This paper presents a wavelet Galerkin method for solving elliptic interface problems of the form $-\nabla\cdot(a\nabla u)=f$ in $Ω\backslash Γ$, where $Γ$ is a smooth interface within $Ω$. Since the scalar variable coefficient $a>0$ and source term $f$ are often discontinuous across $Γ$, the solution $u$ typically has discontinuous gradient $\nabla u$ across $Γ$ and hence $u\not\in H^{1.5}(Ω)$, posing significant challenges for traditional numerical methods. By utilizing a compactly supported biorthogonal wavelet for $H^1_0(Ω)$, we develop a strategy that incorporates additional wavelet elements (or basis functions) along the interface to resolve the complex geometry of the interface $Γ$ and the resulting gradient discontinuities. For the two-dimensional (2D) elliptic interface problem, the proposed method achieves near-optimal convergence rates: $\mathcal{O}(h |\log(h)|)$ in the $H^1(Ω)$-norm and $\mathcal(h^2 |\log(h)|^2)$ in the $L^{2}$-norm with respect to the approximation order. A key theoretical contribution is the use of the dual biorthogonal wavelet basis to establish the $H^1(Ω)$ convergence results. This is supported by the development of weighted Bessel properties for wavelets and several inequalities in fractional Sobolev spaces. To maintain high accuracy and robustness against high-contrast coefficients, our method leverages an augmented set of wavelet elements, similar to meshfree approaches, thereby eliminating the need for the complex re-meshing required by finite element methods. Unlike existing techniques, this wavelet Riesz basis framework captures the geometry of $Γ$ seamlessly while ensuring that the condition numbers of the coefficient matrices remain small and uniformly bounded, independent of the problem size.
(Bi)orthogonal (multi)wavelets on the real line have been extensively studied and employed in applications with success. A lot of problems in applications are defined on bounded intervals or domains. Therefore, it is important in both theory and application to construct all possible wavelets on intervals with some desired properties from (bi)orthogonal (multi)wavelets on the real line. Vanishing moments of compactly supported wavelets are the key property for sparse wavelet representations and are closely linked to polynomial reproduction of their underlying refinable (vector) functions. Bound…
Wavelet Galerkin method for fractional elliptic differential equations
School of Mathematics and Statistics, Gansu Key Laboratory of Applied Mathematics and Complex Systems, Lanzhou University(兰州大学数学与统计学院,甘肃省应用数学与复杂系统重点实验室)
We study dynamical Galerkin schemes for evolutionary partial differential equations (PDEs), where the projection operator changes over time. When selecting a subset of basis functions, the projection operator is non-differentiable in time and an integral formulation has to be used. We analyze the projected equations with respect to existence and uniqueness of the solution and prove that non-smooth projection operators introduce dissipation, a result which is crucial for adaptive discretizations of PDEs, e.g., adaptive wavelet methods. For the Burgers equation we illustrate numerically that thr…
The subject of this work is a new stochastic Galerkin method for second-order elliptic partial differential equations with random diffusion coefficients. It combines operator compression in the stochastic variables with tree-based spline wavelet approximation in the spatial variables. Relying on a multilevel expansion of the given random diffusion coefficient, the method is shown to achieve optimal computational complexity up to a logarithmic factor. In contrast to existing results, this holds in particular when the achievable convergence rate is limited by the regularity of the random field, …
The paper focuses on pricing European-style options on several underlying assets under the Black-Scholes model represented by a nonstationary partial differential equation. The proposed method combines the Galerkin method with $L^2$-orthogonal sparse grid spline wavelets and the Crank-Nicolson scheme with Rannacher time-stepping. To this end, we construct an orthogonal cubic spline wavelet basis on the interval satisfying homogeneous Dirichlet boundary conditions and design a wavelet basis on the unit cube using the sparse tensor product. The method brings the following advantages. First, the …
We present a wavelet-based adaptive method for computing 3D multiscale flows in complex, time-dependent geometries, implemented on massively parallel computers. While our focus is on simulations of flapping insects, it can be used for other flow problems, including turbulence, as well. The incompressible fluid is modeled with an artificial compressibility approach in order to avoid solving elliptical problems. No-slip and in/outflow boundary conditions are imposed using volume penalization. The governing equations are discretized on a locally uniform Cartesian grid with centered finite differe…
A Model Order Reduction Method for Seismic Applications Using the Laplace Transform
Institute for Analysis and Scientific Computing, Vienna University of Technology(维也纳工业大学分析与科学计算研究所);Department of Applied Mathematics, University of Twente(特温特大学应用数学系)
Multilevel Preconditioning of Discontinuous-Galerkin Spectral Element Methods, Part I: Geometrically Conforming Meshes
RWTH Aachen(亚琛工业大学);CNRS, UMR 7598, Laboratoire Jacques-Louis Lions(法国国家科学研究中心,联合研究单位7598,雅克-路易·利翁斯实验室);UPMC Univ Paris 06, UMR 7598, Laboratoire Jacques-Louis Lions(巴黎第六大学,联合研究单位7598,雅克-路易·利翁斯实验室);Politecnico di Torino(都灵理工大学)
A high-precision method for general nonlinear initial-boundary value problems
Key Laboratory of Mechanics on Disaster and Environment in Western China, Ministry of Education(西部灾害与环境力学教育部重点实验室);College of Civil Engineering and Mechanics, Lanzhou University(兰州大学土木工程与力学学院)