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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
A higher order multiscale method for the wave equation 波方程的高阶多尺度方法
IF 2.1 2区 数学 Q1 MATHEMATICS, APPLIED Pub Date : 2024-09-19 DOI: 10.1093/imanum/drae059
Felix Krumbiegel, Roland Maier
In this paper we propose a multiscale method for the acoustic wave equation in highly oscillatory media. We use a higher order extension of the localized orthogonal decomposition method combined with a higher order time stepping scheme and present rigorous a priori error estimates in the energy-induced norm. We find that in the very general setting without additional assumptions on the coefficient beyond boundedness arbitrary orders of convergence cannot be expected, but that increasing the polynomial degree may still considerably reduce the size of the error. Under additional regularity assumptions higher orders can be obtained as well. Numerical examples are presented that confirm the theoretical results.
本文提出了高度振荡介质中声波方程的多尺度方法。我们将局部正交分解法的高阶扩展与高阶时间步进方案相结合,并在能量诱导规范中提出了严格的先验误差估计。我们发现,在非常一般的情况下,如果不对系数进行超出有界性的额外假设,就无法实现任意阶收敛,但增加多项式阶数仍可大大减小误差。在额外的正则假设条件下,也可以获得更高的阶数。文中给出的数值示例证实了理论结果。
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引用次数: 0
High-order energy stable discrete variational derivative schemes for gradient flows 梯度流的高阶能量稳定离散变分导数方案
IF 2.1 2区 数学 Q1 MATHEMATICS, APPLIED Pub Date : 2024-09-19 DOI: 10.1093/imanum/drae062
Jizu Huang
The existing discrete variational derivative method is fully implicit and only second-order accurate for gradient flow. In this paper, we propose a framework to construct high-order implicit (original) energy stable schemes and second-order semi-implicit (modified) energy stable schemes. Combined with the Runge–Kutta process, we can build high-order and unconditionally (original) energy stable schemes based on the discrete variational derivative method. The new energy stable schemes are implicit and leads to a large sparse nonlinear algebraic system at each time step, which can be efficiently solved by using an inexact Newton-type solver. To avoid solving nonlinear algebraic systems, we then present a relaxed discrete variational derivative method, which can construct second-order, linear and unconditionally (modified) energy stable schemes. Several numerical simulations are performed to investigate the efficiency, stability and accuracy of the newly proposed schemes.
现有的离散变分导数法是全隐式的,而且对梯度流来说只有二阶精度。本文提出了构建高阶隐式(原始)能量稳定方案和二阶半隐式(修正)能量稳定方案的框架。结合 Runge-Kutta 过程,我们可以基于离散变分导数法建立高阶无条件(原始)能量稳定方案。新的能量稳定方案是隐式的,在每个时间步都会产生一个庞大的稀疏非线性代数系统,使用不精确的牛顿求解器可以高效地求解该系统。为了避免求解非线性代数系统,我们提出了一种宽松的离散变分导数法,它可以构建二阶、线性和无条件(修正)的能量稳定方案。我们进行了多次数值模拟,以研究新提出方案的效率、稳定性和准确性。
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引用次数: 0
A mesh-independent method for second-order potential mean field games 二阶势均场博弈的网格无关方法
IF 2.1 2区 数学 Q1 MATHEMATICS, APPLIED Pub Date : 2024-09-18 DOI: 10.1093/imanum/drae061
Kang Liu, Laurent Pfeiffer
This article investigates the convergence of the Generalized Frank–Wolfe (GFW) algorithm for the resolution of potential and convex second-order mean field games. More specifically, the impact of the discretization of the mean-field-game system on the effectiveness of the GFW algorithm is analyzed. The article focuses on the theta-scheme introduced by the authors in a previous study. A sublinear and a linear rate of convergence are obtained, for two different choices of stepsizes. These rates have the mesh-independence property: the underlying convergence constants are independent of the discretization parameters.
本文研究了广义弗兰克-沃尔夫(GFW)算法在解决势场和凸二阶均值场博弈时的收敛性。更具体地说,文章分析了均值场博弈系统的离散化对 GFW 算法有效性的影响。文章的重点是作者在之前的研究中引入的θ方案。对于两种不同的步长选择,分别获得了亚线性和线性收敛速率。这些收敛率具有与网格无关的特性:基本收敛常数与离散化参数无关。
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引用次数: 0
Low regularity error estimates for the time integration of 2D NLS 二维 NLS 时间积分的低正则误差估计
IF 2.1 2区 数学 Q1 MATHEMATICS, APPLIED Pub Date : 2024-09-13 DOI: 10.1093/imanum/drae054
Lun Ji, Alexander Ostermann, Frédéric Rousset, Katharina Schratz
A filtered Lie splitting scheme is proposed for the time integration of the cubic nonlinear Schrödinger equation on the two-dimensional torus $mathbb{T}^{2}$. The scheme is analysed in a framework of discrete Bourgain spaces, which allows us to consider initial data with low regularity; more precisely initial data in $H^{s}(mathbb{T}^{2})$ with $s>0$. In this way, the usual stability restriction to smooth Sobolev spaces with index $s>1$ is overcome. Rates of convergence of order $tau ^{s/2}$ in $L^{2}(mathbb{T}^{2})$ at this regularity level are proved. Numerical examples illustrate that these convergence results are sharp.
针对二维环$mathbb{T}^{2}$上的立方非线性薛定谔方程的时间积分,我们提出了一种滤波李分裂方案。该方案是在离散布尔干空间的框架下分析的,它允许我们考虑低正则性的初始数据;更确切地说,是$H^{s}(mathbb{T}^{2})$中$s>0$的初始数据。这样,通常对索引为 $s>1$ 的光滑索波列夫空间的稳定性限制就被克服了。在此正则水平上,$L^{2}(mathbb{T}^{2})$中的$tau ^{s/2}$阶收敛速率得到了证明。数值示例说明了这些收敛结果是尖锐的。
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引用次数: 0
A mini immersed finite element method for two-phase Stokes problems on Cartesian meshes 笛卡尔网格上两相斯托克斯问题的微型沉浸式有限元方法
IF 2.1 2区 数学 Q1 MATHEMATICS, APPLIED Pub Date : 2024-09-09 DOI: 10.1093/imanum/drae053
Haifeng Ji, Dong Liang, Qian Zhang
This paper presents a mini immersed finite element (IFE) method for solving two- and three-dimensional two-phase Stokes problems on Cartesian meshes. The IFE space is constructed from the conventional mini element, with shape functions modified on interface elements according to interface jump conditions while keeping the degrees of freedom unchanged. Both discontinuous viscosity coefficients and surface forces are taken into account in the construction. The interface is approximated using discrete level set functions, and explicit formulas for IFE basis functions and correction functions are derived, facilitating ease of implementation.The inf-sup stability and the optimal a priori error estimate of the IFE method, along with the optimal approximation capabilities of the IFE space, are derived rigorously, with constants that are independent of the mesh size and the manner in which the interface intersects the mesh, but may depend on the discontinuous viscosity coefficients. Additionally, it is proved that the condition number has the usual bound independent of the interface. Numerical experiments are provided to confirm the theoretical results.
本文提出了一种微型沉浸式有限元(IFE)方法,用于解决笛卡尔网格上的二维和三维两相斯托克斯问题。IFE 空间由传统的微型元素构建而成,在保持自由度不变的情况下,根据界面跳跃条件对界面元素的形状函数进行了修改。在构建过程中考虑了不连续的粘度系数和表面力。利用离散级集函数对界面进行近似,并推导出 IFE 基函数和修正函数的显式公式,从而便于实施。严格推导出 IFE 方法的 inf-sup 稳定性和最佳先验误差估计,以及 IFE 空间的最佳近似能力,其常数与网格大小和界面与网格相交的方式无关,但可能取决于非连续粘滞系数。此外,还证明了条件数具有与界面无关的通常约束。数值实验证实了理论结果。
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引用次数: 0
New Banach spaces-based mixed finite element methods for the coupled poroelasticity and heat equations 基于巴拿赫空间的新混合有限元方法,用于耦合孔弹性方程和热方程
IF 2.1 2区 数学 Q1 MATHEMATICS, APPLIED Pub Date : 2024-09-05 DOI: 10.1093/imanum/drae052
Julio Careaga, Gabriel N Gatica, Cristian Inzunza, Ricardo Ruiz-Baier
In this paper, we introduce and analyze a Banach spaces-based approach yielding a fully-mixed finite element method for numerically solving the coupled poroelasticity and heat equations, which describe the interaction between the fields of deformation and temperature. A nonsymmetric pseudostress tensor is utilized to redefine the constitutive equation for the total stress, which is an extension of Hooke’s law to account for thermal effects. The resulting continuous formulation, posed in suitable Banach spaces, consists of a coupled system of three saddle point-type problems, each with right-hand terms that depend on data and the unknowns of the other two. The well-posedness of it is analyzed by means of a fixed-point strategy, so that the classical Banach theorem, along with the Babuška–Brezzi theory in Banach spaces, allows to conclude, under a smallness assumption on the data, the existence of a unique solution. The discrete analysis is conducted in a similar manner, utilizing the Brouwer and Banach theorems to demonstrate both the existence and uniqueness of the discrete solution. The rates of convergence of the resulting Galerkin method are then presented. Finally, a number of numerical tests are shown to validate the aforementioned statement and demonstrate the good performance of the method.
在本文中,我们介绍并分析了一种基于巴拿赫空间的方法,该方法产生了一种全混合有限元方法,用于数值求解耦合孔弹性方程和热方程,这两个方程描述了变形场和温度场之间的相互作用。利用非对称伪应力张量来重新定义总应力的构成方程,该方程是胡克定律的扩展,以考虑热效应。在合适的巴拿赫空间中提出的连续公式由三个鞍点型问题的耦合系统组成,每个问题的右边项都取决于数据和其他两个问题的未知数。通过定点策略分析了该问题的好求解性,因此经典的巴拿赫定理以及巴拿赫空间中的巴布斯卡-布赖齐理论可以得出结论:在数据较小的假设条件下,存在唯一的解。离散分析以类似的方式进行,利用布劳威尔定理和巴拿赫定理来证明离散解的存在性和唯一性。然后介绍了由此产生的 Galerkin 方法的收敛速率。最后,通过一系列数值测试验证了上述论述,并证明了该方法的良好性能。
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引用次数: 0
Necessary and sufficient conditions for avoiding Babuška’s paradox on simplicial meshes 在简单网格上避免巴布什卡悖论的必要条件和充分条件
IF 2.1 2区 数学 Q1 MATHEMATICS, APPLIED Pub Date : 2024-08-27 DOI: 10.1093/imanum/drae050
Sören Bartels, Philipp Tscherner
It is shown that discretizations based on variational or weak formulations of the plate bending problem with simple support boundary conditions do not lead to the failure of convergence when polygonal domain approximations are used and the imposed boundary conditions are compatible with the nodal interpolation of the restriction of certain regular functions to approximating domains. It is further shown that this is optimal in the sense that a full realization of the boundary conditions leads to failure of convergence for conforming methods. The abstract conditions imply that standard nonconforming and discontinuous Galerkin methods converge correctly while conforming methods require a suitable relaxation of the boundary condition. The results are confirmed by numerical experiments.
研究表明,当使用多边形近似域,且施加的边界条件与某些正则函数对近似域的限制的节点插值相容时,基于简单支撑边界条件的板弯曲问题的变式或弱公式离散化不会导致收敛失败。研究进一步表明,从完全实现边界条件会导致符合条件的方法收敛失败的意义上讲,这是最优的。抽象条件意味着标准的不符合和非连续 Galerkin 方法能正确收敛,而符合方法则需要适当放宽边界条件。数值实验证实了这些结果。
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引用次数: 0
Computing Klein-Gordon Spectra 计算克莱因-戈登频谱
IF 2.1 2区 数学 Q1 MATHEMATICS, APPLIED Pub Date : 2024-08-26 DOI: 10.1093/imanum/drae032
Frank Rösler, Christiane Tretter
We study the computational complexity of the eigenvalue problem for the Klein–Gordon equation in the framework of the Solvability Complexity Index Hierarchy. We prove that the eigenvalue of the Klein–Gordon equation with linearly decaying potential can be computed in a single limit with guaranteed error bounds from above. The proof is constructive, i.e. we obtain a numerical algorithm that can be implemented on a computer. Moreover, we prove abstract enclosures for the point spectrum of the Klein–Gordon equation and we compare our numerical results to these enclosures. Finally, we apply both the implemented algorithm and our abstract enclosures to several physically relevant potentials such as Sauter and cusp potentials and we provide a convergence and error analysis.
我们在可解复杂性指数层次结构框架内研究了克莱因-戈登方程特征值问题的计算复杂性。我们证明,具有线性衰减势的克莱因-哥顿方程的特征值可以在单一极限内计算,并保证误差范围在以上。该证明是构造性的,即我们获得了一种可以在计算机上实现的数值算法。此外,我们还证明了克莱因-戈登方程点谱的抽象封闭,并将我们的数值结果与这些封闭进行了比较。最后,我们将实现的算法和我们的抽象封闭应用于几种与物理相关的势,如萨特势和尖顶势,并提供了收敛性和误差分析。
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引用次数: 0
期刊
IMA Journal of Numerical Analysis
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