30,509 research outputs found
Strong Resolvent Convergence of Finite Matrix Approximations in Numerical Integration
We study the convergence of a family of numerical integration methods where
the numerical integration is formulated as a finite matrix approximation to a
multiplication operator. For bounded functions, the convergence has already
been established using the theory of strong operator convergence. In this
article, we consider unbounded functions and domains which pose several
difficulties compared to the bounded case. The method chosen in this study is
the theory of strong resolvent convergence which has previously been applied to
study the convergence of approximations of differential operators. The existing
theory already includes convergence theorems that can be used as proofs as such
for bounded outer functions and extended for quadratically bounded functions.
We use these tools to prove the convergence of the numerical integration
methods for unbounded functions and domains. The presented results apply to all
self-adjoint operators, not just multiplication operators and thus also have
implications outside numerical integration.Comment: 32 pages, 3 figure
Estimating long term behavior of flows without trajectory integration: the infinitesimal generator approach
The long-term distributions of trajectories of a flow are described by
invariant densities, i.e. fixed points of an associated transfer operator. In
addition, global slowly mixing structures, such as almost-invariant sets, which
partition phase space into regions that are almost dynamically disconnected,
can also be identified by certain eigenfunctions of this operator. Indeed,
these structures are often hard to obtain by brute-force trajectory-based
analyses. In a wide variety of applications, transfer operators have proven to
be very efficient tools for an analysis of the global behavior of a dynamical
system.
The computationally most expensive step in the construction of an approximate
transfer operator is the numerical integration of many short term trajectories.
In this paper, we propose to directly work with the infinitesimal generator
instead of the operator, completely avoiding trajectory integration. We propose
two different discretization schemes; a cell based discretization and a
spectral collocation approach. Convergence can be shown in certain
circumstances. We demonstrate numerically that our approach is much more
efficient than the operator approach, sometimes by several orders of magnitude
Energy-based comparison between the Fourier--Galerkin method and the finite element method
The Fourier-Galerkin method (in short FFTH) has gained popularity in
numerical homogenisation because it can treat problems with a huge number of
degrees of freedom. Because the method incorporates the fast Fourier transform
(FFT) in the linear solver, it is believed to provide an improvement in
computational and memory requirements compared to the conventional finite
element method (FEM). Here, we systematically compare these two methods using
the energetic norm of local fields, which has the clear physical interpretation
as being the error in the homogenised properties. This enables the comparison
of memory and computational requirements at the same level of approximation
accuracy. We show that the methods' effectiveness relies on the smoothness
(regularity) of the solution and thus on the material coefficients. Thanks to
its approximation properties, FEM outperforms FFTH for problems with jumps in
material coefficients, while ambivalent results are observed for the case that
the material coefficients vary continuously in space. FFTH profits from a good
conditioning of the linear system, independent of the number of degrees of
freedom, but generally needs more degrees of freedom to reach the same
approximation accuracy. More studies are needed for other FFT-based schemes,
non-linear problems, and dual problems (which require special treatment in FEM
but not in FFTH).Comment: 24 pages, 10 figures, 2 table
Computer Algebra meets Finite Elements: an Efficient Implementation for Maxwell's Equations
We consider the numerical discretization of the time-domain Maxwell's
equations with an energy-conserving discontinuous Galerkin finite element
formulation. This particular formulation allows for higher order approximations
of the electric and magnetic field. Special emphasis is placed on an efficient
implementation which is achieved by taking advantage of recurrence properties
and the tensor-product structure of the chosen shape functions. These
recurrences have been derived symbolically with computer algebra methods
reminiscent of the holonomic systems approach.Comment: 16 pages, 1 figure, 1 table; Springer Wien, ISBN 978-3-7091-0793-
A fast and well-conditioned spectral method for singular integral equations
We develop a spectral method for solving univariate singular integral
equations over unions of intervals by utilizing Chebyshev and ultraspherical
polynomials to reformulate the equations as almost-banded infinite-dimensional
systems. This is accomplished by utilizing low rank approximations for sparse
representations of the bivariate kernels. The resulting system can be solved in
operations using an adaptive QR factorization, where is
the bandwidth and is the optimal number of unknowns needed to resolve the
true solution. The complexity is reduced to operations by
pre-caching the QR factorization when the same operator is used for multiple
right-hand sides. Stability is proved by showing that the resulting linear
operator can be diagonally preconditioned to be a compact perturbation of the
identity. Applications considered include the Faraday cage, and acoustic
scattering for the Helmholtz and gravity Helmholtz equations, including
spectrally accurate numerical evaluation of the far- and near-field solution.
The Julia software package SingularIntegralEquations.jl implements our method
with a convenient, user-friendly interface
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