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Dongwoo Sheen

Publications and source records attributed to Dongwoo Sheen.

18 recordsLinked to original sources

Physics-Informed Neural Networks with Attention Feature Expansion for Monge-Ampère Equations

The Monge-Ampère equation is a fundamental fully nonlinear elliptic partial differential equation that finds extensive applications across multiple disciplines. This study proposes a novel physics-informed neural network integrated with attention feature expansion (PINN-AFE) for its numerical solution. A multi-head attention enhanced feature pool is constructed to enable adaptive nonlinear feature representation, and input convex neural networks are adopted to impose strict convexity of solutions with rigorous theoretical guarantees. Meanwhile, a dynamically weighted loss function combined with hybrid optimization is formulated to accelerate training convergence. Comprehensive numerical experiments validate the accuracy and computational efficiency of the developed framework. The PINN-AFE paradigm is further extended to image processing tasks, delivering high-quality and physically consistent results in both image enhancement and medical image registration scenarios.

math.NA

Algebraic Multiscale Method for two--dimensional elliptic problems

We introduce an algebraic multiscale method for two--dimensional problems. The method uses the generalized multiscale finite element method based on the quadrilateral nonconforming finite element spaces. Differently from the one--dimensional algebraic multiscale method, we apply the dimension reduction techniques to construct multiscale basis functions. Also moment functions are considered to impose continuity between local basis functions. Some representative numerical results are presented.

math.NA

Algebraic Multiscale Method for one--dimensional elliptic problems

In this paper we propose an idea of constructing a macro--scale matrix system given a micro--scale matrix linear system. Then the macro--scale system is solved at cheaper computing costs. The method uses the idea of the generalized multiscale finite element method based. Some numerical results are presented.

math.NA

Simple quadrature rules for a nonparametric nonconforming quadrilateral element

We introduce simple quadrature rules for the family of nonparametric nonconforming quadrilateral element with four degrees of freedom. Our quadrature rules are motivated by the work of Meng {\it et al.} \cite{meng2018new}. First, we introduce a family of MVP (Mean Value Property)-preserving four DOFs nonconforming elements on the intermediate reference domain introduced by Meng {\it et al.}. Then we design two--points and three--points quadrature rules on the intermediate reference domain. Under the assumption on equal quadrature weights, the deviation from the quadrilateral center of the Gauss points for the two points and three points rules assumes the same quadratic polynomials with constant terms modified. Thus, the two--points rule and three--points rule are constructed at one stroke. The quadrature rules are asymptotically optimal as the mesh size is sufficiently small. Several numerical experiments are carried out, which show efficiency and convergence properties of the new quadrature rules.

math.NA

$P_1$--Nonconforming Quadrilateral Finite Element Space with Periodic Boundary Conditions: Part I. Fundamental results on dimensions, bases, solvers, and error analysis

The $P_1$--nonconforming quadrilateral finite element space with periodic boundary condition is investigated. The dimension and basis for the space are characterized with the concept of minimally essential discrete boundary conditions. We show that the situation is totally different based on the parity of the number of discretization on coordinates. Based on the analysis on the space, we propose several numerical schemes for elliptic problems with periodic boundary condition. Some of these numerical schemes are related with solving a linear equation consisting of a non-invertible matrix. By courtesy of the Drazin inverse, the existence of corresponding numerical solutions is guaranteed. The theoretical relation between the numerical solutions is derived, and it is confirmed by numerical results. Finally, the extension to the three dimensional is provided.

math.NA

$P_1$--Nonconforming Quadrilateral Finite Element Space with Periodic Boundary Conditions: Part II. Application to the Nonconforming Heterogeneous Multiscale Method

A homogenization approach is one of effective strategies to solve multiscale elliptic problems approximately. The finite element heterogeneous multiscale method (FEHMM) which is based on the finite element makes possible to simulate such process numerically. In this paper we introduce a FEHMM scheme for multiscale elliptic problems based on nonconforming spaces. In particular we use the noconforming element with the periodic boundary condition introduced in the companion paper. Theoretical analysis derives a priori error estimates in the standard Sobolev norms. Several numerical results which confirm our analysis are provided.

math.NA

A computational macroscale model for the time fractional poroelasticity problem in fractured and heterogeneous media

In this work, we introduce a time memory formalism in poroelasticity model that couples the pressure and displacement. We assume this multiphysics process occurs in multicontinuum media. The mathematical model contains a coupled system of equations for pressures in each continuum and elasticity equations for displacements of the medium. We assume that the temporal dynamics is governed by fractional derivatives following some works in the literature. We derive an implicit finite difference approximation for time discretization based on the Caputo time fractional derivative. A Discrete Fracture Model (DFM) is used to model fluid flow through fractures and treat the complex network of fractures. We assume different fractional powers in fractures and matrix due to slow and fast dynamics. We develop a coarse grid approximation based on the Generalized Multiscale Finite Element Method (GMsFEM), where we solve local spectral problems for construction of the multiscale basis functions. We present numerical results for the two-dimensional model problems in fractured heterogeneous porous media. We investigate error analysis between reference (fine-scale) solution and multiscale solution with different numbers of multiscale basis functions. The results show that the proposed method can provide good accuracy on a coarse grid.

math.NA

$P_1$--nonconforming polyhedral finite elements in high dimensions

We consider the lowest--degree nonconforming finite element methods for the approximation of elliptic problems in high dimensions. The $P_1$--nonconforming polyhedral finite element is introduced for any high dimension. Our finite element is simple and cheap as it is based on the triangulation of domains into parallelotes, which are combinatorially equivalent to $d$--dimensional cube, rather than the triangulation of domains into simplices. Our nonconforming element is nonparametric, and on each polytope it contains only linear polynomials, but it is sufficient to give optimal order convergence for second--order elliptic problems.

math.NA

A nonconforming immersed finite element method for elliptic interface problems

A new immersed finite element (IFE) method is developed for second-order elliptic problems with discontinuous diffusion coefficient. The IFE space is constructed based on the rotated Q1 nonconforming finite elements with the integral-value degrees of freedom. The standard nonconforming Galerkin method is employed in this IFE method without any penalty stabilization term. Error estimates in energy and L2 norms are proved to be better than $O(h\sqrt{|\log h|})$ and $O(h^2|\log h|)$, respectively, where the logarithm factors reflect jump discontinuity. Numerical results are reported to confirm our analysis.

math.NA

Nonconforming finite element method applied to the driven cavity problem

A cheapest stable nonconforming finite element method is presented for solving the incompressible flow in a square cavity without smoothing the corner singularities. The stable cheapest nonconforming finite element pair based on $P_1\times \widetilde{{\mathcal P}_{c}^h}$ on rectangular meshes \cite{stab-cheapest} is employed with a minimal modification for the discontinuous Dirichlet data on the top boundary, where $\widetilde{{\mathcal P}_{c}^h}$ is the finite element space of piecewise constant pressures with the globally one-dimensional checker-board pattern subspace eliminated. The proposed Stokes elements have least number of degrees of freedom compared to those of known stable Stokes elements. Three accuracy indications for our elements are analyzed and numerically verified. Also, various numerous computational results obtained by using our proposed element show excellent accuracy.

math.NA

Error Estimates for Approximations of Distributed Order Time Fractional Diffusion with Nonsmooth Data

In this work, we consider the numerical solution of an initial boundary value problem for the distributed order time fractional diffusion equation. The model arises in the mathematical modeling of ultra-slow diffusion processes observed in some physical problems, whose solution decays only logarithmically as the time $t$ tends to infinity. We develop a space semidiscrete scheme based on the standard Galerkin finite element method, and establish error estimates optimal with respect to data regularity in $L^2(D)$ and $H^1(D)$ norms for both smooth and nonsmooth initial data. Further, we propose two fully discrete schemes, based on the Laplace transform and convolution quadrature generated by the backward Euler method, respectively, and provide optimal convergence rates in the $L^2(D)$ norm, which exhibits exponential convergence and first-order convergence in time, respectively. Extensive numerical experiments are provided to verify the error estimates for both smooth and nonsmooth initial data, and to examine the asymptotic behavior of the solution.

math.NA

Stable cheapest nonconforming finite elements for the Stokes equations

We introduce two pairs of stable cheapest nonconforming finite element space pairs to approximate the Stokes equations. One pair has each component of its velocity field to be approximated by the $P_1$ nonconforming quadrilateral element while the pressure field is approximated by the piecewise constant function with globally two-dimensional subspaces removed: one removed space is due to the integral mean--zero property and the other space consists of global checker--board patterns. The other pair consists of the velocity space as the $P_1$ nonconforming quadrilateral element enriched by a globally one--dimensional macro bubble function space based on $DSSY$ (Douglas-Santos-Sheen-Ye) nonconforming finite element space; the pressure field is approximated by the piecewise constant function with mean--zero space eliminated. We show that two element pairs satisfy the discrete inf-sup condition uniformly. And we investigate the relationship between them. Several numerical examples are shown to confirm the efficiency and reliability of the proposed methods.

math.NA

Convergence analysis of a family of 14-node brick elements

In this paper, we will give convergence analysis for a family of 14-node elements which was proposed by I. M. Smith and D. J. Kidger in 1992. The 14 DOFs are taken as the value at the eight vertices and six face-centroids. For second-order elliptic problem, we will show that among all the Smith-Kidger 14-node elements, Type 1, Type 2 and type 5 elements can get the optimal convergence order and Type 6 get lower convergence order. Motivated by the proof, we also present a new 14-node nonconforming element. If we change the DOFs into the value at the eight vertices and the integration value of six faces, we show that Type 1, Type 2 and Type 5 keep the optimal convergence order and Type 6 element improve one order accuracy which means that it also get optimal convergence order.

math.NA

A class of nonparametric DSSY nonconforming quadrilateral elements

A new class of nonparametric nonconforming quadrilateral finite elements is introduced which has the midpoint continuity and the mean value continuity at the interfaces of elements simultaneously as the rectangular DSSY element [J.Douglas, Jr., J. E. Santos, D. Sheen, and X. Ye. Nonconforming {G}alerkin methods based on quadrilateral elements for second order elliptic problems. ESAIM--Math. Model. Numer. Anal., 33(4):747--770, 1999]. The parametric DSSY element for general quadrilaterals requires five degrees of freedom to have an optimal order of convergence [Z. Cai, J. Douglas, Jr., J. E. Santos, D. Sheen, and X. Ye. Nonconforming quadrilateral finite elements: A correction. Calcolo, 37(4):253--254, 2000], while the new nonparametric DSSY elements require only four degrees of freedom. The design of new elements is based on the decomposition of a bilinear transform into a simple bilinear map followed by a suitable affine map. Numerical results are presented to compare the new elements with the parametric DSSY element.

math.NA

A new cubic nonconforming finite element on rectangles

A new nonconforming rectangle element with cubic convergence for the energy norm is introduced. The degrees of freedom (DOFs) are defined by the twelve values at the three Gauss points on each of the four edges. Due to the existence of one linear relation among the above DOFs, it turns out the DOFs are eleven. The nonconforming element consists of $P_2\oplus \Span\{x^3y-xy^3\}$. We count the corresponding dimension for Dirichlet and Neumann boundary value problems of second-order elliptic problems. We also present the optimal error estimates in both broken energy and $L_2(Ø)$ norms. Finally, numerical examples match our theoretical results very well.

math.NA

Laplace transformation method for the Black-Scholes equation

In this paper we apply the innovative Laplace transformation method introduced by Sheen, Sloan, and Thomée (IMA J. Numer. Anal., 2003) to solve the Black-Scholes equation. The algorithm is of arbitrary high convergence rate and naturally parallelizable. It is shown that the method is very efficient for calculating various options. Existence and uniqueness properties of the Laplace transformed Black-Scholes equation are analyzed. Also a transparent boundary condition associated with the Laplace transformation method is proposed. Several numerical results for various options under various situations confirm the efficiency, convergence and parallelization property of the proposed scheme.

q-fin.CP

Turing Instability for a Ratio-Dependent Predator-Prey Model with Diffusion

Ratio-dependent predator-prey models have been increasingly favored by field ecologists where predator-prey interactions have to be taken into account the process of predation search. In this paper we study the conditions of the existence and stability properties of the equilibrium solutions in a reaction-diffusion model in which predator mortality is neither a constant nor an unbounded function, but it is increasing with the predator abundance. We show that analytically at a certain critical value a diffusion driven (Turing type) instability occurs, i.e. the stationary solution stays stable with respect to the kinetic system (the system without diffusion). We also show that the stationary solution becomes unstable with respect to the system with diffusion and that Turing bifurcation takes place: a spatially non-homogenous (non-constant) solution (structure or pattern) arises. A numerical scheme that preserve the positivity of the numerical solutions and the boundedness of prey solution will be presented. Numerical examples are also included.

math.DS

F. John's stability conditions vs. A. Carasso's SECB constraint for backward parabolic problems

In order to solve backward parabolic problems F. John [{\it Comm. Pure. Appl. Math.} (1960)] introduced the two constraints "$\|u(T)\|\le M$" and $\|u(0) - g \| \le δ$ where $u(t)$ satisfies the backward heat equation for $t\in(0,T)$ with the initial data $u(0).$ The {\it slow-evolution-from-the-continuation-boundary} (SECB) constraint has been introduced by A. Carasso in [{\it SIAM J. Numer. Anal.} (1994)] to attain continuous dependence on data for backward parabolic problems even at the continuation boundary $t=T$. The additional "SECB constraint" guarantees a significant improvement in stability up to $t=T.$ In this paper we prove that the same type of stability can be obtained by using only two constraints among the three. More precisely, we show that the a priori boundedness condition $\|u(T)\|\le M$ is redundant. This implies that the Carasso's SECB condition can be used to replace the a priori boundedness condition of F. John with an improved stability estimate. Also a new class of regularized solutions is introduced for backward parabolic problems with an SECB constraint. The new regularized solutions are optimally stable and we also provide a constructive scheme to compute. Finally numerical examples are provided.

math.NA