Mathematics - Numerical Analysis Publications (50)


Mathematics - Numerical Analysis Publications

The (asymptotic) behaviour of the second moment of solutions to stochastic differential equations is treated in mean-square stability analysis. The purpose of this article is to discuss this property for approximations of infinite-dimensional stochastic differential equations and give necessary and sufficient conditions that ensure mean-square stability of the considered finite-dimensional approximations. Stability properties of typical discretization schemes such as combinations of spectral Galerkin, finite element, Euler-Maruyama, Milstein, Crank-Nicolson, and forward and backward Euler methods are characterized. Read More

We present and analyze a new space-time finite element method for the solution of neural field equations with transmission delays. The numerical treatment of these systems is rare in the literature and currently has several restrictions on the spatial domain and the functions involved, such as connectivity and delay functions. The use of a space-time discretization, with basis functions that are discontinuous in time and continuous in space (dGcG-FEM), is a natural way to deal with space-dependent delays, which is important for many neural field applications. Read More

We present a few ways of using conformal maps in the reconstruction of two-dimensional conductivities in electrical impedance tomography. First, by utilizing the Riemann mapping theorem, we can transform any simply connected domain of interest to the unit disk where the D-bar method can be implemented most efficiently. In particular, this applies to the open upper half-plane. Read More

We formulate a new family of high order on-surface radiation conditions to approximate the outgoing solution to the Helmholtz equation in exterior domains. Motivated by the pseudo-differential expansion of the Dirichlet-to-Neumann operator developed by Antoine et al. (J. Read More

We describe stochastic Newton and stochastic quasi-Newton approaches to efficiently solve large linear least-squares problems where the very large data sets present a significant computational burden (e.g., the size may exceed computer memory or data are collected in real-time). Read More

Even though random partial differential equations (PDEs) have become a very active field of research, the analysis and numerical analysis of random PDEs on surfaces still appears to be in its infancy (see, however~\cite{Dj}). In this paper, we introduce and analyse a surface finite element discretization of advection-diffusion equations with uncertain coefficients on evolving hypersurfaces. After stating unique solvability of the resulting semi-discrete problem, we prove optimal error bounds for the semi-discrete solution and Monte Carlo samplings of its expectation in appropriate Bochner spaces. Read More

Weak constraint four-dimensional variational data assimilation is an important method for incorporating data (typically observations) into a model. The linearised system arising within the minimisation process can be formulated as a saddle point problem. A disadvantage of this formulation is the large storage requirements involved in the linear system. Read More

A new simple convergence acceleration method is proposed for a certain wide range class of convergent alternating series. The method has some common features with Smith's and Ford's modification of Levin's and Weniger's sequence transformations, but it is computationally less expensive. The similarities and differences between all three methods are analyzed and some common theoretical results are given. Read More

Recently, collocation based radial basis function (RBF) partition of unity methods (PUM) for solving partial differential equations have been formulated and investigated numerically and theoretically. When combined with stable evaluation methods such as the RBF-QR method, high order convergence rates can be achieved and sustained under refinement. However, some numerical issues remain. Read More

We consider some complex-valued solutions of the Navier-Stokes equations in $R^{3}$ for which Li and Sinai proved a finite time blow-up. We show that there are two types of solutions, with different divergence rates, and report results of computer simulations, which give a detailed picture of the blow-up for both types. They reveal in particular important features not, as yet, predicted by the theory, such as a concentration of the energy and the enstrophy around a few singular points, while elsewhere the "fluid" remains quiet. Read More

Stochastic iterative methods with low memory footprints are extremely useful when solving large linear systems. Utilizing large amounts of data is further complicated when the data is incomplete or has missing entries. In this work, we address the issues of having extremely large amounts of data and incomplete data simultaneously. Read More

Simulating complex processes in fractured media requires some type of model reduction. Well-known approaches include multi-continuum techniques, which have been commonly used in approximating subgrid effects for flow and transport in fractured media. Our goal in this paper is to (1) show a relation between multi-continuum approaches and Generalized Multiscale Finite Element Method (GMsFEM) and (2) to discuss coupling these approaches for solving problems in complex multiscale fractured media. Read More

In this paper, we consider the stochastic Langevin equation with additive noises, which possesses both conformal symplectic geometric structure and ergodicity. We propose a methodology of constructing high weak order conformal symplectic schemes by converting the equation into an equivalent autonomous stochastic Hamiltonian system and modifying the associated generating function. To illustrate this approach, we construct a specific second order numerical scheme, and prove that its symplectic form dissipates exponentially. Read More

We introduce a novel numerical method to integrate partial differential equations representing the Hamiltonian dynamics of field theories. It is a multi-symplectic integrator that locally conserves the stress-energy tensor with an excellent precision over very long periods. Its major advantage is that it is extremely simple (it is basically a centered box scheme) while remaining locally well defined. Read More

The RFMP is an iterative regularization method for a class of linear inverse problems. It has proved to be applicable to problems which occur, for example, in the geosciences. In the early publications [Fischer2011] and [FischerMichel2012], it was shown that the iteration converges in the unregularized case to an exact solution. Read More

Splines and subdivision curves are flexible tools in the design and manipulation of curves in Euclidean space. In this paper we study generalizations of interpolating splines and subdivision schemes to the Riemannian manifold of shell surfaces in which the associated metric measures both bending and membrane distortion. The shells under consideration are assumed to be represented by Loop subdivision surfaces. Read More

We consider the homogeneous equation ${\mathcal A} u=0$, where ${\mathcal A}$ is a symmetric and coercive elliptic operator in $H^1(\Omega)$ with $\Omega$ bounded domain in ${{\mathbb R}}^d$. The boundary conditions involve fractional power $\alpha$, $ 0 < \alpha <1$, of the Steklov spectral operator arising in Dirichlet to Neumann map. For such problems we discuss two different numerical methods: (1) a computational algorithm based on an approximation of the integral representation of the fractional power of the operator and (2) numerical technique involving an auxiliary Cauchy problem for an ultra-parabolic equation and its subsequent approximation by a time stepping technique. Read More

Sampling in shift-invariant spaces is a realistic model for signals with smooth spectrum. In this paper, we consider phaseless sampling and reconstruction of real-valued signals in a shift-invariant space from their magnitude measurements on the whole Euclidean space and from their phaseless samples taken on a discrete set with finite sampling density. We introduce an undirected graph to a signal and use connectivity of the graph to characterize whether the signal can be determined, up to a sign, from its magnitude measurements on the whole Euclidean space. Read More

In this paper, we study the mixed element schemes of the Reissner-Mindlin plate model and the Kirchhoff plate model in multiply-connected domains. By a regular decomposition of $H_0({\rm rot},\Omega)$ and a Helmholtz decomposition of its dual, we develop mixed formulations of the models which are equivalent to the primal ones respectively and which are uniformly stable. A framework of designing uniformly stable finite element schemes is presented, and a specific example is given. Read More

We establish uniform L $\infty$ bounds for approximate solutions of the drift-diffusion system for electrons and holes in semiconductor devices, computed with the Schar-fetter-Gummel finite-volume scheme. The proof is based on a Moser iteration technique adapted to the discrete case. Read More

We propose a calibrated filtered reduced order model (CF-ROM) framework for the numerical simulation of general nonlinear PDEs that are amenable to reduced order modeling. The novel CF-ROM framework consists of two steps: (i) In the first step, we use explicit ROM spatial filtering of the nonlinear PDE to construct a filtered ROM. This filtered ROM is low-dimensional, but is not closed (because of the nonlinearity in the given PDE). Read More

The exponential B-spline basis function set is used to develop a collocation method for some initial boundary value problems (IBVPs) to the Gardner equation. The Gardner equation has two nonlinear terms, namely quadratic and cubic ones. The order reduction of the equation is resulted in a coupled system of PDEs that enables the exponential B-splines to be implemented. Read More

Parametric imaging is a compartmental approach that processes nuclear imaging data to estimate the spatial distribution of the kinetic parameters governing tracer flow. The present paper proposes a novel and efficient computational method for parametric imaging which is potentially applicable to several compartmental models of diverse complexity and which is effective in the determination of the parametric maps of all kinetic coefficients. We consider applications to [{18}F]-fluorodeoxyglucose Positron Emission Tomography (FDG--PET) data and analyze the two--compartment catenary model describing the standard FDG metabolization by an homogeneous tissue and the three--compartment non--catenary model representing the renal physiology. Read More

For simulating large networks of neurons Hines proposed a method which uses extensively the structure of the arising systems of ordinary differential equations in order to obtain an efficient implementation. The original method requires constant step sizes and produces the solution on a staggered grid. In the present paper a one-step modification of this method is introduced and analyzed with respect to their stability properties. Read More

Inexpensive surrogates are useful for reducing the cost of science and engineering studies with large-scale computational models that contain many input parameters. A ridge approximation is a surrogate distinguished by its model form: namely, a nonlinear function of a few linear combinations of the input parameters. Parameter studies (e. Read More

In this paper, a homotopy continuation method for the computation of nonnegative Z-/H-eigenpairs of a nonnegative tensor is presented. We show that the homotopy continuation method is guaranteed to compute a nonnegative eigenpair. Additionally, using degree analysis, we show that the number of positive Z-eigenpairs of an irreducible nonnegative tensor is odd. Read More

We propose a one-dimensional model for collecting lymphatics coupled with a novel Electro-Fluid-Mechanical Contraction (EFMC) model for dynamical contractions, based on a modified FitzHugh-Nagumo model for action potentials. The one-dimensional model for a compliant lymphatic vessel is a set of hyperbolic Partial Differential Equations (PDEs). The EFMC model combines the electrical activity of lymphangions (action potentials) with fluid-mechanical feedback (stretch of the lymphatic wall and wall shear stress) and the mechanical variation of the lymphatic wall properties (contractions). Read More

A probabilistic risk assessment for low cycle fatigue (LCF) based on the so-called size effect has been applied on gas-turbine design in recent years. In contrast, notch support modeling for LCF which intends to consider the change in stress below the surface of critical LCF regions is known and applied for decades. Turbomachinery components often show sharp stress gradients and very localized critical regions for LCF crack initiations so that a life prediction should also consider notch and size effects. Read More

In general polygons and polyhedra, possibly nonconvex, the analyticity of the finite element heat semigroup in the $L^q$ norm, $1\leq q\leq\infty$, and the maximal $L^p$-regularity of semi-discrete finite element solutions of parabolic equations are proved. The maximum-norm stability of the finite element parabolic projection is proved in nonconvex polygons and convex polyhedra, and reduced to the stability of the Ritz projection in general polyhedra. Read More

In this paper we propose and analyze a finite element method for both the harmonic map heat and Landau--Lifshitz--Gilbert equation, the time variable remaining continuous. Our starting point is to set out a unified saddle point approach for both problems in order to impose the unit sphere constraint at the nodes since the only polynomial function satisfying the unit sphere constraint everywhere are constants. A proper inf-sup condition is proved for the Lagrange multiplier leading to the well-posedness of the unified formulation. Read More

In this paper we develop a root-finding algorithm in order to solve non-linear systems of two equations using the Poincar\'e-Miranda theorem. This theorem is the natural extension of the Bolzano's theorem for the multidimensional case and it looks for sign conditions throughout the border domain in order to guarantee the existence of a root. In this work we propose a two-dimensional bisection method following the terms of this theorem. Read More

Graph-based methods have been proposed as a unified framework for discrete calculus of local and nonlocal image processing methods in the recent years. In order to translate variational models and partial differential equations to a graph, certain operators have been investigated and successfully applied to real-world applications involving graph models. So far the graph framework has been limited to real- and vector-valued functions on Euclidean domains. Read More

Standard ROMs generally yield spurious numerical oscillations in the simulation of convection-dominated flows. Regularized ROMs use explicit ROM spatial filtering to decrease these spurious numerical oscillations. The Leray ROM is a recently introduced regularized ROM that utilizes explicit ROM spatial filtering of the convective term in the Navier-Stokes equations. Read More

The Poisson-Boltzmann equation (PBE) models the electrostatic interactions of charged bodies such as molecules and proteins in an electrolyte solvent. The PBE is a challenging equation to solve numerically due to the presence of singularities, discontinuous coefficients and boundary conditions. Hence, there is often large error in the numerical solution of the PBE that needs to be quantified. Read More

In this paper we propose a finite element method for solving elliptic equations with the observational Dirichlet boundary data which may subject to random noises. The method is based on the weak formulation of Lagrangian multiplier. We show the convergence of the random finite element error in expectation and, when the noise is sub-Gaussian, in the Orlicz 2- norm which implies the probability that the finite element error estimates are violated decays exponentially. Read More

In this paper we present a mathematical and numerical framework for a procedure of imaging anisotropic electrical conductivity tensor by integrating magneto-acoutic tomography with data acquired from diffusion tensor imaging. Magneto-acoustic Tomography with Magnetic Induction (MAT-MI) is a hybrid, non-invasive medical imaging technique to produce conductivity images with improved spatial resolution and accuracy. Diffusion Tensor Imaging (DTI) is also a non- invasive technique for characterizing the diffusion properties of water molecules in tissues. Read More

In this article, a few problems related to multiscale modelling of magnetic materials at finite temperatures and possible ways of solving these problems are discussed. The discussion is mainly centred around two established multiscale concepts: the partitioned domain and the upscaling-based methodologies. The major challenge for both multiscale methods is to capture the correct value of magnetisation length accurately, which is affected by a random temperature-dependent force. Read More

We develop hybridizable/hybridized discontinuous Galerkin methods for stationary linearized incompressible magnetohydrodynamics equations on triangular/tetrahedral meshes. For discretizations we consider a system combining the dual mixed form of the Oseen equation and the mixed form of the Maxwell equation and use polynomial spaces of order $k \geq 1$ for all the unknowns. We carried out the a priori error analysis and showed that our methods provide numerical solutions for arbitrarily high order polynomials for sufficiently regular solutions. Read More

It was recently shown that the phase retrieval imaging of a sample can be modeled as a simple convolution process. Sometimes, such a convolution depends on physical parameters of the sample which are difficult to estimate a priori. In this case, a blind choice for those parameters usually lead to wrong results, e. Read More

Optimization with low rank constraint has broad applications. For large scale problems, an attractive heuristic is to factorize the low rank matrix to a product of two smaller matrices. In this paper, we study the nonconvex problem $\min_{U\in\mathbf R^{n\times r}} g(U)=f(UU^T)$ under the assumptions that $f(X)$ is restricted strongly convex and Lipschitz smooth on the set $\{X:X\succeq 0,\mbox{rank}(X)\leq r\}$. Read More

Quaternions, introduced by Hamilton in 1843 as a generalization of complex numbers, have found, in more recent years, a wealth of applications in a number of different areas which motivated the design of efficient methods for numerically approximating the zeros of quaternionic polynomials. In fact, one can find in the literature recent contributions to this subject based on the use of complex techniques, but numerical methods relying on quaternion arithmetic remain scarce. In this paper we propose a Weierstrass-like method for finding simultaneously {\sl all} the zeros of unilateral quaternionic polynomials. Read More

Two families of symplectic methods specially designed for second-order time-dependent linear systems are presented. Both are obtained from the Magnus expansion of the corresponding first-order equation, but otherwise they differ in significant aspects. The first family is addressed to problems with low to moderate dimension, whereas the second is more appropriate when the dimension is large, in particular when the system corresponds to a linear wave equation previously discretised in space. Read More

We provide the first analysis of a non-trivial quantization scheme for compressed sensing measurements arising from structured measurements. Specifically, our analysis studies compressed sensing matrices consisting of rows selected at random, without replacement, from a circulant matrix generated by a random subgaussian vector. We quantize the measurements using stable, possibly one-bit, Sigma-Delta schemes, and use a reconstruction method based on convex optimization. Read More

When evolving in time the solution of a hyperbolic partial differential equation, it is often desirable to use high order strong stability preserving (SSP) time discretizations. These time discretizations preserve the monotonicity properties satisfied by the spatial discretization when coupled with the first order forward Euler, under a certain time-step restriction. While the allowable time-step depends on both the spatial and temporal discretizations, the contribution of the temporal discretization can be isolated by taking the ratio of the allowable time-step of the high order method to the forward Euler time-step. Read More

We prove the consistency of Galerkin methods to solve Poisson equations where the differential operator under consideration is the generator of the Langevin dynamics. We show in particular how the hypocoercive nature of this operator can be used at the discrete level to first prove the invertibility of the rigidity matrix, and next provide error bounds on the approximation of the solution of the Poisson equation. We present general convergence results in an abstract setting, as well as explicit convergence rates for a simple one-dimensional example discretized using a tensor basis. Read More

In \cite{BDM2003} the modified Patankar-Euler and modified Patankar-Runge-Kutta schemes were introduced to solve positive and conservative systems of ordinary differential equations. These modifications of the forward Euler scheme and Heun's method guarantee positivity and conservation irrespective of the chosen time step size. In this paper we introduce a general definition of modified Patankar-Runge-Kutta schemes and derive necessary and sufficient conditions to obtain first and second order methods. Read More

We develop and analyze quadrature blending schemes that minimize the dispersion error of isogeometric analysis up to polynomial order seven with maximum continuity in the span ($C^{p-1}$). The schemes yield two extra orders of convergence (superconvergence) on the eigenvalue errors, while the eigenfunction errors are of optimal convergence order. Both dispersion and spectrum analysis are unified in the form of a Taylor expansion for eigenvalue errors. Read More

We present a study by computer simulations of a class of complex-valued solutions of the three-dimensional Navier-Stokes equations in the whole space, which, according to Li and Sinai, present a blow-up (singularity) at a finite time. The computer results allow a detailed study of the blow-up mechanism, and show interesting features of the behavior of the solutions near the blow-up time, such as the concentration of energy and enstrophy in a small region around a few points of physical space, while outside this region the "fluid" remains "quiet". Read More

The interaction between thin structures and incompressible Newtonian fluids is ubiquitous both in nature and in industrial applications. In this paper we present an isogeometric formulation of such problems which exploits a boundary integral formulation of Stokes equations to model the surrounding flow, and a non linear Kirchhoff-Love shell theory to model the elastic behaviour of the structure. We propose three different coupling strategies: a monolithic, fully implicit coupling, a staggered, elasticity driven coupling, and a novel semi-implicit coupling, where the effect of the surrounding flow is incorporated in the non-linear terms of the solid solver through its damping characteristics. Read More