Finding a fixed point to a nonexpansive operator, i.e., x = Tx, abstracts many problems in numerical linear algebra, optimization, and other areas of data sciences. To solve xed- point problems, we propose ARock, an algorithmic framework in which multiple agents (machines, processors, or cores) update x in an asynchronous parallel fashion. Asynchrony is crucial to parallel computing since it reduces synchronization wait, relaxes communication bottleneck, and thus speeds up computing significantly. At each step of ARock, an agent updates a randomly selected coordinate xi based on possibly out-of-date information on x. The agents share x through either global memory or communication. If writing xi is atomic, the agents can read and write x without memory locks. We prove that if the nonexpansive operator T has a fixed point, then with probability one, ARock generates a sequence that converges to a fixed point of T. Our conditions on T and step sizes are weaker than comparable work. Linear convergence is obtained under suitable assumptions. We propose special cases of ARock for linear systems, convex optimization, machine learning, as well as distributed and decentralized consensus problems. Numerical experiments of solving sparse logistic regression problems are presented.

Whether the three-dimensional incompressible Euler equations can develop a singularity in finite time from smooth initial data is one of the most challenging problems in mathematical fluid dynamics. This work attempts to provide an affirmative answer to this long-standing open question from a numerical point of view by presenting a class of potentially singular solutions to the Euler equations computed in axisymmetric geometries. The solutions satisfy a periodic boundary condition along the axial direction and a no-flow boundary condition on the solid wall. The equations are discretized in space using a hybrid 6th-order Galerkin and 6th-order finite difference method on specially designed adaptive (moving) meshes that are dynamically adjusted to the evolving solutions. With a maximum effective resolution of over $(3 × 10^{12})^2$ near the point of the singularity, we are able to advance the solution up to $\tau_2 = 0.003505$ and predict a singularity time of $t_s ≈ 0.0035056$, while achieving a pointwise relative error of $O(10^{−4})$ in the vorticity vector ω and observing a $(3 × 10^8)$-fold increase in the maximum vorticity $\|ω\|_{\infty}$. The numerical data are checked against all major blowup/non-blowup criteria, including Beale–Kato–Majda, Constantin–Fefferman–Majda, and Deng–Hou–Yu, to confirm the validity of the singularity. A local analysis near the point of the singularity also suggests the existence of a self-similar blowup in the meridian plane.

Finding the stationary states of a free energy functional is an important problem in phase field crystal (PFC) models. Many efforts have been devoted to designing numerical schemes with energy dissipation and mass conservation properties. However, most existing approaches are time-consuming due to the requirement of small effective step sizes. In this paper, we discretize the energy functional and propose efficient numerical algorithms for solving the constrained nonconvex minimization problem. A class of gradient-based approaches, which are the so-called adaptive accelerated Bregman proximal gradient (AA-BPG) methods, is proposed, and the convergence property is established without the global Lipschitz constant requirements. A practical Newton method is also designed to further accelerate the local convergence with convergence guarantee. One key feature of our algorithms is that the energy dissipation and mass conservation properties hold during the iteration process. Moreover, we develop a hybrid acceleration framework to accelerate the AA-BPG methods and most of the existing approaches through coupling with the practical Newton method. Extensive numerical experiments, including two three-dimensional periodic crystals in the Landau--Brazovskii (LB) model and a two-dimensional quasicrystal in the Lifshitz--Petrich (LP) model, demonstrate that our approaches have adaptive step sizes which lead to a significant acceleration over many existing methods when computing complex structures.

No abstract uploaded!

We develop an alternative formulation of conservative finite difference weighted essentially non-oscillatory (WENO) schemes to solve conservation laws. In this formulation, the WENO interpolation of the solution and its derivatives are used to directly construct the numerical flux, instead of the usual practice of reconstructing the flux functions. Even though this formulation is more expensive than the standard formulation, it does have several advantages. The first advantage is that arbitrary monotone fluxes can be used in this framework, while the traditional practice of reconstructing flux functions can be applied only to smooth flux splitting. The second advantage, which is fully explored in this paper, is that a narrower effective stencil is used compared with previous high order finite difference WENO schemes based on the reconstruction of flux functions, with a Lax-Wendroff time discretization. We will describe the scheme formulation and present numerical tests for one- and two-dimensional scalar and system conservation laws demonstrating the designed high order accuracy and non-oscillatory performance of the schemes constructed in this paper.

H(div) conforming and discontinuous Galerkin (DG) methods are designed for incompressible Euler's equation in two and three dimension. Error estimates are proved for both the semi-discrete method and fully-discrete method using backward Euler time stepping. Numerical examples exhibiting the performance of the methods are given.

Differential optical absorption spectroscopy (DOAS) is a powerful tool for detecting and quantifying trace gases in atmospheric chemistry\cite {Platt_Stutz08}. DOAS spectra consist of a linear combination of complex multi-peak multi-scale structures. Most DOAS analysis routines in use today are based on least squares techniques, for example, the approach developed in the 1970s uses polynomial fits to remove a slowly varying background, and known reference spectra to retrieve the identity and concentrations of reference gases. An open problem is to identify unknown gases in the fitting residuals for complex atmospheric mixtures.

Finding the maximum eigenvalue of a symmetric tensor is an important topic in tensor computation and numerical multilinear algebra. In this paper, we introduce a new class of structured tensors called W-tensors, which not only extends thewell-studied nonnegative tensors by allowing negative entries but also covers several important tensors arising naturally from spectral hypergraph theory.We then show that finding the maximum H-eigenvalue of an even-order symmetric W-tensor is equivalent to solving a structured semidefinite program and hence can be validated in polynomial time. This yields a highly efficient semidefinite program algorithm for computing themaximumH-eigenvalue of W-tensors and is based on a new structured sums-of-squares decomposition result for a nonnegative polynomial induced by W-tensors. Numerical experiments illustrate that the proposed algorithm can successfully find the maximum H-eigenvalue of W-tensors with dimension up to 10,000, subject to machine precision. As applications, we provide a polynomial time algorithm for computing the maximum H-eigenvalues of large-size Laplacian tensors of hyperstars and hypertrees, where the algorithm can be up to 13 times faster than the state-of-the-art numerical method introduced by Ng, Qi, and Zhou in 2009. Finally, we also show that the proposed algorithm can be used to test the copositivity of a multivariate form associated with symmetric extended Z-tensors,whose order may be even or odd.

Positivity-preserving discontinuous Galerkin (DG) methods for solving hyperbolic conservation laws have been extensively studied in the last several years. But nearly all the developed schemes are coupled with explicit time discretizations. Explicit discretizations suffer from the constraint for the Courant-Friedrichs-Levis (CFL) number. This makes explicit methods impractical for problems involving unstructured and extremely varying meshes or long-time simulations. Instead, implicit DG schemes are often popular in practice, especially in the computational fluid dynamics (CFD) community. In this paper we develop a high-order positivity-preserving DG method with the backward Euler time discretization for conservation laws. We focus on one spatial dimension, however the result easily generalizes to multidimensional tensor product meshes and polynomial spaces. This work is based on a generalization of the positivity-preserving limiters in (X. Zhang and C.-W. Shu, Journal of Computational Physics, 229 (2010), pp.~3091--3120) and (X. Zhang and C.-W. Shu, Journal of Computational Physics, 229 (2010), pp.~8918--8934) to implicit time discretizations. Both the analysis and numerical experiments indicate that a lower bound for the CFL number is required to obtain the positivity-preserving property. The proposed scheme not only preserves the positivity of the numerical approximation without compromising the designed high-order accuracy, but also helps accelerate the convergence towards the steady-state solution and add robustness to the nonlinear solver. Numerical experiments are provided to support these conclusions.

No abstract uploaded!