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

Spectral Method for Solving the Nonlinear Thomas-Fermi Equation Based on Exponential Functions

We present an efficient spectral methods solver for the Thomas-Fermi equation for neutral atoms in a semi-infinite domain. The ordinary differential equation has been solved by applying a spectral method using an exponential basis set. One of the main advantages of this approach, when compared to other relevant applications of spectral methods, is that the underlying integrals can be solved analytically and numerical integration can be avoided. The nonlinear algebraic system of equations that is derived using this method is solved using a minimization approach. The presented method has shown robustness in the sense that it can find high precision solution for a wide range of parameters that define the basis set. In our test, we show that the new approach can achieve a very high rate of convergence using a small number of bases elements. We also present a comparison of recently published results for this problem using spectral methods based on several different basis sets. The comparison shows that our method is highly competitive and in many aspects outperforms the previous work

ChebNet: Efficient and Stable Constructions of Deep Neural Networks with Rectified Power Units using Chebyshev Approximations

In a recent paper [B. Li, S. Tang and H. Yu, arXiv:1903.05858], it was shown that deep neural networks built with rectified power units (RePU) can give better approximation for sufficient smooth functions than those with rectified linear units, by converting polynomial approximation given in power series into deep neural networks with optimal complexity and no approximation error. However, in practice, power series are not easy to compute. In this paper, we propose a new and more stable way to construct deep RePU neural networks based on Chebyshev polynomial approximations. By using a hierarchical structure of Chebyshev polynomial approximation in frequency domain, we build efficient and stable deep neural network constructions. In theory, ChebNets and the deep RePU nets based on Power series have the same upper error bounds for general function approximations. But numerically, ChebNets are much more stable. Numerical results show that the constructed ChebNets can be further trained and obtain much better results than those obtained by training deep RePU nets constructed basing on power series.Comment: 18 pages, 6 figures, 2 table

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{\"o}dinger equation by using the fourth-order time-splitting method together with the proposed MCF-spectral-Galerkin method.Comment: This article has a total of 24 pages and including 22 figure

The rational SPDE approach for Gaussian random fields with general smoothness

A popular approach for modeling and inference in spatial statistics is to represent Gaussian random fields as solutions to stochastic partial differential equations (SPDEs) of the form $L^{\beta}u = \mathcal{W}$, where $\mathcal{W}$ is Gaussian white noise, $L$ is a second-order differential operator, and $\beta>0$ is a parameter that determines the smoothness of $u$. However, this approach has been limited to the case $2\beta\in\mathbb{N}$, which excludes several important models and makes it necessary to keep $\beta$ fixed during inference. We propose a new method, the rational SPDE approach, which in spatial dimension $d\in\mathbb{N}$ is applicable for any $\beta>d/4$, and thus remedies the mentioned limitation. The presented scheme combines a finite element discretization with a rational approximation of the function $x^{-\beta}$ to approximate $u$. For the resulting approximation, an explicit rate of convergence to $u$ in mean-square sense is derived. Furthermore, we show that our method has the same computational benefits as in the restricted case $2\beta\in\mathbb{N}$. Several numerical experiments and a statistical application are used to illustrate the accuracy of the method, and to show that it facilitates likelihood-based inference for all model parameters including $\beta$.Comment: 28 pages, 4 figure

On the numerical stability of Fourier extensions

An effective means to approximate an analytic, nonperiodic function on a bounded interval is by using a Fourier series on a larger domain. When constructed appropriately, this so-called Fourier extension is known to converge geometrically fast in the truncation parameter. Unfortunately, computing a Fourier extension requires solving an ill-conditioned linear system, and hence one might expect such rapid convergence to be destroyed when carrying out computations in finite precision. The purpose of this paper is to show that this is not the case. Specifically, we show that Fourier extensions are actually numerically stable when implemented in finite arithmetic, and achieve a convergence rate that is at least superalgebraic. Thus, in this instance, ill-conditioning of the linear system does not prohibit a good approximation. In the second part of this paper we consider the issue of computing Fourier extensions from equispaced data. A result of Platte, Trefethen & Kuijlaars states that no method for this problem can be both numerically stable and exponentially convergent. We explain how Fourier extensions relate to this theoretical barrier, and demonstrate that they are particularly well suited for this problem: namely, they obtain at least superalgebraic convergence in a numerically stable manner