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Hadamard Integrators for Wave Equations in Time and Frequency Domain: Eulerian Formulations via Butterfly Algorithms 时域和频域波方程的哈达玛积分器:通过蝴蝶算法的欧拉公式
IF 2.5 2区 数学 Q1 MATHEMATICS, APPLIED Pub Date : 2024-07-31 DOI: 10.1007/s10915-024-02631-0
Yuxiao Wei, Jin Cheng, Shingyu Leung, Robert Burridge, Jianliang Qian

Starting from Kirchhoff-Huygens representation and Duhamel’s principle of time-domain wave equations, we propose novel butterfly-compressed Hadamard integrators for self-adjoint wave equations in both time and frequency domain in an inhomogeneous medium. First, we incorporate the leading term of Hadamard’s ansatz into the Kirchhoff-Huygens representation to develop a short-time valid propagator. Second, using Fourier transform in time, we derive the corresponding Eulerian short-time propagator in the frequency domain; on top of this propagator, we further develop a time-frequency-time (TFT) method for the Cauchy problem of time-domain wave equations. Third, we further propose a time-frequency-time-frequency (TFTF) method for the corresponding point-source Helmholtz equation, which provides Green’s functions of the Helmholtz equation for all angular frequencies within a given frequency band. Fourth, to implement the TFT and TFTF methods efficiently, we introduce butterfly algorithms to compress oscillatory integral kernels at different frequencies. As a result, the proposed methods can construct wave field beyond caustics implicitly and advance spatially overturning waves in time naturally with quasi-optimal computational complexity and memory usage. Furthermore, once constructed the Hadamard integrators can be employed to solve both time-domain wave equations with various initial conditions and frequency-domain wave equations with different point sources. Numerical examples for two-dimensional wave equations illustrate the accuracy and efficiency of the proposed methods.

从时域波方程的基尔霍夫-惠更斯表示法和杜哈梅尔原理出发,我们为非均质介质中时域和频域的自偶合波方程提出了新颖的蝴蝶压缩哈达玛积分器。首先,我们将哈达玛公式的前导项纳入基尔霍夫-惠更斯表示法,从而开发出一种短时有效的传播器。其次,利用时间傅里叶变换,我们推导出相应的频域欧拉短时传播子;在此传播子的基础上,我们进一步开发了时域波方程考奇问题的时-频-时(TFT)方法。第三,我们进一步为相应的点源亥姆霍兹方程提出了时-频-时-频(TFTF)方法,为给定频带内的所有角频率提供亥姆霍兹方程的格林函数。第四,为了高效地实现 TFT 和 TFTF 方法,我们引入了蝴蝶算法来压缩不同频率的振荡积分核。因此,所提出的方法可以隐式地构建超越苛求的波场,并在时间上自然地推进空间翻转波,其计算复杂度和内存使用都达到了准最优。此外,一旦构建了 Hadamard 积分器,就可用于求解具有不同初始条件的时域波方程和具有不同点源的频域波方程。二维波方程的数值示例说明了所提方法的准确性和效率。
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引用次数: 0
The Generalized Tensor Decomposition with Heterogeneous Tensor Product for Third-Order Tensors 针对三阶张量的广义张量分解与异质张量乘积
IF 2.5 2区 数学 Q1 MATHEMATICS, APPLIED Pub Date : 2024-07-30 DOI: 10.1007/s10915-024-02637-8
Yun-Yang Liu, Xi-Le Zhao, Meng Ding, Jianjun Wang, Tai-Xiang Jiang, Ting-Zhu Huang

Recently, tensor decompositions have attracted increasing attention and shown promising performance in processing multi-dimensional data. However, the existing tensor decompositions assume that the correlation along one mode is homogeneous and thus cannot characterize the multiple types of correlations (i.e., heterogeneous correlation) along the mode in real data. To address this issue, we propose a heterogeneous tensor product that allows us to explore this heterogeneous correlation, which can degenerate into the classic tensor products (e.g., mode product and tensor–tensor product). Equipped with this heterogeneous tensor product, we develop a generalized tensor decomposition (GTD) framework for third-order tensors, which not only induces many novel tensor decompositions but also helps us to better understand the interrelationships between the new tensor decompositions and the existing tensor decompositions. Especially, under the GTD framework, we find that new tensor decompositions can faithfully characterize the multiple types of correlations along the mode. To examine the effectiveness of the new tensor decomposition, we evaluate its performance on a representative data compression task. Extensive experimental results on multispectral images, light field images, and videos compression demonstrate the superior performance of our developed tensor decomposition compared to other existing tensor decompositions.

近来,张量分解越来越受到关注,并在处理多维数据方面表现出良好的性能。然而,现有的张量分解假设沿一种模式的相关性是同质的,因此无法表征真实数据中沿模式的多种类型的相关性(即异质相关性)。为了解决这个问题,我们提出了一种异质张量乘积,它允许我们探索这种异质相关性,这种异质相关性可以退化为经典的张量乘积(如模式乘积和张量-张量乘积)。有了这种异质张量积,我们为三阶张量建立了广义张量分解(GTD)框架,它不仅能诱导出许多新的张量分解,还能帮助我们更好地理解新张量分解与现有张量分解之间的相互关系。特别是在 GTD 框架下,我们发现新的张量分解可以忠实地描述沿模式的多种类型的相关性。为了检验新张量分解的有效性,我们在一项具有代表性的数据压缩任务中对其性能进行了评估。在多光谱图像、光场图像和视频压缩方面的大量实验结果表明,与其他现有的张量分解相比,我们开发的张量分解具有卓越的性能。
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引用次数: 0
Linearized Decoupled Mass and Energy Conservation CN Galerkin FEM for the Coupled Nonlinear Schrödinger System 耦合非线性薛定谔系统的线性化解耦质量和能量守恒 CN Galerkin FEM
IF 2.5 2区 数学 Q1 MATHEMATICS, APPLIED Pub Date : 2024-07-29 DOI: 10.1007/s10915-024-02632-z
Dongyang Shi, Zhenqi Qi

In this paper, a linearized decoupled mass and energy conservation Crank-Nicolson (CN) fully-discrete scheme is proposed for the coupled nonlinear Schrödinger (CNLS) system with the conforming bilinear Galerkin finite element method (FEM), and the unconditional supercloseness and superconvergence error estimates in (H^1)-norm are deduced rigorously. Firstly, with the aid of the popular time-space splitting technique, that is, by introducing a suitable time discrete system, the error is divided into two parts, the time error and spatial error, the boundedness of numerical solution in (L^infty )-norm is derived strictly without any constraint between the mesh size h and the time step (tau ). Then, thanks to the high accuracy result between the interpolation and Ritz projection, the unconditional superclose error estimate is obtained, and the corresponding unconditional superconvergence result is acquired through the interpolation post-processing technique. At last, some numerical results are supplied to verify the theoretical analysis.

本文针对耦合非线性薛定谔(CNLS)系统,提出了一种线性化解耦质量和能量守恒 Crank-Nicolson (CN)全离散方案与符合双线性 Galerkin 有限元法(FEM),并严格推导了 (H^1)规范下的无条件超松和超收敛误差估计。首先,借助流行的时空分割技术,即通过引入合适的时间离散系统,将误差分为时间误差和空间误差两部分,在网格尺寸 h 和时间步长 (tau )之间没有任何约束的情况下,严格推导出数值解在 (L^infty )-规范下的有界性。然后,由于插值与里兹投影之间的高精度结果,得到了无条件超近似误差估计,并通过插值后处理技术得到了相应的无条件超收敛结果。最后,提供了一些数值结果来验证理论分析。
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引用次数: 0
Spectral Collocation Method for Numerical Solution to the Fully Nonlinear Monge-Ampère Equation 全非线性蒙日-安培方程数值解的谱配位法
IF 2.5 2区 数学 Q1 MATHEMATICS, APPLIED Pub Date : 2024-07-29 DOI: 10.1007/s10915-024-02617-y
Peipei Wang, Lixiang Jin, Zhaoxiang Li, Lijun Yi

The Legendre–Gauss–Labatto spectral collocation method is proposed to solve the fully nonlinear Monge-Ampère equation in both two and three dimensional settings with the Dirichlet boundary conditions. The inhomogeneous boundary conditions are effectively handled by converting to homogeneous boundary conditions or modifying the second-order differentiation matrices. We propose a novel approach for approximating the initial value, which significantly reduces the number of iteration steps, thus simplifying the computations compared to existing methods. To overcome the strong nonlinearity of the underlying equation, we employ a fixed point technique which strongly makes use of the stability property of the linearized problem and its spectral collocation approximations. The convergence analysis of the proposed scheme is discussed under (H^1)-, (H^2)- and (L^2)-norms. Numerical examples are presented to validate the theoretical estimates. Several interesting phenomena are observed for the first time and open for mathematical verification.

本文提出了 Legendre-Gauss-Labatto 光谱配位法,用于求解具有 Dirichlet 边界条件的二维和三维全非线性 Monge-Ampère 方程。通过转换为均质边界条件或修改二阶微分矩阵,可有效处理非均质边界条件。我们提出了一种近似初始值的新方法,它大大减少了迭代步骤的数量,从而与现有方法相比简化了计算。为了克服基础方程的强非线性问题,我们采用了一种定点技术,该技术充分利用了线性化问题及其频谱配位近似的稳定性。我们讨论了在 (H^1)-、(H^2)- 和 (L^2)-规范下对所提方案的收敛性分析。为了验证理论估计值,还列举了一些数值实例。我们首次观察到了一些有趣的现象,并对其进行了数学验证。
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引用次数: 0
Upwind Summation-by-parts Finite Differences: error Estimates and WENO methodology 上风逐部分求和有限差分:误差估算和 WENO 方法
IF 2.5 2区 数学 Q1 MATHEMATICS, APPLIED Pub Date : 2024-07-26 DOI: 10.1007/s10915-024-02622-1
Yan Jiang, Siyang Wang

High order upwind summation-by-parts finite difference operators have recently been developed. When combined with the simultaneous approximation term method to impose boundary conditions, the method converges faster than using traditional summation-by-parts operators. We prove the convergence rate by the normal mode analysis for such methods for a class of hyperbolic partial differential equations. Our analysis shows that the penalty parameter for imposing boundary conditions affects the convergence rate for stable methods. In addition, to solve problems with discontinuous data, we extend the method to also have the weighted essentially nonoscillatory property. The overall method is stable, achieves high order accuracy for smooth problems, and is capable of solving problems with discontinuities.

最近开发出了高阶上风逐部求和有限差分算子。当与施加边界条件的同时逼近项法相结合时,该方法的收敛速度比使用传统的逐部求和算子更快。我们通过法模分析证明了这类方法对一类双曲偏微分方程的收敛速度。我们的分析表明,施加边界条件的惩罚参数会影响稳定方法的收敛速度。此外,为了解决数据不连续的问题,我们扩展了该方法,使其也具有加权本质非振荡特性。整个方法是稳定的,对平滑问题达到了高阶精度,并能解决不连续问题。
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引用次数: 0
On Numerical Integration and Conservation of Cell-Centered Finite Difference Method 论以细胞为中心的有限差分法的数值积分与守恒
IF 2.5 2区 数学 Q1 MATHEMATICS, APPLIED Pub Date : 2024-07-25 DOI: 10.1007/s10915-024-02630-1
Zihao Wang, Fei Liao, Zhengyin Ye

Conservation and numerical integration have been important issues for finite difference method related to robustness, reliability and accuracy requirements. In this paper, we discuss the relationship between the discretized Newton–Leibniz formula and four conservation and integration properties, including geometric conservation, flow conservation, surface integration and volume integration, for the multi-block based high-order cell-centered finite difference method. In order to achieve these conservation and integration properties, as well as multi-block compatibility, high-order accuracy, and stability within a unified methodology, we propose a new series of boundary schemes that incorporate all these constraints. To ensure geometric conservation, conservative metrics and Jacobian are adopted for coodinate transformation. To realize flow conservation, the width of the boundary stencil is enlarged to provide more degrees of freedom in order to meet the conservation constraints. To achieve uniformly high-order accuracy with arbitrary multi-block topology, cross-interface interpolation or differencing is avoided by utilizing one-sided scheme. To maintain stability, boundary interpolation scheme is designed as upwindly and compactly as possible. The proposed method is finally tested through a series of numerical cases, including a wave propagation and an isentropic vortex for accuracy verification, several acoustic tests to demonstrate the capability of handling arbitrary multi-block grid topology, a wavy channel and a closed flying wing problem for conservation verification. These numerical tests indicate that the new scheme possesses satisfactory conservation and integration properties while satisfying the requirements for high-order accuracy and stability.

守恒和数值积分一直是有限差分法的重要问题,涉及鲁棒性、可靠性和精度要求。本文讨论了基于多块的高阶单元中心有限差分法的离散化牛顿-莱布尼兹公式与几何守恒、流动守恒、表面积分和体积积分等四个守恒和积分特性之间的关系。为了在统一方法中实现这些守恒和积分特性,以及多区块兼容性、高阶精度和稳定性,我们提出了一系列包含所有这些约束条件的新边界方案。为了确保几何守恒,我们采用了保守的度量和雅各比来进行正交变换。为实现流动守恒,扩大了边界模版的宽度,以提供更多的自由度,从而满足守恒约束。为了在任意多块拓扑结构下实现统一的高阶精度,利用单侧方案避免了跨面插值或差分。为了保持稳定,边界插值方案设计得尽可能上风和紧凑。最后,通过一系列数值案例对所提出的方法进行了测试,包括用于验证精度的波传播和等熵涡流,用于证明处理任意多块网格拓扑能力的若干声学测试,用于验证守恒性的波浪通道和封闭飞翼问题。这些数值测试表明,新方案具有令人满意的守恒和积分特性,同时满足对高阶精度和稳定性的要求。
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引用次数: 0
Sine Transform Based Preconditioning for an Inverse Source Problem of Time-Space Fractional Diffusion Equations 基于正弦变换的时空分形扩散方程反源问题预处理
IF 2.5 2区 数学 Q1 MATHEMATICS, APPLIED Pub Date : 2024-07-25 DOI: 10.1007/s10915-024-02634-x
Hong-Kui Pang, Hai-Hua Qin, Shuai Ni

We investigate an inverse problem with quasi-boundary value regularization for reconstructing a source term of time-space fractional diffusion equations from the final observation. A sine transform based preconditioning technique is developed for the linear system which arises from the finite difference discretization of the regularized problem. By making use of the special structure, the proposed preconditioner can be inverted efficiently by the fast sine transform and fast Fourier transform. Theoretically, we show that the preconditioned matrix can be written as the sum of two matrices. The eigenvalues of one matrix are located within a rectangular domain which is uniformly bounded away from zero. Moreover, the boundaries of the domain are independent of grid numbers, regularization parameter, and the noise level. The other matrix has rank less than twice the number of spatial grids but is independent of the number of temporal grids. Numerical experiments are performed to verify the effectiveness of the proposed preconditioner.

我们研究了从最终观测结果重建时空分数扩散方程源项的准边界值正则化逆问题。针对正则化问题的有限差分离散化产生的线性系统,我们开发了一种基于正弦变换的预处理技术。利用特殊的结构,所提出的前置条件器可以通过快速正弦变换和快速傅里叶变换进行高效反演。我们从理论上证明,预处理矩阵可以写成两个矩阵之和。其中一个矩阵的特征值位于一个矩形域内,而这个矩形域的边界均匀地远离零。此外,该域的边界与网格数、正则化参数和噪声水平无关。另一个矩阵的秩小于空间网格数的两倍,但与时间网格数无关。我们通过数值实验验证了所提出的预处理方法的有效性。
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引用次数: 0
Unbalanced Optimal Transport and Maximum Mean Discrepancies: Interconnections and Rapid Evaluation 非平衡最优传输和最大均值差异:相互联系与快速评估
IF 2.5 2区 数学 Q1 MATHEMATICS, APPLIED Pub Date : 2024-07-24 DOI: 10.1007/s10915-024-02586-2
Rajmadan Lakshmanan, Alois Pichler

This contribution presents substantial computational advancements to compare measures even with varying masses. Specifically, we utilize the nonequispaced fast Fourier transform to accelerate the radial kernel convolution in unbalanced optimal transport approximation, built upon the Sinkhorn algorithm. We also present accelerated schemes for maximum mean discrepancies involving kernels. Our approaches reduce the arithmetic operations needed to compute distances from ({{mathcal {O}}}left( n^{2}right) ) to ({{{mathcal {O}}}}left( n log n right) ), opening the door to handle large and high-dimensional datasets efficiently. Furthermore, we establish robust connections between transportation problems, encompassing Wasserstein distance and unbalanced optimal transport, and maximum mean discrepancies. This empowers practitioners with compelling rationale to opt for adaptable distances.

这项研究在计算方面取得了重大进展,即使质量不同,也能比较测量结果。具体来说,我们利用非步进快速傅立叶变换加速了非平衡最优传输近似中的径向核卷积,该算法建立在 Sinkhorn 算法的基础上。我们还提出了涉及核的最大均值差异加速方案。我们的方法将计算距离所需的算术运算从({{mathcal {O}}}left( n^{2}right) )减少到({{mathcal {O}}}}left( n log n right) ),为高效处理大型高维数据集打开了大门。此外,我们还在运输问题(包括瓦瑟斯坦距离和不平衡最优运输)与最大均值差异之间建立了稳健的联系。这为从业人员选择自适应距离提供了令人信服的理由。
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引用次数: 0
Correction of a High-Order Numerical Method for Approximating Time-Fractional Wave Equation 修正用于逼近时分数波方程的高阶数值方法
IF 2.5 2区 数学 Q1 MATHEMATICS, APPLIED Pub Date : 2024-07-22 DOI: 10.1007/s10915-024-02625-y
M. Ramezani, R. Mokhtari, Y. Yan

A high-order time discretization scheme to approximate the time-fractional wave equation with the Caputo fractional derivative of order (alpha in (1, 2)) is studied. We establish a high-order formula for approximating the Caputo fractional derivative of order (alpha in (1, 2)). Based on this approximation, we propose a novel numerical method to solve the time-fractional wave equation. Remarkably, this method corrects only one starting step and demonstrates second-order convergence in both homogeneous and inhomogeneous cases, regardless of whether the data is smooth or nonsmooth. We also analyze the stability region associated with the proposed numerical method. Some numerical examples are given to elucidate the convergence analysis.

我们研究了一种高阶时间离散化方案来近似具有 (alpha in (1, 2))阶卡普托分数导数的时间分数波方程。我们建立了一个近似阶数为(alpha in (1, 2))的卡普托分数导数的高阶公式。基于这个近似值,我们提出了一种求解时间分数波方程的新型数值方法。值得注意的是,无论数据是光滑的还是非光滑的,该方法只需修正一个起始步,并且在均质和非均质情况下都表现出二阶收敛性。我们还分析了与所提数值方法相关的稳定区域。我们给出了一些数值示例来阐明收敛性分析。
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引用次数: 0
Structure-Preserving Algorithm and Its Error Estimate for the Relativistic Charged-Particle Dynamics Under the Strong Magnetic Field 强磁场下相对论带电粒子动力学的结构保持算法及其误差估计
IF 2.5 2区 数学 Q1 MATHEMATICS, APPLIED Pub Date : 2024-07-22 DOI: 10.1007/s10915-024-02618-x
Ruili Zhang, Tong Liu, Bin Wang, Jian Liu, Yifa Tang

This paper investigates the numerical algorithm and its error estimates for the dynamics of relativistic charged particles under a strong maximal ordering scaling magnetic field. To maintain the fundamental principles of relativistic dynamics, including energy conservation, volume preservation, and the Lorentz invariant property, we construct a structure-preserving algorithm using the splitting scheme. This algorithm ensures the preservation of volume, energy, and the Lorentz invariant property (VELPA) exactly. Specifically, we establish an uniform and optimal error bound in both 4-position and 4-velocity for VELPA. Numerical experiments are also presented to demonstrate the advantages of VELPA in both uniform error estimate and conservation of energy, compared to the implicit Euler method and traditional energy-preserving AVF method.

本文研究了强最大有序缩放磁场下相对论带电粒子动力学的数值算法及其误差估计。为了保持相对论动力学的基本原理,包括能量守恒、体积保持和洛伦兹不变性质,我们利用分裂方案构建了一种结构保持算法。这种算法能精确地确保体积、能量和洛伦兹不变性质(VELPA)的保持。具体来说,我们在 VELPA 的 4 位置和 4 速度上都建立了统一且最优的误差约束。数值实验也证明了 VELPA 与隐式欧拉法和传统能量守恒 AVF 法相比,在均匀误差估计和能量守恒方面的优势。
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引用次数: 0
期刊
Journal of Scientific Computing
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