice the number of spatial grids but is independent of the number of temporal grids. Numerical experiments are performed to verify the effectiveness of the proposed preconditioner.</p>","PeriodicalId":50055,"journal":{"name":"Journal of Scientific Computing","volume":"54 1","pages":""},"PeriodicalIF":2.5,"publicationDate":"2024-07-25","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141776665","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":"Unbalanced Optimal Transport and Maximum Mean Discrepancies: Interconnections and Rapid Evaluation","authors":"Rajmadan Lakshmanan, Alois Pichler","doi":"10.1007/s10915-024-02586-2","DOIUrl":"https://doi.org/10.1007/s10915-024-02586-2","url":null,"abstract":"<p>This contribution presents substantial computational advancements to compare measures even with varying masses. Specifically, we utilize the nonequispaced fast Fourier transform to accelerate the radial kernel convolution in unbalanced optimal transport approximation, built upon the Sinkhorn algorithm. We also present accelerated schemes for maximum mean discrepancies involving kernels. Our approaches reduce the arithmetic operations needed to compute distances from <span>({{mathcal {O}}}left( n^{2}right) )</span> to <span>({{{mathcal {O}}}}left( n log n right) )</span>, opening the door to handle large and high-dimensional datasets efficiently. Furthermore, we establish robust connections between transportation problems, encompassing Wasserstein distance and unbalanced optimal transport, and maximum mean discrepancies. This empowers practitioners with compelling rationale to opt for adaptable distances.\u0000</p>","PeriodicalId":50055,"journal":{"name":"Journal of Scientific Computing","volume":"22 1","pages":""},"PeriodicalIF":2.5,"publicationDate":"2024-07-24","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141776716","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":"Correction of a High-Order Numerical Method for Approximating Time-Fractional Wave Equation","authors":"M. Ramezani, R. Mokhtari, Y. Yan","doi":"10.1007/s10915-024-02625-y","DOIUrl":"https://doi.org/10.1007/s10915-024-02625-y","url":null,"abstract":"<p>A high-order time discretization scheme to approximate the time-fractional wave equation with the Caputo fractional derivative of order <span>(alpha in (1, 2))</span> is studied. We establish a high-order formula for approximating the Caputo fractional derivative of order <span>(alpha in (1, 2))</span>. Based on this approximation, we propose a novel numerical method to solve the time-fractional wave equation. Remarkably, this method corrects only one starting step and demonstrates second-order convergence in both homogeneous and inhomogeneous cases, regardless of whether the data is smooth or nonsmooth. We also analyze the stability region associated with the proposed numerical method. Some numerical examples are given to elucidate the convergence analysis.\u0000</p>","PeriodicalId":50055,"journal":{"name":"Journal of Scientific Computing","volume":"36 1","pages":""},"PeriodicalIF":2.5,"publicationDate":"2024-07-22","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141738114","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}
Ruili Zhang, Tong Liu, Bin Wang, Jian Liu, Yifa Tang
{"title":"Structure-Preserving Algorithm and Its Error Estimate for the Relativistic Charged-Particle Dynamics Under the Strong Magnetic Field","authors":"Ruili Zhang, Tong Liu, Bin Wang, Jian Liu, Yifa Tang","doi":"10.1007/s10915-024-02618-x","DOIUrl":"https://doi.org/10.1007/s10915-024-02618-x","url":null,"abstract":"<p>This paper investigates the numerical algorithm and its error estimates for the dynamics of relativistic charged particles under a strong maximal ordering scaling magnetic field. To maintain the fundamental principles of relativistic dynamics, including energy conservation, volume preservation, and the Lorentz invariant property, we construct a structure-preserving algorithm using the splitting scheme. This algorithm ensures the preservation of volume, energy, and the Lorentz invariant property (VELPA) exactly. Specifically, we establish an uniform and optimal error bound in both 4-position and 4-velocity for VELPA. Numerical experiments are also presented to demonstrate the advantages of VELPA in both uniform error estimate and conservation of energy, compared to the implicit Euler method and traditional energy-preserving AVF method.</p>","PeriodicalId":50055,"journal":{"name":"Journal of Scientific Computing","volume":"152 1","pages":""},"PeriodicalIF":2.5,"publicationDate":"2024-07-22","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141738112","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":"Block Diagonalization of Block Circulant Quaternion Matrices and the Fast Calculation for T-Product of Quaternion Tensors","authors":"Meng-Meng Zheng, Guyan Ni","doi":"10.1007/s10915-024-02623-0","DOIUrl":"https://doi.org/10.1007/s10915-024-02623-0","url":null,"abstract":"<p>With quaternion matrices and quaternion tensors being gradually used in the color image and color video processing, the block diagonalization of block circulant quaternion matrices has become a key issue in the establishment of T-product based methods for quaternion tensors. Out of this consideration, we aim at establishing a fast calculation approach for the block diagonalization of block circulant quaternion matrices with the help of the fast Fourier transform (FFT). We first show that the discrete Fourier matrix <span>(mathbf {F_p})</span> cannot diagonalize <span>(ptimes p)</span> circulant quaternion matrices, nor can the unitary quaternion matrices <span>(mathbf {F_p}textbf{j})</span> and <span>(mathbf {F_p}(1+textbf{j})/sqrt{2})</span> with <span>(textbf{j})</span> being an imaginary unit of quaternion algebra. Then we prove that the unitary octonion matrix <span>(mathbf {F_p}textbf{p})</span> with <span>(textbf{p}=textbf{l},textbf{il})</span> or <span>((textbf{l}+textbf{il})/sqrt{2})</span> (<span>(textbf{l}, textbf{il})</span> being imaginary units of octonion algebra) can diagonalize a circulant quaternion matrix of size <span>(ptimes p)</span>, which further means that a block circulant quaternion matrix of size <span>(mptimes np)</span> can be block diagonalized at the cost of <span>(O(mnplog p))</span> via the FFT. As one of applications, we give a fast algorithm to speed up the calculation of the T-product between <span>(mtimes ntimes p)</span> and <span>(ntimes stimes p)</span> third-order quaternion tensors via FFTs, whose computational magnitude is almost 1/<i>p</i> of the original one. As another application, we propose an effective compression strategy for third-order quaternion tensors with a certain low-rankness. Simulations on the color image and color video compression demonstrate that our compression strategy with no QSVD involved, can achieve higher quality compression in terms of PSNR values at much less time costs, compared with the QSVD-based methods.</p>","PeriodicalId":50055,"journal":{"name":"Journal of Scientific Computing","volume":"23 1","pages":""},"PeriodicalIF":2.5,"publicationDate":"2024-07-21","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141738109","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":"On the Solution Existence for Collocation Discretizations of Time-Fractional Subdiffusion Equations","authors":"Sebastian Franz, Natalia Kopteva","doi":"10.1007/s10915-024-02619-w","DOIUrl":"https://doi.org/10.1007/s10915-024-02619-w","url":null,"abstract":"<p>Time-fractional parabolic equations with a Caputo time derivative of order <span>(alpha in (0,1))</span> are discretized in time using continuous collocation methods. For such discretizations, we give sufficient conditions for existence and uniqueness of their solutions. Two approaches are explored: the Lax–Milgram Theorem and the eigenfunction expansion. The resulting sufficient conditions, which involve certain <span>(mtimes m)</span> matrices (where <i>m</i> is the order of the collocation scheme), are verified both analytically, for all <span>(mge 1)</span> and all sets of collocation points, and computationally, for all <span>( mle 20)</span>. The semilinear case is also addressed.\u0000</p>","PeriodicalId":50055,"journal":{"name":"Journal of Scientific Computing","volume":"29 1","pages":""},"PeriodicalIF":2.5,"publicationDate":"2024-07-18","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141745966","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 Structure-Preserving Semi-implicit IMEX Finite Volume Scheme for Ideal Magnetohydrodynamics at all Mach and Alfvén Numbers","authors":"Walter Boscheri, Andrea Thomann","doi":"10.1007/s10915-024-02606-1","DOIUrl":"https://doi.org/10.1007/s10915-024-02606-1","url":null,"abstract":"<p>We present a divergence-free semi-implicit finite volume scheme for the simulation of the ideal magnetohydrodynamics (MHD) equations which is stable for large time steps controlled by the local transport speed at all Mach and Alfvén numbers. An operator splitting technique allows to treat the convective terms explicitly while the hydrodynamic pressure and the magnetic field contributions are integrated implicitly, yielding two decoupled linear implicit systems. The linearity of the implicit part is achieved by means of a semi-implicit time linearization. This structure is favorable as second-order accuracy in time can be achieved relying on the class of semi-implicit IMplicit–EXplicit Runge–Kutta (IMEX-RK) methods. In space, implicit cell-centered finite difference operators are designed to discretely preserve the divergence-free property of the magnetic field on three-dimensional Cartesian meshes. The new scheme is also particularly well suited for low Mach number flows and for the incompressible limit of the MHD equations, since no explicit numerical dissipation is added to the implicit contribution and the time step is scale independent. Likewise, highly magnetized flows can benefit from the implicit treatment of the magnetic fluxes, hence improving the computational efficiency of the novel method. The convective terms undergo a shock-capturing second order finite volume discretization to guarantee the effectiveness of the proposed method even for high Mach number flows. The new scheme is benchmarked against a series of test cases for the ideal MHD equations addressing different acoustic and Alfvén Mach number regimes where the performance and the stability of the new scheme is assessed.</p>","PeriodicalId":50055,"journal":{"name":"Journal of Scientific Computing","volume":"2012 1","pages":""},"PeriodicalIF":2.5,"publicationDate":"2024-07-17","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141719073","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}