We study a fourth order finite difference method for the unsteady incompressible Navier-Stokes equations in vorticity formulation. The scheme is essentially compact and can be implemented very efficiently. Either Briley’s formula, or a new higher order formula, which will be derived in this paper, can be chosen as the vorticity boundary condition. By formal Taylor expansion, the new formula for the vorticity on the boundary gives 4th order accuracy; while Briley’s formula provides only 3rd order accuracy. However, the use of either formula results in a stable method and achieves full 4th order accuracy. The convergence analysis of the scheme with our new formula will be given in this paper, while that with Briley’s formula has been established in earlier literature. The consistency analysis is easier than that of Briley’s formula, no Strang type analysis is needed. In the stability analysis part, we adopt the technique of controlling some local terms by the diffusion term via discrete elliptic regularity. Physical no-slip boundary conditions are used throughout.

In a recent paper [11], Hou and Shi introduced a new adaptive data analysis method to analyze nonlinear and non-stationary data.The main idea is to look for the sparsest representation of multiscale data within the largest possible dictionary consisting of intrinsic mode functions of the form{a(t)cos(θ(t))}, where a∈V(θ), V(θ) consists of the functions that are less oscillatory than cos(θ(t))and θ0. This problem was formulated as a nonlinear L0 optimization problem and an iterative nonlinear matching pursuit method was proposed to solve this nonlinear optimization problem. In this paper, we prove the convergence of this nonlinear matching pursuit method under some scale separation assumptions on the signal. We consider both well- resolved and poorly sample dsignals, as well as signals with noise. In the case without noise, we prove that our method gives exact recovery of the original signal.

This is the first of a series of papers on the subject of projection methods for viscous incompressible flow calculations. The purpose of these papers is to provide a thorough understanding of the numerical phenomena involved in the projection methods, particularly when boundaries are present, and point to ways of designing more efficient, robust, and accurate numerical methods based on the primitive variable formulation. This paper contains the following topics: 1. convergence and optimal error estimates for both velocity and pressure up to the boundary; 2. explicit characterization of the numerical boundary layers in the pressure approximations and the intermediate velocity fields; 3. the effect of choosing different numerical boundary conditions at the projection step. We will show that a different choice of boundary conditions gives rise to different boundary layer structures. In particular, the straightforward Dirichlet boundary condition for the pressure leads to O(1) numerical boundary layers in the pressure and deteriorates the accuracy in the interior; and 4. postprocessing the numerical solutions to get more accurate approximations for the pressure.

In this paper, we introduce a new adaptive data analysis method to study trend and instantaneous frequency of nonlinear and nonstationary data. This method is inspired by the Empirical Mode Decomposition method (EMD) and the recently developed compressed (compressive) sensing theory. The main idea is to look for the sparsest representation of multiscale data within the largest possible dictionary consisting of intrinsic mode functions of the form {a(t) cos(θ(t))}, where a ∈ V (θ), V (θ) consists of the functions smoother than cos(θ(t)) and θ   0. This problem can be formulated as a nonlinear l0 optimization problem. In order to solve this optimization problem, we propose a nonlinear matching pursuit method by generalizing the classical matching pursuit for the l0 optimization problem. One important advantage of this nonlinear matching pursuit method is it can be implemented very efficiently and is very stable to noise. Further, we provide an error analysis of our nonlinear matching pursuit method under certain scale separation assumptions. Extensive numerical examples will be given to demonstrate the robustness of our method and comparison will be made with the state-of-the-art methods. We also apply our method to study data without scale separation, and data with incomplete or under-sampled data.

Nonlinear matrix equations are encountered in many applications of control and engineering problems. In this work, we establish a complete study for a class of nonlinear matrix equations. With the aid of Sherman Morrison Woodbury formula, we have shown that any equation in this class has the maximal positive definite solution under a certain condition. Furthermore, A thorough study of properties about this class of matrix equations is provided. An acceleration of iterative method with R-superlinear convergence with order $r>1$ is then designed to solve the maximal positive definite solution efficiently.