Sparse Monte Carlo method for nonlocal diffusion problems

DOI10.1137/19M1308657zbMATH Open1502.65125arXiv1905.10844OpenAlexW2995534970MaRDI QIDQ5048296FDOQ5048296

Authors: Dmitry Kaliuzhnyi-Verbovetskyi, Georgi S. Medvedev 

Publication date: 15 November 2022

Published in: SIAM Journal on Numerical Analysis (Search for Journal in Brave)

Abstract: A class of evolution equations with nonlocal diffusion is considered in this work. These are integro-differential equations arising as models of propagation phenomena in continuum media with nonlocal interactions including neural tissue, porous media flow, peridynamics, models with fractional diffusion, as well as continuum limits of interacting dynamical systems. The principal challenge of numerical integration of nonlocal systems stems from the lack of spatial regularity of the data and solutions intrinsic to nonlocal models. To overcome this problem we propose a semidiscrete numerical scheme based on the combination of sparse Monte Carlo and discontinuous Galerkin methods. An important feature of our method is sparsity. Sparse sampling of points in the Monte Carlo approximation of the nonlocal term allows to use fewer discretization points without compromising the accuracy. We prove convergence of the numerical method and estimate the rate of convergence. There are two principal ingredients in the error of the numerical method related to the use of Monte Calro and Galerkin approximations respectively. We analyze both errors. Two representative examples of discontinuous kernels are presented. The first example features a kernel with a singularity, while the kernel in the second example experiences jump discontinuity. We show how the information about the singularity in the former case and the geometry of the discontinuity set in the latter translate into the rate of convergence of the numerical procedure. In addition, we illustrate the rate of convergence estimate with a numerical example of an initial value problem, for which an explicit analytic solution is available. Numerical results are consistent with analytical estimates.

Full work available at URL: https://arxiv.org/abs/1905.10844

Recommendations

• Numerical methods for a class of nonlocal diffusion problems with the use of backward SDEs
• A discretization method for nonlocal diffusion type equations
• Numerical Solution of the Nonlocal Diffusion Equation on the Real Line
• Numerical analysis for a nonlocal Allen-Cahn equation
• A numerical method for the diffusion equation with nonlocal boundary specifications

zbMATH Keywords

error estimatenonlinear diffusionnonlocal diffusioninitial value problemsparse Monte Carlo method

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs (65M12) Error bounds for initial value and initial-boundary value problems involving PDEs (65M15) Finite element, Rayleigh-Ritz and Galerkin methods for initial value and initial-boundary value problems involving PDEs (65M60) Probabilistic methods, particle methods, etc. for initial value and initial-boundary value problems involving PDEs (65M75)

Cites Work

• Limits of dense graph sequences
• Large networks and graph limits
• Title not available (Why is that?)
• Measure theory and fine properties of functions
• Title not available (Why is that?)
• Fractal geometry. Mathematical foundations and applications
• Nonlocal diffusion problems
• Probability with Martingales
• Regularity for parabolic integro-differential equations with very irregular kernels
• Nonlocal filtration equations with rough kernels
• A PDE approach to space-time fractional parabolic problems
• Uniqueness and properties of distributional solutions of nonlocal equations of porous medium type
• The one-dimensional Keller–Segel model with fractional diffusion of cells
• Tutorial on Neural Field Theory
• The size of the sync basin
• An 𝐿^{𝑝} theory of sparse graph convergence I: Limits, sparse random graph models, and power law distributions
• Spatial effects in discrete generation population models
• A discontinuous Galerkin method for one-dimensional time-dependent nonlocal diffusion problems
• Stability of twisted states in the Kuramoto model on Cayley and random graphs
• Approximations of random dispersal operators/equations by nonlocal dispersal operators/equations
• The Kuramoto model on power law graphs: synchronization and contrast states
• Small-world networks of Kuramoto oscillators
• Numerical methods for fractional diffusion
• The nonlinear heat equation on dense graphs and graph limits
• The mathematical theories of diffusion: nonlinear and fractional diffusion
• The nonlinear heat equation on \(W\)-random graphs
• Stability of twisted states in the continuum Kuramoto model
• The semilinear heat equation on sparse random graphs
• Tensor FEM for spectral fractional diffusion
• The continuum limit of the Kuramoto model on sparse random graphs
• Chimeras in Two-Dimensional Domains: Heterogeneity and the Continuum Limit
• A law of large numbers and large deviations for interacting diffusions on Erdős-Rényi graphs

Cited In (5)

• On the continuum limit of epidemiological models on graphs: convergence and approximation results
• Numerical methods for a class of nonlocal diffusion problems with the use of backward SDEs
• Convergence of the EBT method for a non-local model of cell proliferation with discontinuous interaction kernel
• A discretization method for nonlocal diffusion type equations
• A numerical method for a nonlocal diffusion equation with additive noise

This page was built for publication: Sparse Monte Carlo method for nonlocal diffusion problems

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5048296)