Finite element method for space-time fractional diffusion equation

In this paper, we consider two types of space-time fractional diffusion equations(STFDE) on a finite domain. The equation can be obtained from the standard diffusion equation by replacing the second order space derivative by a Riemann-Liouville fractional derivative of order β (1 < β ≤ 2), and the first order time derivative by a Caputo fractional derivative of order γ (0 < γ ≤ 1). For the 0 < γ < 1 case, we present two schemes to approximate the time derivative and finite element methods for the space derivative, the optimal convergence rate can be reached O(τ^2?γ + h²) and O(τ² + h²), respectively, in which τ is the time step size and h is the space step size. And for the case γ = 1, we use the Crank-Nicolson scheme to approximate the time derivative and obtain the optimal convergence rate O(τ² + h²) as well. Some numerical examples are given and the numerical results are in good agreement with the theoretical analysis.     

Spatial High Accuracy Analysis of FEM for Two-dimensional Multi-term Time-fractional Diffusion-wave Equations

In this paper, high-order numerical analysis of finite element method (FEM) is presented for two-dimensional multi-term time-fractional diffusion-wave equation (TFDWE). First of all, a fully-discrete approximate scheme for multi-term TFDWE is established, which is based on bilinear FEM in spatial direction and Crank-Nicolson approximation in temporal direction, respectively. Then the proposed scheme is proved to be unconditionally stable and convergent. And then, rigorous proofs are given here for superclose properties in H¹?norm and temporal convergence in L²-norm with order \(O(h^{2}+\tau^{3-\alpha})\), where h and τ are the spatial size and time step, respectively. At the same time, theoretical analysis of global superconvergence in H¹-norm is derived by interpolation postprocessing technique. At last, numerical example is provided to demonstrate the theoretical analysis.     

Error estimates of numerical methods for the nonlinear Dirac equation in the nonrelativistic limit regime

We present several numerical methods and establish their error estimates for the discretization of the nonlinear Dirac equation(NLDE) in the nonrelativistic limit regime, involving a small dimensionless parameter 0 ε≤ 1 which is inversely proportional to the speed of light. In this limit regime, the solution is highly oscillatory in time, i.e., there are propagating waves with wavelength O(ε~2) and O(1) in time and space,respectively. We begin with the conservative Crank-Nicolson finite difference(CNFD) method and establish rigorously its error estimate which depends explicitly on the mesh size h and time step τ as well as the small parameter 0 ε≤ 1. Based on the error bound, in order to obtain ‘correct' numerical solutions in the nonrelativistic limit regime, i.e., 0 ε■ 1, the CNFD method requests the ε-scalability: τ = O(ε~3) and h= O(ε~(1/2)). Then we propose and analyze two numerical methods for the discretization of NLDE by using the Fourier spectral discretization for spatial derivatives combined with the exponential wave integrator and timesplitting technique for temporal derivatives, respectively. Rigorous error bounds for the two numerical methods show that their ε-scalability is improved to τ = O(ε~2) and h = O(1) when 0 ε■1. Extensive numerical results are reported to confirm our error estimates.     

A new mixed finite element method based on the Crank-Nicolson scheme for Burgers’ equation

In this paper, a new mixed finite element method is used to approximate the solution as well as the flux of the 2D Burgers’ equation. Based on this new formulation, we give the corresponding stable conforming finite element approximation for the P₀² ? P₁ pair by using the Crank-Nicolson time-discretization scheme. Optimal error estimates are obtained. Finally, numerical experiments show the efficiency of the new mixed method and justify the theoretical results.     

A meshless point collocation method for 2-D multi-term time fractional diffusion-wave equation

In this paper, a meshless collocation method is considered to solve the multi-term time fractional diffusion-wave equation in two dimensions. The moving least squares reproducing kernel particle approximation is employed to construct the shape functions for spatial approximation. Also, the Caputo’s time fractional derivatives are approximated by a scheme of order O(τ ^3?α ), 1< α < 2. Stability and convergence of the proposed scheme are discussed. Some numerical examples are given to confirm the efficiency and reliability of the proposed method.     

Stability and convergence of a fully discrete local discontinuous Galerkin method for multi-term time fractional diffusion equations

In this paper, a fully discrete local discontinuous Galerkin method for a class of multi-term time fractional diffusion equations is proposed and analyzed. Using local discontinuous Galerkin method in spatial direction and classical L1 approximation in temporal direction, a fully discrete scheme is established. By choosing the numerical flux carefully, we prove that the method is unconditionally stable and convergent with order O(h ^k+1 + (Δt)^2?α ), where k, h, and Δt are the degree of piecewise polynomial, the space, and time step sizes, respectively. Numerical examples are carried out to illustrate the effectiveness of the numerical scheme.     

Convergence analysis of the rectangular Morley element scheme for second order problem in arbitrary dimensions

We present the convergence analysis of the rectangular Morley element scheme utilised on the second order problem in arbitrary dimensions. Specifically, we prove that the convergence of the scheme is of O(h) order in energy norm and of O(h²) order in L² norm on general d-rectangular triangulations. Moreover, when the triangulation is uniform, the convergence rate can be of O(h²) order in energy norm, and the convergence rate in L² norm is still of O(h²) order, which cannot be improved. Numerical examples are presented to demonstrate our theoretical results.     

Conditioning of the matrix-matrix exponentiation

If A has no eigenvalues on the closed negative real axis, and B is arbitrary square complex, the matrix-matrix exponentiation is defined as A ^B := e ^log(A)B . It arises, for instance, in Von Newmann’s quantum-mechanical entropy, which in turn finds applications in other areas of science and engineering. In this paper, we revisit this function and derive new related results. Particular emphasis is devoted to its Fréchet derivative and conditioning. We propose a new definition of bivariate matrix function and derive some general results on their Fréchet derivatives, which hold, not only to the matrix-matrix exponentiation but also to other known functions, such as means of two matrices, second order Fréchet derivatives and some iteration functions arising in matrix iterative methods. The numerical computation of the Fréchet derivative is discussed and an algorithm for computing the relative condition number of A ^B is proposed. Some numerical experiments are included.     

A superconvergent local discontinuous Galerkin method for nonlinear two-point boundary-value problems

In this paper, we present and analyze a superconvergent and high order accurate local discontinuous Galerkin (LDG) method for nonlinear two-point boundary-value problems (BVPs) of the form u ^″ = f (t, u), which arise in a wide variety of engineering applications. We prove the L ² stability of the LDG scheme and optimal L ² error estimates for the solution and for the auxiliary variable that approximates the first-order derivative. The order of convergence is proved to be p +?1, when piecewise polynomials of degree at most p are used. Our numerical experiments demonstrate optimal rates of convergence. Moreover, we show that the derivatives of the LDG solutions are superconvergent with order p +?1 toward the derivatives of Gausss-Radau projections of the exact solutions. Finally, we prove that the LDG solutions are superconvergent with order p +?3/2 toward Gauss-Radau projections of the exact solutions. Our computational results indicate that the observed numerical superconvergence rate is p +?2. Our proofs are valid for arbitrary regular meshes using piecewise polynomials of degree p ≥?1 and for the periodic, Dirichlet, and mixed boundary conditions. All proofs are valid under the hypotheses of the existence and uniqueness theorem for BVPs. Several numerical results are presented to validate the theoretical results.     

Polycyclic groups with automorphisms of order four

n this paper, we study the structure of polycyclic groups admitting an automorphism of order four on the basis of Neumann’s result, and prove that if α is an automorphism of order four of a polycyclic group G and the map φ: G → G defined by g^φ = [g,α] is surjective, then G contains a characteristic subgroup H of finite index such that the second derived subgroup H″ is included in the centre of H and C_H(α²) is abelian, both C_G(α²) and G/[G, α²] are abelian-by-finite. These results extend recent and classical results in the literature.     

Homogenization of elliptic boundary value problems in Lipschitz domains

In this paper we study the L ^p boundary value problems for \({\mathcal{L}(u)=0}\) in \({\mathbb{R}^{d+1}_+}\) , where \({\mathcal{L}=-{\rm div} (A\nabla )}\) is a second order elliptic operator with real and symmetric coefficients. Assume that A is periodic in x _d+1 and satisfies some minimal smoothness condition in the x _d+1 variable, we show that the L ^p Neumann and regularity problems are uniquely solvable for 1 < p < 2 + δ. We also present a new proof of Dahlberg’s theorem on the L ^p Dirichlet problem for 2 ? δ < p < ∞ (Dahlberg’s original unpublished proof is given in the Appendix). As the periodic and smoothness conditions are imposed only on the x _d+1 variable, these results extend directly from \({\mathbb{R}^{d+1}_+}\) to regions above Lipschitz graphs. Consequently, by localization techniques, we obtain uniform L ^p estimates for the Dirichlet, Neumann and regularity problems on bounded Lipschitz domains for a family of second order elliptic operators arising in the theory of homogenization. The results on the Neumann and regularity problems are new even for smooth domains.     

Maximum Distance Between Slater Orders and Copeland Orders of Tournaments

Given a tournament T?=?(X, A), we consider two tournament solutions applied to T: Slater’s solution and Copeland’s solution. Slater’s solution consists in determining the linear orders obtained by reversing a minimum number of directed edges of T in order to make T transitive. Copeland’s solution applied to T ranks the vertices of T according to their decreasing out-degrees. The aim of this paper is to compare the results provided by these two methods: to which extent can they lead to different orders? We consider three cases: T is any tournament, T is strongly connected, T has only one Slater order. For each one of these three cases, we specify the maximum of the symmetric difference distance between Slater orders and Copeland orders. More precisely, thanks to a result dealing with arc-disjoint circuits in circular tournaments, we show that this maximum is equal to n(n???1)/2 if T is any tournament on an odd number n of vertices, to (n ²???3n?+?2)/2 if T is any tournament on an even number n of vertices, to n(n???1)/2 if T is strongly connected with an odd number n of vertices, to (n ²???3n???2)/2 if T is strongly connected with an even number n of vertices greater than or equal to 8, to (n ²???5n?+?6)/2 if T has an odd number n of vertices and only one Slater order, to (n ²???5n?+?8)/2 if T has an even number n of vertices and only one Slater order.     

Right Markov Processes and Systems of Semilinear Equations with Measure Data

In the paper we prove the existence of probabilistic solutions to systems of the form ?Au = F(x, u) + μ, where F satisfies a generalized sign condition and μ is a smooth measure. As for A we assume that it is a generator of a Markov semigroup determined by a right Markov process whose resolvent is order compact on L¹. This class includes local and nonlocal operators corresponding to Dirichlet forms as well as some operators which are not in the variational form. To study the problem we introduce new concept of compactness property relating the underlying Markov process to almost everywhere convergence. We prove some useful properties of the compactness property and provide its characterization in terms of Meyer’s property (L) of Markov processes and in terms of order compactness of the associated resolvent.     

A Classification of Spectrum-determined Circulant Digraphs

Some researchers have proved that ádám’s conjecture is wrong. However, under special conditions, it is right. Let Z_n be a cyclic group of order n and C_n(S) be the circulant digraph of Z_n with respect to S ? Z_n\{0}. In the literature, some people have used a spectral method to solve the isomorphism for the circulants of prime-power order. In this paper, we also use the spectral method to characterize the circulants of order p^aq^bw^c(where p, q and w are all distinct primes), and to make ádám’s conjecture right.     

Numerical approximation of solution for the coupled nonlinear Schrödinger equations

In this article, a compact finite difference scheme for the coupled nonlinear Schrödinger equations is studied. The scheme is proved to conserve the original conservative properties. Unconditional stability and convergence in maximum norm with order O(τ² + h⁴) are also proved by the discrete energy method. Finally, numerical results are provided to verify the theoretical analysis.     

Numerical solution to generalized Lyapunov/Stein and rational Riccati equations in stochastic control

We consider the numerical solution of the generalized Lyapunov and Stein equations in \(\mathbb {R}^{n}\), arising respectively from stochastic optimal control in continuous- and discrete-time. Generalizing the Smith method, our algorithms converge quadratically and have an O(n³) computational complexity per iteration and an O(n²) memory requirement. For large-scale problems, when the relevant matrix operators are “sparse”, our algorithm for generalized Stein (or Lyapunov) equations may achieve the complexity and memory requirement of O(n) (or similar to that of the solution of the linear systems associated with the sparse matrix operators). These efficient algorithms can be applied to Newton’s method for the solution of the rational Riccati equations. This contrasts favourably with the naive Newton algorithms of O(n⁶) complexity or the slower modified Newton’s methods of O(n³) complexity. The convergence and error analysis will be considered and numerical examples provided.     

Asymptotic formula for the convolution of a generalized divisor function

An asymptotic formula is obtained for the sum of terms σ _it (n)σ_-it (N - n) (t is real) over 0 < n < N with a remainder estimated by O _ε((1+|t|)^1+ε N ^3/4+ε) for any ε > 0. As a consequence, Porter’s result on a power scale for the average number of steps in the Euclidean algorithm is improved.     

Equivariant Classification of <Emphasis Type="Italic">b</Emphasis><Superscript><Emphasis Type="Italic">m</Emphasis></Superscript>-symplectic Surfaces

Inspired by Arnold’s classification of local Poisson structures [1] in the plane using the hierarchy of singularities of smooth functions, we consider the problem of global classification of Poisson structures on surfaces. Among the wide class of Poisson structures, we consider the class of b^m-Poisson structures which can be also visualized using differential forms with singularities as b^m-symplectic structures. In this paper we extend the classification scheme in [24] for b^m-symplectic surfaces to the equivariant setting. When the compact group is the group of deck-transformations of an orientable covering, this yields the classification of these objects for nonorientable surfaces. The paper also includes recipes to construct b^m-symplectic structures on surfaces. The feasibility of such constructions depends on orientability and on the colorability of an associated graph. The desingularization technique in [10] is revisited for surfaces and the compatibility with this classification scheme is analyzed in detail.     

Decay estimates of discretized Green's functions for Schrdinger type operators

For a sparse non-singular matrix A, generally A~(-1)is a dense matrix. However, for a class of matrices,A~(-1)can be a matrix with off-diagonal decay properties, i.e., |A_(ij)~(-1)| decays fast to 0 with respect to the increase of a properly defined distance between i and j. Here we consider the off-diagonal decay properties of discretized Green's functions for Schr¨odinger type operators. We provide decay estimates for discretized Green's functions obtained from the finite difference discretization, and from a variant of the pseudo-spectral discretization. The asymptotic decay rate in our estimate is independent of the domain size and of the discretization parameter.We verify the decay estimate with numerical results for one-dimensional Schr¨odinger type operators.