A Conservative and Energy Stable Discontinuous Spectral Element Method for the Shifted Wave Equation in Second Order Form
In this paper, we develop a provably energy stable and conservative discontinuous spectral element method for the shifted wave equation in second order form. The proposed method combines the advantages and central ideas of the following very successful ...
Stability Results for Backward Nonlinear Diffusion Equations with Temporal Coupling Operator of Local and Nonlocal Type
In this paper, we investigate the problem of reconstructing the historical distribution for a nonlinear diffusion equation, in which the diffusion is driven by not only a nonlocal operator but also a locally one. The problem naturally arises in many real-...
Convergence in Total Variation of the Euler--Maruyama Scheme Applied to Diffusion Processes with Measurable Drift Coefficient and Additive Noise
We are interested in the Euler--Maruyama discretization of a stochastic differential equation in dimension $d$ with constant diffusion coefficient and bounded measurable drift coefficient. In the scheme, a randomization of the time variable is used to get ...
L$^2$ Error Estimate to Smooth Solutions of High Order Runge--Kutta Discontinuous Galerkin Method for Scalar Nonlinear Conservation Laws with and without Sonic Points
In this paper we shall establish an a priori L$^2$-norm error estimate of the fourth order Runge--Kutta discontinuous Galerkin method for solving sufficiently smooth solutions of one-dimensional scalar nonlinear conservation laws. The optimal order of ...
Frequency-Explicit A Posteriori Error Estimates for Finite Element Discretizations of Maxwell's Equations
We consider residual-based a posteriori error estimators for Galerkin discretizations of time-harmonic Maxwell's equations. We focus on configurations where the frequency is high, or close to a resonance frequency, and derive reliability and efficiency ...
Sinc-$\theta$ Schemes for Backward Stochastic Differential Equations
In this paper, we propose a new family of fully discrete Sinc-$\theta$ schemes for solving backward stochastic differential equations (BSDEs). More precisely, we consider the $\theta$-schemes for the temporal discretizations and then adopt the Sinc ...
Numerical Staggered Schemes for the Free-Congested Navier--Stokes Equations
In this paper, we analyze two numerical staggered schemes, one fully implicit and the other semi-implicit, for the compressible Navier--Stokes equations with a singular pressure law: a system which degenerates towards the free-congested Navier--Stokes ...
Sharper Error Estimates for Virtual Elements and a Bubble-Enriched Version
In the present contribution we develop a sharper error analysis for the Virtual Element Method, applied to a model elliptic problem, that separates the element boundary and element interior contributions to the error. As a consequence we are able to ...
Strong Convergence Order for the Scheme of Fractional Diffusion Equation Driven by Fractional Gaussian Noise
Fractional Gaussian noise models the time series with long-range dependence; when the Hurst index $H\in(1/2,1)$, it has positive correlation reflecting a persistent autocorrelation structure. This paper studies the numerical method for solving the ...
Generalized SAV-Exponential Integrator Schemes for Allen--Cahn Type Gradient Flows
The energy dissipation law and the maximum bound principle (MBP) are two important physical features of the well-known Allen--Cahn equation. While some commonly used first-order time stepping schemes have turned out to preserve unconditionally both the ...
Finite Elements for div- and divdiv-Conforming Symmetric Tensors in Arbitrary Dimension
Several div-conforming and divdiv-conforming finite elements for symmetric tensors on simplexes in arbitrary dimension are constructed in this work. The shape function space is first split as the trace space and the bubble space. The later is further ...
Improved Uniform Error Bounds on Time-Splitting Methods for Long-Time Dynamics of the Nonlinear Klein--Gordon Equation with Weak Nonlinearity
We establish improved uniform error bounds on a second-order Strang time-splitting method which is equivalent to an exponential wave integrator for the long-time dynamics of the nonlinear Klein--Gordon equation (NKGE) with weak cubic nonlinearity, whose ...
Sharp Wavenumber-Explicit Stability Bounds for 2D Helmholtz Equations
Numerically solving the 2D Helmholtz equation is widely known to be very difficult largely due to its highly oscillatory solution, which brings about the pollution effect. A very fine mesh size is necessary to deal with a large wavenumber leading to a ...
The Discovery of Dynamics via Linear Multistep Methods and Deep Learning: Error Estimation
Identifying hidden dynamics from observed data is a significant and challenging task in a wide range of applications. Recently, the combination of linear multistep methods (LMMs) and deep learning has been successfully employed to discover dynamics, ...
On the Convergence to Local Limit of Nonlocal Models with Approximated Interaction Neighborhoods
Many nonlocal models have adopted Euclidean balls as the nonlocal interaction neighborhoods. When solving them numerically, it is sometimes convenient to adopt polygonal approximations of such balls. A crucial question is to what extent such ...
Isoparametric Unfitted BDF--Finite Element Method for PDEs on Evolving Domains
We propose a new discretization method for PDEs on moving domains in the setting of unfitted finite element methods, which is provably higher-order accurate in space and time. In the considered setting, the physical domain that evolves essentially ...
On the Coupling of the Curved Virtual Element Method with the One-Equation Boundary Element Method for 2D Exterior Helmholtz Problems
We consider the Helmholtz equation with a nonconstant coefficient, defined in unbounded domains external to 2D bounded ones, endowed with a Dirichlet condition on the boundary and the Sommerfeld radiation condition at infinity. To solve it, we reduce the ...
Adaptive Multilevel Monte Carlo for Probabilities
We consider the numerical approximation of $\mathbb{P}[G\in \Omega]$, where the $d$-dimensional random variable $G$ cannot be sampled directly, but there is a hierarchy of increasingly accurate approximations $\{G_\ell\}_{\ell\in\mathbb{N}}$ which can be ...
Convergence Analysis of a Fully Discrete Energy-Stable Numerical Scheme for the Q-Tensor Flow of Liquid Crystals
We present a fully discrete convergent finite difference scheme for the Q-tensor flow of liquid crystals based on the energy-stable semidiscrete scheme by Zhao et al. [Comput. Methods Appl. Mech. Engrg., 2017, pp. 803--825]. We prove stability properties ...
A Fourth-Order Unfitted Characteristic Finite Element Method for Solving the Advection-Diffusion Equation on Time-Varying Domains
We propose a fourth-order unfitted characteristic finite element method to solve the advection-diffusion equation on time-varying domains. Based on a characteristic-Galerkin formulation, our method combines the cubic MARS (Mapping and Adjusting Regular ...
Stein Variational Gradient Descent on Infinite-Dimensional Space and Applications to Statistical Inverse Problems
In this paper, we propose an infinite-dimensional version of the Stein variational gradient descent (iSVGD) method for solving Bayesian inverse problems. The method can generate approximate samples from posteriors efficiently. Based on the concepts of ...
Stability of Variable-Step BDF2 and BDF3 Methods
We prove that the two-step backward differentiation formula (BDF) method is stable on arbitrary time grids; while the variable-step three-step backward differentiation formula scheme is stable if almost all adjacent step ratios are less than 2.553. These ...
A Semi-implicit Exponential Low-Regularity Integrator for the Navier--Stokes Equations
A new type of low-regularity integrator is proposed for the Navier--Stokes equations. Unlike the other low-regularity integrators for nonlinear dispersive equations, which are all fully explicit in time, the proposed method is a semi-implicit exponential ...
Analysis of Injection Operators in Geometric Multigrid Solvers for HDG Methods
Uniform convergence of the geometric multigrid V-cycle is proven for hybridized discontinuous Galerkin methods with a new set of assumptions on the injection operators from coarser to finer meshes. The scheme involves standard smoothers and local solvers ...
A Hybrid High-Order Method for Quasilinear Elliptic Problems of Nonmonotone Type
In this paper, we design and analyze a hybrid high-order approximation for a class of quasilinear elliptic problems of nonmonotone type. The proposed method has several advantages; for instance, it supports an arbitrary order of approximation and general ...