arXiv subjects

Xiaobing Feng

Publications and source records attributed to Xiaobing Feng.

At least 73 records · Page 4Linked to original sources

arXiv2015

Finite Element Methods for the Stochastic Allen-Cahn Equation with Gradient-type Multiplicative Noises

This paper studies finite element approximations of the stochastic Allen-Cahn equation with gradient-type multiplicative noises that are white in time and correlated in space. The sharp interface limit as the parameter $ε\rightarrow 0$ of the stochastic equation formally approximates a stochastic mean curvature flow which is described by a stochastically perturbed geometric law of the deterministic mean curvature flow. Both the stochastic Allen-Cahn equation and the stochastic mean curvature flow arise from materials science, fluid mechanics and cell biology applications. Two fully discrete finite element methods which are based on different time-stepping strategies for the nonlinear term are proposed. Strong convergence with sharp rates for both fully discrete finite element methods is proved. This is done with a crucial help of the Hölder continuity in time with respect to the spatial $L^2$-norm and $H^1$-seminorm for the strong solution of the stochastic Allen-Cahn equation, which are key technical lemmas proved in paper. It also relies on the fact that high moments of the strong solution are bounded in various spatial and temporal norms. Numerical experiments are provided to gauge the performance of the proposed fully discrete finite element methods and to study the interplay of the geometric evolution and gradient-type noises.

math.NA↗

arXiv2015

$C^0$ discontinuous Galerkin finite element methods for second order linear elliptic partial differential equations in non-divergence form

This paper is concerned with finite element approximations of $W^{2,p}$ strong solutions of second-order linear elliptic partial differential equations (PDEs) in non-divergence form with continuous coefficients. A nonstandard (primal) finite element method, which uses finite-dimensional subspaces consisting globally continuous piecewise polynomial functions, is proposed and analyzed. The main novelty of the finite element method is to introduce an interior penalty term, which penalizes the jump of the flux across the interior element edges/faces, to augment a nonsymmetric piecewise defined and PDE-induced bilinear form. Existence, uniqueness and error estimate in a discrete $W^{2,p}$ energy norm are proved for the proposed finite element method. This is achieved by establishing a discrete Calderon-Zygmund-type estimate and mimicking strong solution PDE techniques at the discrete level. Numerical experiments are provided to test the performance of proposed finite element method and to validate the convergence theory.

math.NA↗

arXiv2015

Analysis of mixed interior penalty discontinuous Galerkin methods for the Cahn-Hilliard equation and the Hele-Shaw flow

This paper proposes and analyzes two fully discrete mixed interior penalty discontinuous Galerkin (DG) methods for the fourth order nonlinear Cahn-Hilliard equation. Both methods use the backward Euler method for time discretization and interior penalty discontinuous Galerkin methods for spatial discretization. They differ from each other on how the nonlinear term is treated, one of them is based on fully implicit time-stepping and the other uses the energy-splitting time-stepping. The primary goal of the paper is to prove the convergence of the numerical interfaces of the DG methods to the interface of the Hele-Shaw flow. This is achieved by establishing error estimates that depend on $ε^{-1}$ only in some low polynomial orders, instead of exponential orders. Similar to [14], the crux is to prove a discrete spectrum estimate in the discontinuous Galerkin finite element space. However, the validity of such a result is not obvious because the DG space is not a subspace of the (energy) space $H^1$ and it is larger than the finite element space. This difficult is overcome by a delicate perturbation argument which relies on the discrete spectrum estimate in the finite element space proved in \cite{Feng_Prohl04}. Numerical experiment results are also presented to gauge the theoretical results and the performance of the proposed fully discrete mixed DG methods.

math.NA↗

arXiv2015

An unconditionally stable discontinuous Galerkin method for the elastic Helmholtz equations with large frequency

In this paper we propose and analyze an interior penalty discontinuous Galerkin (IP-DG) method using piecewise linear polynomials for the elastic Helmholtz equations with the first order absorbing boundary condition. It is proved that the sesquilinear form for the problem satisfies a generalized weak coercivity property, which immediately infers a stability estimate for the solution of the differential problem in all frequency regimes. It is also proved that the proposed IP-DG method is unconditionally stable with respect to both frequency $ω$ and mesh size $h$. Sub-optimal order (with respect to $h$) error estimates in the broken $H^1$-norm and in the $L^2$-norm are obtained in all mesh regimes. These estimate improve to optimal order when the mesh size $h$ is restricted to the pre-asymptotic regime (i.e., $ω^βh =O(1)$ for some $1\leq β<2$). The novelties of the proposed IP-DG method include: first, the method penalizes not only the jumps of the function values across the element edges but also the jumps of the normal derivatives; second, the penalty parameters are taken as complex numbers with positive imaginary parts. In order to establish the desired unconditional stability estimate for the numerical solution, the main idea is to exploit a (simple) property of linear functions to overcome the main difficulty caused by non-Hermitian nature and strong indefiniteness of the Helmholtz-type problem. The error estimate is then derived using a nonstandard technique adapted from \cite{Feng_Wu09}. Numerical experiments are also presented to validate the theoretical results and to numerically examine the pollution effect (with respect to $ω$) in the error bounds.

math.NA↗

arXiv2014

Multiphysics Finite Element Methods for a Poroelasticity Model

This paper concerns with finite element approximations of a quasi-static poroelasticity model in displacement-pressure formulation which describes the dynamics of poro-elastic materials under an applied mechanical force on the boundary. To better describe the multiphysics process of deformation and diffusion for poro-elastic materials, we first present a reformulation of the original model by introducing two pseudo-pressures, one of them is shown to satisfy a diffusion equation, we then propose a time-stepping algorithm which decouples (or couples) the reformulated PDE problem at each time step into two sub-problems, one of which is a generalized Stokes problem for the displacement vector field (of the solid network of the poro-elastic material) along with one pseudo-pressure field and the other is a diffusion problem for the other pseudo-pressure field (of the solvent of the material). In the paper, the Taylor-Hood mixed finite element method combined with the $P_1$-conforming finite element method is used as an example to demonstrate the viability of the proposed multiphysics approach. It is proved that the solutions of the fully discrete finite element methods fulfill a discrete energy law which mimics the differential energy law satisfied by the PDE solution and converges optimally in the energy norm. Moreover, it is showed that the proposed formulation also has a built-in mechanism to overcome so-called "locking phenomenon" associated with the numerical approximations of the poroelasticity model. Numerical experiments are presented to show the performance of the proposed approach and methods and to demonstrate the absence of "locking phenomenon" in our numerical experiments.

math.NA↗

arXiv2014

Group Orbit Optimization: A Unified Approach to Data Normalization

In this paper we propose and study an optimization problem over a matrix group orbit that we call \emph{Group Orbit Optimization} (GOO). We prove that GOO can be used to induce matrix decomposition techniques such as singular value decomposition (SVD), LU decomposition, QR decomposition, Schur decomposition and Cholesky decomposition, etc. This gives rise to a unified framework for matrix decomposition and allows us to bridge these matrix decomposition methods. Moreover, we generalize GOO for tensor decomposition. As a concrete application of GOO, we devise a new data decomposition method over a special linear group to normalize point cloud data. Experiment results show that our normalization method is able to obtain recovery well from distortions like shearing, rotation and squeezing.

math.NA↗

arXiv2014

Analysis of interior penalty discontinuous Galerkin methods for the Allen-Cahn equation and the mean curvature flow

This paper develops and analyzes two fully discrete interior penalty discontinuous Galerkin (IP-DG) methods for the Allen-Cahn equation, which is a nonlinear singular perturbation of the heat equation and originally arises from phase transition of binary alloys in materials science, and its sharp interface limit (the mean curvature flow) as the perturbation parameter tends to zero. Both fully implicit and energy-splitting time-stepping schemes are proposed. The primary goal of the paper is to derive sharp error bounds which depend on the reciprocal of the perturbation parameter $ε$ (also called "interaction length") only in some lower polynomial order, instead of exponential order, for the proposed IP-DG methods. The derivation is based on a refinement of the nonstandard error analysis technique first introduced in [12]. The centerpiece of this new technique is to establish a spectrum estimate result in totally discontinuous DG finite element spaces with a help of a similar spectrum estimate result in the conforming finite element spaces which was established in [12]. As a nontrivial application of the sharp error estimates, they are used to establish convergence and the rates of convergence of the zero level sets of the fully discrete IP-DG solutions to the classical and generalized mean curvature flow. Numerical experiment results are also presented to gauge the theoretical results and the performance of the proposed fully discrete IP-DG methods.

math.NA↗

arXiv2014

Measurement and Internalization of Systemic Risk in a Global Banking Network

The negative externalities from an individual bank failure to the whole system can be huge. One of the key purposes of bank regulation is to internalize the social costs of potential bank failures via capital charges. This study proposes a method to evaluate and allocate the systemic risk to different countries/regions using a SIR type of epidemic spreading model and the Shapley value in game theory. The paper also explores features of a constructed bank network using real globe-wide banking data.

q-fin.GN↗

arXiv2014

An efficient numerical method for acoustic wave scattering in random media

This paper is concerned with developing efficient numerical methods for acoustic wave scattering in random media which can be expressed as random perturbations of homogeneous media. We first analyze the random Helmholtz problem by deriving some wave-number-explicit solution estimates. We then establish a multi-modes representation of the solution as a power series of the perturbation parameter and analyze its finite modes approximations. Based on this multi-modes representation, we develop a Monte Carlo interior penalty discontinuous Galerkin (MCIP-DG) method for approximating the mode functions, which are governed by recursively defined nearly deterministic Helmholtz equations. Optimal order error estimates are derived for the method and an efficient algorithm, which is based on the LU direct solver, is also designed for efficiently implementing the proposed multi-modes MCIP-DG method. It is proved that the computational complexity of the whole algorithm is comparable to that of solving one deterministic Helmholtz problem using the LU director solver. Numerical experiments are provided to validate the theoretical results and to gauge the performance of the proposed numerical method and algorithm.

math.NA↗

arXiv2014

International Transmission of Shocks and Fragility of a Bank Network

The weighted and directed network of countries based on the number of overseas banks is analyzed in terms of its fragility to the banking crisis of one country. We use two different models to describe transmission of shocks, one local and the other global. Depending on the original source of the crisis, the overall size of crisis impacts is found to differ country by country. For the two-step local spreading model, it is revealed that the scale of the first impact is determined by the out-strength, the total number of overseas branches of the country at the origin of the crisis, while the second impact becomes more serious if the in-strength at the origin is increased. For the global spreading model, some countries named "triggers" are found to play important roles in shock transmission, and the importance of the feed-forward-loop mechanism is pointed out. We also discuss practical policy implications of the present work.

physics.soc-ph↗

arXiv2013

On Schwarz Methods for Nonsymmetric and Indefinite Problems

In this paper we introduce a new Schwarz framework and theory, based on the well-known idea of space decomposition, for nonsymmetric and indefinite linear systems arising from continuous and discontinuous Galerkin approximations of general nonsymmetric and indefinite elliptic partial differential equations. The proposed Schwarz framework and theory are presented in a variational setting in Banach spaces instead of Hilbert spaces which is the case for the well-known symmetric and positive definite (SPD) Schwarz framework and theory. Condition number estimates for the additive and hybrid Schwarz preconditioners are established. The main idea of our nonsymmetric and indefinite Schwarz framework and theory is to use weak coercivity (satisfied by the nonsymmetric and indefinite bilinear form) induced norms to replace the standard bilinear form induced norm in the SPD Schwarz framework and theory. Applications of the proposed nonsymmetric and indefinite Schwarz framework and theory. Applications of the proposed nonsymmetric and indefinite Schwarz framework to solutions of discontinuous Galerkin approximations of convection-diffusion problems are also discussed. Extensive 1-D numerical experiments are also provided to gauge the performance of the proposed Schwarz methods.

math.NA↗

arXiv2013

Analysis of a Darcy-Cahn-Hilliard Diffuse Interface Model for the Hele-Shaw Flow and its Fully Discrete Finite Element Approximation

In this paper we present PDE and finite element analyses for a system of partial differential equations (PDEs) consisting of the Darcy equation and the Cahn-Hilliard equation, which arises as a diffuse interface model for the two phase Hele-Shaw flow. We propose a fully discrete implicit finite element method for approximating the PDE system, which consists of the implicit Euler method combined with a convex splitting energy strategy for the temporal discretization, the standard finite element discretization for the pressure and a split (or mixed) finite element discretization for the fourth order Cahn-Hilliard equation. It is shown that the proposed numerical method satisfies a mass conservation law in addition to a discrete energy law that mimics the basic energy law for the Darcy-Cahn-Hilliard phase field model and holds uniformly in the phase field parameter $ε$. With help of the discrete energy law, we first prove that the fully discrete finite method is unconditionally energy stable and uniquely solvable at each time step. We then show that, using the compactness method, the finite element solution has an accumulation point that is a weak solution of the PDE system. As a result, the convergence result also provides a constructive proof of the existence of global-in-time weak solutions to the Darcy-Cahn-Hilliard phase field model in both two and three dimensions. Finally, we propose a nonlinear multigrid iterative algorithm to solve the finite element equations at each time step. Numerical experiments based on the overall solution method of combining the proposed finite element discretization and the nonlinear multigrid solver are presented to validate the theoretical results and to show the effectiveness of the proposed fully discrete finite element method for approximating the Darcy-Cahn-Hilliard phase field model.

math.NA↗

arXiv2013

Finite element approximations of the stochastic mean curvature flow of planar curves of graphs

This paper develops and analyzes a semi-discrete and a fully discrete finite element method for a one-dimensional quasilinear parabolic stochastic partial differential equation (SPDE) which describes the stochastic mean curvature flow for planar curves of graphs. To circumvent the difficulty caused by the low spatial regularity of the SPDE solution, a regularization procedure is first proposed to approximate the SPDE, and an error estimate for the regularized problem is derived. A semi-discrete finite element method, and a space-time fully discrete method are then proposed to approximate the solution of the regularized SPDE problem. Strong convergence with rates are established for both, semi- and fully discrete methods. Computational experiments are provided to study the interplay of the geometric evolution and gradient type-noises.

math.NA↗

arXiv2013

Discontinuous Galerkin finite element differential calculus and applications to numerical solutions of linear and nonlinear partial differential equations

This paper develops a discontinuous Galerkin (DG) finite element differential calculus theory for approximating weak derivatives of Sobolev functions and piecewise Sobolev functions. By introducing numerical one-sided derivatives as building blocks, various first and second order numericaloperators such as the gradient, divergence, Hessian, and Laplacian operator are defined, and their corresponding calculus rules are established. Among the calculus rules are product and chain rules, integration by parts formulas and the divergence theorem. Approximation properties and the relationship between the proposed DG finite element numerical derivatives and some well-known finite difference numerical derivative formulas on Cartesian grids are also established. Efficient implementation of the DG finite element numerical differential operators is also proposed. Besides independent interest in numerical differentiation, the primary motivation and goal of developing the DG finite element differential calculus is to solve partial differential equations. It is shown that several existing finite element, finite difference and DG methods can be rewritten compactly using the proposed DG finite element differential calculus framework. Moreover, new DG methods for linear and nonlinear PDEs are also obtained from the framework.

math.NA↗

arXiv2013

Convergent finite difference methods for one-dimensional fully nonlinear second order partial differential equations

This paper develops a new framework for designing and analyzing convergent finite difference methods for approximating both classical and viscosity solutions of second order fully nonlinear partial differential equations (PDEs) in 1-D. The goal of the paper is to extend the successful framework of monotone, consistent, and stable finite difference methods for first order fully nonlinear Hamilton-Jacobi equations to second order fully nonlinear PDEs such as Monge-Ampère and Bellman type equations. New concepts of consistency, generalized monotonicity, and stability are introduced; among them, the generalized monotonicity and consistency, which are easier to verify in practice, are natural extensions of the corresponding notions of finite difference methods for first order fully nonlinear Hamilton-Jacobi equations. The main component of the proposed framework is the concept of "numerical operator", and the main idea used to design consistent, monotone and stable finite difference methods is the concept of "numerical moment". These two new concepts play the same roles as the "numerical Hamiltonian" and the "numerical viscosity" play in the finite difference framework for first order fully nonlinear Hamilton-Jacobi equations. In the paper, two classes of consistent and monotone finite difference methods are proposed for second order fully nonlinear PDEs. The first class contains Lax-Friedrichs-like methods which also are proved to be stable and the second class contains Godunov-like methods. Numerical results are also presented to gauge the performance of the proposed finite difference methods and to validate the theoretical results of the paper.

math.NA↗

arXiv2012

Convergence of a fourth order singular perturbation of the $n$-dimensional radially symmetric Monge-Ampère equation

This paper concerns with the convergence analysis of a fourth order singular perturbation of the Dirichlet Monge-Ampère problem in the $n$-dimensional radial symmetric case. A detailed study of the fourth order problem is presented. In particular, various {\em a priori} estimates with explicit dependence on the perturbation parameter $\vepsi$ are derived, and a crucial convexity property is also proved for the solution of the fourth order problem. Using these estimates and the convexity property, we prove that the solution of the perturbed problem converges uniformly and compactly to the unique convex viscosity solution of the Dirichlet Monge-Ampère problem. Rates of convergence in the $H^k$-norm for $k=0,1,2$ are established, and illustrating numerical experiment results are also presented in the paper.

math.AP↗

arXiv2012

An absolutely stable discontinuous Galerkin method for the indefinite time-harmonic Maxwell equations with large wave number

This paper develops and analyzes an interior penalty discontinuous Galerkin (IPDG) method using piecewise linear polynomials for the indefinite time harmonic Maxwell equations with the impedance boundary condition in the three dimensional space. The main novelties of the proposed IPDG method include the following: first, the method penalizes not only the jumps of the tangential component of the electric field across the element faces but also the jumps of the tangential component of its vorticity field; second, the penalty parameters are taken as complex numbers of negative imaginary parts. For the differential problem, we prove that the sesquilinear form associated with the Maxwell problem satisfies a generalized weak stability (i.e., inf-sup condition) for star-shaped domains.Such a generalized weak stability readily infers wave-number explicit a priori estimates for the solution of the Maxwell problem, which plays an important role in the error analysis for the IPDG method. For the proposed IPDG method, we show that the discrete sesquilinear form satisfies a coercivity for all positive mesh size $h$ and wave number $k$ and for general domains including non-star-shaped ones. In turn, the coercivity easily yields the well-posedness and stability estimates (i.e., a priori estimates) for the discrete problem without imposing any mesh constraint. Based on these discrete stability estimates, by adapting a nonstandard error estimate technique of Fung and Wu (2009), we derive both the energy-norm and the $L^2$-norm error estimates for the IPDG method in all mesh parameter regimes including pre-asymptotic regime (i.e., $k^2 h\gtrsim 1$). Numerical experiments are also presented to gauge the theoretical results and to numerically examine the pollution effect (with respect to $k$) in the error bounds.

math.NA↗

arXiv2012

Mixed Interior Penalty Discontinuous Galerkin Methods for One-dimensional Fully Nonlinear Second Order Elliptic and Parabolic Equations

This paper is concerned with developing accurate and efficient numerical methods for one-dimensional fully nonlinear second order elliptic and parabolic partial differential equations (PDEs). In the paper we present a general framework for constructing high order interior penalty discontinuous Galerkin (IP-DG) methods for approximating viscosity solutions of these fully nonlinear PDEs. In order to capture discontinuities of the second order derivative $u_{xx}$ of the solution $u$, three independent functions $p_1, p_2$ and $p_3$ are introduced to represent numerical derivatives using various one-sided limits. The proposed DG framework, which is based on a nonstandard mixed formulation of the underlying PDE, embeds a nonlinear problem into a mostly linear system of equations where the nonlinearity has been modified to include multiple values of the second order derivative $u_{xx}$. The proposed framework extends a companion finite difference framework developed by the authors in [9] and allows for the approximation of fully nonlinear PDEs using high order polynomials and non-uniform meshes.In addition to the nonstandard mixed formulation setting, another main idea is to replace the fully nonlinear differential operator by a numerical operator, which is consistent with the differential operator and satisfies certain monotonicity (called g-monotonicity) properties. To ensure such a g-monotonicity, the crux of the construction is to introduce the numerical moment, which plays a critical role in the proposed DG framework. This paper also presents and analyzes numerical results for several numerical test problems which are used to guage the accuracy and efficiency of the proposed DG methods.

math.NA↗