Analysis of a new class of forward semi-Lagrangian schemes for the 1D Vlasov Poisson equations

The Vlasov equation is a kinetic model describing the evolution of a plasma which is a globally neutral gas of charged particles. It is self-consistently coupled with Poisson’s equation, which rules the evolution of the electric field. In this paper, we introduce a new class of forward semi-Lagrangian schemes for the Vlasov–Poisson system based on a Cauchy Kovalevsky (CK) procedure for the numerical solution of the characteristic curves. Exact conservation properties of the first moments of the distribution function for the schemes are derived and a convergence study is performed that applies as well for the CK scheme as for a more classical Verlet scheme. A L ¹ convergence of the schemes will be proved. Error estimates [in O(Dt²+h² + \frach²Dt){O\left(\Delta{t}^2+h^2 + \frac{h^2}{\Delta{t}}\right)} for Verlet] are obtained, where Δt and h = max(Δx, Δv) are the discretization parameters.     

Second‐order finite‐volume schemes for a non‐linear hyperbolic equation: error estimate

We study second‐order finite‐volume schemes for the non‐linear hyperbolic equation u_t(x, t) + div F(x, t, u(x, t)) = 0 with initial condition u₀. The main result is the error estimate between the approximate solution given by the scheme and the entropy solution. It is based on some stability properties verified by the scheme and on a discrete entropy inequality. If u₀ ∈ L^∞ ∩ BV_loc(ℝ^N), we get an error estimate of order h^1/4, where h defines the size of the mesh. Copyright © 2000 John Wiley & Sons, Ltd.     

Incomplete perfect mendelsohn designs with block size 4 and one hole of size 7

Let v,k, and n be positive integers. An incomplete perfect Mendelsohn design, denoted by k-IPMD(v,n), is a triple (X, Y, ??) where X is a v-set (of points), Y is an n-subset of X, and ?? is a collection of cyclically ordered k-subsets of X (called blocks) such that every ordered pair (a, b) ∈ (X × X)?(Y × Y) appears t-apart in exactly one block of ?? and no ordered pair (a,b) ∈ Y × Y appears in any block of ?? for any t, where 1 ≤ t ≤ k ? 1. In this article, we obtain conclusive results regarding the existence of 4-IPMD(v,7) where the necessary conditions are v = 2 or 3(mod 4) and v ≥ 22. We also provide an application to the problem relating to coverings of PMDs with block size 4. © 1993 John Wiley & Sons, Inc.     

Direct construction methods for incomplete perfect Mendelsohn designs with block size four

Let v, k, λ, and n be positive integers. An incomplete perfect Mendelsohn design, denoted by (v,n,k,λ)-IPMD, is a triple (X,Y,B) where X is a v-set (of points), Y is an n-subset of X, and B is a collection of cyclically ordered k-subsets of X (called blocks) such that every ordered pair (a,b) E (X × X)\(Y × Y) appears t-apart in exactly λ blocks of B and no ordered pair (a,b) E Y × Y appears in any block of B for any t, where 1 ≤ t ≤ k − 1. In this article, we introduce an effective and easy way to construct IPMDs for k = 4 and even v − n, and use it to construct some small examples for λ = 1 and 2. Obviously, these results will play an important role to completely solve the existence of (v,n,4,λ)-IPMDs. Furthermore, we also use this method to construct some small examples for HPMDs. © 1996 John Wiley & Sons, Inc.     

Perfect Mendelsohn designs with equal-sized holes and block size four

Let M = {m₁, m₂, …, m_h} and X be a v-set (of points). A holey perfect Mendelsohn designs (briefly (v, k, λ) - HPMD), is a triple (X, H, B), where H is a collection of subsets of X (called holes) with sizes M and which partition X, and B is a collection of cyclic k-tuples of X (called blocks) such that no block meets a hole in more than one point and every ordered pair of points not contained in a hole appears t-apart in exactly λ blocks, for 1 ≤ t ≤ k − 1. The vector (m₁, m₂, …, m_h) is called the type of the HPMD. If m₁ = m₂ = … = m_h = m, we write briefly m^h for the type. In this article, it is shown that the necessary condition for the existence of a (v, 4, λ) - HPMD of type m^h, namely, is also sufficient with the exception of types 2⁴ and 1⁸ with λ = 1, and type m⁴ for odd m with odd λ. © 1997 John Wiley & Sons, Inc. J Combin Designs 5: 203–213, 1997     

Incomplete perfect mendelsohn designs with block size 4 and holes of size 2 and 3

Let v, k, and n be positive integers. An incomplete perfect Mendelsohn design, denoted by k-IPMD(v, n), is a triple (X, Y, ??) where X is a v-set (of points), Y is an n-subset of X, and ?? is a collection of cyclically ordered k-subsets of X (called blocks) such that every ordered pair (a, b) ∈ (X × X)\(Y × Y) appears t-apart in exactly one block of ?? and no ordered pair (a,b) ∈ Y × Y appears in any block of ?? for any t, where 1 ≤ t ≤ k ? 1. In this article, the necessary conditions for the existence of a 4-IPMD(v, n), namely (v ? n) (v ? 3n ? 1) ≡ 0 (mod 4) and v ≥ 3n + 1, are shown to be sufficient for the case n = 3. For the case n = 2, these conditions are sufficient except for v = 7 and with the possible exception of v = 14,15,18,19,22,23,26,27,30. The latter result provides a useful application to the problem relating to the packing of perfect Mendelsohn designs with block size 4. © 1994 John Wiley & Sons, Inc.     

Numerical schemes for multivalued backward stochastic differential systems

We define approximation schemes for generalized backward stochastic differential systems, considered in the Markovian framework. More precisely, we propose a mixed approximation scheme for the following backward stochastic variational inequality:

The stability and convergence of two linearized finite difference schemes for the nonlinear epitaxial growth model

The numerical simulation of the dynamics of the molecular beam epitaxy (MBE) growth is considered in this article. The governing equation is a nonlinear evolutionary equation that is of linear fourth order derivative term and nonlinear second order derivative term in space. The main purpose of this work is to construct and analyze two linearized finite difference schemes for solving the MBE model. The linearized backward Euler difference scheme and the linearized Crank‐Nicolson difference scheme are derived. The unique solvability, unconditional stability and convergence are proved. The linearized Euler scheme is convergent with the convergence order of O(τ + h²) and linearized Crank‐Nicolson scheme is convergent with the convergence order of O(τ² + h²) in discrete L²‐norm, respectively. Numerical stability with respect to the initial conditions is also obtained for both schemes. Numerical experiments are carried out to demonstrate the theoretical analysis. © 2011 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2011     

Algebraic Versus Homological Equivalence for Singular Varieties

Let Y ? ?^N be a possibly singular projective variety, defined over the field of complex numbers. Let X be the intersection of Y with h general hypersurfaces of sufficiently large degrees. Let d > 0 be an integer, and assume that dimY = n + h and dimY_sing ≤ min {d + h ? 1, n ? 1}. Let Z be an algebraic cycle on Y of dimension d + h, whose homology class in H_2(d+h)(Y; ?) is nonzero. In the present article, we prove that the restriction of Z to X is not algebraically equivalent to zero. This is a generalization to the singular case of a result due to Nori in the case Y is smooth. As an application we provide explicit examples of singular varieties for which homological equivalence is different from the algebraic one.     

Local discontinuous Galerkin methods with explicit Runge‐Kutta time marching for nonlinear carburizing model

A fully discrete local discontinuous Galerkin (LDG) method coupled with 3 total variation diminishing Runge‐Kutta time‐marching schemes, for solving a nonlinear carburizing model, will be analyzed and implemented in this paper. On the basis of a suitable numerical flux setting in the LDG method, we obtain the optimal error estimate for the Runge‐Kutta–LDG schemes by energy analysis, under the condition τ ≤ λh², where h and τ are mesh size and time step, respectively, λ is a positive constant independent of h. Numerical experiments are presented to verify the accuracy and capability of the proposed schemes. For the carburizing diffusion processes of steel and the diffusion simulation for Cu‐Ni system, the numerical results show good agreement with the experimental results.     

Monochromatic Hamiltonian t‐tight Berge‐cycles in hypergraphs

In any r‐uniform hypergraph for 2 ≤ t ≤ r we define an r‐uniform t‐tight Berge‐cycle of length ?, denoted by C_?^{(r, t)}, as a sequence of distinct vertices v₁, v₂, … , v_?, such that for each set (v_i, v_{i + 1}, … , v_{i + t ? 1}) of t consecutive vertices on the cycle, there is an edge E_i of that contains these t vertices and the edges E_i are all distinct for i, 1 ≤ i ≤ ?, where ? + j ≡ j. For t = 2 we get the classical Berge‐cycle and for t = r we get the so‐called tight cycle. In this note we formulate the following conjecture. For any fixed 2 ≤ c, t ≤ r satisfying c + t ≤ r + 1 and sufficiently large n, if we color the edges of K_n^(r), the complete r‐uniform hypergraph on n vertices, with c colors, then there is a monochromatic Hamiltonian t‐tight Berge‐cycle. We prove some partial results about this conjecture and we show that if true the conjecture is best possible. © 2008 Wiley Periodicals, Inc. J Graph Theory 59: 34–44, 2008     

Discrimination with respect to a Gaussian process

Summary Let (N _t) and (Y _t), t in [0,1], be stochastic processes on (, , P). Suppose that (N _t) is Gaussian, m.s. continuous, zero mean, and vanishes a.s. at t=0. Let v _Y and v _N be the induced measures on ^[0,1]. Conditions are obtained for v _Y to be absolutely continuous w.r.t. v _N. Expressions for the Radon-Nikodym derivative are derived. Further results on these problems are obtained for measures induced on L ₂[0, 1] and on C[0, 1].Research supported by ONR Contracts N 00014-75-C-0491 and N 00014-81-K-0373     

Error Estimates for Finite Element Approximations of a Viscous Wave Equation

We consider a family of fully discrete finite element schemes for solving a viscous wave equation, where the time integration is based on the Newmark method. A rigorous stability analysis based on the energy method is developed. Optimal error estimates in both time and space are obtained. For sufficiently smooth solutions, it is demonstrated that the maximal error in the L ²-norm over a finite time interval converges optimally as O(h ^p+1 + Δt ^s ), where p denotes the polynomial degree, s = 1 or 2, h the mesh size, and Δt the time step.     

The Crank‐Nicolson/Adams‐Bashforth scheme for the time‐dependent Navier‐Stokes equations with nonsmooth initial data

In this article, we study the stability and convergence of the Crank‐Nicolson/Adams‐Bashforth scheme for the two‐dimensional nonstationary Navier‐Stokes equations with a nonsmooth initial data. A finite element method is applied for the spatial approximation of the velocity and pressure. The time discretization is based on the implicit Crank‐Nicolson scheme for the linear terms and the explicit Adams‐Bashforth scheme for the nonlinear term. Moreover, we prove that the scheme is almost unconditionally stable for a nonsmooth initial data u₀ with div u₀ = 0, i.e., the time step τ satisfies: τ ≤ C₀ if u₀ ∈ H¹ ∩ L^∞; τ |log h| ≤ C₀ if u₀ ∈ H¹ for the mesh size h and some positive constant C₀. Finally, we obtain some error estimates for the discrete velocity and pressure under the above stability condition. © 2010 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 28: 155‐187, 2012     

Compact difference schemes for heat equation with Neumann boundary conditions (II)

This is the further work on compact finite difference schemes for heat equation with Neumann boundary conditions subsequent to the paper, [Sun, Numer Methods Partial Differential Equations (NMPDE) 25 (2009), 1320–1341]. A different compact difference scheme for the one‐dimensional linear heat equation is developed. Truncation errors of the proposed scheme are O(τ² + h⁴) for interior mesh point approximation and O(τ² + h³) for the boundary condition approximation with the uniform partition. The new obtained scheme is similar to the one given by Liao et al. (NMPDE 22 (2006), 600–616), while the major difference lies in no extension of source terms to outside the computational domain any longer. Compared with ones obtained by Zhao et al. (NMPDE 23 (2007), 949–959) and Dai (NMPDE 27 (2011), 436–446), numerical solutions at all mesh points including two boundary points are computed in our new scheme. The significant advantage of this work is to provide a rigorous analysis of convergence order for the obtained compact difference scheme using discrete energy method. The global accuracy is O(τ² + h⁴) in discrete maximum norm, although the spatial approximation order at the Neumann boundary is one lower than that for interior mesh points. The analytical techniques are important and can be successfully used to solve the open problem presented by Sun (NMPDE 25 (2009), 1320–1341), where analyzed theoretical convergence order of the scheme by Liao et al. (NMPDE 22 (2006), 600–616) is only O(τ² + h^3.5) while the numerical accuracy is O(τ² + h⁴), and convergence order of theoretical analysis for the scheme by Zhao et al. (NMPDE 23 (2007), 949–959) is O(τ² + h^2.5), while the actual numerical accuracy is O(τ² + h³). Following the procedure used for the new obtained difference scheme in this work, convergence orders of these two schemes can be proved rigorously to be O(τ² + h⁴) and O(τ² + h³), respectively. Meanwhile, extension to the case involving the nonlinear reaction term is also discussed, and the global convergence order O(τ² + h⁴) is proved. A compact ADI difference scheme for solving two‐dimensional case is derived. Finally, several examples are given to demonstrate the numerical accuracy of new obtained compact difference schemes. © 2012 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2013     

Approximate solution of u′=–A2u using a relation between exp(–tA2) and exp(itA)

Let A be a positive definite operator in a Hilbert space and consider the initial value problem for u _t =–A² u. Using a representation of the semi group exp(–A² t) in terms of the group exp(iAt) we express u in terms of the solution of the standard heat equation w _t = w _yy , with initial values v solving the initial value problem for v _y = iAv. This representation is used to construct a method for approximating u in terms of approximations of v. In the case that A is a 2^nd order elliptic operator the method is combined with finite elements in the spatial variable and then reduces the solution of the 4th order equation for u to that of the 2^nd order equation for v, followed by the solution of the heat equation in one space variable.     

Proper S(t,K,v)'s for t ≥ 3,v ≤ 16, |K| > 1 and Their Extensions

We characterize the proper t-wise balanced designs t-(v,K,1) for t ≥ 3, λ = 1 and v ≤ 16 with at least two block sizes. While we do not examine extensions of S(3,4,16)'s, we do determine all other possible extensions of S(3,K,v)'s for v ≤ 16. One very interesting extension is an S(4, {5,6}, 17) design.©1995 John Wiley & Sons, Inc.     

Fast calculation based on a spatial two-grid finite element algorithm for a nonlinear space–time fractional diffusion model

In this article, a spatial two-grid finite element (TGFE) algorithm is used to solve a two-dimensional nonlinear space–time fractional diffusion model and improve the computational efficiency. First, the second-order backward difference scheme is used to formulate the time approximation, where the time-fractional derivative is approximated by the weighted and shifted Grünwald difference operator. In order to reduce the computation time of the standard FE method, a TGFE algorithm is developed. The specific algorithm is to iteratively solve a nonlinear system on the coarse grid and then to solve a linear system on the fine grid. We prove the scheme stability of the TGFE algorithm and derive a priori error estimate with the convergence result O(Δt² + h^{r + 1 − η} + H^{2r + 2 − 2η}) . Finally, through a two-dimensional numerical calculation, we improve the computational efficiency and reduce the computation time by the TGFE algorithm.     

Into isomorphisms in tensor products of Banach spaces

We establish quantitative extensions of two Grothendieck's results on into isomorphisms in projective tensor products. Among others, we prove the following. Let Y be a closed subspace of a Banach space Z and let j : Y → Z denote the identity embedding. If Y is complemented in its bidual Y??, then the injection modulus of the natural inclusion Id ? j : Y??Y → Y??Z satisfies 1/λ _loc (Y,Z) ≤ i(Id ? j) ≤ λ(Y,Y??)/λ(Y,Z), where λ(·,·) and λ_loc(·,·) are, respectively, the projection and the local projection constants.     

The random integral representation conjecture: a quarter of a century later

In [Z.J. Jurek, Relations between the s-selfdecomposable and selfdecomposable measures, Ann. Probab., 13(2):592–608, 1985] and [Z.J. Jurek, Random integral representation for classes of limit distributions similar to Lévy class L ₀, Probab. Theory Relat. Fields, 78:473–490, 1988] the random integral representation conjecture was stated. It claims that (some) limit laws can be written as the probability distributions of random integrals of the form ò_{( a,b ]}h(t)\textdY_v( r(t) ) \int {_{\left( {a,b} \right]}h(t){\text{d}}{Y_v}\left( {r(t)} \right)} for some deterministic functions h, r, and a Lévy process Y_v(t),  t \geqslant 0 {Y_v}(t),\;t \geqslant 0 . Here we review situations where such a claim holds. Each theorem is followed by a remark that gives references to other related papers, results, and historical comments. Moreover, some open questions are stated.