We investigate the defect structures around a spherical colloidal particle in a cholesteric liquid crystal using spectral method, which is specially devised to cope with the inhomogeneity of the cholesteric at infinity. We pay particular attention to the cholesteric counterparts of nematic metastable configurations. When the spherical colloidal particle imposes strong homeotropic anchoring on its surface, besides the well-known twisted Saturn ring, we find another metastable defect configuration, which corresponds to the dipole in a nematic, without outside confinement. This configuration is energetically preferable to the twisted Saturn ring when the particle size is large compared to the nematic coherence length and small compared to the cholesteric pitch. When the colloidal particle imposes strong planar anchoring, we find the cholesteric twist can result in a split of the defect core on the particle surface similar to that found in a nematic liquid crystal by lowering temperature or increasing particle size.

The deferred correction (DC) method is a classical method for solving ordinary differential equations; one of its key features is to iteratively use lower order numerical methods so that high-order numerical scheme can be obtained. The main advantage of the DC approach is its simplicity and robustness. In this paper, the DC idea will be adopted to solve forward backward stochastic differential equations (FBSDEs) which have practical importance in many applications. Noted that it is difficult to design high-order and relatively “clean” numerical schemes for FBSDEs due to the involvement of randomness and the coupling of the FSDEs and BSDEs. This paper will describe how to use the simplest Euler method in each DC step–leading to simple computational complexity–to achieve high order rate of convergence.

In this paper, we propose to use the interior functions of an hierarchical basis for high order BDMp elements to enforce the divergence-free condition of a magnetic field B approximated by the H(div)BDMp basis. The resulting constrained finite element method can be used to solve magnetic induction equation in MHD equations. The proposed procedure is based on the fact that the scalar (p–1)-th order polynomial space on each element can be decomposed as an orthogonal sum of the subspace defined by the divergence of the interior functions of the p-th order BDMp basis and the constant function. Therefore, the interior functions can be used to remove element-wise all higher order terms except the constant in the divergence error of the finite element solution of the B-field. The constant terms from each element can be then easily corrected using a first order H(div) basis globally. Numerical results for a 3-D magnetic induction equation show the effectiveness of the proposed method in enforcing divergence-free condition of the magnetic field.

Grad's moment models for Boltzmann equation were recently regularized to globally hyperbolic systems and thus the regularized models attain local well-posedness for Cauchy data. The hyperbolic regularization is only related to the convection term in Boltzmann equation. We in this paper studied the regularized models with the presentation of collision terms. It is proved that the regularized models are linearly stable at the local equilibrium and satisfy Yong's first stability condition with commonly used approximate collision terms, and particularly with Boltzmann's binary collision model.

Iterative Filtering (IF) is an alternative technique to the Empirical Mode Decomposition (EMD) algorithm for the decomposition of non–stationary and non–linear signals. Recently in [3] IF has been proved to be convergent for any L2 signal and its stability has been also demonstrated through examples. Furthermore in [3] the so called Fokker–Planck (FP) filters have been introduced. They are smooth at every point and have compact supports. Based on those results, in this paper we introduce the Multidimensional Iterative Filtering (MIF) technique for the decomposition and time–frequency analysis of non–stationary high–dimensional signals. We present the extension of FP filters to higher dimensions. We prove convergence results under general sufficient conditions on the filter shape. Finally we illustrate the promising performance of MIF algorithm, equipped with high–dimensional FP filters, when applied to the decomposition of two dimensional signals.

Motivated by the numerical study of spin-boson dynamics in quantum open systems, we present a convergence analysis of the closure approximation for a class of stochastic differential equations. We show that the naive Monte Carlo simulation of the system by direct temporal discretization is not feasible through variance analysis and numerical experiments. We also show that the Wiener chaos expansion exhibits very slow convergence and high computational cost. Though efficient and accurate, the rationale of the moment closure approach remains mysterious. We rigorously prove that the low moments in the moment closure approximation of the considered model are of exponential convergence to the exact result. It is further extended to more general nonlinear problems and applied to the original spin-boson model with similar structure.

This paper is concerned with the construction of high order mass-lumping finite elements on simplexes and a program for computing mass-lumping finite elements on triangles and tetrahedra. The polynomial spaces for mass-lumping finite elements, as proposed in the literature, are presented and discussed. In particular, the unisolvence problem of symmetric point-sets for the polynomial spaces used in mass-lumping elements is addressed, and an interesting property of the unisolvent symmetric point-sets is observed and discussed. Though its theoretical proof is still lacking, this property seems to be true in general, and it can greatly reduce the number of cases to consider in the computations of mass-lumping elements. A program for computing mass-lumping finite elements on triangles and tetrahedra, derived from the code for computing numerical quadrature rules presented in [7], is introduced. New mass-lumping finite elements on triangles found using this program with higher orders, namely 7, 8 and 9, than those available in the literature are reported.

We study the residual diffusion phenomenon in chaotic advection computationally via adaptive orthogonal basis. The chaotic advection is generated by a class of time periodic cellular flows arising in modeling transition to turbulence in Rayleigh-Bénard experiments. The residual diffusion refers to the non-zero effective (homogenized) diffusion in the limit of zero molecular diffusion as a result of chaotic mixing of the streamlines. In this limit, the solutions of the advection-diffusion equation develop sharp gradients, and demand a large number of Fourier modes to resolve, rendering computation expensive. We construct adaptive orthogonal basis (training) with built-in sharp gradient structures from fully resolved spectral solutions at few sampled molecular diffusivities. This is done by taking snapshots of solutions in time, and performing singular value decomposition of the matrix consisting of these snapshots as column vectors. The singular values decay rapidly and allow us to extract a small percentage of left singular vectors corresponding to the top singular values as adaptive basis vectors. The trained orthogonal adaptive basis makes possible low cost computation of the effective diffusivities at smaller molecular diffusivities (testing). The testing errors decrease as the training occurs at smaller molecular diffusivities. We make use of the Poincaré map of the advection-diffusion equation to bypass long time simulation and gain accuracy in computing effective diffusivity and learning adaptive basis. We observe a non-monotone relationship between residual diffusivity and the amount of chaos in the advection, though the overall trend is that sufficient chaos leads to higher residual diffusivity.

The paper develops high order accurate Runge-Kutta discontinuous local evolution Galerkin (RKDLEG) methods on the cubed-sphere grid for the shallow water equations (SWEs). Instead of using the dimensional splitting method or solving one-dimensional Riemann problem in the direction normal to the cell interface, the RKDLEG methods are built on genuinely multi-dimensional approximate local evolution operator of the locally linearized SWEs on a sphere by considering all bicharacteristic directions. Several numerical experiments are conducted to demonstrate the accuracy and performance of our RKDLEG methods, in comparison to the Runge-Kutta discontinuous Galerkin method with Godunov's flux etc.

In this paper, we study the role of mesh quality on the accuracy of linear finite element approximation. We derive a more detailed error estimate, which shows explicitly how the shape and size of elements, and symmetry structure of mesh effect on the error of numerical approximation. Two computable parameters Ge and Gv are given to depict the cell geometry property and symmetry structure of the mesh. In compare with the standard a priori error estimates, which only yield information on the asymptotic error behaviour in a global sense, our proposed error estimate considers the effect of local element geometry properties, and is thus more accurate. Under certain conditions, the traditional error estimates and supercovergence results can be derived from the proposed error estimate. Moreover, the estimators Ge and Gv are computable and thus can be used for predicting the variation of errors. Numerical tests are presented to illustrate the performance of the proposed parameters Ge and Gv.

We propose a hybrid spectral element method for fractional two-point boundary value problem (FBVPs) involving both Caputo and Riemann-Liouville (RL) fractional derivatives. We first formulate these FBVPs as a second kind Volterra integral equation (VIEs) with weakly singular kernel, following a similar procedure in [16]. We then design a hybrid spectral element method with generalized Jacobi functions and Legendre polynomials as basis functions. The use of generalized Jacobi functions allow us to deal with the usual singularity of solutions at t = 0. We establish the existence and uniqueness of the numerical solution, and derive a hptype error estimates under L2(I)-norm for the transformed VIEs. Numerical results are provided to show the effectiveness of the proposed methods.

We propose a stochastic Galerkin method using sparse wavelet bases for the Boltzmann equation with multi-dimensional random inputs. Themethod uses locally supported piecewise polynomials as an orthonormal basis of the random space. By a sparse approach, only a moderate number of basis functions is required to achieve good accuracy in multi-dimensional random spaces. We discover a sparse structure of a set of basis-related coefficients, which allows us to accelerate the computation of the collision operator. Regularity of the solution of the Boltzmann equation in the random space and an accuracy result of the stochastic Galerkin method are proved in multi-dimensional cases. The efficiency of the method is illustrated by numerical examples with uncertainties from the initial data, boundary data and collision kernel.