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Homogenization of Nondivergence-Form Elliptic Equations with Discontinuous Coefficients and Finite Element Approximation of the Homogenized Problem 具有不连续系数的非发散形式椭圆方程的均质化和均质化问题的有限元逼近
IF 2.9 2区 数学 Q1 Mathematics Pub Date : 2024-03-01 DOI: 10.1137/23m1580279
Timo Sprekeler
SIAM Journal on Numerical Analysis, Volume 62, Issue 2, Page 646-666, April 2024.
Abstract. We study the homogenization of the equation [math] posed in a bounded convex domain [math] subject to a Dirichlet boundary condition and the numerical approximation of the corresponding homogenized problem, where the measurable, uniformly elliptic, periodic, and symmetric diffusion matrix [math] is merely assumed to be essentially bounded and (if [math]) to satisfy the Cordes condition. In the first part, we show existence and uniqueness of an invariant measure by reducing to a Lax–Milgram-type problem, we obtain [math]-bounds for periodic problems in double-divergence-form, we prove homogenization under minimal regularity assumptions, and we generalize known corrector bounds and results on optimal convergence rates from the classical case of Hölder continuous coefficients to the present case. In the second part, we suggest and rigorously analyze an approximation scheme for the effective coefficient matrix and the solution to the homogenized problem based on a finite element method for the approximation of the invariant measure, and we demonstrate the performance of the scheme through numerical experiments.
SIAM 数值分析期刊》第 62 卷第 2 期第 646-666 页,2024 年 4 月。 摘要。我们研究了在有界凸域[math]中提出的受 Dirichlet 边界条件限制的方程[math]的同质化以及相应同质化问题的数值逼近,其中可测的、均匀椭圆的、周期性的和对称的扩散矩阵[math]仅仅被假定为本质上有界的和(如果[math])满足 Cordes 条件。在第一部分中,我们通过还原为拉克斯-米尔格拉姆(Lax-Milgram)类型的问题,证明了不变度量的存在性和唯一性;我们获得了双发散形式周期性问题的[math]边界;我们证明了最小正则性假设下的同质化;我们将已知的校正器边界和最优收敛率结果从赫尔德连续系数的经典情形推广到当前情形。在第二部分中,我们提出并严格分析了基于有限元法的有效系数矩阵和同质化问题解的近似方案,并通过数值实验证明了该方案的性能。
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引用次数: 0
Virtual Element Methods Without Extrinsic Stabilization 无外在稳定的虚拟元素方法
IF 2.9 2区 数学 Q1 Mathematics Pub Date : 2024-02-20 DOI: 10.1137/22m1504196
Chunyu Chen, Xuehai Huang, Huayi Wei
SIAM Journal on Numerical Analysis, Volume 62, Issue 1, Page 567-591, February 2024.
Abstract. Virtual element methods (VEMs) without extrinsic stabilization in an arbitrary degree of polynomial are developed for second order elliptic problems, including a nonconforming VEM and a conforming VEM in arbitrary dimension. The key is to construct local [math]-conforming macro finite element spaces such that the associated [math] projection of the gradient of virtual element functions is computable, and the [math] projector has a uniform lower bound on the gradient of virtual element function spaces in the [math] norm. Optimal error estimates are derived for these VEMs. Numerical experiments are provided to test the VEMs without extrinsic stabilization.
SIAM 数值分析期刊》第 62 卷第 1 期第 567-591 页,2024 年 2 月。 摘要。针对二阶椭圆问题开发了任意多项式度下无外在稳定的虚元方法(VEM),包括任意维度下的非顺应虚元方法和顺应虚元方法。关键在于构造局部[math]符合宏有限元空间,使得虚拟元素函数梯度的相关[math]投影是可计算的,并且[math]投影在[math]规范中对虚拟元素函数空间的梯度具有均匀下界。推导出了这些虚元函数的最佳误差估计值。还提供了数值实验来测试无外在稳定的 VEM。
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引用次数: 0
A Universal Median Quasi-Monte Carlo Integration 通用中值准蒙特卡罗积分法
IF 2.9 2区 数学 Q1 Mathematics Pub Date : 2024-02-16 DOI: 10.1137/22m1525077
Takashi Goda, Kosuke Suzuki, Makoto Matsumoto
SIAM Journal on Numerical Analysis, Volume 62, Issue 1, Page 533-566, February 2024.
Abstract. We study quasi-Monte Carlo (QMC) integration over the multidimensional unit cube in several weighted function spaces with different smoothness classes. We consider approximating the integral of a function by the median of several integral estimates under independent and random choices of the underlying QMC point sets (either linearly scrambled digital nets or infinite-precision polynomial lattice point sets). Even though our approach does not require any information on the smoothness and weights of a target function space as an input, we can prove a probabilistic upper bound on the worst-case error for the respective weighted function space, where the failure probability converges to 0 exponentially fast as the number of estimates increases. Our obtained rates of convergence are nearly optimal for function spaces with finite smoothness, and we can attain a dimension-independent super-polynomial convergence for a class of infinitely differentiable functions. This implies that our median-based QMC rule is universal in the sense that it does not need to be adjusted to the smoothness and the weights of the function spaces and yet exhibits the nearly optimal rate of convergence. Numerical experiments support our theoretical results.
SIAM 数值分析期刊》第 62 卷第 1 期第 533-566 页,2024 年 2 月。 摘要。我们研究了在具有不同平滑度等级的多个加权函数空间中的多维单位立方体上的准蒙特卡罗(QMC)积分。我们考虑在独立和随机选择底层 QMC 点集(线性扰乱数字网或无限精度多项式网格点集)的情况下,用几个积分估计值的中值来近似函数的积分。尽管我们的方法不需要目标函数空间的平滑度和权重信息作为输入,但我们可以证明各自加权函数空间最坏情况误差的概率上限,其中失败概率随着估计次数的增加以指数速度趋近于 0。对于具有有限平滑性的函数空间,我们所获得的收敛率几乎是最佳的;对于一类无限可微分函数,我们可以获得与维度无关的超多项式收敛。这意味着我们的基于中值的 QMC 规则是通用的,它不需要根据函数空间的光滑度和权重进行调整,却能表现出近乎最优的收敛速度。数值实验支持我们的理论结果。
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引用次数: 0
High Order Splitting Methods for SDEs Satisfying a Commutativity Condition 满足换元条件的 SDE 的高阶分裂方法
IF 2.9 2区 数学 Q1 Mathematics Pub Date : 2024-02-15 DOI: 10.1137/23m155147x
James M. Foster, Gonçalo dos Reis, Calum Strange
SIAM Journal on Numerical Analysis, Volume 62, Issue 1, Page 500-532, February 2024.
Abstract. In this paper, we introduce a new simple approach to developing and establishing the convergence of splitting methods for a large class of stochastic differential equations (SDEs), including additive, diagonal, and scalar noise types. The central idea is to view the splitting method as a replacement of the driving signal of an SDE, namely, Brownian motion and time, with a piecewise linear path that yields a sequence of ODEs—which can be discretized to produce a numerical scheme. This new way of understanding splitting methods is inspired by, but does not use, rough path theory. We show that when the driving piecewise linear path matches certain iterated stochastic integrals of Brownian motion, then a high order splitting method can be obtained. We propose a general proof methodology for establishing the strong convergence of these approximations that is akin to the general framework of Milstein and Tretyakov. That is, once local error estimates are obtained for the splitting method, then a global rate of convergence follows. This approach can then be readily applied in future research on SDE splitting methods. By incorporating recently developed approximations for iterated integrals of Brownian motion into these piecewise linear paths, we propose several high order splitting methods for SDEs satisfying a certain commutativity condition. In our experiments, which include the Cox–Ingersoll–Ross model and additive noise SDEs (noisy anharmonic oscillator, stochastic FitzHugh–Nagumo model, underdamped Langevin dynamics), the new splitting methods exhibit convergence rates of [math] and outperform schemes previously proposed in the literature.
SIAM 数值分析期刊》第 62 卷第 1 期第 500-532 页,2024 年 2 月。 摘要本文介绍了一种新的简单方法,用于开发和建立一大类随机微分方程(SDE)的分裂方法的收敛性,包括加性、对角和标量噪声类型。其核心思想是将分裂方法看作是将 SDE 的驱动信号(即布朗运动和时间)替换为片断线性路径,从而产生一连串的 ODE--可将其离散化以产生数值方案。这种理解分裂方法的新方法受到粗糙路径理论的启发,但并不使用粗糙路径理论。我们证明,当驱动的片断线性路径与布朗运动的某些迭代随机积分相匹配时,就能得到高阶分裂方法。我们提出了建立这些近似方法强收敛性的一般证明方法,这与米尔斯坦和特列季亚科夫的一般框架相似。也就是说,一旦获得了分裂方法的局部误差估计值,就会得到全局收敛率。这种方法可随时应用于未来的 SDE 分裂方法研究。通过将最近开发的布朗运动迭代积分近似值纳入这些片断线性路径,我们提出了几种满足特定交换性条件的 SDE 高阶分裂方法。我们的实验包括 Cox-Ingersoll-Ross 模型和加性噪声 SDE(噪声非谐振荡器、随机 FitzHugh-Nagumo 模型、欠阻尼 Langevin 动力学),在这些实验中,新的分裂方法表现出 [math] 的收敛率,优于之前文献中提出的方案。
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引用次数: 0
Space-Time Finite Element Methods for Distributed Optimal Control of the Wave Equation 用于波方程分布式优化控制的时空有限元方法
IF 2.9 2区 数学 Q1 Mathematics Pub Date : 2024-02-07 DOI: 10.1137/22m1532962
Richard Löscher, Olaf Steinbach
SIAM Journal on Numerical Analysis, Volume 62, Issue 1, Page 452-475, February 2024.
Abstract. We consider space-time tracking-type distributed optimal control problems for the wave equation in the space-time domain [math], where the control is assumed to be in the energy space [math], rather than in [math], which is more common. While the latter ensures a unique state in the Sobolev space [math], this does not define a solution isomorphism. Hence, we use an appropriate state space [math] such that the wave operator becomes an isomorphism from [math] onto [math]. Using space-time finite element spaces of piecewise linear continuous basis functions on completely unstructured but shape regular simplicial meshes, we derive a priori estimates for the error [math] between the computed space-time finite element solution [math] and the target function [math] with respect to the regularization parameter [math], and the space-time finite element mesh size [math], depending on the regularity of the desired state [math]. These estimates lead to the optimal choice [math] in order to define the regularization parameter [math] for a given space-time finite element mesh size [math] or to determine the required mesh size [math] when [math] is a given constant representing the costs of the control. The theoretical results will be supported by numerical examples with targets of different regularities, including discontinuous targets. Furthermore, an adaptive space-time finite element scheme is proposed and numerically analyzed.
SIAM 数值分析期刊》第 62 卷第 1 期第 452-475 页,2024 年 2 月。 摘要。我们考虑时空域[math]中波方程的时空跟踪型分布式最优控制问题,其中假定控制在能量空间[math]中,而不是更常见的[math]中。虽然后者确保了 Sobolev 空间[math]中的唯一状态,但这并没有定义解的同构性。因此,我们使用适当的状态空间[math],这样波算子就成为从[math]到[math]的同构。通过在完全非结构化但形状规则的简网格上使用片断线性连续基函数的时空有限元空间,我们得出了计算出的时空有限元解[math]与目标函数[math]之间的误差[math]的先验估计值,该估计值与正则化参数[math]和时空有限元网格大小[math]有关,取决于所需的状态[math]的规则性。通过这些估计值,我们可以为给定的时空有限元网格尺寸[math]定义正则化参数[math],或在[math]为代表控制成本的给定常数时确定所需的网格尺寸[math],从而得出最佳选择[math]。理论结果将通过不同规则性目标(包括不连续目标)的数值示例来支持。此外,还提出了一种自适应时空有限元方案,并对其进行了数值分析。
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引用次数: 0
On Uncertainty Quantification of Eigenvalues and Eigenspaces with Higher Multiplicity 论高倍性特征值和特征空间的不确定性量化
IF 2.9 2区 数学 Q1 Mathematics Pub Date : 2024-02-07 DOI: 10.1137/22m1529324
Jürgen Dölz, David Ebert
SIAM Journal on Numerical Analysis, Volume 62, Issue 1, Page 422-451, February 2024.
Abstract. We consider generalized operator eigenvalue problems in variational form with random perturbations in the bilinear forms. This setting is motivated by variational forms of partial differential equations with random input data. The considered eigenpairs can be of higher but finite multiplicity. We investigate stochastic quantities of interest of the eigenpairs and discuss why, for multiplicity greater than 1, only the stochastic properties of the eigenspaces are meaningful, but not the ones of individual eigenpairs. To that end, we characterize the Fréchet derivatives of the eigenpairs with respect to the perturbation and provide a new linear characterization for eigenpairs of higher multiplicity. As a side result, we prove local analyticity of the eigenspaces. Based on the Fréchet derivatives of the eigenpairs we discuss a meaningful Monte Carlo sampling strategy for multiple eigenvalues and develop an uncertainty quantification perturbation approach. Numerical examples are presented to illustrate the theoretical results.
SIAM 数值分析期刊》第 62 卷第 1 期第 422-451 页,2024 年 2 月。 摘要。我们考虑双线性形式中带有随机扰动的变分形式广义算子特征值问题。这种设置的动机是具有随机输入数据的偏微分方程的变分形式。所考虑的特征对可能具有更高但有限的多重性。我们研究了特征对的相关随机量,并讨论了为什么当倍率大于 1 时,只有特征空间的随机特性是有意义的,而单个特征对的随机特性却没有意义。为此,我们描述了特征对相对于扰动的弗雷谢特导数,并为更高倍率的特征对提供了新的线性描述。作为附带结果,我们证明了特征空间的局部解析性。基于特征对的弗雷谢特导数,我们讨论了针对多特征值的有意义的蒙特卡罗采样策略,并开发了一种不确定性量化扰动方法。为了说明理论结果,我们给出了一些数值示例。
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引用次数: 0
Convergence Analysis for Bregman Iterations in Minimizing a Class of Landau Free Energy Functionals 最小化一类朗道自由能函数的布雷格曼迭代收敛分析
IF 2.9 2区 数学 Q1 Mathematics Pub Date : 2024-02-07 DOI: 10.1137/22m1517664
Chenglong Bao, Chang Chen, Kai Jiang, Lingyun Qiu
SIAM Journal on Numerical Analysis, Volume 62, Issue 1, Page 476-499, February 2024.
Abstract. Finding stationary states of Landau free energy functionals has to solve a nonconvex infinite-dimensional optimization problem. In this paper, we develop a Bregman distance based optimization method for minimizing a class of Landau energy functionals and focus on its convergence analysis in the function space. We first analyze the regularity of the stationary states and show the weakly sequential convergence results of the proposed method. Furthermore, under the Łojasiewicz–Simon property, we prove a strongly sequential convergent property and establish the local convergence rate in an appropriate Hilbert space. In particular, we analyze the Łojasiewicz exponent of three well-known Landau models, the Landau–Brazovskii, Lifshitz–Petrich, and Ohta–Kawasaki free energy functionals. Finally, numerical results support our theoretical analysis.
SIAM 数值分析期刊》第 62 卷第 1 期第 476-499 页,2024 年 2 月。 摘要寻找朗道自由能函数的静止状态必须解决一个非凸无穷维优化问题。本文开发了一种基于 Bregman 距离的优化方法,用于最小化一类 Landau 能量函数,并重点分析了该方法在函数空间中的收敛性。我们首先分析了静止状态的正则性,并展示了所提方法的弱顺序收敛结果。此外,在 Łojasiewicz-Simon 特性下,我们证明了强序列收敛特性,并在适当的希尔伯特空间中建立了局部收敛率。我们特别分析了三个著名朗道模型的 Łojasiewicz 指数,即朗道-布拉佐夫斯基自由能函数、利夫希茨-佩特里奇自由能函数和奥塔-川崎自由能函数。最后,数值结果支持我们的理论分析。
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引用次数: 0
Frequency-Explicit A Posteriori Error Estimates for Discontinuous Galerkin Discretizations of Maxwell’s Equations 麦克斯韦方程非连续伽勒金离散化的频率显式后验误差估计值
IF 2.9 2区 数学 Q1 Mathematics Pub Date : 2024-02-06 DOI: 10.1137/22m1516348
Théophile Chaumont-Frelet, Patrick Vega
SIAM Journal on Numerical Analysis, Volume 62, Issue 1, Page 400-421, February 2024.
Abstract. We propose a new residual-based a posteriori error estimator for discontinuous Galerkin discretizations of time-harmonic Maxwell’s equations in first-order form. We establish that the estimator is reliable and efficient, and the dependency of the reliability and efficiency constants on the frequency is analyzed and discussed. The proposed estimates generalize similar results previously obtained for the Helmholtz equation and conforming finite element discretizations of Maxwell’s equations. In addition, for the discontinuous Galerkin scheme considered here, we also show that the proposed estimator is asymptotically constant-free for smooth solutions.
SIAM 数值分析期刊》第 62 卷第 1 期第 400-421 页,2024 年 2 月。 摘要。我们针对一阶形式的时谐麦克斯韦方程的非连续 Galerkin 离散化提出了一种新的基于残差的后验误差估计器。我们确定了该估计器的可靠性和效率,并分析和讨论了可靠性和效率常数与频率的关系。所提出的估算概括了之前针对亥姆霍兹方程和麦克斯韦方程的符合有限元离散化所获得的类似结果。此外,对于本文所考虑的非连续 Galerkin 方案,我们还证明了所提出的估计值对于光滑解是渐近无常数的。
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引用次数: 0
Structure Preserving Primal Dual Methods for Gradient Flows with Nonlinear Mobility Transport Distances 非线性流动传输距离梯度流的结构保持原点二元法
IF 2.9 2区 数学 Q1 Mathematics Pub Date : 2024-02-05 DOI: 10.1137/23m1562068
José A. Carrillo, Li Wang, Chaozhen Wei
SIAM Journal on Numerical Analysis, Volume 62, Issue 1, Page 376-399, February 2024.
Abstract. We develop structure preserving schemes for a class of nonlinear mobility continuity equation. When the mobility is a concave function, this equation admits a form of gradient flow with respect to a Wasserstein-like transport metric. Our numerical schemes build upon such formulation and utilize modern large-scale optimization algorithms. There are two distinctive features of our approach compared to previous ones. On the one hand, the essential properties of the solution, including positivity, global bounds, mass conservation, and energy dissipation, are all guaranteed by construction. On the other hand, our approach enjoys sufficient flexibility when applied to a large variety of problems including different free energy functionals, general wetting boundary conditions, and degenerate mobilities. The performance of our methods is demonstrated through a suite of examples.
SIAM 数值分析期刊》第 62 卷第 1 期第 376-399 页,2024 年 2 月。 摘要。我们为一类非线性流动连续性方程开发了结构保持方案。当流动性是一个凹函数时,该方程允许一种相对于类似于 Wasserstein 的传输度量的梯度流形式。我们的数值方案建立在这种表述的基础上,并利用了现代大规模优化算法。与之前的方法相比,我们的方法有两个显著特点。一方面,求解的基本特性,包括正向性、全局边界、质量守恒和能量耗散,都通过构造得到了保证。另一方面,我们的方法在应用于各种问题时具有足够的灵活性,包括不同的自由能函数、一般润湿边界条件和退化流动性。我们将通过一系列实例来展示我们方法的性能。
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引用次数: 0
Numerical Methods and Analysis of Computing Quasiperiodic Systems 计算准周期系统的数值方法与分析
IF 2.9 2区 数学 Q1 Mathematics Pub Date : 2024-02-01 DOI: 10.1137/22m1524783
Kai Jiang, Shifeng Li, Pingwen Zhang
SIAM Journal on Numerical Analysis, Volume 62, Issue 1, Page 353-375, February 2024.
Abstract. Quasiperiodic systems are important space-filling ordered structures, without decay and translational invariance. How to solve quasiperiodic systems accurately and efficiently is a great challenge. A useful approach, the projection method (PM) [J. Comput. Phys., 256 (2014), pp. 428–440], has been proposed to compute quasiperiodic systems. Various studies have demonstrated that the PM is an accurate and efficient method to solve quasiperiodic systems. However, there is a lack of theoretical analysis of the PM. In this paper, we present a rigorous convergence analysis of the PM by establishing a mathematical framework of quasiperiodic functions and their high-dimensional periodic functions. We also give a theoretical analysis of the quasiperiodic spectral method (QSM) based on this framework. Results demonstrate that the PM and QSM both have exponential decay, and the QSM (PM) is a generalization of the periodic Fourier spectral (pseudospectral) method. Then, we analyze the computational complexity of the PM and QSM in calculating quasiperiodic systems. The PM can use a fast Fourier transform, while the QSM cannot. Moreover, we investigate the accuracy and efficiency of the PM, QSM, and periodic approximation method in solving the linear time-dependent quasiperiodic Schrödinger equation.
SIAM 数值分析期刊》第 62 卷第 1 期第 353-375 页,2024 年 2 月。 摘要准周期系统是重要的空间填充有序结构,不存在衰减和平移不变性。如何准确高效地求解准周期系统是一个巨大的挑战。有人提出了一种有用的方法--投影法(PM)[J. Comput. Phys., 256 (2014), pp.各种研究表明,投影法是一种精确、高效的求解准周期系统的方法。然而,目前还缺乏对 PM 的理论分析。本文通过建立准周期函数及其高维周期函数的数学框架,对 PM 进行了严格的收敛性分析。我们还基于此框架给出了准周期谱方法(QSM)的理论分析。结果表明,PM 和 QSM 都具有指数衰减,而 QSM(PM)是周期傅里叶谱(伪谱)方法的广义化。然后,我们分析了 PM 和 QSM 计算准周期系统的计算复杂性。PM 可以使用快速傅立叶变换,而 QSM 则不能。此外,我们还研究了 PM、QSM 和周期近似法在求解线性时变准周期薛定谔方程时的精度和效率。
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引用次数: 0
期刊
SIAM Journal on Numerical Analysis
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