Pub Date : 2024-07-21DOI: 10.1007/s10915-024-02623-0
Meng-Meng Zheng, Guyan Ni
With quaternion matrices and quaternion tensors being gradually used in the color image and color video processing, the block diagonalization of block circulant quaternion matrices has become a key issue in the establishment of T-product based methods for quaternion tensors. Out of this consideration, we aim at establishing a fast calculation approach for the block diagonalization of block circulant quaternion matrices with the help of the fast Fourier transform (FFT). We first show that the discrete Fourier matrix (mathbf {F_p}) cannot diagonalize (ptimes p) circulant quaternion matrices, nor can the unitary quaternion matrices (mathbf {F_p}textbf{j}) and (mathbf {F_p}(1+textbf{j})/sqrt{2}) with (textbf{j}) being an imaginary unit of quaternion algebra. Then we prove that the unitary octonion matrix (mathbf {F_p}textbf{p}) with (textbf{p}=textbf{l},textbf{il}) or ((textbf{l}+textbf{il})/sqrt{2}) ((textbf{l}, textbf{il}) being imaginary units of octonion algebra) can diagonalize a circulant quaternion matrix of size (ptimes p), which further means that a block circulant quaternion matrix of size (mptimes np) can be block diagonalized at the cost of (O(mnplog p)) via the FFT. As one of applications, we give a fast algorithm to speed up the calculation of the T-product between (mtimes ntimes p) and (ntimes stimes p) third-order quaternion tensors via FFTs, whose computational magnitude is almost 1/p of the original one. As another application, we propose an effective compression strategy for third-order quaternion tensors with a certain low-rankness. Simulations on the color image and color video compression demonstrate that our compression strategy with no QSVD involved, can achieve higher quality compression in terms of PSNR values at much less time costs, compared with the QSVD-based methods.
随着四元数矩阵和四元数张量在彩色图像和彩色视频处理中的逐渐应用,块环四元数矩阵的块对角化已成为建立基于 T 产物的四元数张量方法的关键问题。出于这一考虑,我们旨在借助快速傅立叶变换(FFT)建立一种块环四元数矩阵块对角化的快速计算方法。我们首先证明离散傅里叶矩阵(mathbf {F_p})不能对角化(p/times p )环四元数矩阵、单元四元数矩阵 (mathbf {F_p}textbf{j}) 和 (mathbf {F_p}(1+textbf{j})/sqrt{2}) 也不能对角,其中 (textbf{j}) 是四元数代数的虚单元。然后我们证明,单位八元矩阵 (mathbf {F_p}textbf{p}) with (textbf{p}=textbf{l},textbf{il}) or ((textbf{l}+textbf{il})/sqrt{2}) ((textbf{l}、是八元数代数的虚数单位)可以对大小为(p乘以p)的环四元数矩阵进行对角化,这进一步意味着大小为(mp乘以np)的块环四元数矩阵可以通过FFT以(O(mnp/log p))的代价进行块对角化。作为应用之一,我们给出了一种快速算法,通过FFT加速计算(m/times n/times p) 和(n/times s/times p) 三阶四元数张量之间的T-product,其计算量几乎是原始张量的1/p。作为另一个应用,我们为具有一定低rankness的三阶四元数张量提出了一种有效的压缩策略。对彩色图像和彩色视频压缩的仿真表明,与基于 QSVD 的方法相比,我们的压缩策略不涉及 QSVD,能以更低的时间成本实现更高质量的 PSNR 值压缩。
{"title":"Block Diagonalization of Block Circulant Quaternion Matrices and the Fast Calculation for T-Product of Quaternion Tensors","authors":"Meng-Meng Zheng, Guyan Ni","doi":"10.1007/s10915-024-02623-0","DOIUrl":"https://doi.org/10.1007/s10915-024-02623-0","url":null,"abstract":"<p>With quaternion matrices and quaternion tensors being gradually used in the color image and color video processing, the block diagonalization of block circulant quaternion matrices has become a key issue in the establishment of T-product based methods for quaternion tensors. Out of this consideration, we aim at establishing a fast calculation approach for the block diagonalization of block circulant quaternion matrices with the help of the fast Fourier transform (FFT). We first show that the discrete Fourier matrix <span>(mathbf {F_p})</span> cannot diagonalize <span>(ptimes p)</span> circulant quaternion matrices, nor can the unitary quaternion matrices <span>(mathbf {F_p}textbf{j})</span> and <span>(mathbf {F_p}(1+textbf{j})/sqrt{2})</span> with <span>(textbf{j})</span> being an imaginary unit of quaternion algebra. Then we prove that the unitary octonion matrix <span>(mathbf {F_p}textbf{p})</span> with <span>(textbf{p}=textbf{l},textbf{il})</span> or <span>((textbf{l}+textbf{il})/sqrt{2})</span> (<span>(textbf{l}, textbf{il})</span> being imaginary units of octonion algebra) can diagonalize a circulant quaternion matrix of size <span>(ptimes p)</span>, which further means that a block circulant quaternion matrix of size <span>(mptimes np)</span> can be block diagonalized at the cost of <span>(O(mnplog p))</span> via the FFT. As one of applications, we give a fast algorithm to speed up the calculation of the T-product between <span>(mtimes ntimes p)</span> and <span>(ntimes stimes p)</span> third-order quaternion tensors via FFTs, whose computational magnitude is almost 1/<i>p</i> of the original one. As another application, we propose an effective compression strategy for third-order quaternion tensors with a certain low-rankness. Simulations on the color image and color video compression demonstrate that our compression strategy with no QSVD involved, can achieve higher quality compression in terms of PSNR values at much less time costs, compared with the QSVD-based methods.</p>","PeriodicalId":50055,"journal":{"name":"Journal of Scientific Computing","volume":"23 1","pages":""},"PeriodicalIF":2.5,"publicationDate":"2024-07-21","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141738109","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2024-07-18DOI: 10.1007/s10915-024-02619-w
Sebastian Franz, Natalia Kopteva
Time-fractional parabolic equations with a Caputo time derivative of order (alpha in (0,1)) are discretized in time using continuous collocation methods. For such discretizations, we give sufficient conditions for existence and uniqueness of their solutions. Two approaches are explored: the Lax–Milgram Theorem and the eigenfunction expansion. The resulting sufficient conditions, which involve certain (mtimes m) matrices (where m is the order of the collocation scheme), are verified both analytically, for all (mge 1) and all sets of collocation points, and computationally, for all ( mle 20). The semilinear case is also addressed.
使用连续配位法对具有阶数为 (alpha in (0,1)) 的卡普托时间导数的时分数抛物方程进行时间离散化。对于这种离散化,我们给出了其解的存在性和唯一性的充分条件。我们探讨了两种方法:Lax-Milgram 定理和特征函数展开。由此产生的充分条件涉及到某些矩阵(其中m是配位方案的阶),对于所有的(mge 1)和所有的配位点集,这些充分条件都得到了分析验证;对于所有的(mle 20),这些充分条件也得到了计算验证。半线性情况也得到了解决。
{"title":"On the Solution Existence for Collocation Discretizations of Time-Fractional Subdiffusion Equations","authors":"Sebastian Franz, Natalia Kopteva","doi":"10.1007/s10915-024-02619-w","DOIUrl":"https://doi.org/10.1007/s10915-024-02619-w","url":null,"abstract":"<p>Time-fractional parabolic equations with a Caputo time derivative of order <span>(alpha in (0,1))</span> are discretized in time using continuous collocation methods. For such discretizations, we give sufficient conditions for existence and uniqueness of their solutions. Two approaches are explored: the Lax–Milgram Theorem and the eigenfunction expansion. The resulting sufficient conditions, which involve certain <span>(mtimes m)</span> matrices (where <i>m</i> is the order of the collocation scheme), are verified both analytically, for all <span>(mge 1)</span> and all sets of collocation points, and computationally, for all <span>( mle 20)</span>. The semilinear case is also addressed.\u0000</p>","PeriodicalId":50055,"journal":{"name":"Journal of Scientific Computing","volume":"29 1","pages":""},"PeriodicalIF":2.5,"publicationDate":"2024-07-18","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141745966","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2024-07-17DOI: 10.1007/s10915-024-02606-1
Walter Boscheri, Andrea Thomann
We present a divergence-free semi-implicit finite volume scheme for the simulation of the ideal magnetohydrodynamics (MHD) equations which is stable for large time steps controlled by the local transport speed at all Mach and Alfvén numbers. An operator splitting technique allows to treat the convective terms explicitly while the hydrodynamic pressure and the magnetic field contributions are integrated implicitly, yielding two decoupled linear implicit systems. The linearity of the implicit part is achieved by means of a semi-implicit time linearization. This structure is favorable as second-order accuracy in time can be achieved relying on the class of semi-implicit IMplicit–EXplicit Runge–Kutta (IMEX-RK) methods. In space, implicit cell-centered finite difference operators are designed to discretely preserve the divergence-free property of the magnetic field on three-dimensional Cartesian meshes. The new scheme is also particularly well suited for low Mach number flows and for the incompressible limit of the MHD equations, since no explicit numerical dissipation is added to the implicit contribution and the time step is scale independent. Likewise, highly magnetized flows can benefit from the implicit treatment of the magnetic fluxes, hence improving the computational efficiency of the novel method. The convective terms undergo a shock-capturing second order finite volume discretization to guarantee the effectiveness of the proposed method even for high Mach number flows. The new scheme is benchmarked against a series of test cases for the ideal MHD equations addressing different acoustic and Alfvén Mach number regimes where the performance and the stability of the new scheme is assessed.
{"title":"A Structure-Preserving Semi-implicit IMEX Finite Volume Scheme for Ideal Magnetohydrodynamics at all Mach and Alfvén Numbers","authors":"Walter Boscheri, Andrea Thomann","doi":"10.1007/s10915-024-02606-1","DOIUrl":"https://doi.org/10.1007/s10915-024-02606-1","url":null,"abstract":"<p>We present a divergence-free semi-implicit finite volume scheme for the simulation of the ideal magnetohydrodynamics (MHD) equations which is stable for large time steps controlled by the local transport speed at all Mach and Alfvén numbers. An operator splitting technique allows to treat the convective terms explicitly while the hydrodynamic pressure and the magnetic field contributions are integrated implicitly, yielding two decoupled linear implicit systems. The linearity of the implicit part is achieved by means of a semi-implicit time linearization. This structure is favorable as second-order accuracy in time can be achieved relying on the class of semi-implicit IMplicit–EXplicit Runge–Kutta (IMEX-RK) methods. In space, implicit cell-centered finite difference operators are designed to discretely preserve the divergence-free property of the magnetic field on three-dimensional Cartesian meshes. The new scheme is also particularly well suited for low Mach number flows and for the incompressible limit of the MHD equations, since no explicit numerical dissipation is added to the implicit contribution and the time step is scale independent. Likewise, highly magnetized flows can benefit from the implicit treatment of the magnetic fluxes, hence improving the computational efficiency of the novel method. The convective terms undergo a shock-capturing second order finite volume discretization to guarantee the effectiveness of the proposed method even for high Mach number flows. The new scheme is benchmarked against a series of test cases for the ideal MHD equations addressing different acoustic and Alfvén Mach number regimes where the performance and the stability of the new scheme is assessed.</p>","PeriodicalId":50055,"journal":{"name":"Journal of Scientific Computing","volume":"2012 1","pages":""},"PeriodicalIF":2.5,"publicationDate":"2024-07-17","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141719073","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2024-07-14DOI: 10.1007/s10915-024-02620-3
Junpeng Song, Qiuqin Wu, Yi Shi
This paper introduces a novel approach, the mass-conservative reduced-order characteristic finite element (MCROCFE) method, designed for optimal control problem governed by convection-diffusion equation. The study delves into scenarios where the original state equation exhibits mass-conservation, yet the velocity field is non-divergence-free. The key points of emphasis are: (1) The method effectively addresses convection-dominated diffusion systems through the application of the characteristic technique; (2) Its efficiency is underscored by leveraging the proper orthogonal decomposition (POD) technique, significantly reducing the scale of solving algebraic equation systems; (3) The proposed scheme, based on the mass-conservative characteristic finite element (MCCFE) method framework and the classical POD technique with a slight adjustment to reduce-order space, maintains mass-conservation for the state variable. A priori error estimates are derived for the mass-conservative reduced-order scheme. Theoretical results are validated through numerical comparisons with the MCCFE method, emphasizing the mass-conservation, accuracy and efficiency of the MCROCFE method.
本文介绍了一种新方法--质量守恒降阶特征有限元(MCROCFE)方法,该方法专为受对流扩散方程支配的优化控制问题而设计。该研究深入探讨了原始状态方程具有质量守恒,但速度场无发散的情况。重点在于(1) 通过应用特征技术,该方法有效地解决了对流主导的扩散系统问题;(2) 利用适当的正交分解(POD)技术,大大降低了代数方程系统的求解规模,从而提高了该方法的效率;(3) 基于质量守恒特征有限元(MCCFE)方法框架和经典的 POD 技术,并对减阶空间稍作调整,所提出的方案保持了状态变量的质量守恒。对质量守恒的减阶方案进行了先验误差估计。通过与 MCCFE 方法的数值比较,对理论结果进行了验证,强调了 MCROCFE 方法的质量保证、准确性和效率。
{"title":"A Mass-Conservative Reduced-Order Algorithm in Solving Optimal Control of Convection-Diffusion Equation","authors":"Junpeng Song, Qiuqin Wu, Yi Shi","doi":"10.1007/s10915-024-02620-3","DOIUrl":"https://doi.org/10.1007/s10915-024-02620-3","url":null,"abstract":"<p>This paper introduces a novel approach, the mass-conservative reduced-order characteristic finite element (MCROCFE) method, designed for optimal control problem governed by convection-diffusion equation. The study delves into scenarios where the original state equation exhibits mass-conservation, yet the velocity field is non-divergence-free. The key points of emphasis are: (1) The method effectively addresses convection-dominated diffusion systems through the application of the characteristic technique; (2) Its efficiency is underscored by leveraging the proper orthogonal decomposition (POD) technique, significantly reducing the scale of solving algebraic equation systems; (3) The proposed scheme, based on the mass-conservative characteristic finite element (MCCFE) method framework and the classical POD technique with a slight adjustment to reduce-order space, maintains mass-conservation for the state variable. A priori error estimates are derived for the mass-conservative reduced-order scheme. Theoretical results are validated through numerical comparisons with the MCCFE method, emphasizing the mass-conservation, accuracy and efficiency of the MCROCFE method.</p>","PeriodicalId":50055,"journal":{"name":"Journal of Scientific Computing","volume":"108 1","pages":""},"PeriodicalIF":2.5,"publicationDate":"2024-07-14","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141609467","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2024-07-13DOI: 10.1007/s10915-024-02611-4
Congcong Li, Xuelei Lin, Sean Hon, Shu-Lin Wu
In this study, a novel preconditioner based on the absolute-value block (alpha )-circulant matrix approximation is developed, specifically designed for nonsymmetric dense block lower triangular Toeplitz (BLTT) systems that emerge from the numerical discretization of evolutionary equations. Our preconditioner is constructed by taking an absolute-value of a block (alpha )-circulant matrix approximation to the BLTT matrix. To apply our preconditioner, the original BLTT linear system is converted into a symmetric form by applying a time-reversing permutation transformation. Then, with our preconditioner, the preconditioned minimal residual method (MINRES) solver is employed to solve the symmetrized linear system. With properly chosen (alpha ), the eigenvalues of the preconditioned matrix are proven to be clustered around (pm 1) without any significant outliers. With the clustered spectrum, we show that the preconditioned MINRES solver for the preconditioned system has a convergence rate independent of system size. The efficacy of the proposed preconditioner is corroborated by our numerical experiments, which reveal that it attains optimal convergence.
{"title":"A Preconditioned MINRES Method for Block Lower Triangular Toeplitz Systems","authors":"Congcong Li, Xuelei Lin, Sean Hon, Shu-Lin Wu","doi":"10.1007/s10915-024-02611-4","DOIUrl":"https://doi.org/10.1007/s10915-024-02611-4","url":null,"abstract":"<p>In this study, a novel preconditioner based on the absolute-value block <span>(alpha )</span>-circulant matrix approximation is developed, specifically designed for nonsymmetric dense block lower triangular Toeplitz (BLTT) systems that emerge from the numerical discretization of evolutionary equations. Our preconditioner is constructed by taking an absolute-value of a block <span>(alpha )</span>-circulant matrix approximation to the BLTT matrix. To apply our preconditioner, the original BLTT linear system is converted into a symmetric form by applying a time-reversing permutation transformation. Then, with our preconditioner, the preconditioned minimal residual method (MINRES) solver is employed to solve the symmetrized linear system. With properly chosen <span>(alpha )</span>, the eigenvalues of the preconditioned matrix are proven to be clustered around <span>(pm 1)</span> without any significant outliers. With the clustered spectrum, we show that the preconditioned MINRES solver for the preconditioned system has a convergence rate independent of system size. The efficacy of the proposed preconditioner is corroborated by our numerical experiments, which reveal that it attains optimal convergence.</p>","PeriodicalId":50055,"journal":{"name":"Journal of Scientific Computing","volume":"23 1","pages":""},"PeriodicalIF":2.5,"publicationDate":"2024-07-13","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141614425","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2024-07-13DOI: 10.1007/s10915-024-02621-2
Yuan Xu, Chi-Wang Shu, Qiang Zhang
In this paper, we present the (hbox {L}^2)-norm stability analysis and error estimate for the explicit single-step time-marching discontinuous Galerkin (DG) methods with stage-dependent numerical flux parameters, when solving a linear constant-coefficient hyperbolic equation in one dimension. Two well-known examples of this method include the Runge–Kutta DG method with the downwind treatment for the negative time marching coefficients, as well as the Lax–Wendroff DG method with arbitrary numerical flux parameters to deal with the auxiliary variables. The stability analysis framework is an extension and an application of the matrix transferring process based on the temporal differences of stage solutions, and a new concept, named as the averaged numerical flux parameter, is proposed to reveal the essential upwind mechanism in the fully discrete status. Distinguished from the traditional analysis, we have to present a novel way to obtain the optimal error estimate in both space and time. The main tool is a series of space–time approximation functions for a given spatial function, which preserve the local structure of the fully discrete schemes and the balance of exact evolution under the control of the partial differential equation. Finally some numerical experiments are given to validate the theoretical results proposed in this paper.
{"title":"Stability Analysis and Error Estimate of the Explicit Single-Step Time-Marching Discontinuous Galerkin Methods with Stage-Dependent Numerical Flux Parameters for a Linear Hyperbolic Equation in One Dimension","authors":"Yuan Xu, Chi-Wang Shu, Qiang Zhang","doi":"10.1007/s10915-024-02621-2","DOIUrl":"https://doi.org/10.1007/s10915-024-02621-2","url":null,"abstract":"<p>In this paper, we present the <span>(hbox {L}^2)</span>-norm stability analysis and error estimate for the explicit single-step time-marching discontinuous Galerkin (DG) methods with stage-dependent numerical flux parameters, when solving a linear constant-coefficient hyperbolic equation in one dimension. Two well-known examples of this method include the Runge–Kutta DG method with the downwind treatment for the negative time marching coefficients, as well as the Lax–Wendroff DG method with arbitrary numerical flux parameters to deal with the auxiliary variables. The stability analysis framework is an extension and an application of the matrix transferring process based on the temporal differences of stage solutions, and a new concept, named as the averaged numerical flux parameter, is proposed to reveal the essential upwind mechanism in the fully discrete status. Distinguished from the traditional analysis, we have to present a novel way to obtain the optimal error estimate in both space and time. The main tool is a series of space–time approximation functions for a given spatial function, which preserve the local structure of the fully discrete schemes and the balance of exact evolution under the control of the partial differential equation. Finally some numerical experiments are given to validate the theoretical results proposed in this paper.</p>","PeriodicalId":50055,"journal":{"name":"Journal of Scientific Computing","volume":"36 1","pages":""},"PeriodicalIF":2.5,"publicationDate":"2024-07-13","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141614426","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2024-07-12DOI: 10.1007/s10915-024-02616-z
Xuehua Yang, Zhimin Zhang
In this paper, we study the orthogonal Gauss collocation method (OGCM) with an arbitrary polynomial degree for the numerical solution of a two-dimensional (2D) fourth-order subdiffusion model. This numerical method involves solving a coupled system of partial differential equations by using OGCM in space together with the L1 scheme in time on a graded mesh. The approximations (w^n_h) and (v^n_h) of (w(cdot , t_n)) and (varDelta w(cdot , t_n)) are constructed. The stability of (w^n_h) and (v^n_h) are proved, and the a priori bounds of (Vert w^n_hVert ) and (Vert v^n_hVert ) are established, remaining (alpha )-robust as (alpha rightarrow 1^{-}). Then, the error (Vert w(cdot , t_n)- w^n_hVert ) and (Vert varDelta w(cdot , t_n)-v^n_hVert ) are estimated with (alpha )-robust at each time level. In addition, superconvergence results of the first-order and second-order derivative approximations are proved. These new error bounds are desirable and natural, as that they are optimal in both temporal and spatial mesh parameters for each fixed (alpha ). Finally some numerical results are provided to support our theoretical findings.
{"title":"Superconvergence Analysis of a Robust Orthogonal Gauss Collocation Method for 2D Fourth-Order Subdiffusion Equations","authors":"Xuehua Yang, Zhimin Zhang","doi":"10.1007/s10915-024-02616-z","DOIUrl":"https://doi.org/10.1007/s10915-024-02616-z","url":null,"abstract":"<p>In this paper, we study the orthogonal Gauss collocation method (OGCM) with an arbitrary polynomial degree for the numerical solution of a two-dimensional (2D) fourth-order subdiffusion model. This numerical method involves solving a coupled system of partial differential equations by using OGCM in space together with the L1 scheme in time on a graded mesh. The approximations <span>(w^n_h)</span> and <span>(v^n_h)</span> of <span>(w(cdot , t_n))</span> and <span>(varDelta w(cdot , t_n))</span> are constructed. The stability of <span>(w^n_h)</span> and <span>(v^n_h)</span> are proved, and the a priori bounds of <span>(Vert w^n_hVert )</span> and <span>(Vert v^n_hVert )</span> are established, remaining <span>(alpha )</span>-robust as <span>(alpha rightarrow 1^{-})</span>. Then, the error <span>(Vert w(cdot , t_n)- w^n_hVert )</span> and <span>(Vert varDelta w(cdot , t_n)-v^n_hVert )</span> are estimated with <span>(alpha )</span>-robust at each time level. In addition, superconvergence results of the first-order and second-order derivative approximations are proved. These new error bounds are desirable and natural, as that they are optimal in both temporal and spatial mesh parameters for each fixed <span>(alpha )</span>. Finally some numerical results are provided to support our theoretical findings.</p>","PeriodicalId":50055,"journal":{"name":"Journal of Scientific Computing","volume":"57 1","pages":""},"PeriodicalIF":2.5,"publicationDate":"2024-07-12","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141609468","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2024-07-11DOI: 10.1007/s10915-024-02614-1
Giulia Bertaglia, Lorenzo Pareschi, Russel E. Caflisch
Particle methods based on evolving the spatial derivatives of the solution were originally introduced to simulate reaction-diffusion processes, inspired by vortex methods for the Navier–Stokes equations. Such methods, referred to as gradient random walk methods, were extensively studied in the ’90s and have several interesting features, such as being grid-free, automatically adapting to the solution by concentrating elements where the gradient is large, and significantly reducing the variance of the standard random walk approach. In this work, we revive these ideas by showing how to generalize the approach to a larger class of partial differential equations, including hyperbolic systems of conservation laws. To achieve this goal, we first extend the classical Monte Carlo method to relaxation approximation of systems of conservation laws, and subsequently consider a novel particle dynamics based on the spatial derivatives of the solution. The methodology, combined with asymptotic-preserving splitting discretization, yields a way to construct a new class of gradient-based Monte Carlo methods for hyperbolic systems of conservation laws. Several results in one spatial dimension for scalar equations and systems of conservation laws show that the new methods are very promising and yield remarkable improvements compared to standard Monte Carlo approaches, either in terms of variance reduction as well as in describing the shock structure.
{"title":"Gradient-Based Monte Carlo Methods for Relaxation Approximations of Hyperbolic Conservation Laws","authors":"Giulia Bertaglia, Lorenzo Pareschi, Russel E. Caflisch","doi":"10.1007/s10915-024-02614-1","DOIUrl":"https://doi.org/10.1007/s10915-024-02614-1","url":null,"abstract":"<p>Particle methods based on evolving the spatial derivatives of the solution were originally introduced to simulate reaction-diffusion processes, inspired by vortex methods for the Navier–Stokes equations. Such methods, referred to as gradient random walk methods, were extensively studied in the ’90s and have several interesting features, such as being grid-free, automatically adapting to the solution by concentrating elements where the gradient is large, and significantly reducing the variance of the standard random walk approach. In this work, we revive these ideas by showing how to generalize the approach to a larger class of partial differential equations, including hyperbolic systems of conservation laws. To achieve this goal, we first extend the classical Monte Carlo method to relaxation approximation of systems of conservation laws, and subsequently consider a novel particle dynamics based on the spatial derivatives of the solution. The methodology, combined with asymptotic-preserving splitting discretization, yields a way to construct a new class of gradient-based Monte Carlo methods for hyperbolic systems of conservation laws. Several results in one spatial dimension for scalar equations and systems of conservation laws show that the new methods are very promising and yield remarkable improvements compared to standard Monte Carlo approaches, either in terms of variance reduction as well as in describing the shock structure.</p>","PeriodicalId":50055,"journal":{"name":"Journal of Scientific Computing","volume":"45 1","pages":""},"PeriodicalIF":2.5,"publicationDate":"2024-07-11","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141587806","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2024-07-11DOI: 10.1007/s10915-024-02608-z
Sarswati Shah, Gerardo Hernández-Dueñas
In this paper, we formulate a model for weakly compressible two-layer shallow water flows with friction in general channels. The formulated model is non-conservative, and in contrast to the incompressible limit, our system is strictly hyperbolic. The generalized Rankine–Hugoniot conditions are provided for the present system with non-conservative products to define weak solutions. We write the Riemann invariants along each characteristic field for channels with constant width in an appendix. A robust well-balanced path-conservative semi-discrete central-upwind scheme is proposed and implemented to validate exact solutions to the Riemann problem. We also present numerical tests in general channels to show the merits of the scheme.
{"title":"Weakly Compressible Two-Layer Shallow-Water Flows Along Channels","authors":"Sarswati Shah, Gerardo Hernández-Dueñas","doi":"10.1007/s10915-024-02608-z","DOIUrl":"https://doi.org/10.1007/s10915-024-02608-z","url":null,"abstract":"<p>In this paper, we formulate a model for weakly compressible two-layer shallow water flows with friction in general channels. The formulated model is non-conservative, and in contrast to the incompressible limit, our system is strictly hyperbolic. The generalized Rankine–Hugoniot conditions are provided for the present system with non-conservative products to define weak solutions. We write the Riemann invariants along each characteristic field for channels with constant width in an appendix. A robust well-balanced path-conservative semi-discrete central-upwind scheme is proposed and implemented to validate exact solutions to the Riemann problem. We also present numerical tests in general channels to show the merits of the scheme.</p>","PeriodicalId":50055,"journal":{"name":"Journal of Scientific Computing","volume":"1 1","pages":""},"PeriodicalIF":2.5,"publicationDate":"2024-07-11","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141587807","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2024-07-09DOI: 10.1007/s10915-024-02615-0
Huoyuan Duan, Junhua Ma
A new discontinuous Galerkin (DG) method is proposed and analyzed for general second-order elliptic problems. It features that local (L^2) projections are used to reconstruct the diffusion term and the convection term and that it does not need any penalty and even does not need any stabilization in the formulation. The Babus̆ka inf-sup stability is proven. The error estimates are established. More importantly, the new DG method can hold the SUPG-type stability for the convection; the SUPG-type optimal error estimates ({{mathcal {O}}}(h^{ell +1/2})) is obtained for the problem with a dominating convection for the (ell )-th order ((ell ge 0)) discontinuous element. Numerical results are provided.
针对一般二阶椭圆问题,提出并分析了一种新的非连续伽勒金(DG)方法。它的特点是使用局部(L^2)投影来重建扩散项和对流项,并且不需要任何惩罚,甚至不需要任何稳定公式。证明了 Babus̆ka inf-sup 稳定性。建立了误差估计。更重要的是,新的DG方法可以保持对流的SUPG型稳定性;对于(ell)-th order ((ellge 0))不连续元素的支配对流问题,得到了SUPG型最优误差估计值(({{mathcal {O}}(h^{ell +1/2}) )。提供了数值结果。
{"title":"A Penalty-Free and Essentially Stabilization-Free DG Method for Convection-Dominated Second-Order Elliptic Problems","authors":"Huoyuan Duan, Junhua Ma","doi":"10.1007/s10915-024-02615-0","DOIUrl":"https://doi.org/10.1007/s10915-024-02615-0","url":null,"abstract":"<p>A new discontinuous Galerkin (DG) method is proposed and analyzed for general second-order elliptic problems. It features that local <span>(L^2)</span> projections are used to reconstruct the diffusion term and the convection term and that it does not need any penalty and even does not need any stabilization in the formulation. The Babus̆ka inf-sup stability is proven. The error estimates are established. More importantly, the new DG method can hold the SUPG-type stability for the convection; the SUPG-type optimal error estimates <span>({{mathcal {O}}}(h^{ell +1/2}))</span> is obtained for the problem with a dominating convection for the <span>(ell )</span>-th order (<span>(ell ge 0)</span>) discontinuous element. Numerical results are provided.</p>","PeriodicalId":50055,"journal":{"name":"Journal of Scientific Computing","volume":"87 1","pages":""},"PeriodicalIF":2.5,"publicationDate":"2024-07-09","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141567120","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}