For the steady-state solution of a differential equation from a one-dimensional multistate model in transport theory, we shall derive and study a nonsymmetric algebraic Riccati equation <i>B</i> <i>XF</i> <i>F</i>⁺<i>X</i> + <i>XB</i>⁺<i>X</i> = 0, where <i>F</i> (<i>I</i> <i>F</i>)<i>D</i> and <i>B</i> <i>BD</i> with positive diagonal matrices <i>D</i> and possibly low-ranked matrices <i>F</i> and <i>B</i>. We prove the existence of the minimal positive solution <i>X</i>^* under a set of physically reasonable assumptions and study its numerical computation by fixed-point iteration, Newtons method and the doubling algorithm. We shall also study several special cases. For example when <i>B</i> and <i>F</i> are low ranked then X*=(i=14UiViT) with low-ranked <i>U_i</i> and <i>V_i</i> that can be computed using more efficient iterative processes. Numerical examples will be given to illustrate our theoretical results.

In this paper, we present a discontinuous Galerkin method with staggered hybridization to discretize a class of nonlinear Stokes equations in two dimensions. The utilization of staggered hybridization is new and this approach combines the features of traditional hybridization method and staggered discontinuous Galerkin method. The main idea of our method is to use hybrid variables to impose the staggered continuity conditions instead of enforcing them in the approximation space. Therefore, our method enjoys some distinctive advantages, including mass conservation, optimal convergence and preservation of symmetry of the stress tensor. We will also show that, one can obtain superconvergent and strongly divergence-free velocity by applying a local postprocessing technique on the approximate solution. We will analyze the stability and derive a priori error estimates of the proposed scheme. The resulting nonlinear system is solved by using the Newton’s method, and some numerical results will be demonstrated to confirm the theoretical rates of convergence and superconvergence.

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We consider finite difference schemes based on the impulse density variable. We show that the original velocity—impulse density formulation of Oseledets is marginally ill-posed for the inviscid flow, and this has the consequence that some ordinarily stable numerical methods in other formulations become unstable in the velocity—impulse density formulation. We present numerical evidence of this instability. We then discuss the construction of stable finite difference schemes by requiring that at the numerical level the nonlinear terms be convertible to similar terms in the primitive variable formulation. Finally we give a simplified velocity—impulse density formulation which is free of these complications and yet retains the nice features of the original velocity—impulse density formulation with regard to the treatment of boundary. We present numerical results on this simplified formulation for the driven cavity flow on both the staggered and non-staggered grids.

We propose an explicit numerical method for the periodic Korteweg–de Vries equation. Our method is based on a Lawson-type exponential integrator for time integration and the Rusanov scheme for Burgers’ nonlinearity. We prove first-order convergence in both space and time under a mild Courant–Friedrichs–Lewy condition τ=O(h)⁠, where τ and h represent the time step and mesh size for solutions in the Sobolev space H^3((−π,π))⁠, respectively. Numerical examples illustrating our convergence result are given.

An orthogonal discrete auditory transform (ODAT) from sound signal to spectrum is constructed by combining the auditory spreading matrix of Schroeder et. al. and the time one map of a discrete nonlocal Schrodinger equation. Thanks to the dispersive smoothing property of the Schrodinger evolution, ODAT spectrum is a smoother than that of the discrete Fourier transform (DFT) consistent with human audition. ODAT and DFT are compared in signal denoising tests with spectral thresholding method. The signals are noisy speech segments. ODAT outperforms DFT in signal to noise ratio (SNR) when the noise level is relatively high.

Staggered grid techniques are attractive ideas for flow problems due to their more enhanced conservation properties. Recently, a staggered discontinuous Galerkin method is developed for the Stokes system. This method has several distinctive advantages, namely high order optimal convergence as well as local and global conservation properties. In addition, a local postprocessing technique is developed, and the postprocessed velocity is superconvergent and pointwisely divergence-free. Thus, the staggered discontinuous Galerkin method provides a convincing alternative to existing schemes. For problems with corner singularities and flows in porous media, adaptive mesh refinement is crucial in order to reduce the computational cost. In this paper, we will derive a computable error indicator for the staggered discontinuous Galerkin method and prove that this indicator is both efficient and reliable. Moreover, we will present some numerical results with corner singularities and flows in porous media to show that the proposed error indicator gives a good performance.

This paper is devoted to developing and analysing a highly accurate conservative method for solving the quantum Zakharov system. The scheme is based on a linearly-implicit compact finite difference discretization and conserve the mass as well as energy in discrete level. Detailed numerical analysis is presented which shows the method is fourth-order accurate in space and second-order accurate in time. Several numerical examples are reported to confirm the conservation properties and high accuracy of the proposed scheme. Finally the compact scheme is applied to study the convergence rate of the quantum Zakharov system to its limiting model in the semi-classical limit.

A new fourth-order accurate finite difference scheme for the computation of unsteady viscous incompressible flows is introduced. The scheme is based on the vorticity-stream function formulation. It is essentially compact and has the nice features of a compact scheme with regard to the treatment of boundary conditions. It is also very efficient, at every time step or Runge–Kutta stage, only two Poisson-like equations have to be solved. The Poisson-like equations are amenable to standard fast Poisson solvers usually designed for second order schemes. Detailed comparison with the second-order scheme shows the clear superiority of this new fourth-order scheme in resolving both the boundary layers and the gross features of the flow. This efficient fourth-order scheme also made it possible to compute the driven cavity flow at Reynolds number 106on a 10242grid at a reasonable cost. Fourth-order convergence is proved under mild regularity requirements. This is the first such result to our knowledge

The Euler equation of compressible flows is solved by the finite volume method, where high order accuracy is achieved by the reconstruction of each component of upwind fluxes of a flux splitting using the biased averaging procedure. Compared to the solution reconstruction in Godunov-type methods, its implementation is simple and easy, and the computational complexity is relatively low. This approach is parameter-free and requires neither a Riemann solver nor field-by-field decomposition. The numerical results from both dynamic and steady state calculations demonstrate the accuracy and robustness of this approach. Some techniques for the acceleration of the convergence to the steady state are discussed, including multigrid and multistage Runge–Kutta time methods.

We present two uniformly accurate numerical methods for discretizing the Zakharovsystem (ZS) with a dimensionless parameter 0< ε ≤ 1, which is inversely proportional to theacoustic speed. In the subsonic limit regime, i.e., 0< ε << 1, the solution of ZS propagates waves with O(ε)- andO(1)-wavelengths in time and space, respectively, and/or rapid outgoing initial layerswith speed O(1/ε) in space due to the singular perturbation of the wave operator in ZS and/or theincompatibility of the initial data. By adopting an asymptotic consistent formulation of ZS, wepresent a time-splitting exponential wave integrator (TS-EWI) method via applying a time-splittingtechnique and an exponential wave integrator for temporal derivatives in the nonlinear Schr ̈odingerequation and wave-type equation, respectively. By introducing a multiscale decomposition of ZS, wepropose a time-splitting multiscale time integrator (TS-MTI) method. Both methods are explicitand convergent exponentially in space for all kinds of initial data, which is uniformly for ε ∈ (0,1].The TS-EWI method is simpler to be implemented and it is only uniformly and optimally accuratein time for well-prepared initial data, while the TS-MTI method is uniformly and optimally accuratein time for any kind of initial data. Extensive numerical results are reported to show their efficiencyand accuracy, especially in the subsonic limit regime. Finally, the TS-MTI method is applied tostudy numerically convergence rates of ZS to its limiting models when ε→0+.

A Deuflhard-type exponential integrator sine pseudospectral (DEI-SP) method is proposed and analyzed for solving the generalized improved Boussinesq (GIBq) equation. The numerical scheme is based on a second-order exponential integrator for time integration and a sine pseudospectral discretization in space. Rigorous analysis and abundant experiments show that the method converges quadratically and spectrally in time and space, respectively. Finally the DEI-SP method is applied to investigate the complicated and interesting long-time dynamics of the GIBq equation.

The goal of smooth function reconstruction on a 2D or 3D manifold is to obtain a smooth function on surfaces or higher dimensional manifolds. It is a common problem in computer graphics and computational mathematics, especially in civil engineering including structural analysis of solid objects. In this chapter, we introduce a new method using harmonic functions for solving this problem. This method contains the following steps: (1) Partition the boundary surfaces of the 3D manifold based on sample points so that each sample point is on the edge of the partition. (2) Use gradually varied interpolation on the edges so that each point on the edge will be assigned a value. In addition, all values on the edge are gradually varied. (3) Use discrete harmonic functions to fit the unknown points, i.e. the points inside each partition patch. This solution of the fitting becomes the piecewise harmonic function.

Computing stationary states is an important topic for phase field crystal (PFC) models. Great efforts have been made for energy dissipation of the numerical schemes when using gradient flows. However, it is always time-consuming due to the requirement of small effective time steps. In this paper, we propose an adaptive accelerated proximal gradient method for finding the stationary states of PFC models. The energy dissipation is guaranteed and the convergence property is established for the discretized energy functional. Moreover, the connections between generalized proximal operator with classical (semi-)implicit and explicit schemes for gradient flow are given. Extensive numerical experiments, including two three dimensional periodic crystals in Landau-Brazovskii (LB) model and a two dimensional quasicrystal in Lifshitz-Petrich (LP) model, demonstrate that our approach has adaptive time steps which lead to significant acceleration over semi-implicit methods for computing complex structures. Furthermore, our result reveals a deep physical mechanism of the simple LB model via which the sigma phase is first discovered.

The logarithmic nonlinearity has been used in many partial differential equations (PDEs) for modeling problems in various applications. Due to the singularity of the logarithmic function, it introduces tremendous difficulties in establishing mathematical theories, as well as in designing and analyzing numerical methods for PDEs with such nonlinearity. Here, we take the logarithmic Schrödinger equation (LogSE) as a prototype model. Instead of regularizing f(ρ)=lnρ in the LogSE directly and globally as being done in the literature, we propose a local energy regularization (LER) for the LogSE by first regularizing F(ρ)=ρlnρ−ρ locally near ρ=0+ with a polynomial approximation in the energy functional of the LogSE and then obtaining an energy regularized logarithmic Schrödinger equation (ERLogSE) via energy variation. Linear convergence is established between the solutions of ERLogSE and LogSE in terms of a small regularization parameter 0<ε≪1. Moreover, the conserved energy of the ERLogSE converges to that of LogSE quadratically, which significantly improves the linear convergence rate of the regularization method in the literature. Error estimates are also presented for solving the ERLogSE by using Lie–Trotter splitting integrators. Numerical results are reported to confirm our error estimates of the LER and of the time-splitting integrators for the ERLogSE. Finally, our results suggest that the LER performs better than regularizing the logarithmic nonlinearity in the LogSE directly.

We present a uniformly first order accurate numerical method for solving the Klein-Gordon-Zakharov (KGZ) system with two dimensionless parameters 0 < ε ≤ 1 and 0 <γ ≤ 1, which are inversely proportional to the plasma frequency and the acoustic speed, respectively. In the simultaneous high-plasma-frequency and subsonic limit regime, i.e. ε < γ → 0+, the KGZ system collapses to a cubic Schrödinger equation, and the solution propagates waves with O ( ε2)-wavelength in time and meanwhile contains rapid outgoing initial layers with speed O (1/ γ ) in space due to the incompatibility of the initial data. By presenting a multiscale decomposition of the KGZ system, we propose a multiscale time integrator Fourier pseudospectral method which is explicit, efficient and uniformly accurate for solving the KGZ system for all 0 < ε < γ ≤ 1. Numerical results are reported to show the efficiency and accuracy of scheme. Finally, the method is applied to investigate the convergence rates of the KGZ system to its limiting models when ε < γ → 0+.

Quantitative susceptibility mapping (QSM) uses the phase data in magnetic resonance signals to visualize a three-dimensional susceptibility distribution by solving the magnetic field to susceptibility inverse problem. Due to the presence of zeros of the integration kernel in the frequency domain, QSM is an ill-posed inverse problem. Although numerous regularization-based models have been proposed to overcome this problem, incompatibility in the field data, which leads to deterioration of the recovery, has not received enough attention. In this paper, we show that the data acquisition process of QSM inherently generates a harmonic incompatibility in the measured local field. Based on this discovery, we propose a novel regularization-based susceptibility reconstruction model with an additional sparsity-based regularization term on the harmonic incompatibility. Numerical experiments show that the proposed method achieves better performance than existing approaches.

In this paper, we propose an unfitted Nitsche's method to compute the band structures of phononic crystal with impurities of general geometry. The proposed method does not require the background mesh to fit the interfaces of impurities, and thus avoids the expensive cost of generating body-fitted meshes and simplifies the inclusion of interface conditions in the formulation. The quasi-periodic boundary conditions are handled by the Floquet-Bloch transform, which converts the computation of band structures into an eigenvalue problem with periodic boundary conditions. More importantly, we show the well-posedness of the proposed method using a delicate argument based on the trace inequality, and further prove the convergence by the Babuška-Osborn theory. We achieve the optimal convergence rate at the presence of the impurities of general geometry. We confirm the theoretical results by two numerical examples, and show the capability of the proposed methods for computing the band structures without fitting the interfaces of impurities.

We present a novel area-preservation mapping/flattening method using the optimal mass transport technique, based on the Monge-Brenier theory. Our optimal transport map approach is rigorous and solid in theory, efficient and parallel in computation, yet general for various applications. By comparison with the conventional Monge-Kantorovich approach, our method reduces the number of variables from O(n²) to O(n), and converts the optimal mass transport problem to a convex optimization problem, which can now be efficiently carried out by Newton's method. Furthermore, our framework includes the area weighting strategy that enables users to completely control and adjust the size of areas everywhere in an accurate and quantitative way. Our method significantly reduces the complexity of the problem, and improves the efficiency, flexibility and scalability during visualization. Our framework, by combining

We consider the Schrodinger equation with a logarithmic nonlinearity and a repulsive harmonic potential. Depending on the parameters of the equation, the solution may or may not be dispersive. When dispersion occurs, it does with an exponential rate in time. To control this, we change the unknown function through a generalized lens transform. This approach neutralizes the possible boundary effects, and could be used in the case of the Schrodinger equation without potential. We then employ standard splitting methods on the new equation via a nonuniform grid, after the logarithmic nonlinearity has been regularized. We also discuss the case of a power nonlinearity and give some results concerning the error estimates of the first-order Lie-Trotter splitting method for both cases of nonlinearities. Finally extensive numerical experiments are reported to investigate the dynamics of the equations.

Photonic graphene, a photonic crystal with honeycomb structures, has been intensively studied in both theoretical and applied fields. Similar to graphene which admits Dirac Fermions and topological edge states, photonic graphene supports novel and subtle propagating modes (edge modes) of electromagnetic waves. These modes have wide applications in many optical systems. In this paper, we propose a novel gradient recovery method based on Bloch theory for the computation of topological edge modes in the honeycomb structure. Compared to standard finite element methods, this method provides higher order accuracy with the help of gradient recovery technique. This high order accuracy is highly desired for constructing the propagating electromagnetic modes in applications. We analyze the accuracy and prove the superconvergence of this method. Numerical examples are presented to show the efficiency by computing the edge mode for the P-symmetry and C-symmetry breaking cases in honeycomb structures.

Sparse modeling/approximation of images plays an important role in image restoration. Instead of using a fixed system to sparsely model any input image, a more promising approach is using a system that is adaptive to the input image. A non-convex variational model is proposed in [1] for constructing a tight frame that is optimized for the input image, and an alternating scheme is used to solve the resulting non-convex optimization problem. Although it showed good empirical performance in image denoising, the proposed alternating iteration lacks convergence analysis. This paper aims at providing the convergence analysis of the method proposed in [1]. We first established the sub-sequence convergence property of the iteration scheme proposed in [1], i.e., there exists at least one convergent sub-sequence and any convergent sub-sequence converges to a stationary point of the minimization problem. Moreover, we showed that the original method can be modified to have sequence convergence, i.e., the modified algorithm generates a sequence that converges to a stationary point of the minimization problem.

In this paper, we apply semi-Lagrangian discontinuous Galerkin (SLDG) methods for linear hyperbolic equations in one space dimension and analyze the error between the numerical and exact solutions under the L2-norm. In all the previous works, the theoretical analysis of the SLDG method would suggest a suboptimal convergence rate due to the error accumulation over time steps. However, numerical experiments demonstrate an optimal convergence rate and, if the terminal time is large, a superconvergence rate. In this paper, we will prove optimal convergence and optimal superconvergence rates. There are three main difficulties: 1. The error analysis on overlapping meshes. Due to the nature of the semi-Lagrangian time discretization, we need to introduce the background Eulerian mesh and the shifted mesh. The two meshes are staggered, and it is not easy to construct local projections and to handle the error accumulation during time evolution. 2. The superconvergence of time dependent terms under the L2-norm. The error of the numerical and exact solutions can be divided into two parts, the projection error and the time dependent superconvergence term. The projection strongly depends on the superconvergence rates. Therefore, we need to construct a sequence of projections and improve the superconvergence rates gradually. 3. The stopping criterion of the sequence of projections. The sequence of projections are basically of the same form. We need to show that the projections exist up to some certain order since the superconvergence rate cannot be innity. Hence, we will seek some \hidden" condition for the existence of the projections. In this paper, we will solve all the three difficulties and construct several local projections to prove the optimal convergence and superconvergence rates. Numerical experiments verify the theoretical ndings.

We propose a multiscale model reduction method for partial differential equations. The main purpose of this method is to derive an effective equation for multiscale problems without scale separation. An essential ingredient of our method is to decompose the harmonic coordinates into a smooth part and a highly oscillatory part so that the smooth part is invertible and the highly oscillatory part is small. Such a decomposition plays a key role in our construction of the effective equation. We show that the solution to the effective equation is in H2, and can be approximated by a regular coarse mesh. When the multiscale problem has scale separation and a periodic structure, our method recovers the traditional homogenized equation. Furthermore, we provide error analysis for our method and show that the solution to the effective equation is close to the original multiscale solution in the H1 norm. Numerical results are presented to demonstrate the accuracy and robustness of the proposed method for several multiscale problems without scale separation, including a problem with a high contrast coefficient.

We develop a new moving-water equilibria preserving numerical scheme for the Saint-Venant system. The new scheme is designed in two major steps. First, the geometric source term is incorporated into the discharge flux, which results in a hyperbolic system with a global flux. Second, the discharge equation is relaxed so that the nonlinearity is moved into the stiff right-hand side of the added auxiliary equation. The main advantages of the new scheme are that (i) no special treatment of the geometric source term is required, and (ii) no nonlinear (cubic) equations should be solved to obtain the point values of the water depth out of the reconstructed equilibrium variables, as it must be done in the existing alternative methods. We also develop a hybrid numerical flux, which helps to handle various flow regimes in a stable manner. Several numerical experiments are performed to verify that the proposed scheme is capable of exactly preserving general moving-water steady states and accurately capturing their small perturbations.