arXiv subjects

Wenlin Qiu

Publications and source records attributed to Wenlin Qiu.

24 records · Page 2Linked to original sources

arXiv2023

Optimal error estimate of accurate second-order scheme for Volterra integrodifferential equations with tempered multi-term kernels

In this paper, we investigate and analyze numerical solutions for the Volterra integrodifferential equations with tempered multi-term kernels. Firstly we derive some regularity estimates of the exact solution. Then a temporal-discrete scheme is established by employing Crank-Nicolson technique and product integration (PI) rule for discretizations of the time derivative and tempered-type fractional integral terms, respectively, from which, nonuniform meshes are applied to overcome the singular behavior of the exact solution at $t=0$. Based on deduced regularity conditions, we prove that the proposed scheme is unconditionally stable, and possesses accurately temporal second-order convergence in $L_2$-norm. Numerical examples confirm the effectiveness of the proposed method.

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arXiv2023

Global behavior of temporal discretizations for Volterra integrodifferential equations with certain nonsmooth kernels

In this work, the z-transform is presented to analyze time-discrete solutions for Volterra integrodifferential equations (VIDEs) with nonsmooth multi-term kernels in the Hilbert space, and this class of continuous problem was first considered and analyzed by Hannsgen and Wheeler (SIAM J Math Anal 15 (1984) 579-594). This work discusses three cases of kernels $β_q(t)$ included in the integrals for the multi-term VIDEs, from which we use corresponding numerical techniques to approximate the solution of multi-term VIDEs in different cases. Firstly, for the case of $β_1(t), β_2(t) \in \mathrm{L}_1(\mathbb{R}_+)$, the Crank-Nicolson (CN) method and interpolation quadrature (IQ) rule are applied to time-discrete solutions of the multi-term VIDEs; secondly, for the case of $β_1(t)\in \mathrm{L}_1(\mathbb{R}_+)$ and $β_2(t)\in \mathrm{L}_{1,\text{loc}}(\mathbb{R}_+)$, second-order backward differentiation formula (BDF2) and second-order convolution quadrature (CQ) are employed to discretize the multi-term problem in the time direction; thirdly, for the case of $β_1(t), β_2(t)\in \mathrm{L}_{1,\text{loc}}(\mathbb{R}_+)$, we utilize the CN method and trapezoidal CQ (TCQ) rule to approximate temporally the multi-term problem. Then for the discrete solution of three cases, the long-time global stability and convergence are proved based on the z-transform and certain appropriate assumptions. Furthermore, the long-time estimate of the third case is confirmed by the numerical tests.

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arXiv2023

Numerical approximation based on deep convolutional neural network for high-dimensional fully nonlinear merged PDEs and 2BSDEs

This paper proposes two efficient approximation methods to solve high-dimensional fully nonlinear partial differential equations (NPDEs) and second-order backward stochastic differential equations (2BSDEs), where such high-dimensional fully NPDEs are extremely difficult to solve because the computational cost of standard approximation methods grows exponentially with the number of dimensions. Therefore, we consider the following methods to overcome this difficulty. For the merged fully NPDEs and 2BSDEs system, combined with the time forward discretization and ReLU function, we use multi-scale deep learning fusion and convolutional neural network (CNN) techniques to obtain two numerical approximation schemes, respectively. Finally, three practical high-dimensional test problems involving Allen-Cahn, Black-Scholes-Barentblatt, and Hamiltonian-Jacobi-Bellman equations are given so that the first proposed method exhibits higher efficiency and accuracy than the existing method, while the second proposed method can extend the dimensionality of the completely NPDEs-2BSDEs system over $400$ dimensions, from which the numerical results highlight the effectiveness of proposed methods.

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arXiv2022

A two-grid temporal second-order scheme for the two-dimensional nonlinear Volterra integro-differential equation with weakly singular kernel

In this paper, a two-grid temporal second-order scheme for the two-dimensional nonlinear Volterra integro-differential equation with weakly singular kernel is proposed to reduce the computation time and improve the accuracy of the scheme developed by Xu et al. (Applied Numerical Mathematics 152 (2020) 169-184). The proposed scheme consists of three steps: First, a small nonlinear system is solved on the coarse grid using fix-point iteration. Second, the Lagrange's linear interpolation formula is used to arrive at some auxiliary values for analysis of the fine grid. Finally, a linearized Crank-Nicolson finite difference system is solved on the fine grid. Moreover, the algorithm uses a central difference approximation for the spatial derivatives. In the time direction, the time derivative and integral term are approximated by Crank-Nicolson technique and product integral rule, respectively. With the help of the discrete energy method, the stability and space-time second-order convergence of the proposed approach are obtained in $L^2$-norm. Finally, the numerical results agree with the theoretical analysis and verify the effectiveness of the algorithm.

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arXiv2022

Pointwise error estimates of compact difference scheme for mixed-type time-fractional Burgers' equation

In this paper, based on the developed nonlinear fourth-order operator and method of order reduction, a novel fourth-order compact difference scheme is constructed for the mixed-type time-fractional Burgers' equation, from which $L_1$-discretization formula is employed to deal with the terms of fractional derivative, and the nonlinear convection term is discretized by nonlinear compact difference operator. Then a fully discrete compact difference scheme can be established by approximating spatial second-order derivative with classic compact difference formula. The convergence and stability are rigorously proved in the $L^{\infty}$-norm by the energy argument and mathematical induction. Finally, several numerical experiments are provided to verify the theoretical analysis.

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arXiv2022

Second-order accurate numerical scheme with graded meshes for the nonlinear partial integrodifferential equation arising from viscoelasticity

This paper establishes and analyzes a second-order accurate numerical scheme for the nonlinear partial integrodifferential equation with a weakly singular kernel. In the time direction, we apply the Crank-Nicolson method for the time derivative, and the product-integration (PI) rule is employed to deal with Riemann-Liouville fractional integral. From which, the non-uniform meshes are utilized to compensate for the singular behavior of the exact solution at $t=0$ so that our method can reach second-order convergence for time. In order to formulate a fully discrete implicit difference scheme, we employ a standard centered difference formula for the second-order spatial derivative, and the Galerkin method based on piecewise linear test functions is used to approximate the nonlinear convection term. Then we derive the existence and uniqueness of numerical solutions for the proposed implicit difference scheme. Meanwhile, stability and convergence are proved by means of the discrete energy method. Furthermore, to demonstrate the effectiveness of the proposed method, we utilize a fixed point iterative algorithm to calculate the discrete scheme. Finally, numerical experiments illustrate the feasibility and efficiency of the proposed scheme, in which numerical results are consistent with our theoretical analysis.

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