In this paper, we propose a novel and simple technique to construct effective difference schemes for solving systems of singularly perturbed convection-diffusionreaction equations, whose solutions may display boundary or interior layers. We illustrate the technique by taking the Il’in-Allen-Southwell scheme for 1-D scalar equations as a basis to derive a formally second-order scheme for 1-D coupled systems and then extend the scheme to 2-D case by employing an alternating direction approach. Numerical examples are given to demonstrate the high performance of the obtained scheme on uniform meshes as well as piecewise-uniform Shishkin meshes.

This paper is concerned with superconvergence properties of discontinuous Galerkin (DG) methods for 2-D linear hyperbolic conservation laws over rectangular meshes when upwind fluxes are used. We prove, under some suitable initial and boundary discretizations, the ($2k+1$)-th order superconvergence rate of the DG approximation at the downwind points and for the cell averages, when piecewise tensor-product polynomials of degree $k$ are used. Moreover, we prove that the gradient of the DG solution is superconvergent with a rate of ($k+1$)-th order at all interior left Radau points; and the function value approximation is superconvergent at all right Radau points with a rate of ($k+2$)-th order. Numerical experiments indicate that the aforementioned superconvergence rates are sharp.

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In this paper, we introduce a nonlocal model for linear steady Stokes system with physical no-slip boundary condition. We use the idea of volume constraint to enforce the no-slip boundary condition. We prove that the nonlocal model is well-posed and the solution of the nonlocal system converges to the solution of the original Stokes system when the nonlocality vanishes.

In this article, we propose two numerical methods, the Gaussian Process (GP) method and the Fourier Features (FF) algorithm, to solve mean field games (MFGs). The GP algorithm approximates the solution of a MFG with maximum a posteriori probability estimators of GPs conditioned on the partial differential equation (PDE) system of the MFG at a finite number of sample points. The main bottleneck of the GP method is to compute the inverse of a square gram matrix, whose size is proportional to the number of sample points. To improve the performance, we introduce the FF method, whose insight comes from the recent trend of approximating positive definite kernels with random Fourier features. The FF algorithm seeks approximated solutions in the space generated by sampled Fourier features. In the FF method, the size of the matrix to be inverted depends only on the number of Fourier features selected, which is much less than the size of sample points. Hence, the FF method reduces the precomputation time, saves the memory, and achieves comparable accuracy to the GP method. We give the existence and the convergence proofs for both algorithms. The convergence argument of the GP method does not depend on any monotonicity condition, which suggests the potential applications of the GP method to solve MFGs with non-monotone couplings in future work. We show the efficacy of our algorithms through experiments on a stationary MFG with a non-local coupling and on a time-dependent planning problem. We believe that the FF method can also serve as an alternative algorithm to solve general PDEs.