This paper considers regularized block multiconvex optimization, where the feasible set and objective function are generally nonconvex but convex in each block of variables. It also accepts nonconvex blocks and requires these blocks to be updated by proximal minimization. We review some interesting applications and propose a generalized block coordinate descent method. Under certain conditions, we show that any limit point satisfies the Nash equilibrium conditions. Furthermore, we establish global convergence and estimate the asymptotic convergence rate of the method by assuming a property based on the Kurdyka-Lojasiewicz inequality. The proposed algorithms are tested on nonnegative matrix and tensor factorization, as well as matrix and tensor recovery from incomplete observations. The tests include synthetic data and hyperspectral data, as well as image sets from the CBCL and ORL databases. Compared to the existing state-of-the-art algorithms, the proposed algorithms demonstrate superior performance in both speed and solution quality. The MATLAB code of nonnegative matrix/tensor decomposition and completion, along with a few demos, are accessible from the authors' homepages.

Finite difference WENO schemes have established themselves as very worthy performers for entire classes of applications that involve hyperbolic conservation laws. In this paper we report on two major advances that make finite difference WENO schemes more efficient.

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Calculation of band structures of three dimensional photonic crystals amounts to solving large-scale Maxwell eigenvalue problems, which are notoriously challenging due to high multiplicity of zero eigenvalues. In this paper, we try to address this problem in such a broad context that band structures of three dimensional isotropic photonic crystals in all $14$ Bravais lattices can be efficiently computed in a unified framework. In this work, we uncover the delicate machinery behind several key results of our framework and on the basis of this new understanding we drastically simplify the derivations, proofs and arguments. Particular effort is made on reformulating the Bloch condition for all $14$ Bravais lattices in the redefined orthogonal coordinate system, and establishing eigen-decomposition of discrete partial derivative operators by identifying the hierarchical structure of the underlying normal (block) companion matrix, and reducing the eigen-decomposition of the double-curl operator to a simple factorization of a $3$-by-$3$ complex skew-symmetric matrix. With the validity of the novel nullspace free method in the broad context, we perform some calculations on one benchmark system to demonstrate the accuracy and efficiency of our algorithm to solve Maxwell eigenvalue problems.

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A recently developed nonlocal vector calculus is exploited to provide a variational analysis for a general class of nonlocal diffusion problems described by a linear integral equation on bounded domains in Rn. The nonlocal vector calculus also enables striking analogies to be drawn between the nonlocal model and classical models for diffusion, including a notion of nonlocal flux. The ubiquity of the nonlocal operator in applications is illustrated by a number of examples ranging from continuum mechanics to graph theory. In particular, it is shown that fractional Laplacian and fractional derivative models for anomalous diffusion are special cases of the nonlocal model for diffusion that we consider. The numerous applications elucidate different interpretations of the operator and the associated governing equations. For example, a probabilistic perspective explains that the nonlocal spatial operator appearing in our model corresponds to the infinitesimal generator for a symmetric jump process. Sufficient conditions on the kernel of the nonlocal operator and the notion of volume constraints are shown to lead to a well-posed problem. Volume constraints are a proxy for boundary conditions that may not be defined for a given kernel. In particular, we demonstrate for a general class of kernels that the nonlocal operator is a mapping between a volume constrained subspace of a fractional Sobolev subspace and its dual. We also demonstrate for other particular kernels that the inverse of the operator does not smooth but does correspond to diffusion. The impact of our results is that both a continuum analysis and a numerical method for the modeling of anomalous diffusion on bounded domains in Rn are provided. The analytical framework allows us to consider finite-dimensional approximations using discontinuous and continuous Galerkin methods, both of which are conforming for the nonlocal diffusion equation we consider; error and condition number estimates are derived.

In this paper, we survey our recent work on designing high order positivity-preserving well-balanced finite difference and finite volume WENO (weighted essentially non-oscillatory) schemes, and discontinuous Galerkin finite element schemes for solving the shallow water equations with a non-flat bottom topography. These schemes are genuinely high order accurate in smooth regions for general solutions, are essentially non-oscillatory for general solutions with discontinuities, and at the same time they preserve exactly the water at rest or the more general moving water steady state solutions. A simple positivity-preserving limiter, valid under suitable CFL condition, has been introduced in one dimension and reformulated to two dimensions with triangular meshes, and we prove that the resulting schemes guarantee the positivity of the water depth.

AbstractWe introduce a sub-cell shock capturing method for scalar conservation laws built upon the Jin-Xin relaxation framework. Here, sub-cell shock capturing is achieved thanks to an original defect measure correction technique. The proposed correction exactly restores entropy shock solutions of the exact Riemann problem and moreover, it produces monotone and entropy satisfying approximate self-similar solutions. These solutions are then sampled using Glimm's random choice method to advance in time. The resulting scheme combines the simplicity of the Jin-Xin relaxation method with the resolution of the Glimm's scheme in the sharp capture of discontinuities. The strong benefit of using defect measure corrections over usual sub-cell shock capturing methods is that the scheme can be easily made entropy satisfying with respect to infinitely many entropy pairs. Consequently, under a classical CFL condition, the method is proved to converge to the unique entropy weak solution of the Cauchy problem for general non-linear flux functions.

We show that if X is a uniformly perfect complete metric space satisfying the finite doubling property, then there exists a fully supported measure with lower regularity dimension as close to the lower dimension of X as we wish. Furthermore, we show that, under the condensation open set condition, the lower dimension of an inhomogeneous self-similar set EC coincides with the lower dimension of the condensation set C, while the Assouad dimension of EC is the maximum of the Assouad dimensions of the corresponding self-similar set E and the condensation set C. If the Assouad dimension of C is strictly smaller than the Assouad dimension of E, then the upper regularity dimension of any measure supported on EC is strictly larger than the Assouad dimension of EC. Surprisingly, the corresponding statement for the lower regularity dimension fails. 1

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Nonconvex optimization arises in many areas of computational science and engineering. However, most nonconvex optimization algorithms are only known to have local convergence or subsequence convergence properties. In this paper, we propose an algorithm for nonconvex optimization and establish its global convergence (of the whole sequence) to a critical point. In addition, we give its asymptotic convergence rate and numerically demonstrate its efficiency. In our algorithm, the variables of the underlying problem are either treated as one block or multiple disjoint blocks. It is assumed that each non-differentiable component of the objective function, or each constraint, applies only to one block of variables. The differentiable components of the objective function, however, can involve multiple blocks of variables together. Our algorithm updates one block of variables at a time by minimizing a certain prox-linear surrogate, along with an extrapolation to accelerate its convergence. The order of update can be either deterministically cyclic or randomly shuffled for each cycle. In fact, our convergence analysis only needs that each block be updated at least once in every fixed number of iterations. We show its global convergence (of the whole sequence) to a critical point under fairly loose conditions including, in particular, the Kurdyka–Łojasiewicz condition, which is satisfied by a broad class of nonconvex/nonsmooth applications. These results, of course, remain valid when the underlying problem is convex.We apply our convergence results to the coordinate descent iteration for non-convex regularized linear regression, as well as amodified rank-one residue iteration for nonnegative matrix factorization. We show that both applications have global convergence. Numerically,we tested our algorithm on nonnegative matrix and tensor factorization problems, where random shuffling clearly improves the chance to avoid low-quality local solutions.

In this paper, we propose and analyze a mixed $H^1$-conforming finite element method for solving Maxwell's equations in terms of electric field and Lagrange multiplier, where the multiplier is introduced accounting for the divergence constraint. We mainly focus on the case that the physical domain is non-convex and its boundary includes reentrant corners or edges, which may lead the solution of Maxwell's equations to be a non-$H^1$ very weak function and thus causes many numerical difficulties. The proposed method is formulated in the stabilized form by adding an additional mesh-dependent stabilization term to the mixed variational formulation. A general framework of stability and error analysis is established. Specifically, a pair of $H^1$-conforming finite elements, namely the $CP_2$-$P_1$ elements, for electric field and multiplier is studied and its stability and error bounds are also derived. Numerical experiments for source problems as well as eigenvalue problems on the $L$-shaped and cracked domains are presented to illustrate the high performance of the proposed mixed $H^1$-conforming finite element method.

We analyze discontinuous Galerkin methods using upwind-biased numerical fluxes for time-dependent linear conservation laws. In one dimension, optimal a priori error estimates of order $k+1$ are obtained for the semidiscrete scheme when piecewise polynomials of degree at most $k$ $(k \ge 0)$ are used. Our analysis is valid for arbitrary nonuniform regular meshes and for both periodic boundary conditions and for initial-boundary value problems. We extend the analysis to the multidimensional case on Cartesian meshes when piecewise tensor product polynomials are used, and to the fully discrete scheme with explicit Runge--Kutta time discretization. Numerical experiments are shown to demonstrate the theoretical results.

In this paper, we propose a novel low dimensional manifold model (LDMM) and apply it to some image processing problems. LDMM is based on the fact that the patch manifolds of many natural images have low dimensional structure. Based on this fact, the dimension of the patch manifold is used as a regularization to recover the image. The key step in LDMM is to solve a Laplace-Beltrami equation over a point cloud which is solved by the point integral method. The point integral method enforces the sample point constraints correctly and gives better results than the standard graph Laplacian. Numerical simulations in image denoising, inpainting and super-resolution problems show that LDMM is a powerful method in image processing.

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In this work a simple method to enforce the positivity-preserving property for general high-order conservative schemes is proposed. The method detects critical numerical fluxes which may lead to negative density and pressure, and then imposes a simple flux limiter combining the high-order numerical flux with the first-order Lax-Friedrichs flux to satisfy a sufficient condition for preserving positivity. Though an extra time-step size condition is required to maintain the formal order of accuracy, it is less restrictive than those in previous works. A number of numerical examples suggest that this method, when applied on an essentially non-oscillatory scheme, can be used to prevent positivity failure when the flow involves vacuum or near vacuum and very strong discontinuities.

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The positivity-preserving property is an important and challenging issue for the numerical solution of radiative transfer equations. In the past few decades, different numerical techniques have been proposed to guarantee positivity of the radiative intensity in several schemes, however it is difficult to maintain both high order accuracy and positivity. The discontinuous Galerkin (DG) finite element method is a high order numerical method which is widely used to solve the neutron/photon transfer equations, due to its distinguished advantages such as high order accuracy, geometric flexibility, suitability for $h$- and $p$-adaptivity, parallel efficiency, and a good theoretical foundation for stability and error estimates. In this paper, we construct arbitrarily high order accurate DG schemes which preserve positivity of the radiative intensity in the simulation of both steady and unsteady radiative transfer equations in one- and two-dimensional geometry by using a combined technique of the scaling positivity-preserving limiter in \cite{ZS2} and a new rotational positivity-preserving limiter. This combined limiter is simple to implement and we prove the properties of positivity-preserving and high order accuracy rigorously. One- and two-dimensional numerical results are provided to verify the good properties of the positivity-preserving DG schemes.

Motivated by big data applications, first-order methods have been extremely popular in recent years. However, naive gradient methods generally converge slowly. Hence, much efforts have been made to accelerate various first-order methods. This paper proposes two accelerated methods towards solving structured linearly constrained convex programming, for which we assume composite convex objective that is the sum of a differentiable function and a possibly nondifferentiable one. The first method is the accelerated linearized augmented Lagrangian method (LALM). At each update to the primal variable, it allows linearization to the differentiable function and also the augmented term, and thus it enables easy subproblems. Assuming merely convexity, we show that LALM owns O(1/t) convergence if parameters are kept fixed during all the iterations and can be accelerated to O(1/t^2) if the parameters are adapted, where t is the number of total iterations. The second method is the accelerated linearized alternating direction method of multipliers (LADMM). In addition to the composite convexity, it further assumes two-block structure on the objective. Different from classic ADMM, our method allows linearization to the objective and also augmented term to make the update simple. Assuming strong convexity on one block variable, we show that LADMM also enjoys O(1=t2) convergence with adaptive parameters. This result is a significant improvement over that in [Goldstein et. al, SIIMS'14], which requires strong convexity on both block variables and no linearization to the objective or augmented term. Numerical experiments are performed on quadratic programming, image denoising, and support vector machine. The proposed accelerated methods are compared to nonaccelerated ones and also existing accelerated methods. The results demonstrate the validness of acceleration and superior performance of the proposed methods over existing ones.

For solving time-dependent convection-dominated partial differential equations (PDEs), which arise frequently in computational physics, high order numerical methods, including finite difference, finite volume, finite element and spectral methods, have been undergoing rapid developments over the past decades. In this article we give a brief survey of two selected classes of high order methods, namely the weighted essentially non-oscillatory (WENO) finite difference and finite volume schemes and discontinuous Galerkin (DG) finite element methods, emphasizing several of their recent developments: bound-preserving limiters for DG, finite volume and finite difference schemes, which address issues in robustness and accuracy; WENO limiters for DG methods, which address issues in non-oscillatory performance when there are strong shocks, and inverse Lax-Wendroff type boundary treatments for finite difference schemes, which address issues in solving complex geometry problems using Cartesian meshes.

In this paper, we develop, analyze and test the Fourier spectral methods for solving the Degasperis-Procesi(DP) equation which contains nonlinear high order derivatives, and possibly discontinuous or sharp transition solutions. The $L^2$ stability is obtained for general numerical solutions of the Fourier Galerkin method and Fourier collocation (pseudospectral) method.By applying the Gegenbauer reconstruction technique as a post-processing method to the Fourier spectral solution, we reduce the oscillations arising from the discontinuity successfully. The numerical simulation results for different types of solutions of the nonlinear Degasperis-Procesi equation are provided to illustrate the accuracy and capability of the methods.