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We develop a general framework for designing conservative numerical methods based on summation by parts operators and split forms in space, combined with relaxation Runge-Kutta methods in time. We apply this framework to create new classes of fully-discrete conservative methods for several nonlinear dispersive wave equations: Benjamin-Bona-Mahony (BBM), Fornberg-Whitham, Camassa-Holm, Degasperis-Procesi, Holm-Hone, and the BBM-BBM system. These full discretizations conserve all linear invariants and one nonlinear invariant for each system. The spatial semidiscretizations include finite difference, spectral collocation, and both discontinuous and continuous finite element methods. The time discretization is essentially explicit, using relaxation Runge-Kutta methods. We implement some specific schemes from among the derived classes, and demonstrate their favorable properties through numerical tests.
The paper proposes a new, conservative fully-discrete scheme for the numerical solution of the regularised shallow water Boussinesq system of equations in the cases of periodic and reflective boundary conditions. The particular system is one of a class of equations derived recently and can be used in practical simulations to describe the propagation of weakly nonlinear and weakly dispersive long water waves, such as tsunamis. Studies of small-amplitude long waves usually require long-time simulations in order to investigate scenarios such as the overtaking collision of two solitary waves or the propagation of transoceanic tsunamis. For long-time simulations of non-dissipative waves such as solitary waves, the preservation of the total energy by the numerical method can be crucial in the quality of the approximation. The new conservative fully-discrete method consists of a Galerkin finite element method for spatial semidiscretisation and an explicit relaxation Runge--Kutta scheme for integration in time. The Galerkin method is expressed and implemented in the framework of mixed finite element methods. The paper provides an extended experimental study of the accuracy and convergence properties of the new numerical method. The experiments reveal a new convergence pattern compared to standard Galerkin methods.
Numerical approximation of a general class of nonlinear unidirectional wave equations with a convolution-type nonlocality in space is considered. A semi-discrete numerical method based on both a uniform space discretization and the discrete convolution operator is introduced to solve the Cauchy problem. The method is proved to be uniformly convergent as the mesh size goes to zero. The order of convergence for the discretization error is linear or quadratic depending on the smoothness of the convolution kernel. The discrete problem defined on the whole spatial domain is then truncated to a finite domain. Restricting the problem to a finite domain introduces a localization error and it is proved that this localization error stays below a given threshold if the finite domain is large enough. For two particular kernel functions, the numerical examples concerning solitary wave solutions illustrate the expected accuracy of the method. Our class of nonlocal wave equations includes the Benjamin-Bona-Mahony equation as a special case and the present work is inspired by the previous work of Bona, Pritchard and Scott on numerical solution of the Benjamin-Bona-Mahony equation.
The numerical solution of differential equations can be formulated as an inference problem to which formal statistical approaches can be applied. However, nonlinear partial differential equations (PDEs) pose substantial challenges from an inferential perspective, most notably the absence of explicit conditioning formula. This paper extends earlier work on linear PDEs to a general class of initial value problems specified by nonlinear PDEs, motivated by problems for which evaluations of the right-hand-side, initial conditions, or boundary conditions of the PDE have a high computational cost. The proposed method can be viewed as exact Bayesian inference under an approximate likelihood, which is based on discretisation of the nonlinear differential operator. Proof-of-concept experimental results demonstrate that meaningful probabilistic uncertainty quantification for the unknown solution of the PDE can be performed, while controlling the number of times the right-hand-side, initial and boundary conditions are evaluated. A suitable prior model for the solution of the PDE is identified using novel theoretical analysis of the sample path properties of Mat{e}rn processes, which may be of independent interest.
We develop in this work a numerical method for stochastic differential equations (SDEs) with weak second order accuracy based on Gaussian mixture. Unlike the conventional higher order schemes for SDEs based on It^o-Taylor expansion and iterated It^o integrals, the proposed scheme approximates the probability measure $mu(X^{n+1}|X^n=x_n)$ by a mixture of Gaussians. The solution at next time step $X^{n+1}$ is then drawn from the Gaussian mixture with complexity linear in the dimension $d$. This provides a new general strategy to construct efficient high weak order numerical schemes for SDEs.
In this work we analyze the entropic properties of the Euler equations when the system is closed with the assumption of a polytropic gas. In this case, the pressure solely depends upon the density of the fluid and the energy equation is not necessary anymore as the mass conservation and momentum conservation then form a closed system. Further, the total energy acts as a convex mathematical entropy function for the polytropic Euler equations. The polytropic equation of state gives the pressure as a scaled power law of the density in terms of the adiabatic index $gamma$. As such, there are important limiting cases contained within the polytropic model like the isothermal Euler equations ($gamma=1$) and the shallow water equations ($gamma=2$). We first mimic the continuous entropy analysis on the discrete level in a finite volume context to get special numerical flux functions. Next, these numerical fluxes are incorporated into a particular discontinuous Galerkin (DG) spectral element framework where derivatives are approximated with summation-by-parts operators. This guarantees a high-order accurate DG numerical approximation to the polytropic Euler equations that is also consistent to its auxiliary total energy behavior. Numerical examples are provided to verify the theoretical derivations, i.e., the entropic properties of the high order DG scheme.