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939 records · Page 2Linked to original sources

An intrinsic expansion approach to the Galerkin approximations for the Navier-Stokes equations (with an appendix by Chengzhang Fu)

We study the Galerkin approximation of the three-dimensional Navier-Stokes equations. In particular, we examine the convergence of these solutions in a sequence of finite dimensional spaces as the dimension goes to infinity. For any sequence of steady state or, respectively, time dependent Galerkin solutions that converges to a solution of the Navier-Stokes equations, we obtain a subsequence with an intrinsic asymptotic expansion in appropriate nested function spaces. Consequently, an induced asymptotic expansion is obtained in a more standard spatial Sobolev or, respectively, spatiotemporal Sobolev-Lebesgue space. In the case of steady states, we establish certain relations among leading terms of this expansion.

math.AP

Deep learning based numerical approximation algorithms for stochastic partial differential equations

In this article, we introduce a deep learning based approximation algorithm for SPDEs. Our approach employs neural networks to approximate the solutions of SPDEs along given realizations of the driving noise process. If applied to a set of simulated noise trajectories, it yields empirical distributions of SPDE solutions, from which functionals like the mean and variance can be estimated. We test the performance of the method on stochastic heat equations with additive and multiplicative noise as well as stochastic Black-Scholes equations with multiplicative noise and Zakai equations from nonlinear filtering theory. In all cases, the proposed algorithm yields accurate results with short runtimes in up to 100 space dimensions.

math.NA

A note on the spectral distribution of non-Hermitian block matrices with Toeplitz blocks

In the present paper, we are concerned with the study of the spectral distribution of matrix-sequences showing a non-Hermitian block structure with Toeplitz blocks. We use the notion of geometric mean of matrices and the theory of Generalized Locally Toeplitz (GLT) sequences to perform our analysis and produce some numerical tests and visualizations to confirm our theoretical derivations.

math.NA

The Minimum Number of Measurements for Almost-Everywhere Complex Phase Retrieval

Let $d\geq 2$ and let $\bf{f}_1,\ldots,\bf{f}_m\in\mathbb C^d$. We prove that if $m\leq 2d-1$, then the intensity measurement map \[ \bf{x}\longmapsto \bigl( |\langle \bf{x},\bf{f}_1\rangle|^2, \ldots, |\langle \bf{x},\bf{f}_m\rangle|^2 \bigr) \] fails to recover almost every signal in $\mathbb C^d$ uniquely up to a global phase factor. Combined with the known generic sufficiency of $2d$ measurements, our result establishes that the minimum number of measurements required for almost-everywhere phase retrieval in $\mathbb C^d$ is exactly $2d$. This resolves an open problem in phase retrieval by determining the exact measurement threshold for almost-everywhere phase retrieval in ${\mathbb C}^d$.

cs.IT

Frequency-explicit convergence analysis of a multiscale finite element method for highly heterogeneous scattering problems

We analyze the numerical approximation of time-harmonic scattering by highly heterogeneous penetrable obstacles. These problems are especially challenging in the high-frequency regime, where the size of the scatterer $L$ is much larger than the wavelength, i.e., the wavenumber $k$ is such that $kL \gg 1$. Here, we further consider the situation where the scatterer contains different materials, with a characteristic size $\varepsilon$ such that $k\varepsilon \ll 1$. We propose a high-order multiscale finite element method, and provide an error analysis that is explicit in both $k$ and $\varepsilon$. Crucially, our error estimates suggest that using a high-order method should reduce the computational cost for large frequencies, which is corroborated by numerical examples.

math.NA

A General Superconvergence Result for Cubature on Triangulated Polygonal Domains

Cubature rules, which approximate definite integrals as a linear combination of a set of function values, are ubiquitous and necessary for computational methods in the physical sciences. A superconvergence result for cubature rules on polygonal domains is developed, whereby a rule that is exact for all bivariate polynomials of a fixed even degree realize an extra order of convergence under a decrease in the spacing between nodes.

math.NA

The singular Zienkiewicz tetrahedron: Definition and Integration

We extend the two-dimensional singular Zienkiewicz element to three dimensions, leading to a novel $H^2$-conforming finite element on tetrahedral meshes based on rational shape functions. Besides the finite element construction and its conformity analysis, we develop an exact iterative integration procedure for the associated class of rational functions. The resulting formulae allow for the exact integration of the basis functions, their derivatives, and the products occurring in finite element assembly.

math.NA

DOFFO_TR: a Decentralized Objective Function-Free Optimization method with Trust-Region

In this paper, we propose a novel objective function-free trust-region method designed to solve optimization problems over decentralized networks. Unlike traditional approaches that often rely on stepsize tuning, our framework employs a function-free trust-region procedure that enables adaptive selection of the step length. Our approach accommodates first- and second-order models and eliminates the need to share local function values and gradients among agents, thereby enhancing privacy and computational efficiency. On the theoretical side, we establish provable iteration complexity guarantees that, for some variants, match those established for classical centralized trust-region methods. Numerical evaluations demonstrate that our approach achieves a favorable trade-off between performance and efficiency, requiring only moderate communication overhead compared to state-of-the-art methods in the literature.

math.OC

Windowed thinning and query complexity for the bouncy particle and Zigzag samplers

Let $μ(d x)\propto e^{-U(x)} d x$ on $\R^d$, where $U$ is $m$-strongly convex and $L$-smooth, and denote by $κ=L/m$ the condition number. We consider windowed thinning, an exact simulation method for the bouncy particle sampler and the coordinate Zigzag process. The method divides a trajectory into deterministic windows and uses a gradient evaluation at the beginning of each window to construct a tractable local envelope for the event rate. Combining this construction with quantitative mixing estimates and finite-time bounds on the expected numbers of bounces and flips yields query complexity guarantees from a Gaussian cold start. For total-variation error $\varepsilon$, the expected query counts are $O(κ^{1/2}d\,(d\logκ+\log\frac1\varepsilon))$ gradient queries for the bouncy particle sampler and $O(κd^{1/4}(d\logκ+\log\frac1\varepsilon))$ full-gradient equivalents for Zigzag, where $d$ coordinate-partial queries count as one equivalent.

math.NA

Spatial symmetry invariance of solution of Kolmogorov flow

We prove a mathematical theorem that solution for all $t > 0$ of the two-dimensional (2D) Kolmogorov flow governed by Navier-Stokes (NS) equations with periodic boundary condition keeps the same spatial symmetry as its smooth initial condition. The proof of a similar theorem for the three-dimensional NS equations is given in the appendix. These mathematical theorems can be used to check the correctness and reliability of numerical simulations of NS turbulence. For example, they support the corresponding CNS (clean numerical simulation) results of the 2D and 3D turbulent Kolmogorov flows [1-3] that remain the same spatial symmetry in the whole time interval of simulation, but do not support the corresponding DNS (direct numerical simulation) results that lose the spatial symmetry quickly. In other words, these DNS results violate these mathematical theorems. Thus, these mathematical theorems rigorously confirm that the spatiotemporal trajectories of NS turbulence given by DNS are indeed quickly polluted by numerical noises badly. All of these indicate that CNS can indeed provide helpful enlightenments to deepen our understanding about turbulence and besides approach some mathematical truths about NS equations.

physics.flu-dyn

Numerical Ergodicity and Uniform Estimate of Monotone SPDEs Driven by Multiplicative Noise

We analyze the long-time behavior of numerical schemes for a class of monotone stochastic partial differential equations (SPDEs) driven by multiplicative noise. By deriving several time-independent a priori estimates for the numerical solutions, combined with the ergodic theory of Markov processes, we establish the exponential ergodicity of these schemes with a unique invariant measure, respectively. Applying these results to the stochastic Allen--Cahn equation indicates that these schemes always have at least one invariant measure, respectively, and converge strongly to the exact solution with sharp time-independent rates. We also show that these numerical invariant measures are exponentially ergodic and thus give an affirmative answer to a question proposed in (J. Cui, J. Hong, and L. Sun, Stochastic Process. Appl. (2021): 55--93), provided that the interface thickness is not too small.

math.NA

Bernstein--von Mises theorems for Bayesian probabilistic numerics

We study probabilistic numerical methods for solving nonlinear PDEs from a Bayesian nonparametric perspective. Given noisy evaluations at random collocation points, we place a truncated Gaussian series prior on the unknown solution and establish contraction at the minimax nonparametric rate, up to a logarithmic factor. Our main results give Gaussian approximations of the posterior in positive-order Sobolev spaces and, under suitable conditions, in the uniform topology. This contrasts with classical ill-posed inverse problems, where Bernstein--von Mises theorems typically require substantially weaker topologies. Here, the observation operator is differential rather than smoothing, and inversion of its linearisation gains regularity, making these strong-topology results possible. The posterior may be centred at either the posterior mean or the posterior mode. We further prove that the Gaussian Laplace approximation is asymptotically equivalent to the true posterior at a $\sqrt{N}$-scale.

math.ST

A multi-class kinetic traffic flow model: discrete-velocity formulation and diffusively-corrected macroscopic limits

This paper introduces a multi-class extension of a discrete-velocity kinetic traffic flow model based on a non-local Prigogine-Herman framework. We derive a hyperbolically scaled system of equations from a continuous kinetic formulation describing interactions between different vehicle classes through braking and relaxation terms. The model is then discretized with respect to the velocity variable for an arbitrary number of vehicle classes, and the structural properties of the resulting formulation are analyzed. In particular, we prove hyperbolicity and total linear degeneracy. Due to the non-conservative structure of the model, we employ a path-conservative finite volume scheme for the numerical approximation of the system. Finally, we derive the corresponding diffusively-corrected macroscopic multi-class model, investigate its stability and present numerical simulations on a single-lane road to illustrate the theoretical findings.

math.NA

Convergence and acceleration of a nonlinear fixed-point iteration for computing the Fitness Centrality of general graphs

We establish the global convergence of the (non-homogeneous) Fitness Centrality algorithm for general graphs, deriving an explicit convergence bound for the corresponding fixed-point iteration. Furthermore, we show how the convergence can be dramatically improved by Anderson acceleration and by switching to Newton's method once a sufficiently good approximation to the fixed point has been found. The efficacy of this strategy is illustrated by numerical experiments on different types of graphs.

math.NA

A variant of the block preconditioner for indefinite complex symmetric linear systems

In this paper, we propose an efficient preconditioner for solving indefinite complex symmetric linear systems within a block preconditioning framework. We analyze the convergence of the corresponding iterative method and investigate several spectral properties of the preconditioned matrix, including eigenvalue distributions and eigenvector structures. The new preconditioner is used to accelerate the convergence of the flexible version of GMRES. Numerical experiments are presented to illustrate the effectiveness of the proposed preconditioner, and comparisons with existing block preconditioners demonstrate its superior performance.

math.NA

Continuous data assimilation in steady Navier-Stokes equations with unknown viscosity: robust and efficient solvers and fast parameter recovery

Recent advances in equation discovery methods such as SINDy have highlighted the growing interest in identifying governing parameters and models directly from data. In this work, we take a complementary approach grounded in analysis and numerical PDE methods: we recover an unknown viscosity in steady Navier-Stokes equations (NSE) from partial incompressible flow observations using continuous data assimilation (CDA). We propose a simple and efficient parameter recovery algorithm and also a nonlinear solver for CDA-NSE. Together, this creates a highly efficient technique for recovering an unknown viscosity from partial solution data. Our analysis establishes the well-posedness of steady CDA-NSE, quadratic convergence of the parameter recovery algorithm, and quadratic convergence of a CDA-Picard + CDA-Newton nonlinear solver. Numerical experiments illustrate that the methods are very effective in restoring parameters quickly, even with poor initial guesses.

math.NA

Accelerated primal--dual dynamics and algorithms for convex optimization with nonlinear inequality constraints

We consider convex optimization with nonlinear inequality constraints and develop a primal--dual multiplier framework that is consistent in continuous and discrete time. We first propose continuous-time dynamics with Nesterov-type vanishing damping $α/t$, together with suitable extrapolations of the dual variable and the nonlinear constraint mapping. Under convexity assumptions and $α\geq3$, we establish $\mathcal O(t^{-2})$ convergence rates for both nonlinear feasibility and the objective residual. We then derive an inexact accelerated primal--dual algorithm through a compatible discretization of a perturbed version of the dynamics. For composite convex objectives, a weighted summability condition on the primal inexactness yields the $\mathcal O(k^{-2})$ rates for feasibility and the objective residual, thereby matching the accelerated rates of their continuous-time counterparts. To the best of our knowledge, this is the first Nesterov-type primal--dual multiplier framework for convex optimization with nonlinear inequality constraints.

math.OC

High-order $L^2$-Galerkin schemes for the decoupled potential integral equations

We prove Sobolev space well-posedness of the decoupled potential integral equations. Using basic pseudo-differential techniques, discrete stability is obtained for the standard $L^2$-pairing, and we deduce spectral convergence for a high-order scheme employing discontinuous basis functions, or with additional element-wise tangential continuity imposed in the vectorial part of the system. The scheme is shown to be much better conditioned than a mature commercial EFIE/CFIE solver. In many cases appearing almost independent of wavenumber, mesh density, and the order.

math.NA