arXiv subjects

Li-Lian Wang

Publications and source records attributed to Li-Lian Wang.

At least 37 records · Page 2Linked to original sources

arXiv2020

On diagonal dominance of FEM stiffness matrix of fractional Laplacian and maximum principle preserving schemes for fractional Allen-Cahn equation

In this paper, we study diagonal dominance of the stiffness matrix resulted from the piecewise linear finite element discretisation of the integral fractional Laplacian under global homogeneous Dirichlet boundary condition in one spatial dimension. We first derive the exact form of this matrix in the frequency space which is extendable to multi-dimensional rectangular elements. Then we give the complete answer when the stiffness matrix can be strictly diagonally dominant. As one application, we apply this notion to the construction of maximum principle preserving schemes for the fractional-in-space Allen-Cahn equation, and provide ample numerical results to verify our findings.

math.NA↗

arXiv2019

A Truly Exact and Optimal Perfect Absorbing Layer for Time-harmonic Acoustic Wave Scattering Problems

In this paper, we design a truly exact and optimal perfect absorbing layer (PAL) for domain truncation of the two-dimensional Helmholtz equation in an unbounded domain with bounded scatterers. This technique is based on a complex compression coordinate transformation in polar coordinates, and a judicious substitution of the unknown field in the artificial layer. Compared with the widely-used perfectly matched layer (PML) methods, the distinctive features of PAL lie in that (i) it is truly exact in the sense that the PAL-solution is identical to the original solution in the bounded domain reduced by the truncation layer; (ii) with the substitution, the PAL-equation is free of singular coefficients and the substituted unknown field is essentially non-oscillatory in the layer; and (iii) the construction is valid for general star-shaped domain truncation. By formulating the variational formulation in Cartesian coordinates, the implementation of this technique using standard spectral-element or finite-element methods can be made easy as a usual coding practice. We provide ample numerical examples to demonstrate that this method is highly accurate, parameter-free and robust for very high wave-number and thin layer. It outperforms the classical PML and the recently advocated PML using unbounded absorbing functions. Moreover, it can fix some flaws of the PML approach.

math.NA↗

arXiv2019

Fast Fourier-like Mapped Chebyshev Spectral-Galerkin Methods for PDEs with Integral Fractional Laplacian in Unbounded Domains

In this paper, we propose a fast spectral-Galerkin method for solving PDEs involving integral fractional Laplacian in $\mathbb{R}^d$, which is built upon two essential components: (i) the Dunford-Taylor formulation of the fractional Laplacian; and (ii) Fourier-like bi-orthogonal mapped Chebyshev functions (MCFs) as basis functions. As a result, the fractional Laplacian can be fully diagonalised, and the complexity of solving an elliptic fractional PDE is quasi-optimal, i.e., $O((N\log_2N)^d)$ with $N$ being the number of modes in each spatial direction. Ample numerical tests for various decaying exact solutions show that the convergence of the fast solver perfectly matches the order of theoretical error estimates. With a suitable time-discretization, the fast solver can be directly applied to a large class of nonlinear fractional PDEs. As an example, we solve the fractional nonlinear Schr{ö}dinger equation by using the fourth-order time-splitting method together with the proposed MCF-spectral-Galerkin method.

math.NA↗

arXiv2019

Rational spectral methods for PDEs involving fractional Laplacian in unbounded domains

Many PDEs involving fractional Laplacian are naturally set in unbounded domains with underlying solutions decay very slowly, subject to certain power laws. Their numerical solutions are under-explored. This paper aims at developing accurate spectral methods using rational basis (or modified mapped Gegenbauer functions) for such models in unbounded domains. The main building block of the spectral algorithms is the explicit representations for the Fourier transform and fractional Laplacian of the rational basis, derived from some useful integral identites related to modified Bessel functions. With these at our disposal, we can construct rational spectral-Galerkin and direct collocation schemes by pre-computing the associated fractional differentiation matrices. We obtain optimal error estimates of rational spectral approximation in the fractional Sobolev spaces, and analyze the optimal convergence of the proposed Galerkin scheme. We also provide ample numerical results to show that the rational method outperforms the Hermite function approach.

math.NA↗

arXiv2018

Uniform bounds and asymptotics of Generalized Gegenbauer functions of fractional degree

The generalised Gegenbauer functions of fractional degree (GGF-Fs), denoted by ${}^{r\!}G^{(λ)}_ν(x)$ (right GGF-Fs) and ${}^{l}G^{(λ)}_ν(x)$ (left GGF-Fs) with $x\in (-1,1),$ $λ>-1/2$ and real $ν\ge 0,$ are special functions (usually non-polynomials), which are defined upon the hypergeometric representation of the classical Gegenbauer polynomial by allowing integer degree to be real fractional degree. Remarkably, the GGF-Fs become indispensable for optimal error estimates of polynomial approximation to singular functions, and have intimate relations with several families of nonstandard basis functions recently introduced for solving fractional differential equations. However, some properties of GGF-Fs, which are important pieces for the analysis and applications, are unknown or under explored. The purposes of this paper are twofold. The first is to show that for $λ,ν>0$ and $x=\cosθ$ with $θ\in (0,π),$ \begin{equation*}\label{IntRep-0N} (\sin φ)^λ\,{}^{r\!}G_ν^{(λ)}(\cos φ)= \frac{2^λΓ(λ+1/2)}{\sqrtπ {(ν+λ)^λ}} \, {\cos ((ν+λ)φ- λπ/2)} +{\mathcal R}_ν^{(λ)} (φ), \end{equation*} and derive the precise expression of the "residual" term ${\mathcal R}_ν^{(λ)} (φ).$ With this at our disposal, we obtain the bounds of GGF-Fs uniform in $ν.$ Under an appropriate weight function, the bounds are uniform for $θ\in [0,π]$ as well. Moreover, we can study the asymptotics of GGF-Fs with large fractional degree $ν.$ The second is to present miscellaneous properties of GGF-Fs for better understanding of this family of useful special functions.

math.NA↗

arXiv2018

Optimal error estimates for Chebyshev approximations of functions with limited regularity in fractional Sobolev-type spaces

In this paper, we introduce a new theoretical framework built upon fractional Sobolev-type spaces involving Riemann-Liouville (RL) fractional integrals/derivatives, which is naturally arisen from exact representations of Chebyshev expansion coefficients, for optimal error estimates of Chebyshev approximations to functions with limited regularity. The essential pieces of the puzzle for the error analysis include (i) fractional integration by parts (under the weakest possible conditions), and (ii) generalised Gegenbauer functions of fractional degree (GGF-Fs): a new family of special functions with notable fractional calculus properties. Under this framework, we are able to estimate the optimal decay rate of Chebyshev expansion coefficients for a large class of functions with interior and endpoint singularities, which are deemed suboptimal or complicated to characterize in existing literature. We can then derive optimal error estimates for spectral expansions and the related Chebyshev interpolation and quadrature measured in various norms, and also improve the available results in usual Sobolev spaces of integer regularity exponentials in several senses. As a by-product, this study results in some analytically perspicuous formulas particularly on GGF-Fs, which are potentially useful in spectral algorithms. The idea and analysis techniques can be extended to general Jacobi spectral approximations.

math.NA↗

arXiv2018

Ball Prolate Spheroidal Wave Functions In Arbitrary Dimensions

In this paper, we introduce the prolate spheroidal wave functions (PSWFs) of real order $α>-1$ on the unit ball in arbitrary dimension, termed as ball PSWFs. They are eigenfunctions of both a weighted concentration integral operator, and a Sturm-Liouville differential operator. Different from existing works on multi-dimensional PSWFs, the ball PSWFs are defined as a generalisation of orthogonal {\em ball polynomials} in primitive variables with a tuning parameter $c>0$, through a "perturbation" of the Sturm-Liouville equation of the ball polynomials. From this perspective, we can explore some interesting intrinsic connections between the ball PSWFs and the finite Fourier and Hankel transforms. We provide an efficient and accurate algorithm for computing the ball PSWFs and the associated eigenvalues, and present various numerical results to illustrate the efficiency of the method. Under this uniform framework, we can recover the existing PSWFs by suitable variable substitutions.

math.NA↗

arXiv2017

Calculation of SPH and VSH Expansions

We present in this paper a spectrally accurate numerical method for computing the spherical/vector spherical harmonic expansion of a function/vector field with given (elemental) nodal values on a spherical surface. Built upon suitable analytic formulas for dealing with the involved highly oscillatory integrands, the method is robust for high mode expansions. We apply the numerical method to the simulation of three-dimensional acoustic and electromagnetic multiple scattering problems. Various numerical evidences show that the high accuracy can be achieved within reasonable computational time. This also paves the way for spectral-element discretization of 3D scattering problems reduced by spherical transparent boundary conditions based on the Dirichlet-to-Neumann map.

math.NA↗

arXiv2015

Seamless Integration of Global Dirichlet-to-Neumann Boundary Condition and Spectral Elements for Transformation Electromagnetics

In this paper, we present an efficient spectral-element method (SEM) for solving general two-dimensional Helmholtz equations in anisotropic media, with particular applications in accurate simulation of polygonal invisibility cloaks, concentrators and circular rotators arisen from the field of transformation electromagnetics (TE). In practice, we adopt a transparent boundary condition (TBC) characterized by the Dirichlet-to-Neumann (DtN) map to reduce wave propagation in an unbounded domain to a bounded domain. We then introduce a semi-analytic technique to integrate the global TBC with local curvilinear elements seamlessly, which is accomplished by using a novel elemental mapping and analytic formulas for evaluating global Fourier coefficients on spectral-element grids exactly. From the perspective of TE, an invisibility cloak is devised by a singular coordinate transformation of Maxwell's equations that leads to anisotropic materials coating the cloaked region to render any object inside invisible to observers outside. An important issue resides in the imposition of appropriate conditions at the outer boundary of the cloaked region, i.e., cloaking boundary conditions (CBCs), in order to achieve perfect invisibility. Following the spirit of [48], we propose new CBCs for polygonal invisibility cloaks from the essential "pole" conditions related to singular transformations. This allows for the decoupling of the governing equations of inside and outside the cloaked regions. With this efficient spectral-element solver at our disposal, we can study the interesting phenomena when some defects and lossy or dispersive media are placed in the cloaking layer of an ideal polygonal cloak.

physics.optics↗

arXiv2015

Well-Conditioned Fractional Collocation Methods Using Fractional Birkhoff Interpolation Basis

The purpose of this paper is twofold. Firstly, we provide explicit and compact formulas for computing both Caputo and (modified) Riemann-Liouville (RL) fractional pseudospectral differentiation matrices (F-PSDMs) of any order at general Jacobi-Gauss-Lobatto (JGL) points. We show that in the Caputo case, it suffices to compute F-PSDM of order $μ\in (0,1)$ to compute that of any order $k+μ$ with integer $k\ge 0,$ while in the modified RL case, it is only necessary to evaluate a fractional integral matrix of order $μ\in (0,1).$ Secondly, we introduce suitable fractional JGL Birkhoff interpolation problems leading to new interpolation polynomial basis functions with remarkable properties: (i) the matrix generated from the new basis yields the exact inverse of F-PSDM at "interior" JGL points; (ii) the matrix of the highest fractional derivative in a collocation scheme under the new basis is diagonal; and (iii) the resulted linear system is well-conditioned in the Caputo case, while in the modified RL case, the eigenvalues of the coefficient matrix are highly concentrated. In both cases, the linear systems of the collocation schemes using the new basis can solved by an iterative solver within a few iterations. Notably, the inverse can be computed in a very stable manner, so this offers optimal preconditioners for usual fractional collocation methods for fractional differential equations (FDEs). It is also noteworthy that the choice of certain special JGL points with parameters related to the order of the equations can ease the implementation. We highlight that the use of the Bateman's fractional integral formulas and fast transforms between Jacobi polynomials with different parameters, are essential for our algorithm development.

math.NA↗

arXiv2014

Generalized Jacobi Functions and Their Applications to Fractional Differential Equations

In this paper, we consider spectral approximation of fractional differential equations (FDEs). A main ingredient of our approach is to define a new class of generalized Jacobi functions (GJFs), which is intrinsically related to fractional calculus, and can serve as natural basis functions for properly designed spectral methods for FDEs. We establish spectral approximation results for these GJFs in weighted Sobolev spaces involving fractional derivatives. We construct efficient GJF-Petrov-Galerkin methods for a class of prototypical fractional initial value problems (FIVPs) and fractional boundary value problems (FBVPs) of general order, and show that with an appropriate choice of the parameters in GJFs, the resulted linear systems can be sparse and well-conditioned. Moreover, we derive error estimates with convergence rate only depending on the smoothness of data, so truly spectral accuracy can be attained if the data are smooth enough. The idea and results presented in this paper will be useful to deal with more general FDEs associated with Riemann-Liouville or Caputo fractional derivatives.

math.NA↗

arXiv2014

Accurate Simulation of Ideal Circular and Elliptic Cylindrical Invisibility Cloaks

The coordinate transformation offers a remarkable way to design cloaks that can steer electromagnetic fields so as to prevent waves from penetrating into the {\em cloaked region} (denoted by $Ω_0$, where the objects inside are invisible to observers outside). The ideal circular and elliptic cylindrical cloaked regions are blown up from a point and a line segment, respectively, so the transformed material parameters and the corresponding coefficients of the resulted equations are highly singular at the cloaking boundary $\partial Ω_0$. The electric field or magnetic field is not continuous across $\partialΩ_0.$ The imposition of appropriate {\em cloaking boundary conditions} (CBCs) to achieve perfect concealment is a crucial but challenging issue. Based upon the principle that finite electromagnetic fields in the original space must be finite in the transformed space as well, we obtain CBCs that intrinsically relate to the essential "pole" conditions of a singular transformation. We also find that for the elliptic cylindrical cloak, the CBCs should be imposed differently for the cosine-elliptic and sine-elliptic components of the decomposed fields. With these at our disposal, we can rigorously show that the governing equation in $Ω_0$ can be decoupled from the exterior region $Ω_0^c$, and the total fields in the cloaked region vanish. We emphasize that our proposal of CBCs is different from any existing ones.

physics.optics↗

arXiv2013

On $hp$-Convergence of PSWFs and A New Well-Conditioned Prolate-Collocation Scheme

The first purpose of this paper is to provide a rigorous proof for the nonconvergence of $h$-refinement in $hp$-approximation by the PSWFs, a surprising convergence property that was first observed by Boyd et al [J. Sci. Comput., 2013]. The second purpose is to offer a new basis that leads to spectral-collocation systems with condition numbers independent of $(c,N),$ the intrinsic bandwidth parameter and the number of collocation points. In addition, this work gives insights into the development of effective spectral algorithms using this non-polynomial basis. We in particular highlight that the collocation scheme together with a very practical rule for pairing up $(c,N)$ significantly outperforms the Legendre polynomial-based method (and likewise other Jacobi polynomial-based method) in approximating highly oscillatory bandlimited functions.

math.NA↗

arXiv2013

A well-conditioned collocation method using pseudospectral integration matrix

In this paper, a well-conditioned collocation method is constructed for solving general $p$-th order linear differential equations with various types of boundary conditions. Based on a suitable Birkhoff interpolation, we obtain a new set of polynomial basis functions that results in a collocation scheme with two important features: the condition number of the linear system is independent of the number of collocation points; and the underlying boundary conditions are imposed exactly. Moreover, the new basis leads to exact inverse of the pseudospectral differentiation matrix (PSDM) of the highest derivative (at interior collocation points), which is therefore called the pseudospectral integration matrix (PSIM). We show that PSIM produces the optimal integration preconditioner, and stable collocation solutions with even thousands of points.

math.NA↗

arXiv2013

Fast and Accurate Computation of Exact Nonreflecting Boundary Condition for Maxwell's Equations

We report in this paper a fast and accurate algorithm for computing the exact spherical nonreflecting boundary condition (NRBC) for time-dependent Maxwell's equations. It is essentially based on a new formulation of the NRBC, which allows for the use of an analytic method for computing the involved inverse Laplace transform. This tool can be generically integrated with the interior solvers for challenging simulations of electromagnetic scattering problems. We provide some numerical examples to show that the algorithm leads to very accurate results.

math-ph↗

arXiv2012

Sharp error bounds for Jacobi expansions and Gengenbauer-Gauss quadrature of analytic functions

This paper provides a rigorous and delicate analysis for exponential decay of Jacobi polynomial expansions of analytic functions associated with the Bernstein ellipse. Using an argument that can recover the best estimate for the Chebyshev expansion, we derive various new and sharp bounds of the expansion coefficients, which are featured with explicit dependence of all related parameters and valid for degree $n\ge 1$. We demonstrate the sharpness of the estimates by comparing with existing ones, in particular, the very recent results in [38, SIAM J. Numer. Anal., 2012]. We also extend this argument to estimate the Gegenbauer-Gauss quadrature remainder of analytic functions, which leads to some new tight bounds for quadrature errors.

math.NA↗

arXiv2012

The proximal point method for a hybrid model in image restoration

Models including two $L^1$ -norm terms have been widely used in image restoration. In this paper we first propose the alternating direction method of multipliers (ADMM) to solve this class of models. Based on ADMM, we then propose the proximal point method (PPM), which is more efficient than ADMM. Following the operator theory, we also give the convergence analysis of the proposed methods. Furthermore, we use the proposed methods to solve a class of hybrid models combining the ROF model with the LLT model. Some numerical results demonstrate the viability and efficiency of the proposed methods.

cs.CV↗

arXiv2012

A New Triangular Spectral Element Method I: Implementation and Analysis on a Triangle

This paper serves as our first effort to develop a new triangular spectral element method (TSEM) on unstructured meshes, using the rectangle-triangle mapping proposed in the conference note [21]. Here, we provide some new insights into the originality and distinctive features of the mapping, and show that this transform only induces a logarithmic singularity, which allows us to devise a fast, stable and accurate numerical algorithm for its removal. Consequently, any triangular element can be treated as efficiently as a quadrilateral element, which affords a great flexibility in handling complex computational domains. Benefited from the fact that the image of the mapping includes the polynomial space as a subset, we are able to obtain optimal $L^2$- and $H^1$-estimates of approximation by the proposed basis functions on triangle. The implementation details and some numerical examples are provided to validate the efficiency and accuracy of the proposed method. All these will pave the way for developing an unstructured TSEM based on, e.g., the hybridizable discontinuous Galerkin formulation.

math.NA↗