Sharp Error Bounds for Piecewise Polynomial Approximation: Revisit and Application to Elliptic PDE Eigenvalue Computation

In this paper, we revisit approximation properties of piecewise polynomial spaces, which contain more than ${\cal P}_{r-1}$ but not ${\cal P}_r$. We develop more accurate upper and lower error bounds that are sharper than those used in literature. These new error bounds, especially the lower bounds are particular useful to finite element methods. As an important application, we establish sharp lower bounds of the discretization error for Laplace and $2m$-th order elliptic eigenvalue problems in various finite element spaces under shape regular triangulations, and investigate the asymptotic convergence behavior for large numerical eigenvalue approximations.Comment: 17 Pages, 0 Fogures. arXiv admin note: text overlap with arXiv:1106.439

Efficient Spectral and Spectral Element Methods for Eigenvalue Problems of Schr\"{o}dinger Equations with an Inverse Square Potential

In this article, we study numerical approximation of eigenvalue problems of the Schr\"{o}dinger operator $\displaystyle -\Delta u + \frac{c^2}{|x|^2}u$. There are three stages in our investigation: We start from a ball of any dimension, in which case the exact solution in the radial direction can be expressed by Bessel functions of fractional degrees. This knowledge helps us to design two novel spectral methods by modifying the polynomial basis to fit the singularities of the eigenfunctions. At the second stage, we move to circular sectors in the two dimensional setting. Again the radial direction can be expressed by Bessel functions of fractional degrees. Only in the tangential direction some modifications are needed from stage one. At the final stage, we extend the idea to arbitrary polygonal domains. We propose a mortar spectral element approach: a polygonal domain is decomposed into several sub-domains with each singular corner including the origin covered by a circular sector, in which origin and corner singularities are handled similarly as in the former stages, and the remaining domains are either a standard quadrilateral/triangle or a quadrilateral/triangle with a circular edge, in which the traditional polynomial based spectral method is applied. All sub-domains are linked by mortar elements (note that we may have hanging nodes). In all three stages, exponential convergence rates are achieved. Numerical experiments indicate that our new methods are superior to standard polynomial based spectral (or spectral element) methods and $hp$-adaptive methods. Our study offers a new and effective way to handle eigenvalue problems of the Schr\"{o}dinger operator including the Laplacian operator on polygonal domains with reentrant corners

An efficient spectral-Galerkin approximation and error analysis for Maxwell transmission eigenvalue problems in spherical geometries

We propose and analyze an efficient spectral-Galerkin approximation for the Maxwell transmission eigenvalue problem in spherical geometry. Using a vector spherical harmonic expansion, we reduce the problem to a sequence of equivalent one-dimensional TE and TM modes that can be solved individually in parallel. For the TE mode, we derive associated generalized eigenvalue problems and corresponding pole conditions. Then we introduce weighted Sobolev spaces based on the pole condition and prove error estimates for the generalized eigenvalue problem. The TM mode is a coupled system with four unknown functions, which is challenging for numerical calculation. To handle it, we design an effective algorithm using Legendre-type vector basis functions. Finally, we provide some numerical experiments to validate our theoretical results and demonstrate the efficiency of the algorithms.Comment: 22 pages, 8 figure

A Multilevel Correction Scheme for Nonsymmetric Eigenvalue Problems by Finite Element Methods

A multilevel correction scheme is proposed to solve defective and nodefective of nonsymmetric partial differential operators by the finite element method. The method includes multi correction steps in a sequence of finite element spaces. In each correction step, we only need to solve two source problems on a finer finite element space and two eigenvalue problems on the coarsest finite element space. The accuracy of the eigenpair approximation is improved after each correction step. This correction scheme improves overall efficiency of the finite element method in solving nonsymmetric eigenvalue problems.Comment: 17 pages, 16 figure

Finite volume schemes of any order on rectangular meshes

In this paper, we analyze vertex-centered finite volume method (FVM) of any order for elliptic equations on rectangular meshes. The novelty is a unified proof of the inf-sup condition, based on which, we show that the FVM approximation converges to the exact solution with the optimal rate in the energy norm. Furthermore, we discuss superconvergence property of the FVM solution. With the help of this superconvergence result, we find that the FVM solution also converges to the exact solution with the optimal rate in the $L^2$-norm. Finally, we validate our theory with several numerical experiments.Comment: 15 page

Optimal loss-carry-forward taxation for L\'{e}vy risk processes stopped at general draw-down time

Motivated by Kyprianou and Zhou (2009), Wang and Hu (2012), Avram et al. (2017), Li et al. (2017) and Wang and Zhou (2018), we consider in this paper the problem of maximizing the expected accumulated discounted tax payments of an insurance company, whose reserve process (before taxes are deducted) evolves as a spectrally negative L\'{e}vy process with the usual exclusion of negative subordinator or deterministic drift. Tax payments are collected according to the very general loss-carry-forward tax system introduced in Kyprianou and Zhou (2009). To achieve a balance between taxation optimization and solvency, we consider an interesting modified objective function by considering the expected accumulated discounted tax payments of the company until the general draw-down time, instead of until the classical ruin time. The optimal tax return function together with the optimal tax strategy is derived, and some numerical examples are also provided

An H2H^2(curl)-conforming finite element in 2D and its applications to the quad-curl problem

In this paper, we first construct the $H^2$(curl)-conforming finite elements both on a rectangle and a triangle. They possess some fascinating properties which have been proven by a rigorous theoretical analysis. Then we apply the elements to construct a finite element space for discretizing quad-curl problems. Convergence orders $O(h^k)$ in the $H$(curl) norm and $O(h^{k-1})$ in the $H^2$(curl) norm are established. Numerical experiments are provided to confirm our theoretical results

Superconvergence of Immersed Finite Element Methods for Interface Problems

In this article, we study superconvergence properties of immersed finite element methods for the one dimensional elliptic interface problem. Due to low global regularity of the solution, classical superconvergence phenomenon for finite element methods disappears unless the discontinuity of the coefficient is resolved by partition. We show that immersed finite element solutions inherit all desired superconvergence properties from standard finite element methods without requiring the mesh to be aligned with the interface. In particular, on interface elements, superconvergence occurs at roots of generalized orthogonal polynomials that satisfy both orthogonality and interface jump conditions

Fast evaluation of the Caputo fractional derivative and its applications to fractional diffusion equations

We present an efficient algorithm for the evaluation of the Caputo fractional derivative $_0^C\!D_t^\alpha f(t)$ of order $\alpha\in (0,1)$, which can be expressed as a convolution of $f'(t)$ with the kernel $t^{-\alpha}$. The algorithm is based on an efficient sum-of-exponentials approximation for the kernel $t^{-1-\alpha}$ on the interval $[\Delta t, T]$ with a uniform absolute error $\varepsilon$, where the number of exponentials $N_{\text{exp}}$ needed is of the order $O\left(\log\frac{1}{\varepsilon}\left( \log\log\frac{1}{\varepsilon}+\log\frac{T}{\Delta t}\right) +\log\frac{1}{\Delta t}\left( \log\log\frac{1}{\varepsilon}+\log\frac{1}{\Delta t}\right) \right)$. As compared with the direct method, the resulting algorithm reduces the storage requirement from $O(N_T)$ to $O(N_{\text{exp}})$ and the overall computational cost from $O(N_T^2)$ to $O(N_TN_{\text{exp}})$ with $N_T$ the total number of time steps. Furthermore, when the fast evaluation scheme of the Caputo derivative is applied to solve the fractional diffusion equations, the resulting algorithm requires only $O(N_SN_{\text{exp}})$ storage and $O(N_SN_TN_{\text{exp}})$ work with $N_S$ the total number of points in space; whereas the direct methods require $O(N_SN_T$) storage and $O(N_SN_T^2)$ work. The complexity of both algorithms is nearly optimal since $N_{\text{exp}}$ is of the order $O(\log N_T)$ for $T\gg 1$ or $O(\log^2N_T)$ for $T\approx 1$ for fixed accuracy $\varepsilon$. We also present a detailed stability and error analysis of the new scheme for solving linear fractional diffusion equations. The performance of the new algorithm is illustrated via several numerical examples. Finally, the algorithm can be parallelized in a straightforward manner.Comment: 21 pages, 5 figure

On hphp-Convergence of PSWFs and A New Well-Conditioned Prolate-Collocation Scheme

The first purpose of this paper is to provide a rigorous proof for the nonconvergence of $h$-refinement in $hp$-approximation by the PSWFs, a surprising convergence property that was first observed by Boyd et al [J. Sci. Comput., 2013]. The second purpose is to offer a new basis that leads to spectral-collocation systems with condition numbers independent of $(c,N),$ the intrinsic bandwidth parameter and the number of collocation points. In addition, this work gives insights into the development of effective spectral algorithms using this non-polynomial basis. We in particular highlight that the collocation scheme together with a very practical rule for pairing up $(c,N)$ significantly outperforms the Legendre polynomial-based method (and likewise other Jacobi polynomial-based method) in approximating highly oscillatory bandlimited functions.Comment: 23 pages, 17 figure