We show that the gradient mapping of the squared norm of FischerBurmeister function is globally Lipschitz continuous and semismooth, which provides a theoretical basis for solving nonlinear second-order cone complementarity problems via the conjugate gradient method and the semismooth Newtons method.

In this article, we propose a numerical method based on sparse Gaussian processes (SGPs) to solve nonlinear partial differential equations (PDEs). The SGP algorithm is based on a Gaussian process (GP) method, which approximates the solution of a PDE with the maximum a posteriori probability estimator of a GP conditioned on the PDE evaluated at a finite number of sample points. The main bottleneck of the GP method lies in the inversion of a covariance matrix, whose cost grows cubically with respect to the size of samples. To improve the scalability of the GP method while retaining desirable accuracy, we draw inspiration from SGP approximations, where inducing points are introduced to summarize the information of samples. More precisely, our SGP method uses a Gaussian prior associated with a low-rank kernel generated by inducing points randomly selected from samples. In the SGP method, the size of the matrix to be inverted is proportional to the number of inducing points, which is much less than the size of the samples. The numerical experiments show that the SGP method using less than half of the uniform samples as inducing points achieves comparable accuracy to the GP method using the same number of uniform samples, which significantly reduces the computational cost. We give the existence proof for the approximation to the solution of a PDE and provide rigorous error analysis.

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.

Wind power is an increasingly popular renewable energy. In the design process of the wind turbine blade, the accurate aerodynamic simulation is important. In the past, most of the wind turbine simulations were carried out with some low fidelity methods, such as the blade element momentum method [9]. Recently, with the rapid development of the supercomputers, high fidelity simulations based on 3D unsteady Navier-Stokes (N-S) equations become more popular. For example, Sorensen et al. studied the 3D wind turbine rotor using the Reynolds-Averaged Navier-Stokes (RANS) framework where a finite volume method and a semi-implicit method are used for the spatial and temporal discretization, respectively [17]. Bazilevs et al. investigated the aerodynamic of the NREL 5MW offshore baseline wind turbine rotor using large eddy simulation built with a deforming-spatial-domain/stabilized space-time

We investigate the angular distribution of Ly$\alpha$ photons transferring in or emergent from an optically thick medium. Since the evolutions of specific intensity $I$ in the frequency space and the angular space are coupled with each other, we first develop the WENO numerical solver in order to find the time-dependent solutions of the integro-differential equation of $I$ in frequency and angular space simultaneously. We first show that the solutions with the Eddington approximation, which assume $I$ to be linearly dependent on the angular variable $\mu$, yield similar frequency profiles of the photon flux as that without the Eddington approximation. However, the solutions of the $\mu$ distribution evolution are significantly different from that given by Eddington approximation. First, the angular distribution of $I$ are found to be substantially dependent on the frequency of photons. For photons with the resonant frequency $\nu_0$, $I$ contains only a linear term of $\mu$. For photons with frequency at the double peaks of the flux, the $\mu$-distribution is highly anisotropic, in which most photons are in the direction of radial forward. Moreover, either at $\nu_0$ or at the double peaks, the $\mu$ distributions actually are independent of the initial $\mu$ distribution of photons of the source. This is because the photons with frequency either of $\nu_0$ or of the double peaks undergo the process of forgetting their initial conditions due to the resonant scattering. We also show that the optically thick medium is a collimator of photons at the double peaks. Photons from the double peaks form a forward beam with very small spread angle.