Stochastic Convergence of a Nonconforming Finite Element Method for the Thin Plate Spline Smoother for Observational Data
The thin plate spline smoother is a classical model for finding a smooth function from the knowledge of its observation at scattered locations which may have random noises. We consider a nonconforming Morley finite element method to approximate the ...
Analysis of the Extended Coupled-Cluster Method in Quantum Chemistry
The mathematical foundation of the so-called extended coupled-cluster method for the solution of the many-fermion Schrödinger equation is here developed. We prove an existence and uniqueness result, both in the full infinite-dimensional amplitude space as ...
On the Optimal Order of Integration in Hermite Spaces with Finite Smoothness
We study the numerical approximation of integrals over ${R}^s$ with respect to the standard Gaussian measure for integrands which lie in certain Hermite spaces of functions. The decay rate of the associated sequence is specified by a single integer ...
Strong Convergence of a Fully Discrete Finite Element Approximation of the Stochastic Cahn--Hilliard Equation
We consider the stochastic Cahn--Hilliard equation driven by additive Gaussian noise in a convex domain with polygonal boundary in dimension $d\le 3$. We discretize the equation using a standard finite element method in space and a fully implicit backward ...
Superconvergence of Discontinuous Galerkin Method for Scalar Nonlinear Hyperbolic Equations
In this paper, we study the superconvergence behavior of the semi-discrete discontinuous Galerkin (DG) method for scalar nonlinear hyperbolic equations in one spatial dimension. Superconvergence results for problems with fixed and alternating wind ...
Global Superconvergence of the Lowest-Order Mixed Finite Element on Mildly Structured Meshes
In this paper, we develop global superconvergence estimates for the lowest-order Raviart--Thomas mixed finite element method for second-order elliptic equations with general boundary conditions on triangular meshes, where most pairs of adjacent triangles ...
A Second Order Ensemble Timestepping Algorithm for Natural Convection
This paper presents a second-order accurate algorithm for calculating an ensemble of solutions to natural convection problems. Solutions are calculated by solving two uncoupled linear systems, each involving a shared coefficient matrix, for multiple ...
Crank--Nicolson Finite Element Approximations for a Linear Stochastic Fourth Order Equation with Additive Space-Time White Noise
We consider a model initial and Dirichlet boundary value problem for a fourth order linear stochastic parabolic equation in one space dimension, forced by an additive space-time white noise. First, we approximate its solution by the solution of an auxiliary ...
An Ensemble Algorithm for Numerical Solutions to Deterministic and Random Parabolic PDEs
In this paper, we develop an ensemble-based time-stepping algorithm to efficiently find numerical solutions to a group of linear, second-order parabolic partial differential equations (PDEs). Particularly, the PDE models in the group could be subject to ...
Convergence of Sparse Collocation for Functions of Countably Many Gaussian Random Variables (with Application to Elliptic PDEs)
We give a convergence proof for the approximation by sparse collocation of Hilbert-space-valued functions depending on countably many Gaussian random variables. Such functions appear as solutions of elliptic PDEs with lognormal diffusion coefficients. We ...
Numerical Analysis of Nonlocal Fracture Models in Hölder Space
In this work, we calculate the convergence rate of the finite difference approximation for a class of nonlocal fracture models. We consider two point force interactions characterized by a double well potential. We show the existence of a evolving ...
Asymptotic-Preserving and Positivity-Preserving Implicit-Explicit Schemes for the Stiff BGK Equation
We develop a family of second-order implicit-explicit (IMEX) schemes for the stiff Bhatnagar--Gross--Krook (BGK) kinetic equation. The method is asymptotic-preserving (can capture the Euler limit without numerically resolving the small Knudsen number) as ...
On the Decay Rate of the Singular Values of Bivariate Functions
In this work, we establish a new truncation error estimate of the singular value decomposition (SVD) for a class of Sobolev smooth bivariate functions $ \kappa {\,\in\,} L^2(\Omega,H^s(D))$, $s{\,\geq\,} 0$, and $\kappa\in L^2(\Omega,\dot{H}^s(D))$ with $D ...
Convergence Analysis of Energy Conserving Explicit Local Time-Stepping Methods for the Wave Equation
Local adaptivity and mesh refinement are key to the efficient simulation of wave phenomena in heterogeneous media or complex geometry. Locally refined meshes, however, dictate a small time step everywhere with a crippling effect on any explicit time-...
Finding the Nearest Positive-Real System
The notion of positive realness for linear time-invariant (LTI) dynamical systems, equivalent to passivity, is one of the oldest in system and control theory. In this paper, we consider the problem of finding the nearest positive real (PR) system to a non-...
On the order of Accuracy of Finite Difference Operators on Diagonal Norm Based Summation-by-Parts Form
In this paper we generalize results regarding the order of accuracy of finite difference operators on summation-by-parts (SBP) form, previously known to hold on uniform grids, to grids with arbitrary point distributions near domain boundaries. We give a ...
On the Edge Recovery Property of Noncovex Nonsmooth Regularization in Image Restoration
Many applications show that nonconvex nonsmooth regularization has advantages for restoring images with neat edges. This phenomenon has been provided as a mathematical explanation for the anisotropic model through establishing a uniform lower bound for ...
Erratum
We correct a mistake in the computation of the spatial discretization error in the consistency result in Lemma 5.1 (and the following Theorem 5.2) of the published article [P. Lafitte, A. Lejon, and G. Samaey, SIAM J. Numer. Anal., 54 (2016), pp. 1--33]. ...