SearcharxivSearch

FIND YOUR NEXT DISCOVERY

Results for “math.NA”

Original records, connected by a shared subject.

Quote a phrase for an exact phrase match. Source license links do not imply unrestricted reuse.

314 records · Page 2Linked to original sources

Well-posedness and numerical reconstruction of a source term for linear parabolic problems with an integral constraint

This work investigates a time-dependent source identification problem for linear parabolic equations subject to an integral constraint and Neumann boundary conditions in a domain of $\mathbb{R}^d$, $d\ge 1$. We establish well-posedness and higher regularity of the solution pair in parabolic Hölder spaces. A numerical algorithm based on a finite element discretization in space and an implicit time-stepping scheme is then developed for the reconstruction of the unknown source. The resulting discrete inverse problem involves a well-conditioned operator. We show that identity Tikhonov regularization provides only uniform, nonselective shrinkage in this setting, whereas Tikhonov regularization with derivative-based penalties, analyzed through the generalized singular value decomposition, provides an effective denoising strategy. The regularization parameter is selected using the Morozov discrepancy principle. Numerical errors are evaluated using full parabolic Hölder norms, which provide a more comprehensive assessment of the reconstruction by incorporating errors in the solution, its derivatives, and the associated Hölder seminorms. Numerical experiments for smooth and piecewise constant sources demonstrate accurate and robust reconstructions under increasing levels of noise.

math.AP

Separable Nonnegative Matrix Factorization Using Powered Ratio-of-Norms Regularization

Separable nonnegative matrix factorization (SNMF) has been widely used for low-rank representation and clustering of nonnegative data, owing to its ability to produce part-based and interpretable decompositions. In particular, SNMF is closely related to graph clustering and community detection. To enhance sparsity and identifiability of the learned factors, we propose an $\ell_1^p/\ell_2$-regularized SNMF model based on a powered ratio-of-norms regularizer. The resulting formulation is nonconvex and nonsmooth, which poses significant challenges for optimization. To address this, we develop efficient algorithms based on the difference-of-convex function algorithm (DCA) and the alternating direction method of multipliers (ADMM). The proposed methods decompose the original problem into tractable subproblems, leveraging closed-form proximal operators associated with the powered norm terms. We establish descent and limiting criticality properties for the DCA scheme and convergence under standard assumptions for the ADMM scheme. Extensive numerical experiments on synthetic datasets and hand gesture classification tasks demonstrate that the proposed approach achieves competitive or improved performance in anchor identification and classification accuracy compared with existing SNMF methods, while maintaining competitive computational efficiency.

math.NA

ENPINN: Energy-Norm-Guided Gradient-Enhanced PINNs for Generalized Transport Problems with Sharp Gradients

Physics-informed neural networks (PINNs) have emerged as a meshless alternative to conventional numerical methods for solving partial differential equations (PDEs). However, their limited ability to capture sharp gradients can lead to substantial errors when resolving boundary and interior layers. Here, we introduce an energy-norm-enhanced PINN (ENPINN) that incorporates gradient information and variational structure into the loss function to improve the resolution of layer-dominated solutions. We first examine two related formulations: weak-loss PINNs (WLPINNs), which incorporate test functions into the conventional PINN residual, and gradient-enhanced PINNs (gPINNs), which augment the loss with spatial derivatives of the PDE residual. By analyzing these formulations, we identify their limitations in resolving steep solution gradients and motivate the systematic construction of ENPINN. We establish theoretically how the energy-norm error depends on the ENPINN loss and show that a suitably modified residual-derivative term is essential for accurately capturing boundary layers. We further establish the existence of neural-network approximations with arbitrarily small energy error and derive corresponding derivative bounds, providing a theoretical foundation for the proposed framework. The performance of ENPINN is assessed through systematic comparisons with existing PINN variants for convection-diffusion-reaction problems exhibiting steep gradients. Numerical experiments include a combustion model, a coupled multi-scale system, a two-dimensional Burgers equation with an interior layer, and a three-dimensional time-dependent problem.

math.NA

Nechvile-Transformed Spacecraft Dynamics and Propellant Computation in the 3-Body Problem

The uncontrolled equations of motion in the Nechvile frame for the restricted three-body problem have been well-known since at least the 1960s. It would seem that adding an external force to these equations is quite trivial: simply add an external force per mass term to the acceleration equations. Here we show that the last statement is not true. In fact, we show that the additive generic external force must be multiplied by the inverse of $(1 + e \cosθ)^3$ where $e$ is the relative eccentricity of the primaries and $θ$ is the true anomaly of the rotating frame located at the barycenter. Furthermore, when this result is combined with the mass flow rate equation, it generates several surprising results due to the mismatch between the resulting quadratic term and the cubic term in the equations of motion. This leads to a corresponding modification of the rocket equation itself. A Birkhoff-theoretic solution to an illustrative cislunar space mission problem shows propellent savings of 80% with the use of the correct cost functional. The popular quadratic cost utilizes more than $2X$ the minimum propellant consumption.

math.OC

Inverse Source Problem for a Time-Fractional Diffusion-Wave Equation with a Singular Inverse-Square Potential

This paper investigates an inverse source problem for a time-fractional diffusion-wave equation with a singular inverse-square potential. The source term is assumed to consist of a known temporal factor and an unknown spatial component, which is to be recovered from terminal-state measurements. The well-posedness and regularity of the forward problem are established within an appropriate energy framework by exploiting Hardy-type inequalities and the spectral properties of the associated singular elliptic operator. The terminal observation operator is then shown to be compact, and uniqueness of the spatial source is established under a suitable nondegeneracy condition on the temporal factor. To stabilize the resulting ill-posed inverse problem, a Tikhonov regularization approach is introduced. The gradient of the regularized functional is derived through an adjoint problem involving a right-sided fractional derivative, leading to an adjoint-based conjugate gradient method with an exact line search for the numerical reconstruction of the unknown source. Numerical experiments are conducted on both one-and two-dimensional spatial domains, using both exact and noisy terminal data, to demonstrate the effectiveness and stability of the proposed source reconstruction method.

math.NA

Random attractors and almost-sure stability under discretization of a stochastic autoparametric system

For a stochastic autoparametric block-and-pendulum system, the long-time dynamics exhibit two fundamental features: the almost-sure stability of the single mode solution, characterized by its Lyapunov exponent, and the global asymptotic dynamics when this single mode solution loses stability. This naturally raises the question of whether these dynamical features are preserved under discretization, since such preservation is essential for the resulting discrete system to faithfully capture the qualitative behavior of the continuous system. To address this question, we first establish the existence of a random attractor for the continuous system subject to multiplicative stochastic excitation, providing a rigorous characterization of the global asymptotic dynamics. We then propose a numerical discretization that induces a discrete random dynamical system and prove the convergence of its random attractor to the continuous one as the step size tends to zero. In addition, we show that the numerical Lyapunov exponent of the single mode solution has the same sign as its continuous counterpart for sufficiently small step sizes, thus preserving the corresponding almost-sure stability or instability classification. These results demonstrate that the proposed discretization captures both the global asymptotic dynamics and the stability characteristics of the underlying stochastic autoparametric system.

math.DS

Analysis of a finite element method for second order uniformly elliptic PDEs in non-divergence form

We propose one finite element method for both second order linear uniformly elliptic PDE in non-divergence form and the uniformly elliptic Hamilton-Jacobi-Bellman (HJB) equation. For both linear elliptic PDE in non-divergence form and the HJB equation, we prove the well-posedness of strong solution in $W^{2,p}(Ω)$ and optimal convergence in discrete $W^{2,p}$-norm of the finite element approximation to the strong solution for $1<p\leq 2$ on convex polyhedra in $\mathbb{R}^{d}$ ($d=2,3$). If the domain is a two dimensional non-convex polygon, $p$ is valid in a more restricted region. Furthermore, we relax the assumptions on the continuity of coefficients of the HJB equation, which have been widely used in literature.

math.NA

A Reduced Magnetic Vector Potential Approach with Higher-Order Splines

This work presents a high-order isogeometric formulation for magnetoquasistatic eddy-current problems based on a decomposition into Biot-Savart-driven source fields and finite-element reaction fields. Building upon a recently proposed surface-only Biot-Savart evaluation, we generalize the reduced magnetic vector potential framework to the quasistatic regime and introduce a consistent high-order spline discretization. The resulting method avoids coil meshing, supports arbitrary winding paths, and enables high-order field approximation within a reduced computational domain. Beyond establishing optimal convergence rates, the numerical investigation identifies the requirements necessary to recover high-order accuracy in practice, including geometric regularity of the enclosing interface, accurate kernel quadrature, and compatible trace spaces for the source-reaction coupling.

math.NA

A Projected Semiexplicit Integrator for Dissipative Systems with Configuration-Dependent Kinetic Energy: Contact-Herglotz Formulation and Benchmarks

Contact Hamiltonian dynamics gives dissipative mechanics an intrinsic action variable, but explicit contact splittings reach only kinetic energies whose terms are exactly integrable: frozen-coordinate diagonal metrics (the spherical pendulum, a torus particle) are included, while dense metrics with momentum cross terms, with the double pendulum as flagship, are not. We introduce a projected Pihajoki-contact integrator for this non-separable setting, combining phase-space duplication, symmetric projection onto the physical diagonal, and constant-friction damping half-steps, with the action factor carried by an exact Herglotz update. As in the projected extended-phase-space framework it builds on, the construction needs no binding parameter, returns the copies to the diagonal at every step, and confines the nonlinear solve to the $2n$ projection variables. For constant friction the step rescales $ω=dη$ by the exact factor $e^{-γτ}$ when the projection is solved exactly (a classical conformally symplectic identity, realized here for this class), while time-symmetry, consistency, and smoothness yield an $O(τ^3)$ one-step contact-form residual, a bound not specific to the contact form. On the damped double pendulum, spherical pendulum, and torus particle the method is second-order accurate, reproduces the contact decay law, and controls long-time energy and contact drift in coarse or stiff regimes where the Tao baseline and the unprojected average lose the solution. A head-to-head with exact-contactomorphism splittings delimits the niche: where a frozen-coordinate splitting exists it preserves the contact form exactly and wins at matched cost; for the dense double-pendulum metric the realizable alternative is first-order with a prohibitive constant and the projected method prevails. The contact-form estimate is local, one-step, and constant-friction.

math-ph

Parameter-Robust Subspace Correction with Multiple Semidefinite Penalties

Independently weighted semidefinite penalties arise in augmented-Lagrangian and constrained formulations. This paper characterizes when an exact additive subspace-correction preconditioner remains uniformly effective over all nonnegative penalty weights on a fixed finite-dimensional space. Robustness holds precisely when the correction spaces decompose every joint kernel generated by a nonempty subset of penalties. If one condition fails, a computable constant determines the exact first-order decay of the smallest preconditioned eigenvalue along the associated parameter ray, and the condition number grows linearly; none of the subset conditions can be discarded in general. Filtered decompositions provide computable sufficient bounds on parameter-ordering cones, while distributive kernel lattices permit a single common splitting. Exact-additive computations confirm the characterization and predicted rates. Separate Scott-Vogelius experiments produce stable multilevel iteration counts over the tested weights and mesh levels. The analysis does not establish mesh-uniformity.

math.NA

Analysis and Approximation of Stochastic Multiscale Subdiffusion Driven by Fractional Gaussian Noise

This paper investigates a stochastic multiscale subdiffusion model driven by fractional Gaussian noise, where the multiscale Abel kernel with variable exponent $α(t)\in(0,1)$ is used to capture multiscale and crossover behavior in anomalous diffusion. The main difficulties of this model lie in the complexity of the multiscale Abel kernel (e.g. non-monotonicity and non-coercivity) and the low regularity caused by the noise. Concerning these issues, we prove the well-posedness and regularity of the mild solutions by means of solution operator approach and a perturbation technique for multiscale Abel kernel. Then both the semidiscrete-in-time and fully-discrete numerical schemes are proposed and analyzed under the low-regularity numerical analysis framework, with proved temporal and spatial convergence rates. Numerical experiments are presented to substantiate the theoretical results.

math.NA

Closest Normal Matrix Found Again Using Riemannian Optimization

We propose an approach based on Riemannian optimization to compute a nearest normal matrix to a given one. The problem can be formulated as the minimization of a smooth function either on the manifold $U(n)$ of unitary matrices of size n or on the flag manifold $U (n)/U (1)^n$. The flag manifold is particularly suitable for theoretical analysis; we characterize the global maximum of the objective function and prove that, for generic inputs, its local minimizers are finitely many and isolated; in turn, this implies the original nearest normal matrix problem generically has finitely many local minimizers, all with distinct eigenvalues. We also develop a Riemannian trust-region method that improves substantially on classical algorithms and can handle considerably larger matrices, as well as a variant for computing the nearest real normal matrix. The paper is complemented by extensive numerical experiments.

math.NA

Easy-to-Implement One-Step Schemes for Stochastic Integration

Convenient, easy to implement stochastic integration methods are developed on the basis of abstract one-step deterministic order $p$ integration techniques. The abstraction as an arbitrary one step map allows the inspection of easy to implement stochastic exponential time differencing Runge-Kutta (SETDRK), stochastic integrating factor Runge-Kutta (SIFRK) and stochastic RK (SRK) schemes. Such schemes require minimal modifications to existing deterministic schemes and converging to the Stratonovich SDE. These schemes capture all symmetric terms in the Stratonovich-Taylor expansion, are order $p$ in the limit of vanishing noise, can attain at least strong order $p/2$ or $p/2-1/2$ (parity dependent) for drift commutative noise, strong order $1$ for commutative noise, and strong order $1/2$ for multidimensional non-commutative noise. Numerical convergence is demonstrated using different bases of noise for 2nd, 3rd and 4th order SETDRK, SIFRK and SRK schemes.

math.NA

Adaptive multigrid for high-order discontinuous Galerkin methods based on the full approximation scheme

We propose an adaptive multigrid (MG) method for discontinuous Galerkin formulations of elliptic problems using Brandt's full approximation scheme (FAS). Unlike common approaches, this method achieves local $hp$-refinement of hexahedral meshes without the need for hanging nodes. The core component of the FAS-MG method is an overlapping Schwarz smoother, which is optionally accelerated by a Krylov method. This smoother is designed for unstructured curvilinear meshes but maintains a tensor-product structure for fast diagonalization. Numerical experiments demonstrate the exceptional efficiency of the FAS-MG method. Dedicated studies confirm its robustness against high aspect ratios, element deformation, and irregular mesh topology. We also verify its capability for dynamic parallel mesh adaptation using the wave-front benchmark of Červený, Dobrev, and Kolev (SIAM J. Sci. Comp. 41, 2019). Finally, we present preliminary results of extending the method to incompressible Navier-Stokes problems.

math.NA

Multilevel lattice-based kernel approximation for elliptic PDEs with random coefficients

This paper introduces a multilevel kernel-based approximation method to estimate efficiently solutions to elliptic partial differential equations (PDEs) with periodic random coefficients. Building upon the work of Kaarnioja, Kazashi, Kuo, Nobile, Sloan (Numer. Math., 2022) on kernel interpolation with quasi-Monte Carlo (QMC) lattice point sets, we leverage multilevel techniques to enhance computational efficiency while maintaining a given level of accuracy. In the function space setting with product-type weight parameters, the single-level approximation can achieve an accuracy of $\varepsilon>0$ with cost $\mathcal{O}(\varepsilon^{-η-ν-θ})$ for positive constants $η, ν, θ$ depending on the rates of convergence associated with dimension truncation, kernel approximation, and finite element approximation, respectively. Our multilevel approximation can achieve the same $\varepsilon$ accuracy at a reduced cost $\mathcal{O}(\varepsilon^{-η-\max(ν,θ)})$. Full regularity theory and error analysis are provided, followed by numerical experiments that validate the efficacy of the proposed multilevel approximation in comparison to the single-level approach.

math.NA

Constraint Preserving AFD-WENO Schemes for Relativistic Hydrodynamics with General Equations of State

We develop a high-order physical-constraint-preserving (PCP) alternative finite difference weighted essentially non-oscillatory (AFD-WENO) scheme for the special relativistic hydrodynamics equations with general equations of state. The proposed scheme comprises two key limiters: a state limiter, which acts after the WENO state interpolation step, and a flux limiter, which acts on the final high-order fluxes. The state limiter ensures that the interpolated states are physically admissible, while the flux limiter ensures that the numerical fluxes are physically admissible. The resulting scheme is rigorously proved to satisfy the physical constraints. Incorporating multiple WENO interpolation techniques, including an improved adaptive-order formulation (WENO-AOI), the method is validated through extensive one- and two-dimensional numerical benchmarks with various equations of state. The numerical results demonstrate high-order accuracy, sharp resolution of discontinuities, and robust stability in extreme relativistic regimes.

math.NA

Stein's method for marginals on large graphical models

Many spatial models exhibit locality structures that effectively reduce their intrinsic dimensionality, enabling efficient approximation and sampling of high-dimensional distributions. However, existing approximation techniques primarily focus on joint distributions and do not provide precise accuracy control for low-dimensional marginals, which are of primary interest in many practical scenarios. By leveraging the locality structures, we establish a dimension independent uniform error bound for the marginals of approximate distributions. Inspired by the Stein's method, we introduce a novel $δ$-locality condition that quantifies the locality in distributions, and link it to the structural assumptions such as the sparse graphical models. The theoretical guarantee motivates the localization of existing sampling methods, as we illustrate through the localized likelihood-informed subspace method and localized score matching. We show that by leveraging the locality structure, these methods greatly reduce the sample complexity and computational cost via localized and parallel implementations.

stat.ML

Performance Evaluation of Fast Fourier Transforms on Emerging RISC-V Hardware with Vector Extension Support

This manuscript presents a performance evaluation of Fast Fourier Transform (FFT) implementations on emerging processors supporting the RISC-V Vector Extension (RVV 1.0). By introducing juFFTe, a light-weight high-performance library for discrete Fourier transforms, it is demonstrated how effective vectorization of performance-critical FFT kernels can be achieved on RVV-enabled hardware. Comprehensive benchmarks on three RVV 1.0-ready processors, the SiFive X280, the X100 core of the SpacemiT K3 and the C920v2 core of the Sophon SG2044, reveal substantial performance improvements of juFFTe (https://github.com/FZJ-JSC/juFFTe) over the widely used FFTW3 library. Although RVV-enabled platforms show promising results at this stage of development, a comparison with AMD's Zen 5 architecture indicates that RISC-V needs further maturing to reach the performance of established micro-architectures.

cs.MS