Advances in Computational Mathematics最新文献

This paper introduces an efficient high-order numerical method for solving the 1D stationary Schrödinger equation in the highly oscillatory regime. Building upon the ideas from the article (Arnold et al. SIAM J. Numer. Anal. 49, 1436–1460, 2011), we first analytically transform the given equation into a smoother (i.e., less oscillatory) equation. By developing sufficiently accurate quadratures for several (iterated) oscillatory integrals occurring in the Picard approximation of the solution, we obtain a one-step method that is third order w.r.t. the step size. The accuracy and efficiency of the method are illustrated through several numerical examples.

In this paper, we investigate the optimal control problem governed by parabolic PDEs in random cylindrical domains, where the random domains are independent of time. We introduce a random mapping to transform the original problem in the random domain into the stochastic problem in the reference domain. The randomness of the transformed problem is reflected in the random coefficient matrix of the elliptic operator, the random time-derivative term, and the random forcing term. We make the finite-dimensional noise assumption on the random mapping in order to represent the random source of the transformed problem. Then, we use the perturbation method to expand the random functions in the transformed problem and establish the decoupled first-order and second-order optimality systems. Further, we combine the finite element method and the backward Euler scheme to obtain the fully discrete schemes for these two systems. Finally, the error analyses are respectively performed for the first-order and second-order schemes, and some examples are provided to verify the theoretical results.

We introduce a two-parameter Tikhonov regularization method to approximate an ill-posed problem with an unbounded matrix operator. The existence and uniqueness of regularized solutions to the problem are derived. With an a priori as well as an a posteriori parameter choice strategy, convergence analysis of the regularized solution is presented. As an application, we apply the regularization to a simultaneous inversion of the source term and the initial value problem for a heat conduction equation, and numerical experiments are given to demonstrate the effectiveness of the proposed method.

This paper develops fast and efficient algorithms for computing Tucker decomposition with a given multilinear rank. By combining random projection and the power scheme, we propose two efficient randomized versions for the truncated high-order singular value decomposition (T-HOSVD) and the sequentially T-HOSVD (ST-HOSVD), which are two common algorithms for approximating Tucker decomposition. To reduce the complexities of these two algorithms, fast and efficient algorithms are designed by combining two algorithms and approximate matrix multiplication. The theoretical results are also achieved based on the bounds of singular values of standard Gaussian matrices and the theoretical results for approximate matrix multiplication. Finally, the efficiency of these algorithms is illustrated via some test tensors from synthetic and real datasets.

This paper deals with efficient numerical methods for computing the action of the matrix generating function of Bernoulli polynomials, say (q(tau ,A)), on a vector when A is a large and sparse matrix. This problem occurs when solving some non-local boundary value problems. Methods based on the Fourier expansion of (q(tau ,w)) have already been addressed in the scientific literature. The contribution of this paper is twofold. First, we place these methods in the classical framework of Krylov-Lanczos (polynomial-rational) techniques for accelerating Fourier series. This allows us to apply the convergence results developed in this context to our function. Second, we design a new acceleration scheme. Some numerical results are presented to show the effectiveness of the proposed algorithms.

In this paper, we propose a discontinuous plane wave neural network (DPWNN) method with (hp-)refinement for approximately solving Helmholtz equation and time-harmonic Maxwell equations. In this method, we define a quadratic functional as in the plane wave least square (PWLS) method with (h-)refinement and introduce new discretization sets spanned by element-wise neural network functions with a single hidden layer, where the activation function on each element is chosen as a complex-valued exponential function like the plane wave function. The desired approximate solution is recursively generated by iteratively solving a quasi-minimization problem associated with the functional and the sets described above, which is defined by a sequence of approximate minimizers of the underlying residual functionals, where plane wave direction angles and activation coefficients are alternatively computed by iterative algorithms. For the proposed DPWNN method, the plane wave directions are adaptively determined in the iterative process, which is different from that in the standard PWLS method (where the plane wave directions are preliminarily given). Numerical experiments will confirm that this DPWNN method can generate approximate solutions with higher accuracy than the PWLS method.

Exponential integrators are an efficient alternative to implicit schemes for the time integration of stiff system of differential equations. In this paper, low-rank exponential integrators of orders one and two for stiff differential Riccati equations are proposed and investigated. The error estimates of the proposed schemes are established. The proposed approach allows to overcome the main difficulties that lay in the interplay of time integration and low-rank approximation in the numerical schemes, which is uncommon in standard discretization of differential equations. Results of numerical experiments demonstrate the validity of the convergence analysis and show the performance of the proposed low-rank approximations with different settings.

In this paper, we adopt a quasi-boundary-value method to solve the nonlinear space-fractional backward problem with perturbed both final value and variable diffusion coefficient in general dimensional space, which is a severely ill-posed problem. The existence, uniqueness and stability of the solution for the quasi-boundary-value problem are proved. Convergence estimates are presented under an a-priori bound assumption of the exact solution. Finally, several numerical examples are given by the finite difference scheme and the fixed-point iteration method to show the effectiveness of the theoretical results.

We investigate numerical approximations for the stochastic Burgers equation driven by an additive cylindrical fractional Brownian motion with Hurst parameter (H in (frac{1}{2}, 1)). To discretize the continuous problem in space, a spectral Galerkin method is employed, followed by the presentation of a nonlinear-tamed accelerated exponential Euler method to yield a fully discrete scheme. By showing the exponential integrability of the stochastic convolution of the fractional Brownian motion, we present the boundedness of moments of semidiscrete and full-discrete approximations. Building upon these results and the convergence of the fully discrete scheme in probability proved by a stopping time technique, we derive the strong convergence of the proposed scheme.

This work concerns the construction and characterization of product kernels for multivariate approximation from a finite set of discrete samples. To this end, we consider composing different component kernels, each acting on a low-dimensional Euclidean space. Due to Aronszajn (Trans. Am. Math. Soc. 68, 337–404 1950), the product of positive semi-definite kernel functions is again positive semi-definite, where, moreover, the corresponding native space is a particular instance of a tensor product, referred to as Hilbert tensor product. We first analyze the general problem of multivariate interpolation by product kernels. Then, we further investigate the tensor product structure, in particular for grid-like samples. We use this case to show that the product of positive definite kernel functions is again positive definite. Moreover, we develop an efficient computation scheme for the well-known Newton basis. Supporting numerical examples show the good performance of product kernels, especially for their flexibility.