We propose a computational framework named iterative local adaptive majorize-minimization (I-LAMM) to simultaneously control algorithmic complexity and statistical error when fitting high dimensional models. I-LAMM is a two-stage algorithmic implementation of the local linear approximation to a family of folded concave penalized quasi-likelihood. The first stage solves a convex program with a crude precision tolerance to obtain a coarse initial estimator, which is further refined in the second stage by iteratively solving a sequence of convex programs with smaller precision tolerances. Theoretically, we establish a phase transition: the first stage has a sublinear iteration complexity, while the second stage achieves an improved linear rate of convergence. Though this framework is completely algorithmic, it provides solutions with optimal statistical performances and controlled algorithmic complexity for a large family

We propose a simple finite difference scheme for Navier--Stokes equations in primitive formulation on curvilinear domains. With proper boundary treatment and interplay between covariant and contravariant components, the spatial discretization admits exact Hodge decomposition and energy identity. As a result, the pressure can be decoupled from the momentum equation with explicit time stepping. No artificial pressure boundary condition is needed. In addition, it can be shown that this spatially compatible discretization leads to uniform inf-sup condition, which plays a crucial role in the pressure approximation of both dynamic and steady state calculations. Numerical experiments demonstrate the robustness and efficiency of our scheme.

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.

Solitary waves bifurcated from edges of Bloch bands in two-dimensional periodic media are determined both analytically and numerically in the context of a two-dimensional nonlinear Schrödinger equation with a periodic potential. Using multiscale perturbation methods, the envelope equations of solitary waves near Bloch bands are analytically derived. These envelope equations reveal that solitary waves can bifurcate from edges of Bloch bands under either focusing or defocusing nonlinearity, depending on the signs of the second-order dispersion coefficients at the edge points. Interestingly, at edge points with two linearly independent Bloch modes, the envelope equations lead to a host of solitary wave structures, including reduced-symmetry solitons, dipole-array solitons, vortex-cell solitons, and so on—many of which have not been reported before to our knowledge. It is also shown analytically that the centers of envelope solutions can be positioned at only four possible locations at or between potential peaks. Numerically, families of these solitary waves are directly computed both near and far away from the band edges. Near the band edges, the numerical solutions spread over many lattice sites, and they fully agree with the analytical solutions obtained from the envelope equations. Far away from the band edges, solitary waves are strongly localized, with intensity and phase profiles characteristic of individual families.

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.