Methods For Partial Differential Equations Research Articles

Analog quantum simulation of partial differential equations

Quantum simulators were originally proposed for simulating one partial differential equation (PDE) in particular—Schrödinger’s equation. Can quantum simulators also efficiently simulate other PDEs? While most computational methods for PDEs—both classical and quantum—are digital (they must be discretised first), PDEs have continuous degrees of freedom. This suggests that an analog representation can be more natural. While digital quantum degrees of freedom are usually described by qubits, the analog or continuous quantum degrees of freedom can be captured by qumodes. Based on a method called Schrödingerisation, we show how to directly map D-dimensional linear PDEs onto a (D+1) -qumode quantum system where analog or continuous-variable (CV) Hamiltonian simulation on D + 1 qumodes can be used. This very simple methodology does not require one to discretise PDEs first, and it is not only applicable to linear PDEs but also to some nonlinear PDEs and systems of nonlinear ordinary differential equations. We show some examples using this method, including the Liouville equation, heat equation, Fokker–Planck equation, Black–Scholes equations, wave equation and Maxwell’s equations. We also devise new protocols for linear PDEs with random coefficients, important in uncertainty quantification, where it is clear how the analog or CV framework is most natural. This also raises the possibility that some PDEs may be simulated directly on analog quantum systems by using Hamiltonians natural for those quantum systems.

Galerkin-finite difference method for fractional parabolic partial differential equations

The fractional form of the classical diffusion equation embodies the super-diffusive and sub-diffusive characteristics of any flow, depending on the fractional order. This study aims to approximate the solution of parabolic partial differential equations of fractional order in time and space. For this, firstly, we briefly discussed on some existing methods to solve Partial Differential Equations (PDEs) and fractional Differential Equations (DEs), then introduce a combined technique such as the Galerkin weighted residual method for the space fractional term with modified Bernoulli polynomials as basis functions, and the finite difference approximation for the time fractional term, respectively. The mathematical formulation of the proposed method is explained elaborately. Then we describe the order of convergence for the time fractional term only, as the convergence of the Galerkin method is obvious. We impose this technique on the fractional Black-Scholes model subsequently. Finally, we experimented with our proposed technique on some numerical problems. All the results are depicted in both tabular and 3D visualizations as well. We compare our results with the available methods in the literature, and our accuracy is considerable. To summarize: •The paper introduces an approach that integrates the Galerkin weighted residual method with modified Bernoulli polynomials to handle space fractional terms, alongside employing a finite difference approximation for time fractional terms.•The convergence analysis is focused.•The technique is implemented on the fractional Black-Scholes model and other numerical problems, with outcomes depicted through tables and 3D visualizations.

An adaptive certified space-time reduced basis method for nonsmooth parabolic partial differential equations

In this paper, a nonsmooth semilinear parabolic partial differential equation (PDE) is considered. For a reduced basis (RB) approach, a space-time formulation is used to develop a certified a-posteriori error estimator. This error estimator is adopted to the presence of the discrete empirical interpolation method (DEIM) as approximation technique for the nonsmoothness. The separability of the estimated error into an RB and a DEIM part then guides the development of an adaptive RB-DEIM algorithm, combining both offline phases into one. Numerical experiments show the capabilities of this novel approach in comparison with classical RB and RB-DEIM approaches.

Lagrangian, game theoretic, and PDE methods for averaging G-equations in turbulent combustion: existence and beyond

G-equations are popular level set Hamilton–Jacobi nonlinear partial differential equations (PDEs) of first or second order arising in turbulent combustion. Characterizing the effective burning velocity (also known as the turbulent burning velocity) is a fundamental problem there. We review relevant studies of the G-equation models with a focus on both the existence of effective burning velocity (homogenization), and its dependence on physical and geometric parameters (flow intensity and curvature effect) through representative examples. The corresponding physical background is also presented to provide motivations for mathematical problems of interest. The lack of coercivity of Hamiltonian is a hallmark of G-equations. When either the curvature of the level set or the strain effect of fluid flows is accounted for, the Hamiltonian becomes highly nonconvex and nonlinear. In the absence of coercivity and convexity, the PDE (Eulerian) approach suffers from insufficient compactness to establish averaging (homogenization). We review and illustrate a suite of Lagrangian tools, most notably min-max (max-min) game representations of curvature and strain G-equations, working in tandem with analysis of streamline structures of fluid flows and PDEs. We discuss open problems for future development in this emerging area of dynamic game analysis for averaging noncoercive, nonconvex, and nonlinear PDEs such as geometric (curvature-dependent) PDEs with advection.

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.

Prescribed-Time Network-Based Deployment of Nonlinear Multiagent Systems: A Discrete-Space PDE Method.

This article attempts to design the prescribed-time time-varying deployment schemes for first-order and second-order nonlinear multiagent systems (MASs). We assume that all agents can obtain the information of their current and final relative positions with their neighbors, and the final absolute velocities (as well as their current and final relative velocities, the final absolute accelerations for the second-order MASs) through a communication network, whereas two boundary agents are able to obtain their current and final absolute positions (as well as their current and final absolute velocities for the second-order MASs). The neighbor relationship of all agents is described by a spatial variable and two static-feedback controllers are introduced, which can be expressed as a second-order space difference of the spatial variable. Then, the deployment of MASs can be transformed into the stabilization of discrete-space partial differential equation (PDE) systems. Three virtual agents are introduced to constitute the Dirchlet and Neumann boundary conditions. Several algebraic inequality criteria are derived to guarantee that the prescribed-time time-varying deployment can be achieved within a prescribed time under the Dirchlet and mixed boundary conditions. Unlike the published results, our results are derived based on the discrete-space PDE systems instead of continuous-space PDE systems, which is consistent with the discrete spatial distribution of agents. Finally, two numerical examples are given to illustrate the effectiveness of our results.

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.