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IMEX variable step-size Runge-Kutta methods for parabolic integro-differential equations with nonsmooth initial data 具有非光滑初始数据的抛物整微分方程的 IMEX 可变步长 Runge-Kutta 方法
IF 1 4区 数学 Q2 MATHEMATICS, APPLIED Pub Date : 2024-07-18 DOI: 10.4310/cms.2024.v22.n6.a6
Wansheng Wang, Mengli Mao, Zifeng Li
We develop a class of implicit-explicit (IMEX) Runge-Kutta (RK) methods for solving parabolic integro-differential equations (PIDEs) with nonsmooth initial data, which describe several option pricing models in mathematical finance. Different from the usual IMEX RK methods, the proposed methods approximate the integral term explicitly by using an extrapolation operator based on the stage-values of RK methods, and we call them as IMEX stage-based interpolation RK (SBIRK) methods. It is shown that there exist arbitrarily high order IMEX SBIRK methods which are stable for abstract PIDEs under suitable time step restrictions. The consistency error and the global error bounds for this class of IMEX Runge-Kutta methods are derived for abstract PIDEs with nonsmooth initial data. The related higher time regularity analysis of the exact solution and stability estimates for IMEX SBIRK methods play key roles in deriving these error bounds. Numerical experiments for European options under jump-diffusion models and stochastic volatility model with jump verify and complement our theoretical results.
我们开发了一类隐式显式(IMEX)Runge-Kutta(RK)方法,用于求解具有非光滑初始数据的抛物线整微分方程(PIDE),该方程描述了数学金融中的若干期权定价模型。与通常的 IMEX RK 方法不同,所提出的方法通过使用基于 RK 方法阶段值的外推算子来显式逼近积分项,我们称之为基于阶段值的 IMEX 插值 RK(SBIRK)方法。研究表明,存在任意高阶的 IMEX SBIRK 方法,这些方法在合适的时间步长限制下对抽象 PIDE 是稳定的。对于具有非光滑初始数据的抽象 PIDE,推导出了该类 IMEX Runge-Kutta 方法的一致性误差和全局误差边界。精确解的相关高时间正则性分析和 IMEX SBIRK 方法的稳定性估计在推导这些误差边界时发挥了关键作用。在跳跃-扩散模型和带有跳跃的随机波动模型下对欧式期权进行的数值实验验证并补充了我们的理论结果。
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引用次数: 0
A note on the relaxation process in a class of non-equilibrium two-phase flow models 关于一类非平衡两相流模型松弛过程的说明
IF 1 4区 数学 Q2 MATHEMATICS, APPLIED Pub Date : 2024-07-18 DOI: 10.4310/cms.2024.v22.n6.a2
Jean-Marc Hérard
We focus here on the relaxation process in a class of two-phase flow models, considering first gas-liquid flows, and then liquid-vapour mixtures. The whole analysis enables to exhibit a few conditions on the flow in order to guarantee the time decay of some variables. The former may depend on initial conditions but also on equations of state within each phase. The present analysis aims at providing some better understanding of inner processes, and it is also useful for numerical purposes, as emphasized in appendix B. It is a sequel of paper [J.M. Hérard and G. Jomée, ESAIM Proc. Surv., 72:19–40, 2023] where the sole pressure relaxation process in some multiphase flow models is investigated.
在此,我们重点研究一类两相流模型的弛豫过程,首先考虑气-液流动,然后考虑液-汽混合物。通过整个分析,我们可以对流动提出一些条件,以保证某些变量的时间衰减。前者可能取决于初始条件,但也取决于各相内的状态方程。正如附录 B 所强调的,本分析旨在提供对内在过程的更好理解,同时也有助于数值计算。这是论文[J.M. Hérard 和 G. Jomée,ESAIM Proc. Surv.,72:19-40,2023]的续篇,其中研究了一些多相流模型中的唯一压力松弛过程。
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引用次数: 0
Stability for the 2D Micropolar equations with partial dissipation near Couette flow 具有部分耗散的近库特流二维微波方程的稳定性
IF 1 4区 数学 Q2 MATHEMATICS, APPLIED Pub Date : 2024-07-18 DOI: 10.4310/cms.2024.v22.n6.a4
Xueting Jin, Quansen Jiu
In this paper, we will apply the Fourier multiplier method to explore the stability for the 2D micropolar equations with partial dissipation near Couette flow. The difficulty will be encountered due to the facts that one order derivative of the microtation appears on the right term of velocity equations and that the velocity equations only have vertical dissipation. To overcome the difficulty, we will make use of a Fourier multiplier to grasp the enhanced dissipation created by the special structure $ypartial_x-nupartial_{y}^2$ and obtain some new and higher-order estimates of the solution in an elegant way. Also, a time-dependent elliptic operator $Lambda_t^b$ which commutes with linear part of the equations will be used to make our proof more clear.
在本文中,我们将应用傅立叶乘法器方法来探索具有部分耗散的二维微扰方程在库尔特流附近的稳定性。由于微动的一阶导数出现在速度方程的右项上,而且速度方程只有垂直耗散,因此会遇到困难。为了克服这一困难,我们将利用傅立叶乘法器来掌握特殊结构 $ypartial_x-nupartial_{y}^2$ 所产生的增强耗散,并以一种优雅的方式获得一些新的高阶估计解。此外,我们还将使用与方程线性部分相乘的时变椭圆算子 $Lambda_t^b$ 来使我们的证明更加清晰。
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引用次数: 0
The hydrostatic limit of the Beris-Edwards system in dimension two 二维贝里斯-爱德华兹系统的静水极限
IF 1 4区 数学 Q2 MATHEMATICS, APPLIED Pub Date : 2024-07-18 DOI: 10.4310/cms.2024.v22.n6.a11
Xingyu Li, Marius Paicu, Arghir Zarnescu
We study the scaled anisotropic co-rotational Beris-Edwards system modeling the hydrodynamic motion of nematic liquid crystals in dimension two. We prove the global well-posedness with small analytic data in a thin strip domain. Moreover, we justify the limit to a system involving the hydrostatic Navier-Stokes system with analytic data and prove the convergence.
我们研究了模拟向列液晶二维流体力学运动的比例各向异性同向旋转 Beris-Edwards 系统。我们证明了在薄带域中以少量解析数据进行全局良好求解的可能性。此外,我们还证明了涉及静力学 Navier-Stokes 系统的分析数据的极限,并证明了收敛性。
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引用次数: 0
Existence and large time behavior for a dissipative variant of the rotational NLS equation 旋转 NLS 方程耗散变体的存在性和大时间行为
IF 1 4区 数学 Q2 MATHEMATICS, APPLIED Pub Date : 2024-07-18 DOI: 10.4310/cms.2024.v22.n6.a7
Paolo Antonelli, Boris Shakarov
We study a dissipative variant of the Gross-Pitaevskii equation with rotation. The model contains a nonlocal, nonlinear term that forces the conservation of $L^2$-norm of solutions. We are motivated by several physical experiments and numerical simulations studying the formation of vortices in Bose-Einstein condensates.We show local and global well-posedness of this model and investigate the asymptotic behavior of its solutions. In the linear case, the solution asymptotically tends to the eigenspace associated with the smallest eigenvalue in the decomposition of the initial datum. In the nonlinear case, we obtain weak convergence to a stationary state. Moreover, for initial energies in a specific range, we prove strong asymptotic stability of ground state solutions.
我们研究了带有旋转的格罗斯-皮塔耶夫斯基方程的耗散变体。该模型包含一个非局部、非线性项,它迫使解的$L^2$正守恒。我们的研究动机来自研究玻色-爱因斯坦凝聚物中涡旋形成的一些物理实验和数值模拟。我们展示了该模型的局部和全局拟合性,并研究了其解的渐近行为。在线性情况下,解渐近地趋向于与初始基准分解中最小特征值相关的特征空间。在非线性情况下,我们会得到向静止状态的微弱收敛。此外,对于特定范围内的初始能量,我们证明了基态解的强渐近稳定性。
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引用次数: 0
An efficient interface hydrostatic reconstruction for the two-layer shallow flows with arbitrary wet-dry fronts 具有任意干湿前沿的两层浅层流的高效界面静力学重构
IF 1 4区 数学 Q2 MATHEMATICS, APPLIED Pub Date : 2024-07-18 DOI: 10.4310/cms.2024.v22.n6.a9
Jian Dong, Dingfang Li
This paper aims to propose a well-balanced positivity-preserving numerical scheme for the two-layer shallow water systems with arbitrary wet-dry fronts based on interface hydrostatic reconstructions (IHR). One key difficulty in solving the two-layer shallow water systems is the nonconservative product term which cannot be evaluated on the cell boundaries. Another difficulty is that the well-balanced property for the still water maybe missed when the computational domain has wet-dry fronts, especially, the wet-dry front is located at the discontinuous bottom topography. For the nonlinear stability of the numerical scheme, the positivity of the water height is vital. To this end, we discretize the nonconservative product term based on the IHR method, which is a particular choice of path-conservative methods. The intermediate bottom level used in the discretization of the bed source term of two layers is different. The nonconservative product term due to the momentum exchange between two layers is discretized using the intermediate interface water height. The resulting numerical scheme can preserve the positivity of two-layered heights and maintain the still water even when the computational domain has wet-dry fronts. The numerical scheme performs well in solving the complex problems, such as the Kelvin-Helmholtz instable problems. We demonstrate these properties of the current scheme through several classical problems of the two-layer shallow water systems with arbitrary wet-dry fronts.
本文旨在基于界面静水重构(IHR),为具有任意干湿前沿的两层浅水系统提出一种平衡良好的保正值数值方案。求解两层浅水系统的一个主要困难是单元边界上无法求值的非保守乘积项。另一个难点是,当计算域有干湿前沿时,尤其是干湿前沿位于不连续的底部地形时,可能会忽略静水的良好平衡特性。对于数值方案的非线性稳定性而言,水高的正向性至关重要。为此,我们采用 IHR 方法对非保守乘积项进行离散化处理,该方法是路径保守方法的一种特殊选择。两层床源项离散化所使用的中间底面是不同的。两层之间动量交换引起的非保守乘积项使用中间界面水高进行离散化。由此产生的数值方案可以保持两层高度的正向性,并在计算域出现干湿前沿时仍能保持静水。该数值方案在解决复杂问题(如开尔文-赫尔姆霍兹不稳定问题)时表现出色。我们通过几个具有任意干湿锋的两层浅水系统的经典问题来证明当前方案的这些特性。
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引用次数: 0
A note on enhanced dissipation of time-dependent shear flows 关于随时间变化的剪切流的增强耗散的说明
IF 1 4区 数学 Q2 MATHEMATICS, APPLIED Pub Date : 2024-07-18 DOI: 10.4310/cms.2024.v22.n6.a10
Daniel Coble, Siming He
This paper explores the phenomena of enhanced dissipation in solutions to the passive scalar equations subject to time-dependent shear flows. The hypocoercivity functionals with carefully tuned time weights are applied in the analysis. We observe that as long as the critical points of the shear flow vary slowly, one can derive the sharp enhanced dissipation estimates, mirroring the ones obtained for the time-stationary case.
本文探讨了受时变剪切流影响的被动标量方程解中的增强耗散现象。在分析中应用了经过仔细调整的时间权重的超矫顽力函数。我们发现,只要剪切流的临界点变化缓慢,就能得出尖锐的增强耗散估计值,这与时稳态情况下的估计值如出一辙。
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引用次数: 0
The conditional barycenter problem, its data-driven formulation and its solution through normalizing flows 条件arycenter 问题、其数据驱动公式及其通过规范化流量的解决方案
IF 1 4区 数学 Q2 MATHEMATICS, APPLIED Pub Date : 2024-07-18 DOI: 10.4310/cms.2024.v22.n6.a8
Esteban G. Tabak, Giulio Trigila, Wenjun Zhao
A family of normalizing flows is introduced for selectively removing from a data set the variability attributable to a specific set of cofactors, while preserving the dependence on others. This is achieved by extending the barycenter problem of optimal transport theory to the newly introduced conditional barycenter problem. Rather than summarizing the data with a single probability distribution, as in the classical barycenter problem, the conditional barycenter is represented by a family of distributions labeled by the cofactors kept. The use of the conditional barycenter and its differences with the classical barycenter are illustrated on synthetic and real data addressing treatment effect estimation, super-resolution, anomaly detection and lightness transfer in image analysis.
本文介绍了一系列归一化流量,用于从数据集中有选择地剔除可归因于一组特定辅助因子的变异性,同时保留对其他辅助因子的依赖性。这是通过将最优传输理论的原点问题扩展到新引入的条件原点问题来实现的。条件副中心问题并不像经典的副中心问题那样用单一的概率分布来概括数据,而是用一系列由所保留的辅助因子标记的分布来表示。在合成数据和真实数据中,针对图像分析中的治疗效果估计、超分辨率、异常检测和亮度转移等问题,说明了条件副中心的使用及其与经典副中心的区别。
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引用次数: 0
Asymptotic stability of nonlinear wave for an inflow problem to the compressible Navier-Stokes-Korteweg system 可压缩 Navier-Stokes-Korteweg 系统流入问题非线性波的渐近稳定性
IF 1 4区 数学 Q2 MATHEMATICS, APPLIED Pub Date : 2024-07-18 DOI: 10.4310/cms.2024.v22.n6.a3
Yeping Li, Yujie Qian, Rong Yin
In this paper, we are concerned with the inflow problem on the half line $(0,+infty)$ for a one-dimensional compressible Navier-Stokes-Korteweg system, which is used to model compressible viscous fluids with internal capillarity, i.e., the liquid-vapor mixtures with phase interfaces. We first investigate that the asymptotic profile is a nonlinear wave: the superposition wave of a rarefaction wave and a boundary layer solution under the proper condition of the far fields and boundary values. The asymptotic stability on the nonlinear wave is shown under some conditions that the initial data are a small perturbation of the rarefaction wave and the strength of the stationary wave is small enough. The proofs are given by an elementary energy method.
本文关注一维可压缩纳维-斯托克斯-科特韦格(Navier-Stokes-Korteweg)系统的半线$(0,+infty)$上的流入问题,该系统用于模拟具有内毛细管性的可压缩粘性流体,即具有相界面的液气混合物。我们首先研究了渐近剖面是一种非线性波:在适当的远场和边界值条件下,稀释波和边界层解的叠加波。在初始数据是稀释波的小扰动和静止波强度足够小的条件下,非线性波的渐近稳定性得到了证明。证明采用基本能量法。
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引用次数: 0
A diffuse interface approach for vector-valued PDEs on surfaces 表面上矢量值 PDE 的扩散界面方法
IF 1 4区 数学 Q2 MATHEMATICS, APPLIED Pub Date : 2024-07-18 DOI: 10.4310/cms.2024.v22.n6.a13
Michael Nestler, Axel Voigt
Approximating PDEs on surfaces by the diffuse interface approach allows us to use standard numerical tools to solve these problems. This makes it an attractive numerical approach. We extend this approach to vector-valued surface PDEs and explore their convergence properties. In contrast to the well-studied case of scalar-valued surface PDEs, the optimal order of convergence can only be achieved if certain higher-order relations between mesh size and interface width are fulfilled. This difference results from the increased coupling between the surface geometry and the PDE for vector-valued quantities defined on it.
用扩散界面方法来逼近表面上的 PDEs,可以让我们使用标准的数值工具来解决这些问题。这使它成为一种有吸引力的数值方法。我们将这种方法扩展到矢量值曲面 PDE,并探索其收敛特性。与研究得很透彻的标量值曲面 PDEs 不同,只有在网格尺寸和界面宽度之间的某些高阶关系得到满足时,才能达到最佳收敛阶数。这种差异源于表面几何与定义在其上的矢量值量的 PDE 之间的耦合增加。
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引用次数: 0
期刊
Communications in Mathematical Sciences
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