In this paper, we analyze the Lax-Wendroff discontinuous Galerkin (LWDG) method for solving linear conservation laws. The method was originally proposed by Guo et al., where they applied local discontinuous Galerkin (LDG) techniques to approximate high order spatial derivatives in the Lax-Wendroff time discretization. We show that, under the standard CFL condition $\tau\leq \lambda h$ (where $\tau$ and $h$ are the time step and the maximum element length respectively and $\lambda>0$ is a constant) and uniform or non-increasing time steps, the second order schemes with piecewise linear elements and the third order schemes with arbitrary piecewise polynomial elements are stable in the $L^2$ norm. The specific type of stability may differ with different choices of numerical fluxes. Our stability analysis includes multidimensional problems with divergence-free coefficients. Besides solving the equation itself, the LWDG method also gives approximations to its time derivative simultaneously. We obtain optimal error estimates for both the solution $u$ and its first order time derivative $u_t$ in one dimension, and numerical examples are given to validate our analysis.

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In this paper, we present a mixed generalized multiscale finite element method (GMsFEM) for solving flow in heterogeneous media. Our approach constructs multiscale basis functions following a GMsFEM framework and couples these basis functions using a mixed finite element method, which allows us to obtain a mass conservative velocity field. To construct multiscale basis functions for each coarse edge, we design a snapshot space that consists of fine-scale velocity fields supported in a union of two coarse regions that share the common interface. The snapshot vectors have zero Neumann boundary conditions on the outer boundaries, and we prescribe their values on the common interface. We describe several spectral decompositions in the snapshot space motivated by the analysis. In the paper, we also study oversampling approaches that enhance the accuracy of mixed GMsFEM. A main idea of

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

In this paper we propose a finite element time-domain method for modeling the optical black holes (OBHs) coupled with the perfectly matched layer (PML) technique. Stability analysis is carried out for the proposed scheme. Simulations of cylindrical, elliptical and square black holes demonstrate that our method is quite effective in modeling OBHs in time domain. To our best knowledge, this is the first OBHs simulation realized by the finite element time-domain method.