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Spherical Configurations and Quadrature Methods for Integral Equations of the Second Kind 第二类积分方程的球构形和求积分方法
IF 2.9 2区 数学 Q1 MATHEMATICS, APPLIED Pub Date : 2026-02-02 DOI: 10.1137/24m1688370
Congpei An, Hao-Ning Wu
SIAM Journal on Numerical Analysis, Volume 64, Issue 1, Page 148-169, February 2026.
Abstract. In this paper, we propose and analyze a product integration method for the second-kind integral equation with weakly singular and continuous kernels on the unit sphere [math]. We employ quadrature rules that satisfy the Marcinkiewicz–Zygmund property to construct hyperinterpolation for approximating the product of the continuous kernel and the solution in terms of spherical harmonics. By leveraging this property, we significantly expand the family of candidate quadrature rules and establish a connection between the geometrical information of the quadrature points and the error analysis of the method. We then utilize product integral rules to evaluate the singular integral, with the integrand being the product of the singular kernel and each spherical harmonic. We derive a practical [math] error bound, which consists of two terms: one controlled by the best approximation of the product of the continuous kernel and the solution and the other characterized by the Marcinkiewicz–Zygmund property and the best approximation polynomial of this product. Numerical examples validate our numerical analysis.
SIAM数值分析杂志,64卷,第1期,第148-169页,2026年2月。摘要。本文提出并分析了单位球上具有弱奇异连续核的第二类积分方程的积积分方法。我们利用满足Marcinkiewicz-Zygmund性质的正交规则构造超插值,以逼近连续核与解的球谐积。利用这一性质,我们极大地扩展了候选正交规则族,并在正交点的几何信息与方法的误差分析之间建立了联系。然后利用积积分法则求奇异积分,被积函数为奇异核与各球调和的积。我们推导了一个实用的[数学]误差界,它由两项组成:一项由连续核与解的乘积的最佳近似控制,另一项由Marcinkiewicz-Zygmund性质和该乘积的最佳近似多项式表征。数值算例验证了数值分析的正确性。
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引用次数: 0
Scaling Optimized Hermite Approximation Methods 缩放优化的Hermite近似方法
IF 2.9 2区 数学 Q1 MATHEMATICS, APPLIED Pub Date : 2026-01-30 DOI: 10.1137/25m1737146
Hao Hu, Haijun Yu
SIAM Journal on Numerical Analysis, Volume 64, Issue 1, Page 125-147, February 2026.
Abstract. Hermite polynomials and functions have extensive applications in scientific and engineering problems. Although it is recognized that employing the scaled Hermite functions rather than the standard ones can remarkably enhance the approximation performance, the understanding of the scaling factor remains insufficient. Due to the lack of theoretical analysis, recent publications still cast doubt on whether the Hermite spectral method is inferior to other methods. To dispel this doubt, we show in this article that the inefficiency of the Hermite spectral method comes from the imbalance in the decay speed of the objective function within the spatial and frequency domains. Proper scaling can render the Hermite spectral methods comparable to other methods. To make it solid, we propose a novel error analysis framework for the scaled Hermite approximation. Taking the [math] projection error as an example, our framework illustrates that there are three different components of errors: the spatial truncation error, the frequency truncation error, and the Hermite spectral approximation error. Through this perspective, finding the optimal scaling factor is equivalent to balancing the spatial and frequency truncation errors. As applications, we show that geometric convergence can be recovered by proper scaling for a class of functions. Furthermore, we show that proper scaling can double the convergence order for smooth functions with algebraic decay. The perplexing preasymptotic subgeometric convergence when approximating algebraic decay functions can be perfectly explained by this framework.
SIAM数值分析杂志,64卷,第1期,125-147页,2026年2月。摘要。埃尔米特多项式和函数在科学和工程问题中有着广泛的应用。虽然人们认识到使用缩放的Hermite函数而不是标准的Hermite函数可以显著提高近似性能,但对缩放因子的理解仍然不足。由于缺乏理论分析,最近的出版物仍然对埃尔米特光谱方法是否优于其他方法表示怀疑。为了消除这种怀疑,我们在本文中表明,赫米特谱方法的低效率来自于目标函数在空间和频域内衰减速度的不平衡。适当的缩放可以使赫米特光谱方法与其他方法相比具有可比性。为了使其可靠,我们提出了一种新的缩放Hermite近似误差分析框架。以[数学]投影误差为例,我们的框架说明了误差有三个不同的组成部分:空间截断误差、频率截断误差和赫米特谱近似误差。从这个角度来看,寻找最优比例因子相当于平衡空间和频率截断误差。作为应用,我们证明了一类函数通过适当的缩放可以恢复几何收敛性。此外,我们还证明了适当的尺度可以使具有代数衰减的光滑函数的收敛阶提高一倍。这个框架可以很好地解释近似代数衰减函数时令人困惑的预渐近次几何收敛问题。
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引用次数: 0
Random Source Iteration Method: Mitigating the Ray Effect in the Discrete Ordinates Method 随机源迭代法:减轻离散坐标法中的射线效应
IF 2.9 2区 数学 Q1 MATHEMATICS, APPLIED Pub Date : 2026-01-28 DOI: 10.1137/24m1669748
Jingyi Fu, Lei Li, Min Tang
SIAM Journal on Numerical Analysis, Volume 64, Issue 1, Page 76-102, February 2026.
Abstract. The commonly used velocity discretization for simulating the radiative transport equation (RTE) is the discrete ordinates method (DOM). One of the long-standing drawbacks of DOM is the phenomenon known as the ray effect. Due to the high dimensionality of the RTE, DOM results in a large algebraic system to solve. The source iteration (SI) method is the most standard iterative method for solving this system. In this paper, by introducing randomness into the SI method, we propose a novel random source iteration (RSI) method that offers a new way to mitigate the ray effect without increasing the computational cost. We have rigorously proved that RSI is unbiased with respect to the SI method and that its variance is uniformly bounded across iteration steps; thus, the convergence order with respect to the number of samples is [math]. Furthermore, we prove that the RSI iteration process, as a Markov chain, is ergodic under mild assumptions. Numerical examples are presented to demonstrate the convergence of RSI and its effectiveness in mitigating the ray effect.
SIAM数值分析杂志,64卷,第1期,76-102页,2026年2月。摘要。模拟辐射输运方程(RTE)的常用速度离散化方法是离散坐标法(DOM)。DOM长期存在的缺点之一是射线效应。由于RTE的高维性,DOM导致求解一个庞大的代数系统。源迭代法是求解该系统最标准的迭代方法。本文通过在随机源迭代方法中引入随机性,提出了一种新的随机源迭代(RSI)方法,该方法在不增加计算成本的情况下减轻了射线效应。我们严格地证明了相对于SI方法,RSI是无偏的,并且它的方差在迭代步骤上是一致有界的;因此,关于样本数量的收敛阶为[math]。在温和的假设条件下,我们证明了RSI迭代过程作为一个马尔可夫链是遍历的。通过数值算例说明了RSI的收敛性和减轻射线效应的有效性。
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引用次数: 0
Second Order in Time Finite Element Schemes for Curve Shortening Flow and Curve Diffusion 曲线缩短流动和曲线扩散的二阶时间有限元格式
IF 2.9 2区 数学 Q1 MATHEMATICS, APPLIED Pub Date : 2026-01-28 DOI: 10.1137/25m1737523
Klaus Deckelnick, Robert Nürnberg
SIAM Journal on Numerical Analysis, Volume 64, Issue 1, Page 103-124, February 2026.
Abstract. We prove optimal error bounds for a second order in time finite element approximation of curve shortening flow in possibly higher codimension. In addition, we introduce a second order in time method for curve diffusion. Both schemes are based on variational formulations of strictly parabolic systems of partial differential equations that feature a tangential velocity which under discretization is beneficial for the mesh quality. In each time step only two linear systems need to be solved. Numerical experiments demonstrate second order convergence as well as asymptotic equidistribution.
SIAM数值分析杂志,64卷,第1期,103-124页,2026年2月。摘要。证明了高余维曲线缩短流的二阶时间有限元逼近的最优误差界。此外,我们还引入了曲线扩散的二阶时间方法。这两种方案都基于严格抛物型偏微分方程系统的变分公式,该系统具有切向速度,在离散化下有利于网格质量。在每个时间步长只需要求解两个线性系统。数值实验证明了该方法具有二阶收敛性和渐近等分布性。
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引用次数: 0
On the Convergence of Higher-Order Finite Element Methods for Nonlinear Magnetostatics 非线性静磁高阶有限元法的收敛性
IF 2.9 2区 数学 Q1 MATHEMATICS, APPLIED Pub Date : 2026-01-19 DOI: 10.1137/24m168814x
H. Egger, F. Engertsberger, B. Radu
SIAM Journal on Numerical Analysis, Volume 64, Issue 1, Page 55-75, February 2026.
Abstract. The modeling of electric machines and power transformers typically involves systems of nonlinear magnetostatics or magneto-quasistatics, and their efficient and accurate simulation is required for the reliable design, control, and optimization of such devices. We study the numerical solution of the vector potential formulation of nonlinear magnetostatics by means of higher-order finite element methods. Numerical quadrature is used for the efficient handling of the nonlinearities, and domain mappings are employed for the consideration of curved boundaries. The existence of a unique solution is proven on the continuous and discrete level, and a full convergence analysis of the resulting finite element schemes is presented, indicating order-optimal convergence rates under appropriate smoothness assumptions. For the solution of the nonlinear discretized problems, we consider a Newton method with line search for which we establish global linear convergence with convergence rates that are independent of the discretization parameters. We also prove local quadratic convergence in a mesh size and polynomial degree–dependent neighborhood of the solution which becomes effective when high accuracy of the nonlinear solver is demanded. The assumptions required for our analysis cover inhomogeneous, nonlinear, and anisotropic materials, which may arise in typical applications, including the presence of permanent magnets. The theoretical results are illustrated by numerical tests for some typical benchmark problems.
SIAM数值分析杂志,64卷,第1期,55-75页,2026年2月。摘要。电机和电力变压器的建模通常涉及非线性静磁或准静磁系统,为了可靠地设计、控制和优化这些设备,需要对它们进行有效和准确的仿真。本文用高阶有限元方法研究了非线性静磁矢量势方程的数值解。为了有效地处理非线性,采用了数值正交法;为了考虑弯曲边界,采用了域映射法。在连续和离散水平上证明了唯一解的存在性,并给出了所得到的有限元格式的完全收敛性分析,表明了在适当的平滑假设下的阶最优收敛率。对于非线性离散问题的解,我们考虑了带线搜索的牛顿方法,我们建立了全局线性收敛,收敛速率与离散化参数无关。并证明了该方法在网格大小和多项式度相关邻域内的局部二次收敛性,在要求求解器精度较高的情况下是有效的。我们分析所需的假设涵盖了典型应用中可能出现的非均匀、非线性和各向异性材料,包括永磁体的存在。通过对一些典型基准问题的数值试验验证了理论结果。
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引用次数: 0
Convergence Theory for Two-Level Hybrid Schwarz Preconditioners for High-Frequency Helmholtz Problems 高频Helmholtz问题两级混合Schwarz预调节器的收敛理论
IF 2.9 2区 数学 Q1 MATHEMATICS, APPLIED Pub Date : 2026-01-08 DOI: 10.1137/25m1726972
J. Galkowski, E. A. Spence
SIAM Journal on Numerical Analysis, Volume 64, Issue 1, Page 29-54, February 2026.
Abstract. We give a novel convergence theory for two-level hybrid Schwarz domain-decomposition (DD) methods for finite element discretizations of the high-frequency Helmholtz equation. This theory gives sufficient conditions for the preconditioned matrix to be close to the identity and covers DD subdomains of arbitrary size, arbitrary absorbing layers/boundary conditions on both the global and local Helmholtz problems, and coarse spaces not necessarily related to the subdomains. The assumptions on the coarse space are satisfied by the approximation spaces using problem-adapted basis functions that have been recently analyzed as coarse spaces for the Helmholtz equation, as well as all spaces in which the Galerkin solutions are known to be quasi-optimal via a Schatz-type argument. As an example, we apply this theory when the coarse space consists of piecewise polynomials; these are then the first rigorous convergence results about a two-level Schwarz preconditioner applied to the high-frequency Helmholtz equation with a coarse space that does not consist of problem-adapted basis functions.
SIAM数值分析杂志,64卷,第1期,29-54页,2026年2月。摘要。给出了高频Helmholtz方程有限元离散化的两能级混合Schwarz域分解(DD)方法的一种新的收敛理论。该理论给出了预条件矩阵接近恒等的充分条件,涵盖了任意大小的DD子域,全局和局部Helmholtz问题上的任意吸收层/边界条件,以及与子域不一定相关的粗空间。粗糙空间上的假设被近似空间所满足,这些近似空间使用了问题适应基函数,这些基函数最近被分析为亥姆霍兹方程的粗糙空间,以及通过schatz型参数已知伽辽金解为准最优的所有空间。作为一个例子,当粗糙空间由分段多项式组成时,我们应用该理论;这是应用于不包含问题适应基函数的粗糙空间的高频亥姆霍兹方程的两级Schwarz预调节器的第一个严格收敛结果。
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引用次数: 0
Constructive Approximation of High-Dimensional Functions with Small Efficient Dimension with Applications in Uncertainty Quantification 小有效维高维函数的构造逼近及其在不确定性量化中的应用
IF 2.9 2区 数学 Q1 MATHEMATICS, APPLIED Pub Date : 2026-01-06 DOI: 10.1137/24m171231x
Christian Rieger, Holger Wendland
SIAM Journal on Numerical Analysis, Volume 64, Issue 1, Page 1-28, February 2026.
Abstract. In this paper, we show that the approximation of high-dimensional functions, which are effectively low dimensional, does not suffer from the curse of dimensionality. This is shown first in a general reproducing kernel Hilbert space setup and then specifically for Sobolev and mixed-regularity Sobolev spaces. Finally, efficient estimates are derived for deciding whether a high-dimensional function is effectively low dimensional by studying error bounds in weighted reproducing kernel Hilbert spaces. The results are applied to parametric partial differential equations, a typical problem from uncertainty quantification.
SIAM数值分析杂志,64卷,第1期,第1-28页,2026年2月。摘要。在本文中,我们证明了高维函数的近似是有效的低维函数,不受维数诅咒的影响。这首先在一般的再现核希尔伯特空间设置中显示,然后专门用于Sobolev和混合正则Sobolev空间。最后,通过研究加权再现核希尔伯特空间中的误差界,导出了判定高维函数是否为有效低维函数的有效估计。结果应用于参数偏微分方程,这是一个典型的不确定性量化问题。
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引用次数: 0
From Characteristic Functions to Multivariate Distribution Functions and European Option Prices by the (Damped) COS Method 从特征函数到多元分布函数与欧式期权价格的(阻尼)COS方法
IF 2.9 2区 数学 Q1 MATHEMATICS, APPLIED Pub Date : 2025-12-17 DOI: 10.1137/24m1666240
Gero Junike, Hauke Stier
SIAM Journal on Numerical Analysis, Volume 63, Issue 6, Page 2421-2453, December 2025.
Abstract. We provide a unified framework to obtain numerically certain quantities, such as the distribution function, absolute moments, and prices of financial options, from the characteristic function of some (unknown) probability density function using the Fourier-cosine series (COS) method. The classical COS method is numerically very efficient in one dimension, but it cannot deal very well with certain integrands in general dimensions. Therefore, we introduce the damped COS method, which can handle a large class of integrands very efficiently. We prove the convergence of the (damped) COS method and study its order of convergence. The method converges exponentially if the characteristic function decays exponentially. To apply the (damped) COS method, one has to specify two parameters: a truncation range for the multivariate density and the number of terms to approximate the truncated density by a COS. We provide an explicit formula for the truncation range and an implicit formula for the number of terms. Numerical experiments up to five dimensions confirm the theoretical results.
SIAM数值分析杂志,第63卷,第6期,2421-2453页,2025年12月。摘要。我们提供了一个统一的框架,利用傅立叶-余弦级数(COS)方法从某些(未知)概率密度函数的特征函数中获得数字上的某些数量,如分布函数、绝对矩和金融期权的价格。经典的COS方法在一维情况下是非常有效的,但在一般情况下,它不能很好地处理某些积分。因此,我们引入了阻尼COS方法,它可以非常有效地处理大量的被积。证明了(阻尼)COS方法的收敛性,并研究了其收敛阶。如果特征函数呈指数衰减,则该方法呈指数收敛。要应用(阻尼)COS方法,必须指定两个参数:多变量密度的截断范围和用COS近似截断密度的项数。我们提供了截断范围的显式公式和项数的隐式公式。五维数值实验证实了理论结果。
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引用次数: 0
Fast Supremizer Method on Penalty-Based Reduced-Order Modeling for Incompressible Flows 基于惩罚的不可压缩流降阶建模的快速优化方法
IF 2.9 2区 数学 Q1 MATHEMATICS, APPLIED Pub Date : 2025-12-17 DOI: 10.1137/25m1746112
Hui Yao, Mejdi Azaiez
SIAM Journal on Numerical Analysis, Volume 63, Issue 6, Page 2483-2511, December 2025.
Abstract. The supremizer method enriches the reduced velocity basis for pressure recovery in incompressible flows, ensuring the inf-sup condition in the reduced space. In the full-order model, a small penalty term is often introduced to prevent spurious modes [Y. He, Math. Comp., 74 (2005), pp. 1201–1216] and is also essential for accuracy in the proper orthogonal decomposition–based reduced-order model [A.-L. Gerner and K. Veroy, Math. Models Methods Appl. Sci., 21 (2011), pp. 2103–2134]. However, coupling pressure and velocity, along with the supremizer basis, significantly increases the computational costs in both offline and online phases. We find that the primary role of supremizers is to improve stability, rather than velocity accuracy. We propose a novel method using several supremizers for the velocity basis, decoupling the penalized system to solve for velocity. The full set of supremizers is then used to recover pressure. This strategy reduces the computational cost while maintaining stability and accuracy. We derive error estimates using a supremizer-augmented projection operator, which depend on the inf-sup constant rather than on the inverse of the penalty coefficient. We also develop two new supremizer construction options satisfying the inf-sup condition, one of which avoids solving the full-order equations for obtaining supremizer basis, further reducing offline costs. Numerical experiments demonstrate the effectiveness of the proposed method. For comparable accuracy, CPU time tests show that the online computational cost is reduced by about [math], and the offline assembly cost by [math], compared to [Y. He, Math. Comp., 74 (2005), pp. 1201–1216].
SIAM数值分析杂志,第63卷,第6期,2483-2511页,2025年12月。摘要。超压器方法丰富了不可压缩流动中压力恢复的降速基础,保证了降速空间内的升压条件。在全阶模型中,通常引入一个小的惩罚项来防止伪模[Y]。他数学。Comp., 74 (2005), pp. 1201-1216]并且对于适当的基于正交分解的降阶模型的准确性也是必不可少的[A.-L.]Gerner和K. verroy,数学。模型、方法、应用。科学。, 21 (2011), pp. 2103-2134]。然而,耦合压力和速度,以及超喷器的基础,大大增加了离线和在线阶段的计算成本。我们发现,上位器的主要作用是提高稳定性,而不是速度精度。我们提出了一种新的方法,使用几个速度基的最优器,解耦惩罚系统来求解速度。然后使用全套的增压器来恢复压力。该策略在保持稳定性和准确性的同时降低了计算成本。我们使用超增广投影算子推导误差估计,它依赖于中-sup常数而不是惩罚系数的倒数。我们还开发了两种满足上料条件的新型上料器结构方案,其中一种方案避免了求解上料器基的全阶方程,进一步降低了离线成本。数值实验证明了该方法的有效性。对于类似的精度,CPU时间测试表明,与[Y]相比,在线计算成本减少了大约[math],离线组装成本减少了[math]。他数学。《比较》,74 (2005),pp. 1201-1216。
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引用次数: 0
High-Order Integration on Regular Triangulated Manifolds Reaches Superalgebraic Approximation Rates Through Cubical Reparametrizations 正则三角化流形上的高阶积分通过三次再参数化达到超代数逼近率
IF 2.9 2区 数学 Q1 MATHEMATICS, APPLIED Pub Date : 2025-12-17 DOI: 10.1137/24m1707274
Gentian Zavalani, Oliver Sander, Michael Hecht
SIAM Journal on Numerical Analysis, Volume 63, Issue 6, Page 2454-2482, December 2025.
Abstract. We present a novel methodology for deriving high-order volume elements (HOVE) designed for the integration of scalar functions over regular embedded manifolds. For constructing HOVE, we introduce square-squeezing—a homeomorphic multilinear hypercube-simplex transformation—reparametrizing an initial flat triangulation of the manifold to a cubical mesh. By employing square-squeezing, we approximate the integrand and the volume element for each hypercube domain of the reparametrized mesh through interpolation in Chebyshev–Lobatto grids. This strategy circumvents the Runge phenomenon, replacing the initial integral with a closed-form expression that can be precisely computed by high-order quadratures. We prove novel bounds of the integration error in terms of the [math]-order total variation of the integrand and the surface parametrization, predicting high algebraic approximation rates that scale solely with the interpolation degree and not, as is common, with the average simplex size. For smooth integrals whose total variation is constantly bounded with increasing [math], the estimates prove the integration error to decrease even exponentially, while mesh refinements are limited to achieve algebraic rates. The resulting approximation power is demonstrated in several numerical experiments, particularly showcasing [math]-refinements to overcome the limitations of [math]-refinements for highly varying smooth integrals.
SIAM数值分析杂志,第63卷,第6期,2454-2482页,2025年12月。摘要。我们提出了一种新的方法来推导高阶体积元(HOVE),设计用于正则嵌入流形上标量函数的积分。为了构造HOVE,我们引入了方形压缩-一种同胚多线性超立方-单纯形变换-将流形的初始平面三角剖分重新参数化为立方网格。通过对切比舍夫-洛巴托网格的插值,采用平方压缩的方法逼近重参数化网格的每个超立方域的被积和体积元。这种策略规避了龙格现象,用可以通过高阶正交精确计算的封闭形式表达式代替了初始积分。我们根据被积函数的[数学]阶总变分和表面参数化证明了积分误差的新边界,预测了高的代数近似率,该近似率仅与插值程度有关,而不是与一般的平均单纯形大小有关。对于总变化量不断增加的光滑积分[math],估计证明积分误差甚至呈指数级下降,而网格细化则限制在达到代数速率。所得到的近似能力在几个数值实验中得到了证明,特别是展示了[数学]-精化来克服[数学]-精化对高度变化的光滑积分的限制。
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引用次数: 0
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SIAM Journal on Numerical Analysis
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