How to properly specify boundary conditions for pressure is a longstanding problem for the incompressible Navier–Stokes equations with no-slip boundary conditions. An analytical resolution of this issue stems from a recently developed formula for the pressure in terms of the commutator of the Laplacian and Leray projection operators. Here we make use of this formula to (a) improve the accuracy of computing pressure in two kinds of existing time-discrete projection methods implicit in viscosity only, and (b) devise new higher-order accurate time-discrete projection methods that extend a slip-correction idea behind the well-known finite-difference scheme of Kim and Moin. We test these schemes for stability and accuracy using various combinations of C0 finite elements. For all three kinds of time discretization, one can obtain third-order accuracy for both pressure and velocity without a time-step stability restriction of diffusive type. Furthermore, two kinds of projection methods are found stable using piecewise-linear elements for both velocity and pressure.

In this paper, we study the superconvergence of the error for the discontinuous Galerkin (DG) finite element method for linear conservation laws when upwind fluxes are used. We prove that if we apply piecewise $k$-th degree polynomials, the error between the DG solution and the exact solution is ($k+2$)-th order superconvergent at the downwind-biased Radau points with suitable initial discretization. Moreover, we also prove the DG solution is ($k+2$)-th order superconvergent both for the cell averages and for the error to a particular projection of the exact solution. The superconvergence result in this paper leads to a new {\em a posteriori} error estimate. Our analysis is valid for arbitrary regular meshes and for $\mathcal{P}^k$ polynomials with arbitrary $k\geq1$, and for both periodic boundary conditions and for initial-boundary value problems. We perform numerical experiments to demonstrate that the superconvergence rate proved in this paper is optimal.

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An important property for finite difference schemes designed on curvilinear meshes is the exact preservation of free-stream solutions. This property is difficult to fulfill for high order conservative essentially non-oscillatory (WENO) finite difference schemes. In this paper we explore an alternative flux formulation for such finite difference schemes which can preserve free-stream solutions, based on the numerical technique for the metric terms, which can be applied to this alternative flux formulation but is difficult to be applied to the standard finite difference formulation. Free-stream and vortex preservation properties are investigated, and comparison with standard finite difference WENO schemes is made. Theoretical derivation and numerical results show that the finite difference WENO schemes based on the alternative flux formulation can preserve free-stream and vortex solutions on both stationary and dynamically generalized coordinate systems, hence giving much better performance than the standard finite difference WENO schemes for such problems.

In this paper, we establish sublinear and linear convergence of fixed point iterations generated by averaged operators in a Hilbert space. Our results are achieved under a bounded Holder regularity assumption which generalizes the well-known notion of bounded linear regularity. As an application of our results, we provide a convergence rate analysis for many important iterative methods in solving broad mathematical problems such as convex feasibility problems and variational inequality problems. These include Krasnoselskii–Mann iterations, the cyclic projection algorithm, forward-backward splitting and the Douglas–Rachford feasibility algorithm along with some variants. In the important case in which the underlying sets are convex sets described by convex polynomials in a finite dimensional space, we show that the Holder regularity properties are automatically satisfied, from which sublinear convergence follows.

In this paper, we propose a new type of weighted essentially non-oscillatory (WENO) limiter, which belongs to the class of Hermite WENO (HWENO) limiters, for the Runge-Kutta discontinuous Galerkin (RKDG) methods solving hyperbolic conservation laws. This new HWENO limiter is a modification of the simple WENO limiter proposed recently by Zhong and Shu. Both limiters use information of the DG solutions only from the target cell and its immediate neighboring cells, thus maintaining the original compactness of the DG scheme. The goal of both limiters is to obtain high order accuracy and non-oscillatory properties simultaneously. The main novelty of the new HWENO limiter in this paper is to reconstruct the polynomial on the target cell in a least square fashion while the simple WENO limiter is to use the entire polynomial of the original DG solutions in the neighboring cells with an addition of a constant for conservation. The modification in this paper improves the robustness in the computation of problems with strong shocks or contact discontinuities, without changing the compact stencil of the DG scheme. Numerical results for both one and two dimensional equations including Euler equations of compressible gas dynamics are provided to illustrate the viability of this modified limiter.

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Finding a fixed point to a nonexpansive operator, i.e., x = Tx, abstracts many problems in numerical linear algebra, optimization, and other areas of data sciences. To solve xed- point problems, we propose ARock, an algorithmic framework in which multiple agents (machines, processors, or cores) update x in an asynchronous parallel fashion. Asynchrony is crucial to parallel computing since it reduces synchronization wait, relaxes communication bottleneck, and thus speeds up computing significantly. At each step of ARock, an agent updates a randomly selected coordinate xi based on possibly out-of-date information on x. The agents share x through either global memory or communication. If writing xi is atomic, the agents can read and write x without memory locks. We prove that if the nonexpansive operator T has a fixed point, then with probability one, ARock generates a sequence that converges to a fixed point of T. Our conditions on T and step sizes are weaker than comparable work. Linear convergence is obtained under suitable assumptions. We propose special cases of ARock for linear systems, convex optimization, machine learning, as well as distributed and decentralized consensus problems. Numerical experiments of solving sparse logistic regression problems are presented.

Kurdyka–Łojasiewicz (KL) exponent plays an important role in estimating the convergence rate of many contemporary first-order methods. In particular, a KL exponent of 1/2 for a suitable potential function is related to local linear convergence. Nevertheless, KL exponent is in general extremely hard to estimate. In this paper, we show under mild assumptions that KL exponent is preserved via inf-projection. Inf-projection is a fundamental operation that is ubiquitous when reformulating optimization problems via the lift-and-project approach. By studying its operation on KL exponent, we show that the KL exponent is 1/2 for several important convex optimization models, including some semidefinite-programming-representable functions and some functions that involve C2-cone reducible structures, under conditions such as strict complementarity. Our results are applicable to concrete optimization models such as group-fused Lasso and overlapping group Lasso. In addition, for nonconvex models, we show that the KL exponent of many difference-of-convex functions can be derived from that of their natural majorant functions, and the KL exponent of the Bregman envelope of a function is the same as that of the function itself. Finally, we estimate the KL exponent of the sum of the least squares function and the indicator function of the set of matrices of rank at most k.

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In this paper, we design a new class of central compact schemes based on the cell-centered compact schemes of Lele {[}S.K. Lele, Compact finite difference schemes with spectral-like resolution, J. Comput. Phys. 103 (1992) 16-42{]}. These schemes equate a weighted sum of the nodal derivatives of a smooth function to a weighted sum of the function on both the grid points (cell boundaries) and the cell-centers. In our approach, instead of using a compact interpolation to compute the values on cell-centers, the physical values on these half grid points are stored as independent variables and updated using the same scheme as the physical values on the grid points. This approach increases the memory requirement but not the computational costs. Through systematic Fourier analysis and numerical tests, we observe that the schemes have excellent properties of high order, high resolution and low dissipation. It is an ideal class of schemes for the simulation of multi-scale problems such as aeroacoustics and turbulence.

In earlier work, two of the authors constructed uniformly high order accurate finite volume and discontinuous Galerkin (DG) schemes satisfying a strict maximum principle for scalar conservation laws on rectangular meshes. The technique is generalized to positivity preserving (of density and pressure) high order DG or finite volume schemes for compressible Euler equations. The extension of these schemes to triangular meshes is conceptually plausible but highly nontrivial. In this paper, we first introduce a special quadrature rule which is exact for two-variable polynomials over a triangle of a given degree and satisfy a few other conditions, by which we can construct high order maximum principle satisfying finite volume schemes (e.g. essentially non-oscillatory (ENO) or weighted ENO (WENO) schemes) or DG method solving two dimensional scalar conservation laws on triangular meshes. The same method can preserve the maximum principle for DG or finite volume schemes solving two-dimensional incompressible Euler equations in the vorticity stream-function formulation, or any passive convection equation with an incompressible velocity field. We also obtain positivity preserving (for density and pressure) high order DG or finite volume schemes solving compressible Euler equations on triangular meshes. Numerical tests for the third order Runge-Kutta DG (RKDG) method on unstructured meshes are reported.

In this paper, a homotopy continuation method for the computation of nonnegative Z-/H-eigenpairs of a nonnegative tensor is presented. We show that the homotopy continuation method is guaranteed to compute a nonnegative eigenpair. Additionally, using degree analysis, we show that the number of positive Z-eigenpairs of an irreducible nonnegative tensor is odd. A novel homotopy continuation method is proposed to compute an odd number of positive Z-eigenpairs, and some numerical results are presented.

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In this paper, we develop an energy stable fully discrete discontinuous Galekin (DG) finite element method for the thin film epitaxy problem. Based on the method of lines, we construct and prove the energy stability of the spatial semi-discrete DG scheme firstly. To avoid the strict time step restriction of the explicit time integration method, the first order convex splitting method is used to get an unconditionally stable fully discrete DG method, which is a linearly implicit scheme for this nonlinear problem. The energy stability of the fully discrete convex splitting DG scheme is also proved. To improve the temporal accuracy, spectral deferred correction (SDC) method is adapted to achieve the high order accuracy in both time and space. Combining with the convex splitting method, the SDC method can be linearly solvable, high order accurate and stable in our numerical tests. These advantages ensure that the resulting fully discrete DG scheme is efficient to perform the long time simulation of the thin film epitaxy model. Numerical experiments of the accuracy and long time simulation show the capability and efficiency of the method.

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We develop an alternative formulation of conservative finite difference weighted essentially non-oscillatory (WENO) schemes to solve conservation laws. In this formulation, the WENO interpolation of the solution and its derivatives are used to directly construct the numerical flux, instead of the usual practice of reconstructing the flux functions. Even though this formulation is more expensive than the standard formulation, it does have several advantages. The first advantage is that arbitrary monotone fluxes can be used in this framework, while the traditional practice of reconstructing flux functions can be applied only to smooth flux splitting. The second advantage, which is fully explored in this paper, is that a narrower effective stencil is used compared with previous high order finite difference WENO schemes based on the reconstruction of flux functions, with a Lax-Wendroff time discretization. We will describe the scheme formulation and present numerical tests for one- and two-dimensional scalar and system conservation laws demonstrating the designed high order accuracy and non-oscillatory performance of the schemes constructed in this paper.

The main purpose of this paper is to analyze the stability and error estimates of the local discontinuous Galerkin (LDG) methods coupled with carefully chosen implicit-explicit (IMEX) Runge-Kutta time discretization up to third order accuracy, for solving one-dimensional linear advection-diffusion equations. In the time discretization the advection term is treated explicitly and the diffusion term implicitly. There are three highlights of this work. The first is that we establish an important relationship between the gradient and interface jump of the numerical solution with the independent numerical solution of the gradient in the LDG methods. The second is that, by aid of the aforementioned relationship and the energy method, we show that the IMEX LDG schemes are unconditionally stable for the linear problems, in the sense that the time-step $\dt$ is only required to be upper-bounded by a constant which depends on the ratio of the diffusion and the square of the advection coefficients and is independent of the mesh-size $h$, even though the advection term is treated explicitly. The last is that under this time step condition, we obtain optimal error estimates in both space and time for the third order IMEX Runge-Kutta time-marching coupled with LDG spatial discretization. Numerical experiments are also given to verify the main results.

In this work, we study the unsteady axisymmetric mixed convection boundary layer flow and heat transfer of non-Newtonian power law fluid over a cylinder. Different from most classical works, the temperature dependent variable fluid viscosity and thermal conductivity are taken into account in highly coupled velocity and temperature fields. The motion of the fluid can be modeled by a time-dependent nonlinear parabolic system in cylindrical coordinates, which is solved numerically by using Chebyshev spectral method along with the strong stability preserving (SSP) third order Runge-Kutta time discretization. We apply the numerical solver to problems with different power law indices, viscosity parameter, thermal conductivity parameter and Richardson numbers, and compute up to the steady state. The numerical solver is checked by testing the spectral convergence of the numerical approximation to a smooth exact solution of the PDEs with source terms. Moreover, the combined effects of pertinent physical parameters on the flow and heat transfer characteristics are analyzed in detail.

In this paper, we develop the Hamiltonian conservative and L2 conservative local discontinuous Galerkin (LDG) schemes for the Korteweg-de Vries (KdV) type equations with the minimal stencil. For the time discretization, we adopt the semi- implicit spectral deferred correction (SDC) method to achieve the high order accuracy and efficiency. Also we compare the schemes with the dissipative LDG scheme. Stabil- ity of the fully discrete schemes is provided by Fourier analysis for the linearized KdV equation. Numerical examples are shown to illustrate the capability of these schemes. Compared with the dissipative LDG scheme, the numerical simulations also indicate that the conservative LDG scheme with high order time discretization can reduce the long time phase error validly.

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We consider numerical boundary conditions for high order finite difference schemes for solving convection-diffusion equations on arbitrary geometry. The two main difficulties for numerical boundary conditions in such situations are: (1) the wide stencil of the high order finite difference operator requires special treatment for a few ghost points near the boundary; (2) the physical boundary may not coincide with grid points in a Cartesian mesh and may intersect with the mesh in an arbitrary fashion. For purely convection equations, the so-called inverse Lax-Wendroff procedure, in which we convert the normal derivatives into the time derivatives and tangential derivatives along the physical boundary by using the equations, have been quite successful. In this paper, we extend this methodology to convection-diffusion equations. It turns out that this extension is non-trivial, because totally different boundary treatments are needed for the diffusion-dominated and the convection-dominated regimes. We design a careful combination of the boundary treatments for the two regimes and obtain a stable and accurate boundary condition for general convection-diffusion equations. We provide extensive numerical tests for one- and two-dimensional problems involving both scalar equations and systems, including the compressible Navier-Stokes equations, to demonstrate the good performance of our numerical boundary conditions.

This paper focuses on coordinate update methods, which are useful for solving problems involving large or high-dimensional datasets. They decompose a problem into simple subproblems, where each updates one, or a small block of, variables while fixing others. These methods can deal with linear and nonlinear mappings, smooth and nonsmooth functions, as well as convex and nonconvex problems. In addition, they are easy to parallelize. The great performance of coordinate update methods depends on solving simple sub-problems. To derive simple subproblems for several new classes of applications, this paper systematically studies coordinate-friendly operators that perform low-cost coordinate updates. Based on the discovered coordinate friendly operators, as well as operator splitting techniques, we obtain new coordinate update algorithms for a variety of problems in machine learning, image processing, as well as sub-areas of optimization. Several problems are treated with coordinate update for the first time in history. The obtained algorithms are scalable to large instances through parallel and even asynchronous computing. We present numerical examples to illustrate how effective these algorithms are.

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Global geometrical optics method is a new semi-classical approach for the high frequency linear waves proposed by the author in [13]. In this paper, we rederive it in a more concise way. It is shown that the right candidate of solution ansatz for the high frequency wave equations is the extended WKB function, other than the WKB function used in the classical geometrical optics approximation. A new and main contribution of this paper is an interface analysis for the Helmholtz equation when the incident wave is of extended WKB-type. We derive asymptotic expressions for the reflected and/or transmitted propagating waves in the general case. These expressions are valid even when the incident rays include caustic points.