A General Framework for Enhancing Sparsity of Generalized Polynomial Chaos Expansions

Compressive sensing has become a powerful addition to uncertainty quantification when only limited data is available. In this paper we provide a general framework to enhance the sparsity of the representation of uncertainty in the form of generalized polynomial chaos expansion. We use alternating direction method to identify new sets of random variables through iterative rotations such that the new representation of the uncertainty is sparser. Consequently, we increases both the efficiency and accuracy of the compressive sensing-based uncertainty quantification method. We demonstrate that the previously developed iterative method to enhance the sparsity of Hermite polynomial expansion is a special case of this general framework. Moreover, we use Legendre and Chebyshev polynomials expansions to demonstrate the effectiveness of this method with applications in solving stochastic partial differential equations and high-dimensional (O(100)) problems.Comment: Corrected the lemmas in the previous version using perturbation theory of singular value decomposition. arXiv admin note: text overlap with arXiv:1506.0434

Theory of cavity ring-up spectroscopy

Cavity ring-up spectroscopy (CRUS) provides an advanced technique to sense ultrafast phenomena, but there is no thorough discussion on its theory. Here we give a detailed theoretical analysis of CRUS with and without modal coupling, and present exact analytical expressions for the normalized transmission, which are very simple under certain reasonable conditions. Our results provide a solid theoretical basis for the applications of CRUS.Comment: 6 pages, 2 figure

A Discrete Divergence-Free Weak Galerkin Finite Element Method for the Stokes Equations

A discrete divergence-free weak Galerkin finite element method is developed for the Stokes equations based on a weak Galerkin (WG) method introduced in the reference [15]. Discrete divergence-free bases are constructed explicitly for the lowest order weak Galerkin elements in two and three dimensional spaces. These basis functions can be derived on general meshes of arbitrary shape of polygons and polyhedrons. With the divergence-free basis derived, the discrete divergence-free WG scheme can eliminate the pressure variable from the system and reduces a saddle point problem to a symmetric and positive definite system with many fewer unknowns. Numerical results are presented to demonstrate the robustness and accuracy of this discrete divergence-free WG method.Comment: 12 page

Generalized Non-orthogonal Joint Diagonalization with LU Decomposition and Successive Rotations

Non-orthogonal joint diagonalization (NJD) free of prewhitening has been widely studied in the context of blind source separation (BSS) and array signal processing, etc. However, NJD is used to retrieve the jointly diagonalizable structure for a single set of target matrices which are mostly formulized with a single dataset, and thus is insufficient to handle multiple datasets with inter-set dependences, a scenario often encountered in joint BSS (J-BSS) applications. As such, we present a generalized NJD (GNJD) algorithm to simultaneously perform asymmetric NJD upon multiple sets of target matrices with mutually linked loading matrices, by using LU decomposition and successive rotations, to enable J-BSS over multiple datasets with indication/exploitation of their mutual dependences. Experiments with synthetic and real-world datasets are provided to illustrate the performance of the proposed algorithm.Comment: Signal Processing, IEEE Transactions on (Volume:63 , Issue: 5

A Stable Numerical Algorithm for the Brinkman Equations by Weak Galerkin Finite Element Methods

This paper presents a stable numerical algorithm for the Brinkman equations by using weak Galerkin (WG) finite element methods. The Brinkman equations can be viewed mathematically as a combination of the Stokes and Darcy equations which model fluid flow in a multi-physics environment, such as flow in complex porous media with a permeability coefficient highly varying in the simulation domain. In such applications, the flow is dominated by Darcy in some regions and by Stokes in others. It is well known that the usual Stokes stable elements do not work well for Darcy flow and vise versa. The challenge of this study is on the design of numerical schemes which are stable for both the Stokes and the Darcy equations. This paper shows that the WG finite element method is capable of meeting this challenge by providing a numerical scheme that is stable and accurate for both Darcy and the Stokes dominated flows. Error estimates of optimal order are established for the corresponding WG finite element solutions. The paper also presents some numerical experiments that demonstrate the robustness, reliability, flexibility and accuracy of the WG method for the Brinkman equations.Comment: 20 pages, 21 plots and figure

Weak Galerkin Finite Element Methods for the Biharmonic Equation on Polytopal Meshes

A new weak Galerkin (WG) finite element method is introduced and analyzed in this paper for the biharmonic equation in its primary form. This method is highly robust and flexible in the element construction by using discontinuous piecewise polynomials on general finite element partitions consisting of polygons or polyhedra of arbitrary shape. The resulting WG finite element formulation is symmetric, positive definite, and parameter-free. Optimal order error estimates in a discrete $H^2$ norm is established for the corresponding WG finite element solutions. Error estimates in the usual $L^2$ norm are also derived, yielding a sub-optimal order of convergence for the lowest order element and an optimal order of convergence for all high order of elements. Numerical results are presented to confirm the theory of convergence under suitable regularity assumptions.Comment: 23 pages, 1 figure, 2 tables. arXiv admin note: text overlap with arXiv:1202.3655, arXiv:1204.365

Weak Galerkin Finite Element Methods on Polytopal Meshes

This paper introduces a new weak Galerkin (WG) finite element method for second order elliptic equations on polytopal meshes. This method, called WG-FEM, is designed by using a discrete weak gradient operator applied to discontinuous piecewise polynomials on finite element partitions of arbitrary polytopes with certain shape regularity. The paper explains how the numerical schemes are designed and why they provide reliable numerical approximations for the underlying partial differential equations. In particular, optimal order error estimates are established for the corresponding WG-FEM approximations in both a discrete $H^1$ norm and the standard $L^2$ norm. Numerical results are presented to demonstrate the robustness, reliability, and accuracy of the WG-FEM. All the results are derived for finite element partitions with polytopes. Allowing the use of discontinuous approximating functions on arbitrary polytopal elements is a highly demanded feature for numerical algorithms in scientific computing.Comment: 22 pages, 4 figures, 5 table

UU independent eigenstates of Hubbard model

Two-dimensional Hubbard model is very important in condensed matter physics. However it has not been resolved though it has been proposed for more than 50 years. We give several methods to construct eigenstates of the model that are independent of the on-site interaction strength $U$

Effective Implementation of the Weak Galerkin Finite Element Methods for the Biharmonic Equation

The weak Galerkin (WG) methods have been introduced in the references [11, 16] for solving the biharmonic equation. The purpose of this paper is to develop an algorithm to implement the WG methods effectively. This can be achieved by eliminating local unknowns to obtain a global system with significant reduction of size. In fact, this reduced global system is equivalent to the Schur complements of the WG methods. The unknowns of the Schur complement of the WG method are those defined on the element boundaries. The equivalence of the WG method and its Schur complement is established. The numerical results demonstrate the effectiveness of this new implementation technique.Comment: 10 page

A Hybridized Formulation for the Weak Galerkin Mixed Finite Element Method

This paper presents a hybridized formulation for the weak Galerkin mixed finite element method (WG-MFEM) which was introduced and analyzed for second order elliptic equations. The WG-MFEM method was designed by using discontinuous piecewise polynomials on finite element partitions consisting of polygonal or polyhedral elements of arbitrary shape. The key to WG-MFEM is the use of a discrete weak divergence operator which is defined and computed by solving inexpensive problems locally on each element. The hybridized formulation of this paper leads to a significantly reduced system of linear equations involving only the unknowns arising from the Lagrange multiplier in hybridization. Optimal-order error estimates are derived for the hybridized WG-MFEM approximations. Some numerical results are reported to confirm the theory and a superconvergence for the Lagrange multiplier.Comment: 14 pages, 1 figure, 3 table