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Provably Convergent Newton–Raphson Method: Theoretically Robust Recovery of Primitive Variables in Relativistic MHD 可证明收敛Newton-Raphson方法:相对论MHD中原始变量的理论鲁棒恢复
IF 2.9 2区 数学 Q1 MATHEMATICS, APPLIED Pub Date : 2025-05-15 DOI: 10.1137/24m1651873
Chaoyi Cai, Jianxian Qiu, Kailiang Wu
SIAM Journal on Numerical Analysis, Volume 63, Issue 3, Page 1128-1159, June 2025.
Abstract. A long-standing and formidable challenge faced by all conservative numerical schemes for relativistic magnetohydrodynamics (RMHD) equations is the recovery of primitive variables from conservative ones. This process involves solving highly nonlinear equations subject to physical constraints. An ideal solver should be “robust, accurate, and fast—it is at the heart of all conservative RMHD schemes,” as emphasized in [S. C. Noble et al., Astrophys. J., 641 (2006), pp. 626–637]. Despite over three decades of research, seeking efficient solvers that can provably guarantee stability and convergence remains an open problem. This paper presents the first theoretical analysis for designing a robust, physical-constraint-preserving (PCP), and provably (quadratically) convergent Newton–Raphson (NR) method for primitive variable recovery in RMHD. Our key innovation is a unified approach for the initial guess, carefully devised based on sophisticated analysis. It ensures that the resulting NR iteration consistently converges and adheres to physical constraints throughout all NR iterations. Given the extreme nonlinearity and complexity of the iterative function, the theoretical analysis is highly nontrivial and technical. We discover a pivotal inequality for delineating the convexity and concavity of the iterative function and establish general auxiliary theories to guarantee the PCP property and convergence. We also develop theories to determine a computable initial guess within a theoretical “safe” interval. Intriguingly, we find that the unique positive root of a cubic polynomial always falls within this “safe” interval. To enhance efficiency, we propose a hybrid strategy that combines this with a more cost-effective initial value. The presented PCP NR method is versatile and can be seamlessly integrated into any RMHD numerical scheme that requires the recovery of primitive variables, potentially leading to a very broad impact in this field. As an application, we incorporate it into a discontinuous Galerkin method, resulting in fully PCP schemes. Several numerical experiments, including random tests and simulations of ultrarelativistic jet and blast problems, demonstrate the notable efficiency and robustness of the PCP NR method.
SIAM数值分析杂志,第63卷,第3期,第1128-1159页,2025年6月。摘要。相对论磁流体力学(RMHD)方程的所有保守数值格式都面临着一个长期存在的艰巨挑战,即从保守变量中恢复原始变量。这个过程包括求解受物理约束的高度非线性方程。理想的求解器应该是“稳健、准确和快速的——这是所有保守的RMHD方案的核心”,正如[S]所强调的那样。C. Noble等人,天体物理学。[J].书刊,2006,第626-637页。尽管经过了30多年的研究,寻找能够保证稳定性和收敛性的有效解仍然是一个悬而未决的问题。本文首次从理论上分析了RMHD中原始变量恢复的鲁棒、物理约束保持(PCP)、可证明(二次)收敛牛顿-拉夫森(NR)方法的设计。我们的关键创新是一种统一的初始猜测方法,这种方法是基于复杂的分析精心设计的。它确保最终的NR迭代一致地收敛,并在所有NR迭代中遵守物理约束。考虑到迭代函数的极端非线性和复杂性,理论分析具有高度的非平凡性和技术性。我们发现了描述迭代函数凹凸性的一个关键不等式,并建立了保证PCP性质和收敛性的一般辅助理论。我们也发展理论来确定一个可计算的初始猜测在一个理论的“安全”区间内。有趣的是,我们发现三次多项式的唯一正根总是落在这个“安全”区间内。为了提高效率,我们提出了一种混合策略,将其与更具成本效益的初始值相结合。提出的PCP NR方法具有通用性,可以无缝集成到任何需要恢复原始变量的RMHD数值方案中,可能会在该领域产生非常广泛的影响。作为应用,我们将其纳入不连续Galerkin方法中,得到了完全PCP方案。包括随机测试和超相对论射流和爆炸问题的模拟在内的几个数值实验表明,PCP NR方法具有显著的效率和鲁棒性。
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引用次数: 0
A Hypocoercivity-Exploiting Stabilized Finite Element Method for Kolmogorov Equation Kolmogorov方程的一种利用亚矫直的稳定有限元法
IF 2.9 2区 数学 Q1 MATHEMATICS, APPLIED Pub Date : 2025-05-14 DOI: 10.1137/24m163373x
Zhaonan Dong, Emmanuil H. Georgoulis, Philip J. Herbert
SIAM Journal on Numerical Analysis, Volume 63, Issue 3, Page 1105-1127, June 2025.
Abstract. We propose a new stabilized finite element method for the classical Kolmogorov equation. The latter serves as a basic model problem for large classes of kinetic-type equations and, crucially, is characterized by degenerate diffusion. The stabilization is constructed so that the resulting method admits a numerical hypocoercivity property, analogous to the corresponding property of the PDE problem. More specifically, the stabilization is constructed so that a spectral gap is possible in the resulting “stronger-than-energy” stabilization norm, despite the degenerate nature of the diffusion in Kolmogorov, thereby the method has a provably robust behavior as the “time” variable goes to infinity. We consider both a spatially discrete version of the stabilized finite element method and a fully discrete version, with the time discretization realized by discontinuous Galerkin timestepping. Both stability and a priori error bounds are proven in all cases. Numerical experiments verify the theoretical findings.
SIAM数值分析杂志,63卷,第3期,1105-1127页,2025年6月。摘要。针对经典Kolmogorov方程,提出了一种新的稳定有限元方法。后者作为大类别动力学型方程的基本模型问题,并且至关重要的是,具有退化扩散的特征。构造了稳定性,使所得到的方法具有数值上的低矫顽力性质,类似于PDE问题的相应性质。更具体地说,尽管在Kolmogorov中扩散具有退化性质,但稳定化构造使得在所得到的“强于能量”稳定化范数中可能存在谱间隙,因此该方法在“时间”变量趋于无穷时具有可证明的鲁棒性。我们考虑了稳定有限元法的空间离散版本和完全离散版本,时间离散化是通过不连续伽辽金时间步进实现的。在所有情况下都证明了稳定性和先验误差范围。数值实验验证了理论结果。
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引用次数: 0
Distributional Finite Element curl div Complexes and Application to Quad Curl Problems 分布有限元旋度复形及其在四旋度问题中的应用
IF 2.9 2区 数学 Q1 MATHEMATICS, APPLIED Pub Date : 2025-05-14 DOI: 10.1137/23m1617400
Long Chen, Xuehai Huang, Chao Zhang
SIAM Journal on Numerical Analysis, Volume 63, Issue 3, Page 1078-1104, June 2025.
Abstract. This paper addresses the challenge of constructing finite element [math] complexes in three dimensions. Tangential-normal continuity is introduced in order to develop distributional finite element [math] complexes. The spaces constructed are applied to discretize the quad curl problem, demonstrating optimal order of convergence. Furthermore, a hybridization technique is proposed, demonstrating its equivalence to nonconforming finite elements and weak Galerkin methods.
SIAM数值分析杂志,第63卷,第3期,1078-1104页,2025年6月。摘要。本文解决了在三维空间中构造有限元[数学]复合体的挑战。为了发展分布有限元[数学]复合体,引入了切法连续。将所构造的空间用于离散四旋度问题,证明了其最优收敛阶。此外,提出了一种杂交方法,证明了它与非协调有限元和弱伽辽金方法的等价性。
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引用次数: 0
Spectral ACMS: A Robust Localized Approximated Component Mode Synthesis Method 谱ACMS:一种鲁棒局部逼近分量模态综合方法
IF 2.9 2区 数学 Q1 MATHEMATICS, APPLIED Pub Date : 2025-05-12 DOI: 10.1137/24m1665362
Alexandre L. Madureira, Marcus Sarkis
SIAM Journal on Numerical Analysis, Volume 63, Issue 3, Page 1055-1077, June 2025.
Abstract. We consider finite element methods of multiscale type to approximate solutions for two-dimensional symmetric elliptic partial differential equations with heterogeneous [math] coefficients. The methods are of Galerkin type and follow the Variational Multiscale and Localized Orthogonal Decomposition (LOD) approaches in the sense that it decouples spaces into multiscale and fine subspaces. In a first method, the multiscale basis functions are obtained by mapping coarse basis functions, based on corners used on primal iterative substructuring methods, to functions of global minimal energy. This approach delivers quasi-optimal a priori error energy approximation with respect to the mesh size, but it is not robust with respect to high-contrast coefficients. In a second method, edge modes based on local generalized eigenvalue problems are added to the corner modes. As a result, optimal a priori error energy estimate is achieved which is mesh and contrast independent. The methods converge at optimal rate even if the solution has minimum regularity, belonging only to the Sobolev space [math].
SIAM数值分析杂志,第63卷,第3期,1055-1077页,2025年6月。摘要。本文考虑多尺度型有限元方法来近似求解具有非均匀系数的二维对称椭圆型偏微分方程。该方法是Galerkin型的,遵循变分多尺度和局部正交分解(LOD)方法,将空间解耦为多尺度和精细子空间。第一种方法是基于原始迭代子结构方法中使用的角点,将粗糙基函数映射到全局最小能量函数,从而得到多尺度基函数。这种方法相对于网格大小提供了准最优的先验误差能量近似,但相对于高对比度系数,它不是鲁棒的。第二种方法是将基于局部广义特征值问题的边模加入到角模中。结果,获得了与网格和对比度无关的最优先验误差能量估计。即使解具有最小正则性(只属于Sobolev空间[math]),这些方法也能以最优速率收敛。
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引用次数: 0
Density Estimation for Elliptic PDE with Random Input by Preintegration and Quasi-Monte Carlo Methods 随机输入椭圆偏微分方程的预积分和拟蒙特卡罗估计
IF 2.9 2区 数学 Q1 MATHEMATICS, APPLIED Pub Date : 2025-05-07 DOI: 10.1137/24m1640070
Alexander D. Gilbert, Frances Y. Kuo, Abirami Srikumar
SIAM Journal on Numerical Analysis, Volume 63, Issue 3, Page 1025-1054, June 2025.
Abstract. In this paper, we apply quasi-Monte Carlo (QMC) methods with an initial preintegration step to estimate cumulative distribution functions and probability density functions in uncertainty quantification (UQ). The distribution and density functions correspond to a quantity of interest involving the solution to an elliptic partial differential equation (PDE) with a lognormally distributed coefficient and a normally distributed source term. There is extensive previous work on using QMC to compute expected values in UQ, which have proven very successful in tackling a range of different PDE problems. However, the use of QMC for density estimation applied to UQ problems will be explored here for the first time. Density estimation presents a more difficult challenge compared to computing the expected value due to discontinuities present in the integral formulations of both the distribution and density. Our strategy is to use preintegration to eliminate the discontinuity by integrating out a carefully selected random parameter, so that QMC can be used to approximate the remaining integral. First, we establish regularity results for the PDE quantity of interest that are required for smoothing by preintegration to be effective. We then show that an [math]-point lattice rule can be constructed for the integrands corresponding to the distribution and density, such that after preintegration the QMC error is of order [math] for arbitrarily small [math]. This is the same rate achieved for computing the expected value of the quantity of interest. Numerical results are presented to reaffirm our theory.
SIAM数值分析杂志,63卷,第3期,1025-1054页,2025年6月。摘要。本文应用具有初始预积分步骤的准蒙特卡罗方法估计不确定性量化(UQ)中的累积分布函数和概率密度函数。分布和密度函数对应于涉及具有对数正态分布系数和正态分布源项的椭圆偏微分方程(PDE)的解的感兴趣的量。在使用QMC计算UQ中的期望值方面,以前有大量的工作,这些工作在解决一系列不同的PDE问题方面被证明是非常成功的。然而,将QMC用于密度估计应用于UQ问题将首次在这里进行探讨。与计算期望值相比,密度估计是一个更困难的挑战,因为分布和密度的积分公式都存在不连续。我们的策略是使用预积分,通过积分出一个精心选择的随机参数来消除不连续,这样QMC就可以用来近似剩余的积分。首先,我们建立了感兴趣的PDE量的正则性结果,这些结果是通过预积分进行平滑所必需的。然后,我们证明了对于与分布和密度相对应的被积可以构造一个[math]点格规则,使得预积分后的QMC误差对于任意小的[math]是[math]阶的。这与计算利息数量的期望值所获得的比率相同。数值结果证实了我们的理论。
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引用次数: 0
A New Class of Splitting Methods That Preserve Ergodicity and Exponential Integrability for the Stochastic Langevin Equation 一类新的保持随机朗格万方程遍历性和指数可积性的分裂方法
IF 2.9 2区 数学 Q1 MATHEMATICS, APPLIED Pub Date : 2025-04-28 DOI: 10.1137/24m1687686
Chuchu Chen, Tonghe Dang, Jialin Hong, Fengshan Zhang
SIAM Journal on Numerical Analysis, Volume 63, Issue 2, Page 1000-1024, April 2025.
Abstract. In this paper, we propose a new class of splitting methods to solve the stochastic Langevin equation, which can simultaneously preserve the ergodicity and exponential integrability of the original equation. The central idea is to extract a stochastic subsystem that possesses the strict dissipation from the original equation, which is inspired by the inheritance of the Lyapunov structure for obtaining the ergodicity. We prove that the exponential moment of the numerical solution is bounded, thus validating the exponential integrability of the proposed methods. Further, we show that under moderate verifiable conditions, the methods have the first-order convergence in both strong and weak senses, and we present several concrete splitting schemes based on the methods. The splitting strategy of methods can be readily extended to construct conformal symplectic methods and high-order methods that preserve both the ergodicity and the exponential integrability, as demonstrated in numerical experiments. Our numerical experiments also show that the proposed methods have good performance in the long-time simulation.
SIAM数值分析杂志,第63卷,第2期,1000-1024页,2025年4月。摘要。本文提出了一类新的解随机朗之万方程的分裂方法,该方法能同时保持原方程的遍历性和指数可积性。其中心思想是从原方程中提取一个具有严格耗散的随机子系统,其灵感来自于对李雅普诺夫结构的继承,以获得遍历性。我们证明了数值解的指数矩是有界的,从而验证了所提方法的指数可积性。进一步证明了在中等可验证条件下,这些方法在强、弱意义上都具有一阶收敛性,并在此基础上提出了几种具体的分裂方案。数值实验证明,方法的分裂策略可以很容易地扩展到构造保形辛方法和高阶方法,同时保持遍历性和指数可积性。数值实验也表明,该方法在长时间模拟中具有良好的性能。
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引用次数: 0
Reduced Krylov Basis Methods for Parametric Partial Differential Equations 参数偏微分方程的化简Krylov基方法
IF 2.9 2区 数学 Q1 MATHEMATICS, APPLIED Pub Date : 2025-04-25 DOI: 10.1137/24m1661236
Yuwen Li, Ludmil T. Zikatanov, Cheng Zuo
SIAM Journal on Numerical Analysis, Volume 63, Issue 2, Page 976-999, April 2025.
Abstract. This work is on a user-friendly reduced basis method for the solution of families of parametric partial differential equations by preconditioned Krylov subspace methods including the conjugate gradient method, generalized minimum residual method, and biconjugate gradient method. The proposed methods use a preconditioned Krylov subspace method for a high-fidelity discretization of one parameter instance to generate orthogonal basis vectors of the reduced basis subspace. Then large-scale discrete parameter-dependent problems are approximately solved in the low-dimensional Krylov subspace. We prove convergence estimates for the proposed method when the differential operator depends on two parameter coefficients and the preconditioner is the inverse of the operator at a fixed parameter. As is shown in numerical experiments, only a small number of Krylov subspace iterations are needed to simultaneously generate approximate solutions of a family of high-fidelity and large-scale parametrized systems in the reduced basis subspace. This reduces the computational cost by orders of magnitude, because (1) to construct the reduced basis vectors, we only solve one large-scale problem in the high-fidelity level; and (2) the family of problems restricted to the reduced basis subspace have much smaller sizes.
SIAM 数值分析期刊》,第 63 卷,第 2 期,第 976-999 页,2025 年 4 月。 摘要。本研究是关于一种用户友好的还原基方法,用于用共轭梯度法、广义最小残差法和双共轭梯度法等预处理 Krylov 子空间方法求解参数偏微分方程族。所提出的方法使用预处理 Krylov 子空间方法对一个参数实例进行高保真离散化,生成还原基子空间的正交基向量。然后在低维 Krylov 子空间中近似求解与参数相关的大规模离散问题。我们证明了当微分算子取决于两个参数系数,且预处理是固定参数下算子的逆时,所提方法的收敛估计值。数值实验表明,只需进行少量的 Krylov 子空间迭代,就能在还原基子空间中同时生成一系列高保真和大规模参数化系统的近似解。这将计算成本降低了几个数量级,因为:(1) 为了构建还原基向量,我们只需解决一个高保真级别的大规模问题;(2) 限制在还原基子空间中的问题族的规模要小得多。
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引用次数: 0
Transient Dynamics under Structured Perturbations: Bridging Unstructured and Structured Pseudospectra 结构扰动下的瞬态动力学:桥接非结构和结构伪谱
IF 2.9 2区 数学 Q1 MATHEMATICS, APPLIED Pub Date : 2025-04-22 DOI: 10.1137/24m1630876
Nicola Guglielmi, Christian Lubich
SIAM Journal on Numerical Analysis, Volume 63, Issue 2, Page 908-930, April 2025.
Abstract. The structured [math]-stability radius is introduced as a quantity to assess the robustness of transient bounds of solutions to linear differential equations under structured perturbations of the matrix. This applies to general linear structures such as complex or real matrices with a given sparsity pattern or with restricted range and corange, or special classes such as Toeplitz matrices. The notion conceptually combines unstructured and structured pseudospectra in a joint pseudospectrum, allowing for the use of resolvent bounds as with unstructured pseudospectra and for structured perturbations as with structured pseudospectra. We propose and study an algorithm for computing the structured [math]-stability radius, which solves eigenvalue optimization problems via suitably discretized rank-1 matrix differential equations that originate from a gradient system. The proposed algorithm has essentially the same computational cost as the known rank-1 algorithms for computing unstructured and structured stability radii. Numerical experiments illustrate the behavior of the algorithm.
SIAM数值分析杂志,第63卷,第2期,908-930页,2025年4月。摘要。引入结构稳定半径作为评价矩阵结构扰动下线性微分方程解的暂态界的鲁棒性的一个量。这适用于一般的线性结构,如具有给定稀疏模式的复矩阵或实矩阵,或具有限制范围和橙色的矩阵,或特殊类,如Toeplitz矩阵。这个概念在概念上将非结构化和结构化伪谱结合在一个联合伪谱中,允许使用非结构化伪谱的可解边界和结构化伪谱的结构化扰动。我们提出并研究了一种计算结构化[数学]稳定半径的算法,该算法通过源自梯度系统的适当离散的秩-1矩阵微分方程来解决特征值优化问题。该算法在计算非结构化和结构化稳定半径方面与已知的rank-1算法的计算成本基本相同。数值实验验证了该算法的性能。
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引用次数: 0
Implicit Update of the Moment Equations for a Multi-Species, Homogeneous BGK Model 多物种齐次BGK模型矩方程的隐式更新
IF 2.9 2区 数学 Q1 MATHEMATICS, APPLIED Pub Date : 2025-04-22 DOI: 10.1137/24m165421x
Evan Habbershaw, Cory D. Hauck, Steven M. Wise
SIAM Journal on Numerical Analysis, Volume 63, Issue 2, Page 881-907, April 2025.
Abstract. A simple iterative approach for solving a set of implicit kinetic moment equations is proposed. This implicit solve is a key component in the IMEX discretization of the multi-species Bhatnagar–Gross–Krook (M-BGK) model with nontrivial collision frequencies depending on individual species temperatures. We prove that under mild time step restrictions, the iterative method generates a contraction mapping. Numerical simulations are provided to illustrate results of the IMEX scheme using the implicit moment solver.
SIAM数值分析杂志,第63卷,第2期,第881-907页,2025年4月。摘要。提出了一种求解隐式运动力矩方程的简单迭代方法。该隐式解是多物种Bhatnagar-Gross-Krook (M-BGK)模型的IMEX离散化的关键组成部分,该模型具有依赖于单个物种温度的非极小碰撞频率。我们证明了在温和的时间步长限制下,迭代方法生成了一个收缩映射。用隐式矩解算器对IMEX方案的结果进行了数值模拟。
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引用次数: 0
Interpolatory [math]-Optimality Conditions for Structured Linear Time-Invariant Systems 结构化线性定常系统的最优性条件
IF 2.9 2区 数学 Q1 MATHEMATICS, APPLIED Pub Date : 2025-04-22 DOI: 10.1137/23m1610033
Petar Mlinarić, Peter Benner, Serkan Gugercin
SIAM Journal on Numerical Analysis, Volume 63, Issue 2, Page 949-975, April 2025.
Abstract. Interpolatory necessary optimality conditions for [math]-optimal reduced-order modeling of unstructured linear time-invariant (LTI) systems are well-known. Based on previous work on [math]-optimal reduced-order modeling of stationary parametric problems, in this paper, we develop and investigate optimality conditions for [math]-optimal reduced-order modeling of structured LTI systems, in particular, for second-order, port-Hamiltonian, and time-delay systems. Under certain diagonalizability assumptions, we show that across all these different structured settings, bitangential Hermite interpolation is the common form for optimality, thus proving a unifying optimality framework for structured reduced-order modeling.
SIAM数值分析杂志,第63卷,第2期,第949-975页,2025年4月。摘要。非结构化线性时不变系统的数学最优降阶建模的插值必要最优性条件是众所周知的。基于先前关于平稳参数问题的[math]-最优降阶建模的工作,在本文中,我们开发并研究了结构化LTI系统的[math]-最优降阶建模的最优性条件,特别是二阶,port- hamilton和时滞系统。在一定的对角化假设下,我们证明了在所有这些不同的结构设置中,双向Hermite插值是最优性的常见形式,从而证明了结构化降阶建模的统一最优性框架。
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引用次数: 0
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SIAM Journal on Numerical Analysis
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