In this work, we construct novel discretizations for the unsteady convection-diffusion equation. Our discretization relies on multiderivative time integrators together with a novel discretization that reduces the total number of unknowns for the solver. These type of temporal discretizations come from an umbrella class of methods that include Lax-Wendroff (Taylor) as well as Runge-Kutta methods as special cases. We include two-point collocation methods with multiple time derivatives as well as a sixth-order fully implicit collocation method that only requires a total of three stages. Numerical results for a number of sample linear problems indicate the expected order of accuracy and indicate we can take arbitrarily large time steps.
This paper is concerned with the numerical approximation of the Dirichlet initial-boundary-value problem of nonlinear pseudo-parabolic equations with spectral methods. Error estimates for the semidiscrete Galerkin and collocation schemes based on Jacobi polynomials are derived.
We introduce and analyze a class of Galerkin-collocation discretization schemes in time for the wave equation. Its conceptual basis is the establishment of a direct connection between the Galerkin method for the time discretization and the classical collocation methods, with the perspective of achieving the accuracy of the former with reduced computational costs provided by the latter in terms of less complex linear algebraic systems. Continuously differentiable in time discrete solutions are obtained by the application of a special quadrature rule involving derivatives. Optimal order error es…
We propose and study numerically the implicit approximation in time of the Navier-Stokes equations by a Galerkin-collocation method in time combined with inf-sup stable finite element methods in space. The conceptual basis of the Galerkin-collocation approach is the establishment of a direct connection between the Galerkin method and the classical collocation methods, with the perspective of achieving the accuracy of the former with reduced computational costs in terms of less complex algebraic systems of the latter. Regularity of higher order in time of the discrete solution is ensured furthe…
In this paper, we present and study $C^1$ Petrov-Galerkin and Gauss collocation methods with arbitrary polynomial degree $k$ ($\ge 3$) for one-dimensional elliptic equations. We prove that, the solution and its derivative approximations converge with rate $2k-2$ at all grid points; and the solution approximation is superconvergent at all interior roots of a special Jacobi polynomial of degree $k+1$ in each element, the first-order derivative approximation is superconvergent at all interior $k-2$ Lobatto points, and the second-order derivative approximation is superconvergent at $k-1$ Gauss poi…
In this work, we propose and investigate stable high-order collocation-type discretisations of the discontinuous Galerkin method on equidistant and scattered collocation points. We do so by incorporating the concept of discrete least squares into the discontinuous Galerkin framework. Discrete least squares approximations allow us to construct stable and high-order accurate approximations on arbitrary collocation points, while discrete least squares quadrature rules allow us their stable and exact numerical integration. Both methods are computed efficiently by using bases of discrete orthogonal…
Collocation boundary element methods for integral equations are easier to implement than Galerkin methods because the elements of the discretization matrix are given by lower-dimensional integrals. For that same reason, the matrix assembly also requires fewer computations. However, collocation methods typically yield slower convergence rates and less robustness, compared to Galerkin methods. We explore the extent to which oversampled collocation can improve both robustness and convergence rates. We show that in some cases convergence rates can actually be higher than the corresponding Galerkin…
This paper investigate on numerical analysis on modified Single-layer approach to exterior Dirichlet problem of Laplace equation. We complete the convergence and error analysis of Petrov-Galerkin and Galerkin-Collocation methods with trigonometric basis for the induced modified Symm's integral equation of the first kind on analytic boundary. Besides, utilizing the composite trapezial quadrature formula and trigonometric interpolation to handle the singularity in modified logarithmic kernel, we establish the numerical procedure for implementation. On these numerical examples, we compare the eff…
Convergence of an adaptive collocation method for the stationary parametric diffusion equation with finite-dimensional affine coefficient is shown. The adaptive algorithm relies on a recently introduced residual-based reliable a posteriori error estimator. For the convergence proof, a strategy recently used for a stochastic Galerkin method with an hierarchical error estimator is transferred to the collocation setting. Extensions to other variants of adaptive collocation methods (including the classical one proposed in the paper "Dimension-adaptive tensor-product quadratuture" Computing (2003) …
In recent work (Maierhofer & Huybrechs, 2022, Adv. Comput. Math.), the authors showed that least-squares oversampling can improve the convergence properties of collocation methods for boundary integral equations involving operators of certain pseudo-differential form. The underlying principle is that the discrete method approximates a Bubnov$-$Galerkin method in a suitable sense. In the present work, we extend this analysis to the case when the integral operator is perturbed by a compact operator $\mathcal{K}$ which is continuous as a map on Sobolev spaces on the boundary, $\mathcal{K}:H^{p}\r…
High-order entropy-stable discontinuous Galerkin (DG) methods for nonlinear conservation laws reproduce a discrete entropy inequality by combining entropy conservative finite volume fluxes with summation-by-parts (SBP) discretization matrices. In the DG context, on tensor product (quadrilateral and hexahedral) elements, SBP matrices are typically constructed by collocating at Lobatto quadrature points. Recent work has extended the construction of entropy-stable DG schemes to collocation at more accurate Gauss quadrature points. In this work, we extend entropy-stable Gauss collocation schemes t…
In this work, we study the reproducing kernel (RK) collocation method for the peridynamic Navier equation. We first apply a linear RK approximation on both displacements and dilatation, then back-substitute dilatation, and solve the peridynamic Navier equation in a pure displacement form. The RK collocation scheme converges to the nonlocal limit and also to the local limit as nonlocal interactions vanish. The stability is shown by comparing the collocation scheme with the standard Galerkin scheme using Fourier analysis. We then apply the RK collocation to the quasi-discrete peridynamic Navier …
We consider a family of variational time discretizations that are generalizations of discontinuous Galerkin (dG) and continuous Galerkin-Petrov (cGP) methods. The family is characterized by two parameters. One describes the polynomial ansatz order while the other one is associated with the global smoothness that is ensured by higher order collocation conditions at both ends of the subintervals. The presented methods provide the same stability properties as dG or cGP. Provided that suitable quadrature rules of Hermite type for evaluating the integrals in the variational conditions are used, the…
Intrusive Uncertainty Quantification methods such as stochastic Galerkin are gaining popularity, whereas the classical stochastic Galerkin approach is not ensured to preserve hyperbolicity of the underlying hyperbolic system. We apply a modification of this method that uses a slope limiter to retain admissible solutions of the system, while providing high-order approximations in the physical and stochastic space. This is done using a spatial discontinuous Galerkin scheme and a Multi-Element stochastic Galerkin ansatz in the random space. We analyze the convergence of the resulting scheme and a…
This paper considers the approximation of partial differential equations with a point collocation framework based on high-order local maximum-entropy schemes (HOLMES). In this approach, smooth basis functions are computed through an optimization procedure and the strong form of the problem is directly imposed at the collocation points, reducing significantly the computational times with respect to the Galerkin formulation. Furthermore, such a method is truly meshless, since no background integration grids are necessary. The validity of the proposed methodology is verified with supportive numer…
The discrete ordinates discontinuous Galerkin ($S_N$-DG) method is a well-established and practical approach for solving the radiative transport equation. In this paper, we study a low-memory variation of the upwind $S_N$-DG method. The proposed method uses a smaller finite element space that is constructed by coupling spatial unknowns across collocation angles, thereby yielding an approximation with fewer degrees of freedom than the standard method. Like the original $S_N$-DG method, the low memory variation still preserves the asymptotic diffusion limit and maintains the characteristic struc…
Neural field models are nonlinear integro-differential equations for the evolution of neuronal activity, and they are a prototypical large-scale, coarse-grained neuronal model in continuum cortices. Neural fields are often simulated heuristically and, in spite of their popularity in mathematical neuroscience, their numerical analysis is not yet fully established. We introduce generic projection methods for neural fields, and derive a-priori error bounds for these schemes. We extend an existing framework for stationary integral equations to the time-dependent case, which is relevant for neurosc…
Spectral method for substantial fractional differential equations
School of Mathematical Science, Xiamen University（厦门大学数学科学学院）；Department of Mathematics, City University of Hong Kong（香港城市大学数学系）；Beijing Computational Research Center（北京计算科学研究中心）；Department of Mathematics, Wayne State University（韦恩州立大学数学系）
Fully well-balanced entropy controlled discontinuous Galerkin spectral element method for shallow water flows: global flux quadrature and cell entropy correction
To be or not to be intrusive? The solution of parametric and stochastic equations - the "plain vanilla" Galerkin case
École Centrale de Nantes（南特中央理工学院）；GeM, UMR CNRS 6183, LUNAM Université（南特大学-国家科学研究中心联合实验室）；Institute of Scientific Computing, Technische Universität Braunschweig（布伦瑞克工业大学科学计算研究所）；C 2 A 2 S 2 E, German Aerospace Center (DLR)（德国航空航天中心）
We provide sufficient conditions for vector-valued Fredholm integral operators and their commonly used spatial discretizations to be positive in terms of an order relation induced by a corresponding order cone. It turns out that reasonable Nyström methods preserve positivity. Among the projection methods, persistence is obtained for the simplest ones based on polynomial, piecewise linear or specific cubic interpolation (collocation), as well as for piecewise constant basis functions in a Bubnov-Galerkin approach. However, for semi-discretizations using quadratic splines or $\sinc$-collocation …
An accurate spectral method for Maxwell equations in Cole-Cole dispersive media
School of Mathematical Sciences and Fujian Provincial Key Laboratory on Mathematical Modeling & High Performance Scientific Computing, Xiamen University（厦门大学数学科学学院）；Division of Mathematical Sciences, School of Physical and Mathematical Sciences, Nanyang Technological University（南洋理工大学物理与数学院）
In this paper, we show that the eigenvalues and eigenvectors of the spectral discretisation matrices resulted from the Legendre dual-Petrov-Galerkin (LDPG) method for the $m$th-order initial value problem (IVP): $u^{(m)}(t)=σu(t),\, t\in (-1,1)$ with constant $σ\not=0$ and usual initial conditions at $t=-1,$ are associated with the generalised Bessel polynomials (GBPs). The essential idea of the analysis is to properly construct the basis functions for the solution and its dual spaces so that the matrix of the $m$th derivative is an identity matrix, and the mass matrix is then identical or app…
This paper is concerned with the approximation of linear and nonlinearinitial-boundary-value problems of pseudo-parabolic equations with Dirichlet boundary conditions. They are discretized in space by spectral Galerkin and collocation methods based on Legendre and Chebyshev polynomials. The time integration is carried out suitably with robust schemes attending to qualitative features such as stiffness and preservation of strong stability to simulate nonregular problems more correctly. The corresponding semidiscrete and fully discrete schemes are described and the performance of the methods is …
Biharmonic wave equations are of importance to various applications including thin plate analyses. In this work, the numerical approximation of their solutions by a $C^1$-conforming in space and time finite element approach is proposed and analyzed. Therein, the smoothness properties of solutions to the continuous evolution problem is embodied. High potential of the presented approach for more sophisticated multi-physics and multi-scale systems is expected. Time discretization is based on a combined Galerkin and collocation technique. For space discretization the Bogner--Fox--Schmit element is…
Domain-Decomposed Randomized Neural Networks for Partial Differential Equations in Unbounded Domains
School of Mathematics and Statistics, Xi’an Jiaotong University（西安交通大学数学与统计学院）；State Key Laboratory of Multiphase Flow in Power Engineering, Xi’an Jiaotong University（西安交通大学动力工程多相流国家重点实验室）
We study the problem of identifying unknown processes embedded in time-dependent partial differential equation (PDE) using observational data, with an application to advection-diffusion type PDE. We first conduct theoretical analysis and derive conditions to ensure the solvability of the problem. We then present a set of numerical approaches, including Galerkin type algorithm and collocation type algorithm. Analysis of the algorithms are presented, along with their implementation detail. The Galerkin algorithm is more suitable for practical situations, particularly those with noisy data, as it…
We consider two parallel-in-time approaches applied to a (reaction) diffusion problem, possibly non-linear. In particular, we consider PFASST (Parallel Full Approximation Scheme in Space and Time) and space-time multilevel strategies. For both approaches, we start from an integral formulation of the continuous time-dependent problem. Then, a collocation form for PFASST and a discontinuous Galerkin discretization in time for the space-time multigrid are employed, resulting in the same discrete solution at the time nodes. Strong and weak scaling of both multilevel strategies is compared for vary…
