A new highly accurate numerical approximation scheme based on a Gauss type Clenshaw-Curtis Quadrature for Fredholm integral equations of the second kind, whose kernel is either discontinuous or not smooth along the main diagonal, is presented. This scheme is of spectral accuracy when the kernel is infinitely differentiable away from the main diagonal, and is also applicable when the kernel is singular along the boundary, and at isolated points on the main diagonal. The corresponding composite rule is described. Application to integro-differential Schroedinger equations with non-local potentials is given.
In this paper, we provide a framework of designing the local discontinuous Galerkin scheme for integral fractional Laplacian $(-Δ)^{s}$ with $s\in(0,1)$ in two dimensions. We theoretically prove and numerically verify the numerical stability and convergence of the scheme with the convergence rate no worse than $\mathcal{O}(h^{k+\frac{1}{2}})$.
We present an error analysis for the discontinuous Galerkin method applied to the discrete-ordinate discretization of the steady-state radiative transfer equation. Under some mild assumptions, we show that the DG method converges uniformly with respect to a scaling parameter $\varepsilon$ which characterizes the strength of scattering in the system. However, the rate is not optimal and can be polluted by the presence of boundary layers. In one-dimensional slab geometries, we demonstrate optimal convergence when boundary layers are not present and analyze a simple strategy for balance interior …
A discontinuous viscosity coefficient makes the jump conditions of the velocity and normal stress coupled together, which brings great challenges to some commonly used numerical methods to obtain accurate solutions. To overcome the difficulties, a kernel free boundary integral (KFBI) method combined with a modified marker-and-cell (MAC) scheme is developed to solve the two-phase Stokes problems with discontinuous viscosity. The main idea is to reformulate the two-phase Stokes problem into a single-fluid Stokes problem by using boundary integral equations and then evaluate the boundary integral…
We consider the EBT algorithm (a particle method) for the non-local equation with a discontinuous interaction kernel. The main difficulty lies in the low regularity of the kernel which is not Lipschitz continuous, thus preventing the application of standard arguments. Therefore, we use the radial symmetry of the problem instead and transform it using spherical coordinates. The resulting equation has a Lipschitz kernel with only one singularity at zero. We introduce a new weighted flat norm and prove that the particle method converges in this norm. We also comment on the two-dimensional case wh…
The systems of nonlinear Volterra integral equations of the first kind with jump discontinuous kernels are studied. The iterative numerical method for such nonlinear systems is proposed. Proposed method employs the modified Newton-Kantorovich iterative process for the integral operators linearization. On each step of the iterative process the linear system of integral equations is obtained and resolved using the discontinuity driven piecewise constant approximation of the exact solution. The convergence theorem is proved. The polynomial collocation technique is also applied to solve such syste…
Numerical solution of Volterra integral equations of the first kind with discontinuous kernels
Irkutsk National Research Technical University（伊尔库茨克国立技术研究大学）；Penza State University（奔萨国立大学）；Energy Systems Institute of Russian Academy of Sciences（俄罗斯科学院能源系统研究所）
Evaluating High Order Discontinuous Galerkin Discretization of the Boltzmann Collision Integral in $O(N^2)$ Operations Using the Discrete Fourier Transform
Department of Mathematics, California State University Nortrhidge, Nortrhdige, CA 91330, USA
An error analysis of a mixed discontinuous Galerkin (DG) method with Brezzi numerical flux for the time-harmonic Maxwell equations with minimal smoothness requirements is presented. The key difficulty in the error analysis for the DG method is that the tangential or normal trace of the exact solution is not well-defined on the mesh faces of the computational mesh. We overcome this difficulty by two steps. First, we employ a lifting operator to replace the integrals of the tangential/normal traces on mesh faces by volume integrals. Second, optimal convergence rates are proven by using smoothed …
We study in this work an integral formulation for the radiative transfer equation (RTE) in anisotropic media with truncated approximation to the scattering phase function. The integral formulation consists of a coupled system of integral equations for the angular moments of the transport solution. We analyze the approximate separability of the kernel functions in these integral formulations, deriving asymptotic lower and upper bounds on the number of terms needed in a separable approximation of the kernel functions as the moment grows. Our analysis provides the mathematical understanding on wh…
Discontinuous Galerkin method for an integro-differential equation modeling dynamic fractional order viscoelasticity
Chalmers University of Technology and University of Gothenburg（查尔姆斯理工大学和哥德堡大学）；Technical University of Gabrovo（加布罗沃理工大学）；University of Kurdistan（库尔德斯坦大学）
The discontinuous Galerkin dG method provides a robust and flexible technique for the time integration of fractional diffusion problems. However, a practical implementation uses coefficients defined by integrals that are not easily evaluated. We describe specialised quadrature techniques that efficiently maintain the overall accuracy of the dG method. In addition, we observe in numerical experiments that known superconvergence properties of dG time stepping for classical diffusion problems carry over in a modified form to the fractional-order setting.
We present an algorithmic framework for matrix-free evaluation of discontinuous Galerkin finite element operators based on sum factorization on quadrilateral and hexahedral meshes. We identify a set of kernels for fast quadrature on cells and faces targeting a wide class of weak forms originating from linear and nonlinear partial differential equations. Different algorithms and data structures for the implementation of operator evaluation are compared in an in-depth performance analysis. The sum factorization kernels are optimized by vectorization over several cells and faces and an even-odd d…
The paper is devoted to the approximate solutions of the Fredholm integral equations of the second kind with the weak singular kernel that can have additional singularity in the numerator. We describe two problems that lead to such equations. They are the problem of minimization of small deviation and the entropy minimization problem. Both of them appear when considering dynamical system involving mixed fractional Brownian motion. In order to deal with the kernel with additional singularity applying well-known methods for weakly singular kernels, we prove the theorem on the approximation of so…
Understanding fundamental kinetic processes is important for many problems, from plasma physics to gas dynamics. A first-principles approach to these problems requires a statistical description via the Boltzmann equation, coupled to appropriate field equations. In this paper we present a novel version of the discontinuous Galerkin (DG) algorithm to solve such kinetic equations. Unlike Monte-Carlo methods we use a continuum scheme in which we directly discretize the 6D phase-space using discontinuous basis functions. Our DG scheme eliminates counting noise and aliasing errors that would otherwi…
The Riesz transform of $u$ : $\mathcal{S}(\mathbb{R}^n) \rightarrow \mathcal{S'}(\mathbb{R}^n)$ is defined as a convolution by a singular kernel, and can be conveniently expressed using the Fourier Transform and a simple multiplier. We extend this analysis to higher order Riesz transforms, i.e. some type of singular integrals that contain tensorial polyadic kernels and define an integral transform for functions $\mathcal{S}(\mathbb{R}^n) \rightarrow \mathcal{S'}(\mathbb{R}^{ n \times n \times \dots n})$. We show that the transformed kernel is also a polyadic tensor, and propose a general metho…
