Sparse finite element methods for operator equations with stochastic data

Tobias von Petersdorff; Christoph Schwab

Displaying similar documents to “Sparse finite element methods for operator equations with stochastic data”

Numerical solution of parabolic equations in high dimensions

Tobias Von Petersdorff, Christoph Schwab (2004)

ESAIM: Mathematical Modelling and Numerical Analysis - Modélisation Mathématique et Analyse Numérique

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We consider the numerical solution of diffusion problems in $(0, T) \times Ω$ for $Ω \subset ℝ^{d}$ and for $T > 0$ in dimension $d \geq 1$ . We use a wavelet based sparse grid space discretization with mesh-width $h$ and order $p \geq 1$ , and $h p$ discontinuous Galerkin time-discretization of order $r = O (|log h|)$ on a geometric sequence of $O (|log h|)$ many time steps. The linear systems in each time step are solved iteratively by $O (|log h|)$ GMRES iterations with a wavelet preconditioner. We prove that this algorithm gives an $L^{2} (Ω)$ -error of $O (N^{- p})$ for $u (x, T)$ where $N$ is the total number of...

Refinement type equations: sources and results

Rafał Kapica, Janusz Morawiec (2013)

Banach Center Publications

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It has been proved recently that the two-direction refinement equation of the form $f (x) = \sum_{n \in} c_{n, 1} f (k x - n) + \sum_{n \in ℤ} c_{n, - 1} f (- k x - n)$ can be used in wavelet theory for constructing two-direction wavelets, biorthogonal wavelets, wavelet packages, wavelet frames and others. The two-direction refinement equation generalizes the classical refinement equation $f (x) = \sum_{n \in ℤ} c ₙ f (k x - n)$ , which has been used in many areas of mathematics with important applications. The following continuous extension of the classical refinement equation $f (x) = \int_{ℝ} c (y) f (k x - y) d y$ has also various interesting...

Universality for random tensors

Razvan Gurau (2014)

Annales de l'I.H.P. Probabilités et statistiques

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We prove two universality results for random tensors of arbitrary rank $D$ . We first prove that a random tensor whose entries are $N^{D}$ independent, identically distributed, complex random variables converges in distribution in the large $N$ limit to the same limit as the distributional limit of a Gaussian tensor model. This generalizes the universality of random matrices to random tensors. We then prove a second, stronger, universality result. Under the weaker assumption that the joint probability...

Nonsingularity, positive definiteness, and positive invertibility under fixed-point data rounding

Jiří Rohn (2007)

Applications of Mathematics

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For a real square matrix $A$ and an integer $d \geq 0$ , let $A_{(d)}$ denote the matrix formed from $A$ by rounding off all its coefficients to $d$ decimal places. The main problem handled in this paper is the following: assuming that $A_{(d)}$ has some property, under what additional condition(s) can we be sure that the original matrix $A$ possesses the same property? Three properties are investigated: nonsingularity, positive definiteness, and positive invertibility. In all three cases it is shown that there exists...

Locally pointwise superconvergence of the tensor-product finite element in three dimensions

Jinghong Liu, Liu, Wen, Qiding Zhu (2019)

Applications of Mathematics

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Consider a second-order elliptic boundary value problem in three dimensions with locally smooth coefficients and solution. Discuss local superconvergence estimates for the tensor-product finite element approximation on a regular family of rectangular meshes. It will be shown that, by the estimates for the discrete Green’s function and discrete derivative Green’s function, and the relationship of norms in the finite element space such as $L^{2}$ -norms, $W^{1, \infty}$ -norms, and negative-norms in locally...

Inequivalence of Wavelet Systems in $L ₁ (ℝ^{d})$ and $B V (ℝ^{d})$

Paweł Bechler (2005)

Bulletin of the Polish Academy of Sciences. Mathematics

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Theorems stating sufficient conditions for the inequivalence of the d-variate Haar wavelet system and another wavelet system in the spaces $L ₁ (ℝ^{d})$ and $B V (ℝ^{d})$ are proved. These results are used to show that the Strömberg wavelet system and the system of continuous Daubechies wavelets with minimal supports are not equivalent to the Haar system in these spaces. A theorem stating that some systems of smooth Daubechies wavelets are not equivalent to the Haar system in $L ₁ (ℝ^{d})$ is also shown.

Haar wavelets on the Lebesgue spaces of local fields of positive characteristic

Biswaranjan Behera (2014)

Colloquium Mathematicae

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We construct the Haar wavelets on a local field K of positive characteristic and show that the Haar wavelet system forms an unconditional basis for $L^{p} (K)$ , 1 < p < ∞. We also prove that this system, normalized in $L^{p} (K)$ , is a democratic basis of $L^{p} (K)$ . This also proves that the Haar system is a greedy basis of $L^{p} (K)$ for 1 < p < ∞.

Uniform $L^{1}$ error bounds for semi-discrete finite element solutions of evolutionary integral equations

Lin, Qun, Xu, Da, Zhang, Shuhua

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In this paper, we consider the second-order continuous time Galerkin approximation of the solution to the initial problem $u_{t} + \int_{0}^{t} β (t - s) A u (s) d s = 0, u (0) = v, t > 0,$ where A is an elliptic partial-differential operator and $β (t)$ is positive, nonincreasing and log-convex on $(0, \infty)$ with $0 \leq β (\infty) < β (0^{+}) \leq \infty$ . Error estimates are derived in the norm of $L_{t}^{1} (0, \infty; L_{x}^{2})$ , and some estimates for the first order time derivatives of the errors are also given.

General Haar systems and greedy approximation

Anna Kamont (2001)

Studia Mathematica

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We show that each general Haar system is permutatively equivalent in $L^{p} ([0, 1])$ , 1 < p < ∞, to a subsequence of the classical (i.e. dyadic) Haar system. As a consequence, each general Haar system is a greedy basis in $L^{p} ([0, 1])$ , 1 < p < ∞. In addition, we give an example of a general Haar system whose tensor products are greedy bases in each $L^{p} ({[0, 1]}^{d})$ , 1 < p < ∞, d ∈ ℕ. This is in contrast to [11], where it has been shown that the tensor products of the dyadic Haar system are not greedy bases...

Unified error analysis of discontinuous Galerkin methods for parabolic obstacle problem

Papri Majumder (2021)

Applications of Mathematics

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We introduce and study various discontinuous Galerkin (DG) finite element approximations for a parabolic variational inequality associated with a general obstacle problem in $ℝ^{d}$ $(d = 2, 3)$ . For the fully-discrete DG scheme, we employ a piecewise linear finite element space for spatial discretization, whereas the time discretization is carried out with the implicit backward Euler method. We present a unified error analysis for all well known symmetric and non-symmetric DG fully discrete...

On subextension and approximation of plurisubharmonic functions with given boundary values

Hichame Amal (2014)

Annales Polonici Mathematici

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Our aim in this article is the study of subextension and approximation of plurisubharmonic functions in $_{χ} (Ω, H)$ , the class of functions with finite χ-energy and given boundary values. We show that, under certain conditions, one can approximate any function in $_{χ} (Ω, H)$ by an increasing sequence of plurisubharmonic functions defined on strictly larger domains.

Asymptotic behaviour of Besov norms via wavelet type basic expansions

Anna Kamont (2016)

Annales Polonici Mathematici

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J. Bourgain, H. Brezis and P. Mironescu [in: J. L. Menaldi et al. (eds.), Optimal Control and Partial Differential Equations, IOS Press, Amsterdam, 2001, 439-455] proved the following asymptotic formula: if $Ω \subset ℝ^{d}$ is a smooth bounded domain, 1 ≤ p < ∞ and $f \in W^{1, p} (Ω)$ , then $l i m_{s ↗ 1} (1 - s) \int_{Ω} \int_{Ω} {(| f (x) - f (y) |}^{p} {) / (| | x - y | |}^{d + s p}) d x d y = K \int_{Ω} {| \nabla f (x) |}^{p} d x$ , where K is a constant depending only on p and d. The double integral on the left-hand side of the above formula is an equivalent seminorm in the Besov space $B_{p}^{s, p} (Ω)$ . The purpose of this paper is to obtain analogous asymptotic formulae...

An adaptive $s$ -step conjugate gradient algorithm with dynamic basis updating

Erin Claire Carson (2020)

Applications of Mathematics

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The adaptive $s$ -step CG algorithm is a solver for sparse symmetric positive definite linear systems designed to reduce the synchronization cost per iteration while still achieving a user-specified accuracy requirement. In this work, we improve the adaptive $s$ -step conjugate gradient algorithm by the use of iteratively updated estimates of the largest and smallest Ritz values, which give approximations of the largest and smallest eigenvalues of $A$ , using a technique due to G. Meurant and...