Methods For Partial Differential Equations Research Articles

A Streamline Upwind Petrov-Galerkin Reduced Order Method for Advection-Dominated Partial Differential Equations Under Optimal Control

Abstract In this paper we will consider distributed Linear-Quadratic Optimal Control Problems dealing with Advection-Diffusion PDEs for high values of the Péclet number. In this situation, computational instabilities occur, both for steady and unsteady cases. A Streamline Upwind Petrov–Galerkin technique is used in the optimality system to overcome these unpleasant effects. We will apply a finite element method discretization in an optimize-then-discretize approach. Concerning the parabolic case, a stabilized space-time framework will be considered and stabilization will also occur in both bilinear forms involving time derivatives. Then we will build Reduced Order Models on this discretization procedure and two possible settings can be analyzed: whether or not stabilization is needed in the online phase, too. In order to build the reduced bases for state, control, and adjoint variables we will consider a Proper Orthogonal Decomposition algorithm in a partitioned approach. It is the first time that Reduced Order Models are applied to stabilized parabolic problems in this setting. The discussion is supported by computational experiments, where relative errors between the FEM and ROM solutions are studied together with the respective computational times.

Numerical subgrid Bi-cubic methods of partial differential equations in image segmentation

Image segmentation is a core research in the image processing and computer vision. In this paper, we suggest a Bi-cubic spline phase transition potential and elaborate a Bi-Cubic spline phase transition potential development. In the image segmentation, we develop the new approach to apply the novel computational fluid dynamics in the boundary with subgrid. The numerical subgrid Bi-cubic method with Bi-Cubic spline for minimizing the piecewise constant energy functional is very efficient, robust and fast in the image segmentation with a multispecies multiphase segmentation models. The subgrid Bi-cubic spline is applied on the boundary with subgrid and the regular grid is applied on the non-boundary. The model generates a multispecies multiphase distribution with Bi-Cubic spline and we can extract the image segments with multispecies multiphase. Finally, we analyze the models and show the numerical results. Numerical results are presented with OCR (Optical Character Recognition) and the medical image.

Mathematical frameworks for investigating fractional nonlinear coupled Korteweg-de Vries and Burger’s equations

This article utilizes the Aboodh residual power series and Aboodh transform iteration methods to address fractional nonlinear systems. Based on these techniques, a system is introduced to achieve approximate solutions of fractional nonlinear Korteweg-de Vries (KdV) equations and coupled Burger’s equations with initial conditions, which are developed by replacing some integer-order time derivatives by fractional derivatives. The fractional derivatives are described in the Caputo sense. As a result, the Aboodh residual power series and Aboodh transform iteration methods for integer-order partial differential equations may be easily used to generate explicit and numerical solutions to fractional partial differential equations. The results are determined as convergent series with easily computable components. The results of applying this process to the analyzed examples demonstrate that the new technique is very accurate and efficient.

DynAMO: Multi-agent reinforcement learning for dynamic anticipatory mesh optimization with applications to hyperbolic conservation laws

We introduce DynAMO, a reinforcement learning paradigm for Dynamic Anticipatory Mesh Optimization. Adaptive mesh refinement is an effective tool for optimizing computational cost and solution accuracy in numerical methods for partial differential equations. However, traditional adaptive mesh refinement approaches for time-dependent problems typically rely only on instantaneous error indicators to guide adaptivity. As a result, standard strategies often require frequent remeshing to maintain accuracy. In the DynAMO approach, multi-agent reinforcement learning is used to discover new local refinement policies that can anticipate and respond to future solution states by producing meshes that deliver more accurate solutions for longer time intervals. By applying DynAMO to discontinuous Galerkin methods for the linear advection and compressible Euler equations in two dimensions, we demonstrate that this new mesh refinement paradigm can outperform conventional threshold-based strategies while also generalizing to different mesh sizes, remeshing and simulation times, and initial conditions.

Many-Stage Optimal Stabilized Runge–Kutta Methods for Hyperbolic Partial Differential Equations

A novel optimization procedure for the generation of stability polynomials of stabilized explicit Runge–Kutta methods is devised. Intended for semidiscretizations of hyperbolic partial differential equations, the herein developed approach allows the optimization of stability polynomials with more than hundred stages. A potential application of these high degree stability polynomials are problems with locally varying characteristic speeds as found for non-uniformly refined meshes and spatially varying wave speeds. To demonstrate the applicability of the stability polynomials we construct 2N-storage many-stage Runge–Kutta methods that match their designed second order of accuracy when applied to a range of linear and nonlinear hyperbolic PDEs with smooth solutions. These methods are constructed to reduce the amplification of round off errors which becomes a significant concern for these many-stage methods.

A Non-Convex Fractional-Order Differential Equation for Medical Image Restoration

We propose a new non-convex fractional-order Weber multiplicative denoising variational generalized function, which leads to a new fractional-order differential equation, and prove the existence of a unique solution to this equation. Furthermore, the model is solved using the partial differential equation (PDE) method and the alternating direction multiplier method (ADMM) to verify the theoretical results. The proposed model is tested on some symmetric and asymmetric medical computerized tomography (CT) images, and the experimental results show that the combination of the fractional-order differential equation and the Weber function has better performance in medical image restoration than the traditional model.

A multi-domain spectral collocation method for the Fokker–Planck equation in an infinite channel

In this paper, we propose a multi-domain spectral collocation method for partial differential equations on two-dimensional unbounded domains. Some approximation results on the composite generalized Laguerre-Legendre interpolation and quasi-orthogonal projecting are established, respectively. These results play a significant role in related spectral collocation method. As an application, a multi-domain spectral collocation scheme is provided for the Fokker–Planck equation with absorption or non-homogeneous boundary conditions. The convergence of the proposed algorithm is performed. An efficient implementation is presented. Numerical experiments demonstrate the effectiveness and high accuracy of the algorithm.

Local randomized neural networks with discontinuous Galerkin methods for partial differential equations

Randomized Neural Networks (RNNs) are a variety of neural networks in which the hidden-layer parameters are fixed to randomly assigned values, and the output-layer parameters are obtained by solving a linear system through least squares. This improves the efficiency without degrading the accuracy of the neural network. In this paper, we combine the idea of the Local RNN (LRNN) and the Discontinuous Galerkin (DG) approach for solving partial differential equations. RNNs are used to approximate the solution on the subdomains, and the DG formulation is used to glue them together. Taking the Poisson problem as a model, we propose three numerical schemes and provide convergence analysis. Then we extend the ideas to time-dependent problems. Taking the heat equation as a model, three space–time LRNN with DG formulations are proposed. Finally, we present numerical tests to demonstrate the performance of the methods developed herein. We evaluate the performance of the proposed methods by comparing them with the finite element method and the conventional DG method. The LRNN-DG methods can achieve higher accuracy with the same degrees of freedom, and can solve time-dependent problems more precisely and efficiently. This indicates that this new approach has great potential for solving partial differential equations.

A space-time adaptive low-rank method for high-dimensional parabolic partial differential equations

An adaptive method for parabolic partial differential equations that combines sparse wavelet expansions in time with adaptive low-rank approximations in the spatial variables is constructed and analyzed. The method is shown to converge and satisfy similar complexity bounds as existing adaptive low-rank methods for elliptic problems, establishing its suitability for parabolic problems on high-dimensional spatial domains. The construction also yields computable rigorous a posteriori error bounds for such problems. The results are illustrated by numerical experiments.

A Hybrided Method for Temporal Variable-Order Fractional Partial Differential Equations with Fractional Laplace Operator

In this paper, we present a more general approach based on a Picard integral scheme for nonlinear partial differential equations with a variable time-fractional derivative of order α(x,t)∈(1,2) and space-fractional order s∈(0,1), where v=u′(t) is introduced as the new unknown function and u is recovered using the quadrature. In order to get rid of the constraints of traditional plans considering the half-time situation, integration by parts and the regularity process are introduced on the variable v. The convergence order can reach O(τ2+h2), different from the common L1,2−α schemes with convergence rate O(τ2,3−α(x,t)) under the infinite norm. In each integer time step, the stability, solvability and convergence of this scheme are proved. Several error results and convergence rates are calculated using numerical simulations to evidence the theoretical values of the proposed method.

Weak Convergence of the Rosenbrock Semi-implicit Method for Semilinear Parabolic SPDEs Driven by Additive Noise

Abstract This paper aims to investigate the weak convergence of the Rosenbrock semi-implicit method for semilinear parabolic stochastic partial differential equations (SPDEs) driven by additive noise. We are interested in SPDEs where the nonlinear part is stronger than the linear part, also called stochastic reaction dominated transport equations. For such SPDEs, many standard numerical schemes lose their stability properties. Exponential Rosenbrock and Rosenbrock-type methods were proved to be efficient for such SPDEs, but only their strong convergence were recently analyzed. Here, we investigate the weak convergence of the Rosenbrock semi-implicit method. We obtain a weak convergence rate which is twice the rate of the strong convergence. Our error analysis does not rely on Malliavin calculus, but rather only uses the Kolmogorov equation and the smoothing properties of the resolvent operator resulting from the Rosenbrock semi-implicit approximation.

High-Gain-Observer-Based Predictive Output Feedback for Nonlinear Systems With Large Input-Delays

Abstract The predictor feedback has been demonstrated to be quite effective in large delay compensation. However, few researches in the field of predictor feedback for large delays focused on output feedback control (OFC). This paper develops the previous work to design high-gain-observer-based predictive output feedback for nonlinear systems with large delays. Two methods are employed for large delay compensation: the backstepping-based partial differential equation (PDE) method and the reduction-based ordinary differential equation (ODE) method. It appears that, for continuous-time control, the first method leads to simpler linear matrix inequality (LMI) conditions and deal with larger delays, whereas the second method is easily exploited for sampled-data implementation under continuous-time measurement. Lyapunov–Krasovskii method is presented to guarantee the exponential stability of the nonlinear systems under predictor-based controllers. Through a simulation example of pendulum, the proposed methods are demonstrated to be efficient when the input delays are too large for the system to be stabilized without a predictor.

A modified domain decomposition spectral collocation method for parabolic partial differential equations

<p>In this paper, utilizing Legendre polynomials as the basis functions in both space and time, we present a modified domain decomposition spectral method for 2-dimensional parabolic partial differential equations. For solving the obtained linear/nonlinear algebraic equations, a dimension expanding preconditioner is applied employing the obtained saddle construction of the coefficient matrix. Numerical examples are given to show the performance of the presented method and the efficiency of the preconditioner.</p>

Galerkin Spectral Method of Stochastic Partial Differential Equations Driven by Multivariate Poisson Measure

A considerable body of prior research has been dedicated to devising efficient and high‐order numerical methods for solving stochastic partial differential equations (SPDEs) driven by discrete or continuous random variables. The majority of these efforts have concentrated on introducing numerical approaches for SPDEs involving independent random variables, with limited exploration into solving SPDEs driven by dependent and discrete random variables. In this paper, we introduce a Galerkin spectral method tailored for addressing SPDEs driven by multivariate Poisson variables. Our novel numerical method is applied to solve the one‐ and two‐dimensional stochastic Poisson equations, as well as the one and two‐dimensional stochastic heat equation, stochastic KdV equation, and stochastic Burgers equation, respectively. Notably, all the presented stochastic equations are governed by two dependent Poisson random variables.

A super-localized generalized finite element method

AbstractThis paper presents a novel multi-scale method for elliptic partial differential equations with arbitrarily rough coefficients. In the spirit of numerical homogenization, the method constructs problem-adapted ansatz spaces with uniform algebraic approximation rates. Localized basis functions with the same super-exponential localization properties as the recently proposed Super-Localized Orthogonal Decomposition enable an efficient implementation. The method’s basis stability is enforced using a partition of unity approach. A natural extension to higher order is presented, resulting in higher approximation rates and enhanced localization properties. We perform a rigorous a priori and a posteriori error analysis and confirm our theoretical findings in a series of numerical experiments. In particular, we demonstrate the method’s applicability for challenging high-contrast channeled coefficients.

An Adaptive ANOVA Stochastic Galerkin Method for Partial Differential Equations with High-dimensional Random Inputs

An Adaptive ANOVA Stochastic Galerkin Method for Partial Differential Equations with High-dimensional Random Inputs

Mathematical Modeling of Dynamic Supply Chains Subject to Demand Fluctuations

This research work aims to develop the mathematical modeling for a class of dynamic supply chains. Demand fluctuation corresponds to product demand volatility, which increases or decreases over a given time frame. Industrial engineering practitioners should consider the function that applied mathematical modeling plays in providing approximations of solutions that may be used in simulations and technical implementations at the strategic, tactical, and operational levels of an organization. In order to achieve proper results, two mathematical models are presented in this paper: In addition to a finite-dimensional system of Ordinary Differential Equations (ODEs) for coupled dynamic pricing, production rate, and inventory level, which properly integrates Lyapunov stability analysis of the dynamical system and simulations, there is an infinite-dimensional Partial Differential Equation (PDE) production level modeling system available. Infinite and finite-dimensional systems incorporate a dynamic pricing approach in the mathematical modeling. The main research goal of this work is to explore the dynamic nature of supply chains applying PDE and ODE methods, with proper analytical analysis and simulations for both systems.

Preface

The 2023 7th International Conference on Mechanics, Mathematics and Applied Physics (ICMMAP 2023) took place in Dalian, China during 8th to 10th September 2023. The conferences in this series started in 2017 as an academic conference and gradually expanded to include wider topic fields as well. Now the International Conference on Mechanics, Mathematics and Applied Physics has been developed into an annual international conference based in China with topics encompassing the whole area of mechanics, mathematics and applied physics.The aim of the Conference was to provide a platform for the exploration of both fundamental topics and new applications of research fields related to mechanics, mathematics and applied physics, bring different scientific communities together, and thus facilitate the contacts between science, technology and industry. All the attendees were welcomed to give comments and raise questions to the speeches and presentations during the Conference.More than 100 participants attended the Conference which consisted of ten keynote speeches, as well as plenty of oral and poster contributions. Among them, Prof. Zhenxin Liu (Dalian University of Technology, China), who is interested in the researches on Stochastic Dynamical Systems and Stochastic Differential Equations, delivered a keynote speech on The Averaging Principle for SDEs with Monotone Coefficients. And Prof. Chongjun Li (Dalian University of Technology, China) made a report on Revised SBFEM on Arbitrary Polygons and Faceted Polyhedrons with the Second Order Completeness by Elimination of Bubble Functions. He focuses his research on Numerical Approximation, Computational Geometry, Multivariate Spline Theory, and Spline Finite Elements. And the other speakers performed their speeches one by one, sharing research experience and professional insights on specific topics. It is really a great opportunity to promote academic communication and collaboration worldwide.This volume gathers papers from regular contributions of ICMMAP 2023; each contribution submitted for publication has been peer reviewed and the Editors are very grateful to the referees for their careful support in improving the original manuscripts. The manuscripts accepted for publication cover different topics of mechanics, mathematics and applied physics: Computational Mechanics, Multiphase Fluid Mechanics, Partial Differential Equation, Simulation and Monte-Carlo Methods, Nuclear Electronics, etc.It is a great honor to present this volume of Journal of Physics: Conference Series and we deeply thank the authors for their enthusiastic and high-grade contribution.Finally, we would like to thank the Conference Chair, the Publication Chair, the members of the Technical Program Committee as well as Organizing Committee, the conference secretariat and the support from Dalian Jiaotong University that allowed the success of ICMMAP 2023.The Committee of ICMMAP 2023List of Committee Member are avaible in this pdf.

Frobenius methods for analytic second order linear partial differential equations

The main subject of this text is the study of analytic second order linear partial differential equations. We aim to solve the classical equations and some more, in the real or complex analytical case. This is done by introducing methods inspired by the Frobenius method for second order linear ordinary differential equations. We introduce a notion of Euler type partial differential equation. To such a PDE we associate an indicial conic, which is an affine plane curve of degree two. Then comes the concept of regular singularity and finally convergence theorems, which must necessarily take into account the type of PDE (parabolic, elliptical or hyperbolic) and a nonresonance condition. This condition gives a new geometric interpretation of the original condition between the roots of the original Frobenius theorem for second order ODEs. The interpretation is something like, a certain reticulate has or not vertices on the indexical conic. Finally, we retrieve the solution of all the classical PDEs by this method (heat diffusion, wave propagation and Laplace equation), and also increase the class of those that have explicit algorithmic solution to far beyond those admitting separable variables. The last part of the text is dedicated to the construction of PDE models for the classical ODEs like Airy, Legendre, Laguerre, Hermite and Chebyshev by two different means. One model is based on the requirement that the restriction of the PDE to lines through the origin must be the classical ODE model. The second is based on the idea of having symmetries on the PDE model and imitating the ODE model. We study these PDEs and obtain their solutions, obtaining for the framework of PDEs some of the classical results, like existence of polynomial solutions (Laguerre, Hermite and Chebyshev polynomials).

Convergence of adaptive two-grid weak Galerkin finite element methods for semilinear elliptic differential equations

In this paper, we investigate the convergence of an adaptive two-grid weak Galerkin (ATGWG) finite element method for second order semilinear elliptic partial differential equations (PDEs). First, we propose an ATGWG method and then prove that the sum of the energy error and the error estimator of ATGWG method between two consecutive adaptive loops is a contraction. The weak Galerkin (WG) elements (Pj(T),Pℓ(∂T),RTj(T)) (Wang and Ye, 2013) are studied in this paper and numerical experiments based on the lowest order case with j=l=0 are provided to support the theoretical results.