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Stability estimates of Nyström discretizations of Helmholtz decomposition boundary integral equation formulations for the solution of Navier scattering problems in two dimensions with Dirichlet boundary conditions 尼斯特伦离散化亥姆霍兹分解边界积分方程公式的稳定性估计,用于解决二维纳维散射问题(带德里赫特边界条件)
IF 2.1 2区 数学 Q1 MATHEMATICS, APPLIED Pub Date : 2024-11-10 DOI: 10.1093/imanum/drae078
Víctor Domínguez, Catalin Turc
Helmholtz decompositions of elastic fields is a common approach for the solution of Navier scattering problems. Used in the context of boundary integral equations (BIE), this approach affords solutions of Navier problems via the simpler Helmholtz boundary integral operators (BIOs). Approximations of Helmholtz Dirichlet-to-Neumann (DtN) can be employed within a regularizing combined field strategy to deliver BIE formulations of the second kind for the solution of Navier scattering problems in two dimensions with Dirichlet boundary conditions, at least in the case of smooth boundaries. Unlike the case of scattering and transmission Helmholtz problems, the approximations of the DtN maps we use in the Helmholtz decomposition BIE in the Navier case require incorporation of lower order terms in their pseudodifferential asymptotic expansions. The presence of these lower order terms in the Navier regularized BIE formulations complicates the stability analysis of their Nyström discretizations in the framework of global trigonometric interpolation and the Kussmaul–Martensen kernel singularity splitting strategy. The main difficulty stems from compositions of pseudodifferential operators of opposite orders, whose Nyström discretization must be performed with care via pseudodifferential expansions beyond the principal symbol. The error analysis is significantly simpler in the case of arclength boundary parametrizations and considerably more involved in the case of general smooth parametrizations that are typically encountered in the description of one-dimensional closed curves.
弹性场的亥姆霍兹分解是解决纳维散射问题的常用方法。在边界积分方程(BIE)的背景下,这种方法通过更简单的亥姆霍兹边界积分算子(BIO)来求解纳维问题。亥姆霍兹狄利克特到诺伊曼(DtN)的近似值可在正则化组合场策略中使用,以提供第二种 BIE 公式,用于求解具有狄利克特边界条件的二维纳维散射问题,至少在光滑边界的情况下是如此。与散射和透射亥姆霍兹问题不同,我们在纳维散射问题的亥姆霍兹分解 BIE 中使用的 DtN 映射近似值需要在其伪微分渐近展开中加入低阶项。Navier 正则化 BIE 公式中这些低阶项的存在,使得在全局三角插值和 Kussmaul-Martensen 内核奇点分割策略框架下对其 Nyström 离散化进行稳定性分析变得复杂。主要困难源于相反阶数的伪微分算子的组合,必须通过主符号之外的伪微分展开谨慎地对其进行奈斯特伦离散化。对于 arclength 边界参数化的情况,误差分析要简单得多,而对于一般光滑参数化的情况,误差分析要复杂得多。
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引用次数: 0
Positive definite functions on a regular domain 规则域上的正定函数
IF 2.1 2区 数学 Q1 MATHEMATICS, APPLIED Pub Date : 2024-11-06 DOI: 10.1093/imanum/drae074
Martin Buhmann, Yuan Xu
We define positive and strictly positive definite functions on a domain and study these functions on a list of regular domains. The list includes the unit ball, conic surface, hyperbolic surface, solid hyperboloid and the simplex. Each of these domains is embedded in a quadrant or a union of quadrants of the unit sphere by a distance-preserving map, from which characterizations of positive definite and strictly positive definite functions are derived for these regular domains.
我们定义了域上的正定函数和严格正定函数,并研究了这些函数在一系列正则域上的应用。该列表包括单位球、圆锥面、双曲面、实心双曲面和单纯形。这些域中的每一个都通过保距映射嵌入单位球的一个象限或象限的联合中,由此得出这些正则域的正定函数和严格正定函数的特征。
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引用次数: 0
An extension of the approximate component mode synthesis method to the heterogeneous Helmholtz equation 将近似分量模式合成法扩展至异质亥姆霍兹方程
IF 2.1 2区 数学 Q1 MATHEMATICS, APPLIED Pub Date : 2024-10-26 DOI: 10.1093/imanum/drae076
Elena Giammatteo, Alexander Heinlein, Matthias Schlottbom
In this work, we propose and analyze an extension of the approximate component mode synthesis (ACMS) method to the two-dimensional heterogeneous Helmholtz equation. The ACMS method has originally been introduced by Hetmaniuk and Lehoucq as a multiscale method to solve elliptic partial differential equations. The ACMS method uses a domain decomposition to separate the numerical approximation by splitting the variational problem into two independent parts: local Helmholtz problems and a global interface problem. While the former are naturally local and decoupled such that they can be easily solved in parallel, the latter requires the construction of suitable local basis functions relying on local eigenmodes and suitable extensions. We carry out a full error analysis of this approach focusing on the case where the domain decomposition is kept fixed, but the number of eigenfunctions is increased. The theoretical results in this work are supported by numerical experiments verifying algebraic convergence for the method. In certain, practically relevant cases, even super-algebraic convergence for the local Helmholtz problems can be achieved without oversampling.
在这项工作中,我们提出并分析了将近似分量模式合成(ACMS)方法扩展到二维异质亥姆霍兹方程的方法。ACMS 方法最初由 Hetmaniuk 和 Lehoucq 提出,是一种求解椭圆偏微分方程的多尺度方法。ACMS 方法采用域分解法,通过将变分问题拆分为两个独立部分来分离数值逼近:局部亥姆霍兹问题和全局界面问题。前者是天然的局部解耦问题,因此可以轻松地并行求解,而后者则需要依靠局部特征模型和适当的扩展来构建合适的局部基函数。我们对这种方法进行了全面的误差分析,重点是域分解保持不变,但特征函数数量增加的情况。数值实验验证了这一方法的代数收敛性,从而支持了这一工作的理论结果。在某些与实际相关的情况下,甚至可以实现局部亥姆霍兹问题的超代数收敛,而无需超采样。
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引用次数: 0
Time-dependent electromagnetic scattering from dispersive materials 色散材料随时间变化的电磁散射
IF 2.1 2区 数学 Q1 MATHEMATICS, APPLIED Pub Date : 2024-10-25 DOI: 10.1093/imanum/drae071
Jörg Nick, Selina Burkhard, Christian Lubich
This paper studies time-dependent electromagnetic scattering from obstacles that are described by dispersive material laws. We consider the numerical treatment of a scattering problem in which a dispersive material law, for a causal and passive homogeneous material, determines the wave–material interaction in the scatterer. The resulting problem is nonlocal in time inside the scatterer and is posed on an unbounded domain. Well-posedness of the scattering problem is shown using a formulation that is fully given on the surface of the scatterer via a time-dependent boundary integral equation. Discretizing this equation by convolution quadrature in time and boundary elements in space yields a provably stable and convergent method that is fully parallel in time and space. Under regularity assumptions on the exact solution we derive error bounds with explicit convergence rates in time and space. Numerical experiments illustrate the theoretical results and show the effectiveness of the method.
本文研究由色散物质定律描述的障碍物随时间变化的电磁散射。我们考虑了散射问题的数值处理,在该问题中,因果和被动均质材料的色散材料定律决定了散射体中波与材料的相互作用。由此产生的问题在散射体内部的时间上是非局部的,并且是在无界域上提出的。通过与时间相关的边界积分方程,在散射体表面完全给出了散射问题的表述,从而证明了散射问题的良好求解。通过时间上的卷积正交和空间上的边界元素对该方程进行离散化处理,可以得到一种在时间和空间上完全平行的、稳定且收敛的方法。在精确解的正则性假设下,我们得出了具有明确时间和空间收敛率的误差边界。数值实验说明了理论结果,并显示了该方法的有效性。
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引用次数: 0
An exponential stochastic Runge–Kutta type method of order up to 1.5 for SPDEs of Nemytskii-type 针对 Nemytski 型 SPDE 的阶次高达 1.5 的指数随机 Runge-Kutta 类型方法
IF 2.1 2区 数学 Q1 MATHEMATICS, APPLIED Pub Date : 2024-10-17 DOI: 10.1093/imanum/drae064
Claudine von Hallern, Ricarda Missfeldt, Andreas Rössler
For the approximation of solutions for stochastic partial differential equations, numerical methods that obtain a high order of convergence and at the same time involve reasonable computational cost are of particular interest. We therefore propose a new numerical method of exponential stochastic Runge–Kutta type that allows for convergence with a temporal order of up to $frac{3}/{2}$ and that can be combined with several spatial discretizations. The developed family of derivative-free schemes is tailored to stochastic partial differential equations of Nemytskii-type, i.e., with pointwise multiplicative noise operators. We prove the strong convergence of these schemes in the root mean-square sense and present some numerical examples that reveal the theoretical results.
对于随机偏微分方程解的近似,既能获得高阶收敛,同时又有合理计算成本的数值方法尤为重要。因此,我们提出了一种指数随机 Runge-Kutta 类型的新数值方法,该方法的时间阶收敛可达 $frac{3}/{2}$,并可与多种空间离散方法相结合。所开发的无导数方案系列适用于 Nemytski 型随机偏微分方程,即具有点乘噪声算子的随机偏微分方程。我们证明了这些方案在均方根意义上的强收敛性,并给出了一些揭示理论结果的数值示例。
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引用次数: 0
Three types of quasi-Trefftz functions for the 3D convected Helmholtz equation: construction and approximation properties 三维对流亥姆霍兹方程的三种准特雷弗茨函数:构造和近似特性
IF 2.1 2区 数学 Q1 MATHEMATICS, APPLIED Pub Date : 2024-10-10 DOI: 10.1093/imanum/drae060
Lise-Marie Imbert-Gérard, Guillaume Sylvand
Trefftz methods are numerical methods for the approximation of solutions to boundary and/or initial value problems. They are Galerkin methods with particular test and trial functions, which solve locally the governing partial differential equation (PDE). This property is called the Trefftz property. Quasi-Trefftz methods were introduced to leverage the advantages of Trefftz methods for problems governed by variable coefficient PDEs, by relaxing the Trefftz property into a so-called quasi-Trefftz property: test and trial functions are not exact solutions, but rather local approximate solutions to the governing PDE. In order to develop quasi-Trefftz methods for aero-acoustics problems governed by the convected Helmholtz equation this work tackles the question of the definition, construction and approximation properties of three families of quasi-Trefftz functions: two based on generalizations on plane wave solutions, and one polynomial. The polynomial basis shows significant promise as it does not suffer from the ill-conditioning issue inherent to wave-like bases.
Trefftz 方法是用于逼近边界和/或初值问题解的数值方法。它们是具有特定测试和试验函数的 Galerkin 方法,可局部求解支配偏微分方程 (PDE)。这一特性被称为 Trefftz 特性。准特雷弗兹方法的引入是为了利用特雷弗兹方法的优势来解决可变系数偏微分方程问题,方法是将特雷弗兹性质放宽为所谓的准特雷弗兹性质:测试和试验函数不是精确解,而是局部近似解。为了针对受对流亥姆霍兹方程支配的航空声学问题开发准特雷弗茨方法,这项研究解决了三个准特雷弗茨函数族的定义、构造和近似特性问题:两个基于平面波解的广义,一个基于多项式。多项式基础没有波形基础固有的条件不完善问题,因此前景广阔。
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引用次数: 0
A convergent stochastic scalar auxiliary variable method 收敛的随机标量辅助变量法
IF 2.1 2区 数学 Q1 MATHEMATICS, APPLIED Pub Date : 2024-10-10 DOI: 10.1093/imanum/drae065
Stefan Metzger
We discuss an extension of the scalar auxiliary variable approach, which was originally introduced by Shen et al. (2018, The scalar auxiliary variable (SAV) approach for gradient flows. J. Comput. Phys., 353, 407–416) for the discretization of deterministic gradient flows. By introducing an additional scalar auxiliary variable this approach allows to derive a linear scheme while still maintaining unconditional stability. Our extension augments the approximation of the evolution of this scalar auxiliary variable with higher order terms, which enables its application to stochastic partial differential equations. Using the stochastic Allen–Cahn equation as a prototype for nonlinear stochastic partial differential equations with multiplicative noise we propose an unconditionally energy stable, linear, fully discrete finite element scheme based on our augmented scalar auxiliary variable method. Recovering a discrete version of the energy estimate and establishing Nikolskii estimates with respect to time we are able to prove convergence of discrete solutions towards pathwise unique martingale solutions by applying Jakubowski’s generalization of Skorokhod’s theorem. A generalization of the Gyöngy–Krylov characterization of convergence in probability to quasi-Polish spaces finally provides convergence of fully discrete solutions towards strong solutions of the stochastic Allen–Cahn equation. Finally, we present numerical simulations underlining the practicality of the scheme and the importance of the introduced augmentation terms.
我们讨论了标量辅助变量方法的扩展,该方法最初由 Shen 等人(2018,The scalar auxiliary variable (SAV) approach for gradient flows.J. Comput.Phys.,353,407-416)提出的用于确定性梯度流离散化的方法。通过引入一个额外的标量辅助变量,这种方法可以推导出一种线性方案,同时仍然保持无条件稳定性。我们的扩展用高阶项来增加标量辅助变量演化的近似值,从而将其应用于随机偏微分方程。我们将随机 Allen-Cahn 方程作为具有乘法噪声的非线性随机偏微分方程的原型,基于我们的增强标量辅助变量方法,提出了一种无条件能量稳定、线性、完全离散的有限元方案。通过应用 Jakubowski 对 Skorokhod 定理的概括,我们恢复了能量估计的离散版本,并建立了与时间相关的 Nikolskii 估计,从而证明了离散解向路径上唯一的马丁格尔解的收敛性。Gyöngy-Krylov 对准波兰空间概率收敛特性的概括最终提供了完全离散解对随机 Allen-Cahn 方程强解的收敛性。最后,我们介绍了数值模拟,强调了该方案的实用性和引入的增强项的重要性。
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引用次数: 0
A priori and a posteriori error analysis of a mixed DG method for the three-field quasi-Newtonian Stokes flow 三场准牛顿斯托克斯流混合 DG 方法的先验和后验误差分析
IF 2.1 2区 数学 Q1 MATHEMATICS, APPLIED Pub Date : 2024-10-03 DOI: 10.1093/imanum/drae067
Lina Zhao
In this paper we propose and analyse a new mixed-type DG method for the three-field quasi-Newtonian Stokes flow. The scheme is based on the introduction of the stress and strain tensor as further unknowns as well as the elimination of the pressure variable by means of the incompressibility constraint. As such, the resulting system involves three unknowns: the stress, the strain tensor and the velocity. All these three unknowns are approximated using discontinuous piecewise polynomials, which offers flexibility for enforcing the symmetry of the stress and the strain tensor. The unique solvability and a comprehensive convergence error analysis for all the variables are performed. All the variables are proved to converge optimally. Adaptive mesh refinement guided by a posteriori error estimator is computationally efficient, especially for problems involving singularity. In line of this mechanism we derive a residual-type a posteriori error estimator, which constitutes the second main contribution of the paper. In particular, we employ the elliptic reconstruction in conjunction with the Helmholtz decomposition to derive the a posteriori error estimator, which avoids using the averaging operator. Several numerical experiments are carried out to verify the theoretical findings.
本文针对三场准牛顿斯托克斯流提出并分析了一种新的混合型 DG 方法。该方法的基础是引入应力和应变张量作为进一步的未知量,并通过不可压缩性约束消除压力变量。因此,结果系统涉及三个未知数:应力、应变张量和速度。所有这三个未知数都使用不连续的分段多项式来近似,从而灵活地强制应力和应变张量的对称性。对所有变量进行了唯一可解性和全面的收敛误差分析。结果证明,所有变量都以最佳方式收敛。在后验误差估计器的指导下,自适应网格细化的计算效率很高,特别是对于涉及奇异性的问题。根据这一机制,我们推导出一种残差型后验误差估计器,这是本文的第二个主要贡献。特别是,我们将椭圆重构与亥姆霍兹分解相结合,推导出了后验误差估计器,从而避免了使用平均算子。为了验证理论结论,我们进行了一些数值实验。
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引用次数: 0
Discrete maximum-minimum principle for a linearly implicit scheme for nonlinear parabolic FEM problems under weakened time restrictions 弱化时间限制下非线性抛物线有限元问题线性隐式方案的离散最大最小原则
IF 2.1 2区 数学 Q1 MATHEMATICS, APPLIED Pub Date : 2024-09-28 DOI: 10.1093/imanum/drae072
István Faragó, Róbert Horváth, János Karátson
In this paper, we extend our earlier results in Faragó, I., Karátson, J. and Korotov, S. (2012, Discrete maximum principles for nonlinear parabolic PDE systems. IMA J. Numer. Anal., 32, 1541–1573) on the discrete maximum-minimum principle (DMP) for nonlinear parabolic systems of PDEs. We propose a linearly implicit scheme, where only linear problems have to be solved on the time layers. We obtain a DMP without the restrictive condition $varDelta tle O(h^{2})$. We show that we only need the lower bound $varDelta tge O(h^{2})$, further, depending on the Lipschitz condition of the given nonlinearity, the upper bound is just $varDelta tle C$ (for globally Lipschitz) or $varDelta tle O(h^{gamma })$ (for locally Lipschitz) for some constant $C>0$ arising from the PDE, or some $gamma < 2$, respectively. In most situations in practical models, the latter condition becomes $varDelta t le O( h^{2/3} )$ in 2D and $varDelta t le O( h )$ in 3D. Various real-life examples are also presented where the results can be applied to obtain physically relevant numerical solutions.
在本文中,我们扩展了之前在 Faragó, I., Karátson, J. 和 Korotov, S. (2012, Discrete maximum principles for nonlinear parabolic PDE systems.IMA J. Numer.Anal.,32,1541-1573)关于非线性抛物 PDE 系统的离散最大最小原理(DMP)。我们提出了一种线性隐式方案,只需解决时间层上的线性问题。我们得到的 DMP 没有限制性条件 $varDelta tle O(h^{2})$。我们证明,我们只需要下界 $varDelta tge O(h^{2})$,此外,根据给定非线性的 Lipschitz 条件,对于由 PDE 产生的某个常数 $C>0$,或者某个 $gamma < 2$,上界仅仅是 $varDelta tle C$(对于全局 Lipschitz)或 $varDelta tle O(h^{gamma})$(对于局部 Lipschitz)。在实际模型的大多数情况下,后一个条件在二维模型中变成 $varDelta t le O( h^{2/3} )$ ,在三维模型中变成 $varDelta t le O( h )$ 。此外,还介绍了各种现实生活中的例子,在这些例子中,可以应用这些结果来获得与物理相关的数值解。
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引用次数: 0
An unconditionally energy dissipative, adaptive IMEX BDF2 scheme and its error estimates for Cahn–Hilliard equation on generalized SAV approach 基于广义 SAV 方法的卡恩-希利亚德方程的无条件耗能自适应 IMEX BDF2 方案及其误差估算
IF 2.1 2区 数学 Q1 MATHEMATICS, APPLIED Pub Date : 2024-09-25 DOI: 10.1093/imanum/drae057
Yifan Wei, Jiwei Zhang, Chengchao Zhao, Yanmin Zhao
An adaptive implicit-explicit (IMEX) BDF2 scheme is investigated on generalized SAV approach for the Cahn–Hilliard equation by combining with Fourier spectral method in space. It is proved that the modified energy dissipation law is unconditionally preserved at discrete levels. Under a mild ratio restriction, i.e., A1: $0<r_{k}:=tau _{k}/tau _{k-1}< r_{max }approx 4.8645$, we establish a rigorous error estimate in $H^{1}$-norm and achieve optimal second-order accuracy in time. The proof involves the tools of discrete orthogonal convolution (DOC) kernels and inequality zoom. It is worth noting that the presented adaptive time-step scheme only requires solving one linear system with constant coefficients at each time step. In our analysis, the first-consistent BDF1 for the first step does not bring the order reduction in $H^{1}$-norm. The $H^{1}$ bound of numerical solution under periodic boundary conditions can be derived without any restriction (such as zero mean of the initial data). Finally, numerical examples are provided to verify our theoretical analysis and the algorithm efficiency.
通过与空间傅立叶谱法相结合,在广义 SAV 方法上对 Cahn-Hilliard 方程的自适应隐式-显式(IMEX)BDF2 方案进行了研究。研究证明,修正的能量耗散规律在离散水平上无条件地得到了保留。在温和的比率限制下,即 A1: $0<r_{k}:=tau _{k}/tau _{k-1}< r_{max }approx 4.8645$,我们在 $H^{1}$ 规范下建立了严格的误差估计,并在时间上达到了最优的二阶精度。证明涉及离散正交卷积(DOC)核和不等式放大工具。值得注意的是,所提出的自适应时间步长方案只需要在每个时间步长求解一个具有常数系数的线性系统。在我们的分析中,第一步的第一自洽 BDF1 并没有带来 $H^{1}$ 规范的阶次降低。在周期性边界条件下,数值解的 $H^{1}$ 约束可以在没有任何限制(如初始数据均值为零)的情况下得出。最后,我们提供了数值示例来验证我们的理论分析和算法效率。
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引用次数: 0
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IMA Journal of Numerical Analysis
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