It is well-known that sparse grid algorithm has been widely accepted as an efficient tool to overcome the “curse of dimensionality" in some degree. In this note, we give the error estimate of hyperbolic cross (HC) approximations with all sorts of Askey polynomials. These polynomials are useful in generalized polynomial chaos (gPC) in the field of uncertainty quantification. The exponential convergences in both regular and optimized HC approximations have been shown under the condition that the random variable depends on the random inputs smoothly in some degree. Moreover, we apply gPC to numerically solve the ordinary differential equations with slightly higher dimensional random inputs. Both regular and optimized HC have been investigated with Laguerre-chaos, Charlier-chaos and Hermite-chaos in the numerical experiment. The discussion of the connection between the standard ANOVA approximation and Galerkin approximation is in the appendix.

Fourier spectral methods achieve exponential accuracy both on the approximation level and for solving partial differential equations (PDEs), if the solution is analytic. If the solution is discontinuous but piecewise analytic up to the discontinuities, Fourier spectral methods produce poor pointwise accuracy, but still maintains exponential accuracy after post-processing. In earlier work, an extended technique is provided to recover exponential accuracy for functions which have end-point singularities, from the knowledge of point values on standard collocation points. In this paper, we develop a technique to recover exponential accuracy from the first $N$ Fourier coefficients of functions which are analytic in the open interval but have unbounded derivative singularities at end points. With this post-processing method, we are able to obtain exponential accuracy of spectral methods applied to linear transport equations involving such functions.

We propose a semi-discrete scheme for 2D Keller-Segel equations based on a symmetrization reformation, which is equivalent to the convex splitting method and is free of any nonlinear solver. We show that, this new scheme is unconditionally stable as long as the initial condition does not exceed certain threshold, and it asymptotically preserves the quasi-static limit in the transient regime. Furthermore, we prove that the fully discrete scheme is conservative and positivity preserving, which makes it ideal for simulations. The analogical schemes for the radial symmetric cases and the subcritical degenerate cases are also presented and analyzed. With extensive numerical tests, we verify the claimed properties of the methods and demonstrate their superiority in various challenging applications.

In this follow-up work, we extend the discontinuous Galerkin (DG) methods previously developed on rectangular meshes \cite{previous} to triangular meshes. The DG schemes in \cite{previous} are both optimally convergent and energy conserving. However, as we shall see in the numerical results section, the DG schemes on triangular meshes only have suboptimal convergence rate. We prove the energy conservation and an error estimate for the semi-discrete schemes. The stability of the fully discrete scheme is proved and its error estimate is stated. We present extensive numerical results with convergence consistent of our error estimate, and simulations of wave propagation in Drude metamaterials to demonstrate the flexibility of triangular meshes.

No abstract uploaded!