Pointwise Error Estimates Research Articles

Optimal stochastic Bernstein polynomials in Ditzian–Totik type modulus of smoothness

We introduce a family of symmetric stochastic Bernstein polynomials based on order statistics, and establish the order of convergence in probability in terms of the second order Ditzian–Totik type modulus of smoothness on the interval [0,1], which epitomizes an optimal pointwise error estimate for the classical Bernstein polynomial approximation. Monte Carlo simulation results (presented at the end of the article) show that this new approximation scheme is efficient and robust.

Pointwise error estimate of an alternating direction implicit difference scheme for two-dimensional time-fractional diffusion equation

An alternating direction implicit (ADI) difference method is adopted to solve the two-dimensional time-fractional diffusion equation with Dirichlet boundary condition whose solution has some weak singularity at initial time. L1 scheme on uniform mesh is used to discretize the temporal Caputo fractional derivative. Pointwise-in-time error estimate is given for the fully discrete ADI scheme, where the error bound does not blowup when α (the order of fractional derivative) approaches 1−. It is shown both in theoretically and numerically that the temporal convergence order of the ADI scheme is O(τ2α+τtnα−1) at time t=tn; hence the scheme is globally O(τα) accurate in temporal direction, but it is O(τmin⁡{2α,1}) when t is away from 0.

Pointwise and uniform error estimates associated with Abel-Whittaker interpolation series and its dual

Pointwise and uniform error estimates associated with Abel-Whittaker interpolation series and its dual

A conservative difference scheme with optimal pointwise error estimates for two‐dimensional space fractional nonlinear Schrödinger equations

AbstractIn this paper, a linearized semi‐implicit finite difference scheme is proposed for solving the two‐dimensional (2D) space fractional nonlinear Schrödinger equation (SFNSE). The scheme has the property of mass and energy conservation at the discrete level, with an unconditional stability and a second‐order accuracy for both time and spatial variables. The main contribution of this paper is an optimal pointwise error estimate for the 2D SFNSE, which is rigorously established for the first time. Moreover, a novel technique is proposed for dealing with the nonlinear term in the equation, which plays an essential role in the error estimation. Finally, the numerical results confirm well with the theoretical findings.

Pointwise error estimates for a system of two singularly perturbed time‐dependent semilinear reaction–diffusion equations

We present a finite difference method for a system of two singularly perturbed initial‐boundary value semilinear reaction–diffusion equations. The highest order derivatives are multiplied by small perturbation parameters of different magnitudes. The problem is discretized using a central difference scheme in space and backward difference scheme in time on a Shishkin mesh. The convergence analysis has been given, and it has been established that the method enjoys almost second‐order parameter‐uniform convergence in space and first‐order in time. Numerical experiments are conducted to demonstrate the efficiency of the method.

Pointwise error estimate in difference setting for the two-dimensional nonlinear fractional complex Ginzburg-Landau equation

In this paper, we propose a three-level linearized implicit difference scheme for the two-dimensional spatial fractional nonlinear complex Ginzburg-Landau equation. We prove that the difference scheme is stable and convergent under mild conditions. The optimal convergence order $\mathcal {O}(\tau ^{2}+{h_{x}^{2}}+{h_{y}^{2}})$ is obtained in the pointwise sense by developing a new two-dimensional fractional Sobolev imbedding inequality based on the work in Kirkpatrick et al. (Commun. Math. Phys. 317, 563–591 2013), an energy argument and careful attention to the nonlinear term. Numerical examples are presented to verify the validity of the theoretical results for different choices of the fractional orders α and β.

The pointwise error estimates of two energy-preserving fourth-order compact schemes for viscous Burgers’ equation

A novel fourth-order three-point compact operator for the nonlinear convection term uux is provided in this paper. The operator makes the numerical analysis of higher-order difference schemes become possible for a wide class of nonlinear evolutionary equations under the unified framework. We take the classical viscous Burgers’ equation as an example and establish a new conservative fourth-order implicit compact difference scheme based on the method of order reduction. A detailed theoretical analysis is carried out by the discrete energy argument and mathematical induction. It is rigorously proved that the difference scheme is conservative, uniquely solvable, stable, and unconditionally convergent in discrete $L^{\infty }$ -norm. The convergence order is two in time and four in space, respectively. Furthermore, we derive a three-level linearized compact difference scheme for viscous Burgers’ equation based on the proposed operator. All numerically theoretical results similar to that of the nonlinear numerical scheme are inherited completely; meanwhile, it is more time saving. Applying the compact operator to other more complex and higher-order nonlinear evolutionary equations is feasible, including Benjamin-Bona-Mahony-Burgers’ equation, Korteweg-de Vries equation, Kuramoto-Sivashinsky equation, and classification to name a few. Numerical results demonstrate that the presented schemes for Burgers’ equation can achieve second-order accuracy in time and fourth-order accuracy in space in $L^{\infty }$ -norm.

A general adaptive finite element eigen-algorithm stemming from Wittrick-Williams algorithm

Stemming from Wittrick-Williams algorithm for transcendental eigenproblems, a general adaptive finite element (FE) procedure is proposed for general linear eigenproblems. The pivot of the proposed procedure is the counting method based on Sturm sequences, a simplified version of the Wittrick-Williams algorithm for linear matrix eigenproblems, based on which a general eigen-algorithm is developed by integrating a number of effective approaches such as a two-phased divide-and-conquer scheme, a guided-and-guarded technique for eigenvalue seeking, the inverse and subspace iterations for mode finding, etc. The adopted error estimator in the adaptive FE procedure is the recently developed one which is based on the element energy projection (EEP) technique for pointwise error estimation and hence is able to control errors by maximum norm with local mesh refinement. Representative numerical examples of plates and shells are given to show the validity, reliability and efficiency of the proposed procedure.

A divergence-free generalized moving least squares approximation with its application

An approximation based on moving least squares for vector-valued functions satisfying the divergence-free property was employed in [67] by Trask, Maxey, and Hu. They changed the traditional polynomial bases in moving least squares approximation to the vector-valued polynomial basis functions satisfying the divergence-free property for constructing a new vector-valued approximation. In this paper, we adopt [67], but we consider another approach, i.e., a direct method based on the generalized moving least squares (GMLS) approximation for vector-valued functions, which satisfy the divergence-free property. This GMLS approximation produces diffuse or uncertain derivatives for each component of the proposed vector-valued approximation satisfying the divergence-free property. Using the new approach, the linear functionals such as the derivatives act only on each row of the vector-valued polynomial basis functions, which reduces the computational cost comparing with the divergence-free moving least squares approximation. The pointwise error estimates of the presented approximation are obtained for the bounded sub-domains in Rd(d≥2) with an interior cone condition. Some numerical results are provided to confirm the obtained theoretical results. As an application, the Cahn-Hilliard-Hele-Shaw (CHHS) equation is solved numerically via a stabilized semi-implicit scheme in time that holds the mass conservative and energy dissipative properties and also the GMLS approximation in space. Besides, the developed vector-valued approximation has been used to compute the Leray-Helmholtz projection of the advective velocity.

Optimal point-wise error estimate of two conservative fourth-order compact finite difference schemes for the nonlinear Dirac equation

In this paper, we propose and analyze two conservative fourth-order compact finite difference schemes for the (1+1) dimensional nonlinear Dirac equation with periodic boundary conditions. Based on matrix knowledge, we convert the point-wise forms of the proposed compact schemes into equivalent vector forms and analyze their conservative and convergence properties. We prove that the proposed schemes preserve the total mass and energy in the discrete level and the convergence rate of the schemes, without any restrictions on the grid ratio, are at the order of O(h4+τ2) in l∞-norm, where h and τ are spatial and temporal steps, respectively. The error analysis techniques include the energy method and the techniques of either the cut-off of the nonlinearity or the mathematical induction to bound the numerical approximate solutions. The numerical experiments are carried out to confirm our theoretical analysis. The research method in this paper can be easily extended to higher order compact schemes or other types of wave equations.

Pointwise error estimates for 𝐶⁰ interior penalty approximation of biharmonic problems

The aim of this paper is to derive pointwise global and local best approximation type error estimates for biharmonic problems using the C 0 C^0 interior penalty method. The analysis uses the technique of dyadic decompositions of the domain, which is assumed to be a convex polygon. The proofs require local energy estimates and new pointwise Green’s function estimates for the continuous problem which has independent interest.

The study of exact and numerical solutions of the generalized viscous Burgers’ equation

In the paper, we revisit the uniform boundedness of the exact solution and then study pointwise error estimate for two kinds of conservative numerical discretization schemes. We show that both difference schemes share the conservative invariants similar to the original continuous model for all positive integers p. In particular, we prove that difference schemes are convergent in pointwise sense based on the cut-off function method. A numerical example is carried out to verify our theoretical results.

Global and Local Pointwise Error Estimates for Finite Element Approximations to the Stokes Problem on Convex Polyhedra

The main goal of the paper is to show new stability and localization results for the finite element solution of the Stokes system in $W^{1,\infty}$ and $L^\infty$ norms under standard assumptions o...

Pointwise error estimates of a linearized difference scheme for strongly coupled fractional Ginzburg‐Landau equations

In this paper, a linearized semi‐implicit finite difference scheme is proposed to solve the strongly coupled fractional Ginzburg‐Landau equations. The difference scheme, which involves three time levels, is unconditionally stable, fourth‐order accurate in space, and second‐order accurate in time. By using the energy method and mathematical induction, the unique solvability, the unconditional stability, and optimal pointwise error estimate are obtained. Finally, some numerical experiments are presented to validate our theoretical findings.

A fourth-order linearized difference scheme for the coupled space fractional Ginzburg\u2013Landau equation

In this paper, the coupled space fractional Ginzburg–Landau equations are investigated numerically. A linearized semi-implicit difference scheme is proposed. The scheme is unconditionally stable, fourth-order accurate in space, and second-order accurate in time. The optimal pointwise error estimates, unique solvability, and unconditional stability are obtained. Moreover, Richardson extrapolation is exploited to improve the temporal accuracy to fourth order. Finally, numerical results are presented to confirm the theoretical results.

Finite element error estimates in $$L^2$$ for regularized discrete approximations to the obstacle problem

This work is concerned with quasi-optimal a-priori finite element error estimates for the obstacle problem in the $$L^2$$-norm. The discrete approximations are introduced as solutions to a finite element discretization of an accordingly regularized problem. The underlying domain is only assumed to be convex and polygonally or polyhedrally bounded such that an application of pointwise error estimates results in a rate less than two in general. The main ingredient for proving the quasi-optimal estimates is the structural and commonly used assumption that the obstacle is inactive on the boundary of the domain. Then localization techniques are used to estimate the global $$L^2$$-error by a local error in the inner part of the domain, where higher regularity for the solution can be assumed, and a global error for the Ritz-projection of the solution, which can be estimated by standard techniques. We validate our results by numerical examples.

Average sampling and reconstruction of reproducing kernel signals in mixed Lebesgue spaces

In this paper, we mainly study the average sampling and reconstruction of signals in a reproducing kernel subspace of the mixed Lebesgue space Lp,q(Rm+n). First, the sampling stability for two kinds of average sampling functionals is considered. Then, the corresponding iterative approximation projection algorithms with exponential convergence are established. Finally, the asymptotic pointwise error estimates are given for reconstructing a signal from its average samples corrupted by additive random noise.

Polynomial Interpolation of Normal Conditional Expectation

In this paper we are interested in approximating the conditional expectation of a given random variable X with respect to the standard normal distribution N(0, 1). Actually we have shown that the conditional expectation E(X|Z) could be interpolated by an N degree polynomial function of Z, φN(Z) where N is the number of observations recorded for the conditional expectation E(X|Z = z). A pointwise error estimation has been proved under reasonable condition on the random variable X.

Pointwise error estimates for a generalized Oseen problem and an application to an optimal control problem

We derive pointwise error estimates for a generalized Oseen when it is approximated by a low order Taylor‐Hood finite element scheme in two dimensions. The analysis is based on estimates for regularized Green's functions associated with a generalized Oseen problem on weighted Sobolev spaces and weighted interpolation results. We apply the maximum norm results to obtain convergence in an optimal control problem governed by a generalized Oseen equation and present a numerical example that allows us to show the behavior of the error.

A reproducing kernel Hilbert space approach in meshless collocation method

In this paper, we combine the theory of the reproducing kernel Hilbert spaces with the field of collocation methods to solve boundary value problems with a special emphasis on the reproducing property of kernels. Using the reproducing property of the kernels, a new efficient algorithm is proposed to obtain the cardinal functions of a reproducing kernel Hilbert space, which can be applied conveniently for multi-dimensional domains. The differentiation matrices are constructed and also a pointwise error estimate of applying them is derived. In addition, we prove the non-singularity of the collocation matrix. The proposed method is truly meshless, and can be applied conveniently and accurately for high order and also multi-dimensional problems. Numerical results are presented for the several problems such as second- and fifth-order two-point boundary value problems, one- and two-dimensional unsteady Burgers’ equations, and a three-dimensional parabolic partial differential equation. In addition, we compare the numerical results with the best-reported results in the literature to show the high accuracy and efficiency of the proposed method.