Application of Rothe’s Method to a Parabolic Inverse Problem with Nonlocal Boundary Condition

We consider an inverse problem for the determination of a purely time-dependent source in a semilinear parabolic equation with a nonlocal boundary condition. An approximation scheme for the solution together with the well-posedness of the problem with the initial value u₀ ∈ H¹(Ω) is presented by means of the Rothe time-discretization method. Further approximation scheme via Rothe’s method is constructed for the problem when u₀ ∈ L²(Ω) and the integral kernel in the nonlocal boundary condition is symmetric.

     

Stability of Riemann solutions with large oscillation for the relativistic Euler equations

We are concerned with entropy solutions of the 2×2 relativistic Euler equations for perfect fluids in special relativity. We establish the uniqueness of Riemann solutions in the class of entropy solutions in L^∞∩BV_loc with arbitrarily large oscillation. Our proof for solutions with large oscillation is based on a detailed analysis of global behavior of shock curves in the phase space and on special features of centered rarefaction waves in the physical plane for this system. The uniqueness result does not require specific reference to any particular method for constructing the entropy solutions. Then the uniqueness of Riemann solutions yields their inviscid large-time stability under arbitrarily largeL¹∩L^∞∩BV_loc perturbation of the Riemann initial data, as long as the corresponding solutions are in L^∞ and have local bounded total variation that allows the linear growth in time. We also extend our approach to deal with the uniqueness and stability of Riemann solutions containing vacuum in the class of entropy solutions in L^∞ with arbitrarily large oscillation.     

A kinetic approach to comparison properties for degenerate parabolic-hyperbolic equations with boundary conditions

We study the comparison principle for degenerate parabolic-hyperbolic equations with initial and nonhomogeneous boundary conditions. We prove a comparison theorem for any entropy sub- and supersolution. The L¹ contractivity and, therefore, uniqueness of entropy solutions has been obtained so far by some authors, but it seems that any comparison theorem is not proven. The method used there is the doubling variable technique due to Kru?kov. Our method is based upon the kinetic formulation and the kinetic techniques. By developing the kinetic techniques for degenerate parabolic-hyperbolic equations with boundary conditions, we can obtain a comparison property which obviously extends the L¹ contractive property.     

A posteriori error estimates for the coupling equations of scalar conservation laws

In this paper we prove a posteriori L ₂(L ₂) and L _∞(H ^?1) residual based error estimates for a finite element method for the one-dimensional time dependent coupling equations of two scalar conservation laws. The underlying discretization scheme is Characteristic Galerkin method which is the particular variant of the Streamline diffusion finite element method for δ=0. Our estimate contains certain strong stability factors related to the solution of an associated linearized dual problem combined with the Galerkin orthogonality of the finite element method. The stability factor measures the stability properties of the linearized dual problem. We compute the stability factors for some examples by solving the dual problem numerically.     

Counting matrices over finite fields with support on skew Young diagrams and complements of Rothe diagrams

We consider the problem of finding the number of matrices over a finite field with a certain rank and with support that avoids a subset of the entries. These matrices are a q-analogue of permutations with restricted positions (i.e., rook placements). For general sets of entries, these numbers of matrices are not polynomials in q (Stembridge in Ann. Comb. 2(4):365, 1998); however, when the set of entries is a Young diagram, the numbers, up to a power of q?1, are polynomials with nonnegative coefficients (Haglund in Adv. Appl. Math. 20(4):450, 1998). In this paper, we give a number of conditions under which these numbers are polynomials in q, or even polynomials with nonnegative integer coefficients. We extend Haglund’s result to complements of skew Young diagrams, and we apply this result to the case where the set of entries is the Rothe diagram of a permutation. In particular, we give a necessary and sufficient condition on the permutation for its Rothe diagram to be the complement of a skew Young diagram up to rearrangement of rows and columns. We end by giving conjectures connecting invertible matrices whose support avoids a Rothe diagram and Poincaré polynomials of the strong Bruhat order.     

Singularity and L2-dimension of self-similar measures

We study self-similar measures defined by non-uniformly contractive iterated function systems of similitudes with overlaps. In the case the contraction ratios of the similitudes are exponentially commensurable, we describe a method to compute the L²-dimension of the associated self-similar measures. Our result allows us to determine the singularity of some of such measures.     

Contractive Korovkin approximations

Our results are related to $\text{L}$¹-shadows in L_p-spaces. For p = 1 we will complete the characterization of $\text{L}$¹-shadows and $\text{L}$^1,1-shadows. For 1 < p < ∞ S. J. Bernau has shown that the $\text{L}$¹-shadow of a set in L_p is the range of a contractive projection. We will show that the corresponding theorem is not true for all reflexive spaces, but is true for locally uniformly convex reflexive spaces.     

A priori error estimates of finite volume element method for hyperbolic optimal control problems

In this paper,optimize-then-discretize,variational discretization and the finite volume method are applied to solve the distributed optimal control problems governed by a second order hyperbolic equation.A semi-discrete optimal system is obtained.We prove the existence and uniqueness of the solution to the semidiscrete optimal system and obtain the optimal order error estimates in L ∞(J;L 2)-and L ∞(J;H 1)-norm.Numerical experiments are presented to test these theoretical results.     

Orthonormal expansions of invariant densities for expanding maps

We give a novel way of constructing the density function for the absolutely continuous invariant measure of piecewise expanding C^ω Markov maps. This is a classical problem, with one of the standard approaches being Ulam's method [Problems in Modern Mathematics, Interscience, New York, 1960] of phase space discretisation.Our method hinges instead on the expansion of the density function with respect to an L² orthonormal basis, and the computation of the expansion coefficients in terms of the periodic orbits of the expanding map. The efficiency of the method, and its extension to C^k expanding maps, are also discussed.     

One-Dimensional Numerical Algorithms for Gradient Flows in the p-Wasserstein Spaces

We numerically approximate, on the real line, solutions to a large class of parabolic partial differential equations which are “gradient flows” of some energy functionals with respect to the L ^p -Wasserstein metrics for all p>1. Our method relies on variational principles involving the optimal transport problem with general strictly convex cost functions.     

The Optimal Discretization of Stochastic Differential Equations

We study pathwise approximation of scalar stochastic differential equations. The mean squared L₂-error and the expected number n of evaluations of the driving Brownian motion are used for the comparison of arbitrary methods. We introduce an adaptive discretization that reflects the local properties of every single trajectory. The corresponding error tends to zero like c·n^−1/2, where c is the average of the diffusion coefficient in space and time. Our method is justified by the matching lower bound for arbitrary methods that are based on n evaluations on the average. Hence the adaptive discretization is asymptotically optimal. The new method is very easy to implement, and about 7 additional arithmetical operations are needed per evaluation of the Brownian motion. Hereby we can determine the complexity of pathwise approximation of stochastic differential equations. We illustrate the power of our method already for moderate accuracies by means of a simulation experiment.     

Global heat kernel bounds via desingularizing weights

We obtain global heat kernel bounds for semigroups which need not be ultracontractive by transferring them to appropriately chosen weighted spaces where they become ultracontractive. Our construction depends upon two assumptions: the classical Sobolev imbedding and a “desingularizing” (L¹,L¹) bound on the weighted semigroup.     

Convergence analysis of the Jacobi spectral-collocation method for fractional integro-differential equations

We propose and analyze a spectral Jacobi-collocation approximation for fractional order integro-differential equations of Volterra type. The fractional derivative is described in the Caputo sense. We provide a rigorous error analysis for the collection method, which shows that the errors of the approximate solution decay exponentially in L^∞ norm and weighted L²-norm. The numerical examples are given to illustrate the theoretical results.     

Rapid zonal algorithm for polyelliptic PDEs in domains with high aspect ratio

Presented herein is a zonal boundary element method (ZBEM) for the rapid and efficient solution of a wide class of polyelliptic boundary value problems which can be recast in integral-equation form, in domains with high aspect ratio (L⪢ 1). In contrast to the dense-matrix solution procedure of the classical BEM (CBEM), the ZBEM employs a sparse, block-tridiagonal matrix solution technique which admits rapid inversion. Our large-L asymptotic theory predicts the ZBEM to be O(L²) times faster than, and require O(L⁻¹) times the storage of, the equivalent-resolution CBEM. By implementing the ZBEM on two engineering-based harmonic and biharmonic example boundary value problems, up to l = 1000, we are able to demonstrate excellent agreement between our numerical results and our asymptotic theory. We suggest that the ZBEM permits the economical solution of a wide class of problems which were hitherto resolvable on only the largest computational platforms.     

Analyse harmonique des formes différentielles sur l'espace hyperbolique réel II. Transformation de Fourier sphérique et applications

We study the L² spherical Fourier transform associated with the bundle of differential forms over real hyperbolic spaces by using the Fourier-Jacobi transform on L² (R). Our results lead to the analytic Plancherel formula for the Fourier transform of differential forms, and to the exact expression for the heat kernel via the inversion of the Abel transform.     

The polynomial Fourier transform with minimum mean square error for noisy data

In 2006, Naoki Saito proposed a Polyharmonic Local Fourier Transform (PHLFT) to decompose a signal f∈L²(Ω) into the sum of a polyharmonic componentu and a residualv, where Ω is a bounded and open domain in R^d. The solution presented in PHLFT in general does not have an error with minimal energy. In resolving this issue, we propose the least squares approximant to a given signal in L²([−1,1]) using the combination of a set of algebraic polynomials and a set of trigonometric polynomials. The maximum degree of the algebraic polynomials is chosen to be small and fixed. We show in this paper that the least squares approximant converges uniformly for a Hölder continuous function. Therefore Gibbs phenomenon will not occur around the boundary for such a function. We also show that the PHLFT converges uniformly and is a near least squares approximation in the sense that it is arbitrarily close to the least squares approximant in L² norm as the dimension of the approximation space increases. Our experiments show that the proposed method is robust in approximating a highly oscillating signal. Even when the signal is corrupted by noise, the method is still robust. The experiments also reveal that an optimum degree of the trigonometric polynomial is needed in order to attain the minimal l² error of the approximation when there is noise present in the data set. This optimum degree is shown to be determined by the intrinsic frequency of the signal. We also discuss the energy compaction of the solution vector and give an explanation to it.     

On commutativity of two unary digraph operations: Subdividing and line-digraphing

For a digraph D, let L(D) and S(D) denote its line digraph and subdivision digraph, respectively. The motivation of this paper is to solve the digraph equation L(S(D))=S(L(D)). We show that L(S(D)) and S(L(D)) are cospectral if and only if D and L(D) have the same number of arcs. Further, we characterize the situation that L(S(D)) and S(L(D)) are isomorphic. Our approach introduces the new notion, the proper image D^* of a digraph D, and a new type of connectedness for digraphs. The concept D^* plays an important role in the main result of this paper. It is also useful in other aspects of the study of line digraphs. For example, L(D) is connected if and only if D^* is connected; L(D) is functional (contrafunctional) if and only if D^* is functional (contrafunctional). Some related results are also presented.     

On a sequence of integral operators on weighted L p spaces

Continuing some investigations started in previous papers, we introduce and study a sequence of multidimensional positive integral operators which generalize the Gauss-Weierstrass operators. We show that this sequence is an approximation process in some classes of weighted L ^p spaces on ? ^N , N ≥ 1. Estimates of the rate of convergence are also obtained. Our mean tool is a Korovkin-type theorem which we establish in the context of L ^p (X, µ) spaces, X being a locally compact Hausdorff space and µ a regular positive Borel measure on X. Several examples are explicitly indicated as well.     

A combined mixed finite element method and local discontinuous Galerkin method for miscible displacement problem in porous media

A combined method consisting of the mixed finite element method for flow and the local discontinuous Galerkin method for transport is introduced for the one-dimensional coupled system of incompressible miscible displacement problem. Optimal error estimates in L∞(0,T;L2) for concentration c,in L2(0,T;L2)for cxand L∞(0,T;L2) for velocity u are derived. The main technical difficulties in the analysis include the treatment of the inter-element jump terms which arise from the discontinuous nature of the numerical method,the nonlinearity,and the coupling of the models. Numerical experiments are performed to verify the theoretical results. Finally,we apply this method to the one-dimensional compressible miscible displacement problem and give the numerical experiments to confirm the efficiency of the scheme.     

A characteristics-mixed covolume method for a convection-dominated transport problem

In this paper, we propose a characteristics-mixed covolume method for approximating the solution to a convection dominated transport problem. The method is a combination of characteristic approximation to handle the convection term in time and mixed covolume method spatial approximation to deal with the diffusion term. The velocity and press are approximated by the lowest order Raviart-Thomas mixed finite element space on rectangles. The projection of a mixed covolume element is introduced. We prove its first order optimal rate of convergence for the approximate velocities in the L² norm as well as for the approximate pressures in the L² norm.