We present a new stabilization technique for multiscale convection diffusion problems. Stabilization for these problems has been a challenging task, especially for the case with high Peclet numbers. Our method is based on a constraint energy minimization idea and the discontinuous Petrov-Galerkin formulation. In particular, the test functions are constructed by minimizing an appropriate energy subject to certain orthogonality conditions, and are related to the trial space. The resulting test functions have a localization property, and can therefore be computed locally. We will prove the stability, and present several numerical results. Our numerical results confirm that our test space gives a good stability, in the sense that the solution error is close to the best approximation error.

This paper proposes and analyzes arbitrarily high-order discontinuous Galerkin (DG) and finite volume methods which provably preserve the positivity of density and pressure for the ideal magnetohydrodynamics (MHD) on general meshes. Unified auxiliary theories are built for rigorously analyzing the positivity-preserving (PP) property of numerical MHD schemes with a Harten–Lax–van Leer (HLL) type flux on polytopal meshes in any space dimension. The main challenges overcome here include establishing certain relation between the PP property and a discrete divergence of magnetic field on general meshes, and estimating proper wave speeds in the HLL flux to ensure the PP property. In the 1D case, we prove that the standard DG and finite volume methods with the proposed HLL flux are PP, under a condition accessible by a PP limiter. For the multidimensional conservative MHD system, the standard DG methods with a PP limiter are not PP in general, due to the effect of unavoidable divergence error in the magnetic field. We construct provably PP high-order DG and finite volume schemes by proper discretization of the symmetrizable MHD system, with two divergence-controlling techniques: the locally divergence-free elements and suitably discretized Godunov–Powell source term. The former technique leads to zero divergence within each cell, while the latter controls the divergence error across cell interfaces. Our analysis reveals in theory that a coupling of these two techniques is very important for positivity preservation, as they exactly contribute the discrete divergence terms which are absent in standard multidimensional DG schemes but crucial for ensuring the PP property. Several numerical tests further confirm the PP property and the effectiveness of the proposed PP schemes. Unlike the conservative MHD system, the exact smooth solutions of the symmetrizable MHD system are proved to retain the positivity even if the divergence-free condition is not satisfied. Our analysis and findings further the understanding, at both discrete and continuous levels, of the relation between the PP property and the divergence-free constraint.

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The trust-region problem,which minimizes a nonconvex quadratic function over a ball, is a key subproblem in trust-region methods for solving nonlinear optimization problems. It enjoys many attractive properties such as an exact semi-definite linear programming relaxation (SDP-relaxation) and strong duality. Unfortunately, such properties do not, in general, hold for an extended trust-region problem having extra linear constraints. This paper shows that two useful and powerful features of the classical trust-region problem continue to hold for an extended trust-region problem with linear inequality constraints under a new dimension condition. First, we establish that the class of extended trust-region problems has an exact SDP-relaxation, which holds without the Slater constraint qualification. This is achieved by proving that a system of quadratic and affine functions involved in the model satisfies a range-convexity whenever the dimension condition is fulfilled. Second, we show that the dimension condition together with the Slater condition ensures that a set of combined first and second-order Lagrange multiplier conditions is necessary and sufficient for global optimality of the extended trust-region problem and consequently for strong duality. Through simple examples we also provide an insightful account of our development from SDP-relaxation to strong duality. Finally, we show that the dimension condition is easily satisfied for the extended trust-region model that arises from the reformulation of a robust least squares problem (LSP) as well as a robust second order cone programming model problem (SOCP) as an equivalent semi-definite linear programming problem. This leads us to conclude that, under mild assumptions, solving a robust LSP or SOCP under matrix-norm uncertainty or polyhedral uncertainty is equivalent to solving a semi-definite linear programming problem and so, their solutions can be validated in polynomial time.

In this paper, we propose a multi-scale discontinuous Galerkin (DG) method for second-order elliptic problems with curvilinear unidirectional rough coefficients by choosing a special non-polynomial approximation space. The key ingredient of the method lies in the incorporation of the local oscillatory features of the differential operators into the approximation space so as to capture the multi-scale solutions without having to resolve the finest scales. The unidirectional feature of the rough coefficients allows us to construct the basis functions of the DG non-polynomial approximation space explicitly, thereby greatly increasing the algorithm efficiency. Detailed error estimates for two-dimensional second-order DG methods are derived, and a general guidance on how to construct such non-polynomial basis is discussed. Numerical examples are also presented to validate and demonstrate the effectiveness of the algorithm.