Nilima Nigam

Debra Lewis, Nilima Nigam

Geometric integration theory can be employed when numerically solving ODEs or PDEs with constraints. In this paper, we present several one-step algorithms of various orders for ODEs on a collection of spheres. To demonstrate the versatility of these algorithms, we present representative calculations for reduced free rigid body motion (a conservative ODE) and a discretization of micromagnetics (a dissipative PDE). We emphasize the role of isotropy in geometric integration and link numerical integration schemes to modern differential geometry through the use of partial connection forms; this theoretical framework generalizes moving frames and connections on principal bundles to manifolds with nonfree actions.

Marc D. Ryser, Nilima Nigam, Paul F. Tupper

White noise-driven nonlinear stochastic partial differential equations (SPDEs) of parabolic type are frequently used to model physical and biological systems in space dimensions d = 1,2,3. Whereas existence and uniqueness of weak solutions to these equations are well established in one dimension, the situation is different for d \geq 2. Despite their popularity in the applied sciences, higher dimensional versions of these SPDE models are generally assumed to be ill-posed by the mathematics community. We study this discrepancy on the specific example of the two dimensional Allen-Cahn equation driven by additive white noise. Since it is unclear how to define the notion of a weak solution to this equation, we regularize the noise and introduce a family of approximations. Based on heuristic arguments and numerical experiments, we conjecture that these approximations exhibit divergent behavior in the continuum limit. The results strongly suggest that a series of published numerical studies are problematic: shrinking the mesh size in these simulations does not lead to the recovery of a physically meaningful limit.

Bamdad Hosseini, Nilima Nigam

We consider the well-posedness of Bayesian inverse problems when the prior measure has exponential tails. In particular, we consider the class of convex (log-concave) probability measures which include the Gaussian and Besov measures as well as certain classes of hierarchical priors. We identify appropriate conditions on the likelihood distribution and the prior measure which guarantee existence, uniqueness and stability of the posterior measure with respect to perturbations of the data. We also consider consistent approximations of the posterior such as discretization by projection. Finally, we present a general recipe for construction of convex priors on Banach spaces which will be of interest in practical applications where one often works with spaces such as $L^2$ or the continuous functions.

Nilima Nigam, Joel Phillips

We examine the effect of numerical integration on the convergence of high order pyramidal finite element methods. Rational functions are indispensable to the construction of pyramidal interpolants so the conventional treatment of numerical integration, which requires that the finite element approximation space is piecewise polynomial, cannot be applied. We develop an analysis that allows the finite element approximation space to include rational functions and show that despite this complication, conventional rules of thumb can still be used to select appropriate quadrature methods on pyramids. Along the way, we present a new family of high order pyramidal finite elements for each of the spaces of the de Rham complex.

Simon Gemmrich, Jay Gopalakrishnan, Nilima Nigam

We present and analyze a multigrid algorithm for the acoustic single layer equation in two dimensions. The boundary element formulation of the equation is based on piecewise constant test functions and we make use of a weak inner product in the multigrid scheme as proposed in \cite{BLP94}. A full error analysis of the algorithm is presented. We also conduct a numerical study of the effect of the weak inner product on the oscillatory behavior of the eigenfunctions for the Laplace single layer operator.

Nilima Nigam, Mary-Catherine Kropinski, Bryan Quaife

An integral equation method for solving the Yukawa-Beltrami equation on a multiply-connected sub-manifold of the unit sphere is presented. A fundamental solution for the Yukawa-Beltrami operator is constructed. This fundamental solution can be represented by conical functions. Using a suitable representation formula, a Fredholm equation of the second kind with a compact integral operator needs to be solved. The discretization of this integral equation leads to a linear system whose condition number is bounded independent of the size of the system. Several numerical examples exploring the properties of this integral equation are presented.

Nilima Nigam, Joel Phillips

We present degrees of freedom to accompany the approximation spaces already presented in a companion paper and thus complete the definition of families of high-order conforming finite elements on pyramids for the spaces of the de Rham complex. We prove that the elements are unisolvent; are compatible with conventional tetrahedral and hexahedral elements; satisfy a commuting diagram property and contain high-degree polynomials. We also tabulate shape functions for each element.

Bamdad Hosseini, Nilima Nigam, John M. Stockie

In this article we consider regularizations of the Dirac delta distribution with applications to prototypical elliptic and hyperbolic partial differential equations (PDEs). We study the convergence of a sequence of distributions $\mathcal{S}_H$ to a singular term $\mathcal{S}$ as a parameter $H$ (associated with the {support size} of $\mathcal{S}_H$) shrinks to zero. We characterize this convergence in both the weak-$\ast$ topology of distributions, as well as in a weighted Sobolev norm. These notions motivate a framework for constructing regularizations of the delta distribution that includes a large class of existing methods in the literature. This framework allows different regularizations to be compared. The convergence of solutions of PDEs with these regularized source terms is then studied in various topologies such as pointwise convergence on a deleted neighborhood and weighted Sobolev norms. We also examine the lack of symmetry in tensor product regularizations and effects of dissipative error in hyperbolic problems.

Eldar Akhmetgaliyev, Oscar Bruno, Nilima Nigam

We present a novel integral-equation algorithm for evaluation of Zaremba eigenvalues and eigenfunctions}, that is, eigenvalues and eigenfunctions of the Laplace operator with mixed Dirichlet-Neumann boundary conditions; of course, (slight modifications of) our algorithms are also applicable to the pure Dirichlet and Neumann eigenproblems. Expressing the eigenfunctions by means of an ansatz based on the single layer boundary operator, the Zaremba eigenproblem is transformed into a nonlinear equation for the eigenvalue $μ$. For smooth domains the singular structure at Dirichlet-Neumann junctions is incorporated as part of our corresponding numerical algorithm---which otherwise relies on use of the cosine change of variables, trigonometric polynomials and, to avoid the Gibbs phenomenon that would arise from the solution singularities, the Fourier Continuation method (FC). The resulting numerical algorithm converges with high order accuracy without recourse to use of meshes finer than those resulting from the cosine transformation. For non-smooth (Lipschitz) domains, in turn, an alternative algorithm is presented which achieves high-order accuracy on the basis of graded meshes. In either case, smooth or Lipschitz boundary, eigenvalues are evaluated by searching for zero minimal singular values of a suitably stabilized discrete version of the single layer operator mentioned above. (The stabilization technique is used to enable robust non-local zero searches.) The resulting methods, which are fast and highly accurate for high- and low-frequencies alike, can solve extremely challenging two-dimensional Dirichlet, Neumann and Zaremba eigenproblems with high accuracies in short computing times---enabling, in particular, evaluation of thousands of eigenvalues and corresponding eigenfunctions for a given smooth or non-smooth geometry with nearly full double-precision accuracy

Nilima Nigam, Joel Phillips

We present a family of high-order finite element approximation spaces on a pyramid, and associated unisolvent degrees of freedom. These spaces consist of rational basis functions. We establish conforming, exactness and polynomial approximation properties.