Discrete and continuous maximum principles for parabolic and elliptic operators

The major qualitative properties of linear parabolic and elliptic operators/PDEs are the different maximum principles (MPs). Another important property is the stabilization property (SP), which connects these two types of operators/PDEs. This means that under some assumptions the solution of the parabolic PDE tends to an equilibrium state when t→∞, which is the solution of the corresponding elliptic PDE. To solve PDEs we need to use some numerical methods, and it is a natural requirement that these qualitative properties are preserved on the discrete level. In this work we investigate this question when a two-level discrete mesh operator is used as the discrete model of the parabolic operator (which is a one-step numerical procedure for solving the parabolic PDE) and a matrix as a discrete elliptic operator (which is a linear algebraic system of equations for solving the elliptic PDE). We clarify the relation between the discrete parabolic maximum principle (DPMP), the discrete elliptic maximum principle (DEMP) and the discrete stabilization property (DSP). The main result is that the DPMP implies the DSP and the DEMP.     

Moving boundary value problems for the wave equation

We study certain boundary value problems for the one-dimensional wave equation posed in a time-dependent domain. The approach we propose is based on a general transform method for solving boundary value problems for integrable nonlinear PDE in two variables, that has been applied extensively to the study of linear parabolic and elliptic equations. Here we analyse the wave equation as a simple illustrative example to discuss the particular features of this method in the context of linear hyperbolic PDEs, which have not been studied before in this framework.     

Regularity of ghosts in tensor tomography

We study on a compact Riemannian manifold with boundary the ray transform I which integrates symmetric tensor fields over geodesics. A tensor field is said to be a nontrivial ghost if it is in the kernel of I and is L²-orthogonal to all potential fields. We prove that a nontrivial ghost is smooth in the case of a simple metric. This implies that the wave front set of the solenoidal part of a field f can be recovered from the ray transform If. We give an explicit procedure for recovering the wave front set.     

Multiple positive solutions of superlinear elliptic problems with sign-changing weight

We study the existence of multiple positive solutions for a superlinear elliptic PDE with a sign-changing weight. Our approach is variational and relies on classical critical point theory on smooth manifolds. A special care is paid to the localization of minimax critical points.     

The generalized Dirichlet–Neumann map for linear elliptic PDEs and its numerical implementation

A new approach for analyzing boundary value problems for linear and for integrable nonlinear PDEs was introduced in Fokas [A unified transform method for solving linear and certain nonlinear PDEs, Proc. Roy. Soc. London Ser. A 53 (1997) 1411–1443]. For linear elliptic PDEs, an important aspect of this approach is the characterization of a generalized Dirichlet to Neumann map: given the derivative of the solution along a direction of an arbitrary angle to the boundary, the derivative of the solution perpendicularly to this direction is computed without solving on the interior of the domain. This is based on the analysis of the so-called global relation, an equation which couples known and unknown components of the derivative on the boundary and which is valid for all values of a complex parameter k. A collocation-type numerical method for solving the global relation for the Laplace equation in an arbitrary bounded convex polygon was introduced in Fulton et al. [An analytical method for linear elliptic PDEs and its numerical implementation, J. Comput. Appl. Math. 167 (2004) 465–483]. Here, by choosing a different set of the “collocation points” (values for k), we present a significant improvement of the results in Fulton et al. [An analytical method for linear elliptic PDEs and its numerical implementation, J. Comput. Appl. Math. 167 (2004) 465–483]. The new collocation points lead to well-conditioned collocation methods. Their combination with sine basis functions leads to a collocation matrix whose diagonal blocks are point diagonal matrices yielding efficient implementation of iterative methods; numerical experimentation suggests quadratic convergence. The choice of Chebyshev basis functions leads to higher order convergence, which for regular polygons appear to be exponential.     

On linear monotone iteration and Schwarz methods for nonlinear elliptic PDEs

Summary The Schwarz Alternating Method can be used to solve elliptic boundary value problems on domains which consist of two or more overlapping subdomains. The solution is approximated by an infinite sequence of functions which results from solving a sequence of elliptic boundary value problems in each subdomain. In this paper, proofs of convergence of some Schwarz Alternating Methods for nonlinear elliptic problems which are known to have solutions by the monotone method (also known as the method of subsolutions and supersolutions) are given. In particular, an additive Schwarz method for scalar as well some coupled nonlinear PDEs are shown to converge to some solution on finitely many subdomains, even when multiple solutions are possible. In the coupled system case, each subdomain PDE is linear, decoupled and can be solved concurrently with other subdomain PDEs. These results are applicable to several models in population biology. This work was in part supported by a grant from the RGC of HKSAR, China (HKUST6171/99P)     

Stahel-Donoho kernel estimation for fixed design nonparametric regression models

This paper reports a robust kernel estimation for fixed design nonparametric regression models. A Stahel-Donoho kernel estimation is introduced, in which the weight functions depend on both the depths of data and the distances between the design points and the estimation points. Based on a local approximation, a computational technique is given to approximate to the incomputable depths of the errors. As a result the new estimator is computationally efficient. The proposed estimator attains a high breakdown point and has perfect asymptotic behaviors such as the asymptotic normality and convergence in the mean squared error. Unlike the depth-weighted estimator for parametric regression models, this depth-weighted nonparametric estimator has a simple variance structure and then we can compare its efficiency with the original one. Some simulations show that the new method can smooth the regression estimation and achieve some desirable balances between robustness and efficiency.     

A Comparison Study of Deep Galerkin Method and Deep Ritz Method for Elliptic Problems with Different Boundary Conditions

Recent years have witnessed growing interests in solving partial differential equations by deep neural networks, especially in the high-dimensional case. Unlike classical numerical methods, such as finite difference method and finite element method, the enforcement of boundary conditions in deep neural networks is highly nontrivial. One general strategy is to use the penalty method. In the work, we conduct a comparison study for elliptic problems with four different boundary conditions, i.e., Dirichlet, Neumann, Robin, and periodic boundary conditions, using two representative methods: deep Galerkin method and deep Ritz method. In the former, the PDE residual is minimized in the least-squares sense while the corresponding variational problem is minimized in the latter. Therefore, it is reasonably expected that deep Galerkin method works better for smooth solutions while deep Ritz method works better for low-regularity solutions. However, by a number of examples, we observe that deep Ritz method can outperform deep Galerkin method with a clear dependence of dimensionality even for smooth solutions and deep Galerkin method can also outperform deep Ritz method for low-regularity solutions.Besides, in some cases, when the boundary condition can be implemented in an exact manner, we find that such a strategy not only provides a better approximate solution but also facilitates the training process.     

Aleksandrov–Bakelman–Pucci maximum principles for a class of uniformly elliptic and parabolic integro-PDE

We prove generalized Aleksandrov–Bakelman–Pucci maximum principles for elliptic and parabolic integro-PDEs of Hamilton–Jacobi–Bellman–Isaacs types, whose PDE parts are either uniformly elliptic or uniformly parabolic. The proofs of these results are based on the classical Aleksandrov–Bakelman–Pucci maximum principles for the elliptic and parabolic PDEs and an iteration procedure using solutions of Pucci extremal equations. We also provide proofs of nonlocal versions of the classical Aleksandrov–Bakelman–Pucci maximum principles for elliptic and parabolic integro-PDEs.     

Conservation laws for conformally invariant variational problems

We succeed in writing 2-dimensional conformally invariant non-linear elliptic PDE (harmonic map equation, prescribed mean curvature equations,..., etc.) in divergence form. These divergence-free quantities generalize to target manifolds without symmetries the well known conservation laws for weakly harmonic maps into homogeneous spaces. From this form we can recover, without the use of moving frame, all the classical regularity results known for 2-dimensional conformally invariant non-linear elliptic PDE (see [Hel]). It enables us also to establish new results. In particular we solve a conjecture by E. Heinz asserting that the solutions to the prescribed bounded mean curvature equation in arbitrary manifolds are continuous and we solve a conjecture by S. Hildebrandt [Hil1] claiming that critical points of continuously differentiable elliptic conformally invariant Lagrangian in two dimensions are continuous.     

A MANN ITERATIVE REGULARIZATION METHOD FOR ELLIPTIC CAUCHY PROBLEMS

We investigate the Cauchy problem for linear elliptic operators with C ^∞–coefficients at a regular set Ω ? R ², which is a classical example of an ill-posed problem. The Cauchy data are given at the manifold Γ ? ?Ω and our goal is to reconstruct the trace of the H ¹(Ω) solution of an elliptic equation at ?Ω/Γ. The method proposed here composes the segmenting Mann iteration with a fixed point equation associated with the elliptic Cauchy problem. Our algorithm generalizes the iterative method developed by Maz'ya et al., who proposed a method based on solving successive well-posed mixed boundary value problems. We analyze the regularizing and convergence properties both theoretically and numerically.

     

On a quasilinear parabolic–elliptic chemotaxis system with logistic source

This paper deals with a quasilinear parabolic–elliptic chemotaxis system with logistic source, under homogeneous Neumann boundary conditions in a smooth bounded domain. For the case of positive diffusion function, it is shown that the corresponding initial boundary value problem possesses a unique global classical solution which is uniformly bounded. Moreover, if the diffusion function is zero at some point, or a positive diffusion function and the logistic damping effect is rather mild, we proved that the weak solutions are global existence. Finally, it is asserted that the solutions approach constant equilibria in the large time for a specific case of the logistic source.     

A modified sensitivity equation method for the Euler equations in presence of shocks

The continuous sensitivity equation method allows to quantify how changes in the input of a partial differential equation (PDE) model affect the outputs, by solving additional PDEs obtained by differentiating the model. However, this method cannot be used directly in the framework of hyperbolic PDE systems with discontinuous solution, because it yields Dirac delta functions in the sensitivity solution at the location of state discontinuities. This difficulty is well known from theoretical viewpoint, but only a few works can be found in the literature regarding the possible numerical treatment. Therefore, we investigate in this study how classical numerical schemes for compressible Euler equations can be modified to account for shocks when computing the sensitivity solution. In particular, we propose the introduction of a source term, that allows to remove the spikes associated to the Dirac delta functions in the numerical solution. Numerical studies exhibit a strong impact of the numerical diffusion on the accuracy of this strategy. Therefore, we propose an anti-diffusive numerical scheme coupled with the approximate Riemann solver of Roe for the state problem. For the sensitivity problem, two different numerical schemes are implemented and compared: one which takes into account the contact wave and another that neglects it. The effects of the numerical diffusion on the convergence of the schemes with respect to the grid are discussed. Finally, an application to uncertainty propagation is investigated and the different numerical schemes are compared.     

Elliptic quasicomplexes in Boutet de Monvel algebra

We consider quasicomplexes of Boutet de Monvel operators in Sobolev spaces on a smooth compact manifold with boundary. To each quasicomplex we associate two complexes of symbols. One complex is defined on the cotangent bundle of the manifold and the other on that of the boundary. The quasicomplex is elliptic if these symbol complexes are exact away from the zero sections. We prove that elliptic quasicomplexes are Fredholm. As a consequence of this result we deduce that a compatibility complex for an overdetermined elliptic boundary problem operator is also Fredholm. Moreover, we introduce the Euler characteristic for elliptic quasicomplexes of Boutet de Monvel operators.     

High-Dimensional Adaptive Sparse Polynomial Interpolation and Applications to Parametric PDEs

We consider the problem of Lagrange polynomial interpolation in high or countably infinite dimension, motivated by the fast computation of solutions to partial differential equations (PDEs) depending on a possibly large number of parameters which result from the application of generalised polynomial chaos discretisations to random and stochastic PDEs. In such applications there is a substantial advantage in considering polynomial spaces that are sparse and anisotropic with respect to the different parametric variables. In an adaptive context, the polynomial space is enriched at different stages of the computation. In this paper, we study an interpolation technique in which the sample set is incremented as the polynomial dimension increases, leading therefore to a minimal amount of PDE solving. This construction is based on the standard principle of tensorisation of a one-dimensional interpolation scheme and sparsification. We derive bounds on the Lebesgue constants for this interpolation process in terms of their univariate counterpart. For a class of model elliptic parametric PDE’s, we have shown in Chkifa et al. (Modél. Math. Anal. Numér. 47(1):253–280, 2013) that certain polynomial approximations based on Taylor expansions converge in terms of the polynomial dimension with an algebraic rate that is robust with respect to the parametric dimension. We show that this rate is preserved when using our interpolation algorithm. We also propose a greedy algorithm for the adaptive selection of the polynomial spaces based on our interpolation scheme, and illustrate its performance both on scalar valued functions and on parametric elliptic PDE’s.     

Construction and decomposition of reflecting diffusions on Lipschitz domains with Hölder cusps

Summary. We consider a -dimensional Euclidean domain whose boundary is Lipschitz continuous but admits locally finite number of outward or inward H?lder cusp points. Using a method of Stampacchia and Moser for PDE, we first construct a conservative diffusion process on the Euclidean closure of possessing a strong Feller resolvent and associated with a second order uniformly elliptic differential operator of divergence form with measurable coefficients . The sample path of the constructed diffusion can be uniquely decomposed as a sum of a martingale additive functional and an additive functional locally of zero energy. The second additive functional will be proved to be of bounded variation with a Skorohod type expression whenever is weakly differentiable and the H?lder exponent at each outward cusp boundary point is greater than regardless the dimension . Received: 4 October 1995     

Equations of Maxwell type

For an elliptic complex of first order differential operators on a smooth manifold X, we define a system of two equations which can be thought of as abstract Maxwell equations. The formal theory of this system proves to be very similar to that of classical Maxwell's equations. The paper focuses on boundary value problems for the abstract Maxwell equations, especially on the Cauchy problem.     

Smooth Compactly Supported Solutions of Some Underdetermined Elliptic PDE,with Gluing Applications

We give sufficient conditions for some underdetermined elliptic PDE of any order to construct smooth compactly supported solutions. In particular we show that two smooth elements in the kernel of certain underdetermined linear elliptic operators P can be glued in a chosen region in order to obtain a new smooth solution. This new solution is exactly equal to the initial elements outside the gluing region. This result completely contrasts with the usual unique continuation for determined or overdetermined elliptic operators. As a corollary we obtain compactly supported solutions in the kernel of P and also solutions vanishing in a chosen relatively compact open region. We apply the result for natural geometric and physics contexts such as divergence free fields or TT-tensors.     

Discrete weighted least-squares method for the Poisson and biharmonic problems on domains with smooth boundary

In this article a discrete weighted least-squares method for the numerical solution of elliptic partial differential equations exhibiting smooth solution is presented. It is shown how to create well-conditioned matrices of the resulting system of linear equations using algebraic polynomials, carefully selected matching points and weight factors. Two simple algorithms generating suitable matching points, the Chebyshev matching points for standard two-dimensional domains and the approximate Fekete points of Sommariva and Vianello for general domains, are described. The efficiency of the presented method is demonstrated by solving the Poisson and biharmonic problems with the homogeneous Dirichlet boundary conditions defined on circular and annular domains using basis functions in the form satisfying and in the form not satisfying the prescribed boundary conditions.     

Lax pairs and a new spectral method for linear and integrable nonlinear PDEs

A new transform method for solving initial-boundary value problems for linear and integrable nonlinear PDEs in two independent variables has been recently introduced in [1]. For linear PDEs this method involves: (a) formulating the given PDE as the compatibility condition of two linear equations which, by analogy with the nonlinear theory, we call a Lax pair; (b) formulating a classical mathematical problem, the so-called Riemann-Hilbert problem, by performing a simultaneous spectral analysis of both equations defining the Lax pair; (c) deriving certain global relations satisfied by the boundary values of the solution of the given PDE. Here this method is used to solve certain problems for the heat equation, the linearized Korteweg-deVries equation and the Laplace equation. Some of these problems illustrate that the new method can be effectively used for problems with complicated boundary conditions such as changing type as well as nonseparable boundary conditions. It is shown that for simple boundary conditions the global relations (c) can be analyzed using only algebraic manipulations, while for complicated boundary conditions, one needs to solve an additional Riemann-Hilbert problem. The relationship of this problem with the classical Wiener-Hopf technique is pointed out. The extension of the above results to integrable nonlinear equations is also discussed. In particular, the Korteweg-deVries equation in the quarter plane is linearized.