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In this paper, we develop a second-order asymptotic-preserving and positivity-preserving discontinuous Galerkin (DG) scheme for the Kerr-Debye model. By using the approach first introduced by Zhang and Shu in Ref.~\refcite{ZhSh:04} with an energy estimate and Taylor expansion, the asymptotic-preserving property of the semi-discrete DG methods is proved rigorously. In addition, we propose a class of unconditional positivity-preserving implicit-explicit (IMEX) Runge-Kutta methods for the system of ordinary differential equations arising from the semi-discretization of the Kerr-Debye model. The new IMEX Runge-Kutta methods are based on the modification of the strong-stability-preserving (SSP) implicit Runge-Kutta method and have second-order accuracy. The numerical results validate our analysis.

BDDC (Balancing Domain Decomposition by Constraints) and FETI-DP (Dual-Primal Finite Element Tearing and Interconnecting) algorithms with adaptively enriched coarse spaces are developed and analyzed for second order elliptic problems with high contrast and random coefficients. Among many approaches to form adaptive coarse spaces, we consider an approach using eigenvectors of generalized eigenvalues problems defined on each subdomain interface, seeMandel and Sousedk(2007), Galvis and Efendiev(2010), Spillane etal.(2011), Spillane etal.(2013), Klawonn etal.(2015).

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The main purpose of this paper is to study the stability and error estimates of the local discontinuous Galerkin (LDG) methods coupled with multi-step implicit-explicit (IMEX) time discretization schemes, for solving time-dependent incompressible fluid flows. We will give theoretical analysis for the Oseen equation, and assess the performance of the schemes for incompressible Navier-Stokes equations numerically. For the Oseen equation, using first order IMEX time discretization as an example, we show that the IMEX-LDG scheme is unconditionally stable for $\Qcal_k$ elements on cartesian meshes, in the sense that the time-step $\dt$ is only required to be {bounded from above} by a positive constant independent of the spatial mesh size $h$. Furthermore, by the aid of the \emph{Stokes projection} and an elaborate energy analysis, we obtain the $L^{\infty}(L^2)$ optimal error estimates for both the velocity and the stress (gradient of velocity), in both space and time. By the \emph{inf-sup} argument, we also obtain the $L^{\infty}(L^2)$ optimal error estimates for the pressure. Numerical experiments are given to validate our main results.

METHODS AND APPLICATIONS OF ANALYSIS. 2000 International Press Vol. 7, No. 3, pp. 591-604, September 2000 012

In this paper, we propose and analyze a nodal-continuous and $H^1$-conforming finite element method for the numerical computation of Maxwell's equations, with singular solution in a fractional order Sobolev space $H^r(\Omega)$, where $r$ may take any value in the most interesting interval $(0, 1)$. The key feature of the method is that mass-lumping linear finite element $L^2$ projections act on the curl and divergence partial differential operators so that the singular solution can be sought in a setting of $L^2(\Omega)$ space. We shall use the nodal-continuous linear finite elements, enriched with one element bubble in each element, to approximate the singular and non-$H^1$ solution. Discontinuous and nonhomogeneous media are allowed in the method. Some error estimates are given and a number of numerical experiments for source problems as well as eigenvalue problems are presented to illustrate the superior performance of the proposed method.

Image restoration is a common problem in visual process. In this paper, a modified minimization model is presented, which combines the L1 and L2 fidelity terms with a combined quadratic L2 and TV regularizer just as the regularizer of Cai et al. (2013). The combined regularizer has the priorities of preserving desirable edges and ensuring several kinds of noises can be removed clearly. Split-Bregman algorithm is effi- ciently employed to solve this model and convergence analysis is also discussed. Moreover, we extend the proposed model and algorithm for image restoration involving blurry images and color images. Experimental results show that our proposed model and algorithm have good performance both in visual and ISNR values for different kinds of blurs and noises including mixed noise.

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.

In this work, we study the unsteady axisymmetric mixed convection boundary layer flow and heat transfer of non-Newtonian power law fluid over a cylinder. Different from most classical works, the temperature dependent variable fluid viscosity and thermal conductivity are taken into account in highly coupled velocity and temperature fields. The motion of the fluid can be modeled by a time-dependent nonlinear parabolic system in cylindrical coordinates, which is solved numerically by using Chebyshev spectral method along with the strong stability preserving (SSP) third order Runge-Kutta time discretization. We apply the numerical solver to problems with different power law indices, viscosity parameter, thermal conductivity parameter and Richardson numbers, and compute up to the steady state. The numerical solver is checked by testing the spectral convergence of the numerical approximation to a smooth exact solution of the PDEs with source terms. Moreover, the combined effects of pertinent physical parameters on the flow and heat transfer characteristics are analyzed in detail.

The numerical simulation of the band structure of three-dimensional dispersive metallic photonic crystals with face-centered cubic lattices leads to large-scale nonlinear eigenvalue problems, which are very challenging due to a high dimensional subspace associated with the eigenvalue zero and the fact that the desired eigenvalues (with smallest real part) cluster and close to the zero eigenvalues. For the solution of the nonlinear eigenvalue problem, a Newton-type iterative method is proposed and the nullspace-free method is applied to exclude the zero eigenvalues from the associated generalized eigenvalue problem. To find the successive eigenvalue/eigenvector pairs, we propose a new non-equivalence deflation method to transform converged eigenvalues to infinity, while all other eigenvalues remain unchanged. The deflated problem is then solved by the same Newton-type method, which is used as a hybrid method that combines with the Jacobi-Davidson and the nonlinear Arnoldi methods to compute the clustering eigenvalues. Numerical results illustrate that the proposed method is robust even for the case of computing many clustering eigenvalues in very large problems.

In this paper we propose a finite element time-domain method for modeling the optical black holes (OBHs) coupled with the perfectly matched layer (PML) technique. Stability analysis is carried out for the proposed scheme. Simulations of cylindrical, elliptical and square black holes demonstrate that our method is quite effective in modeling OBHs in time domain. To our best knowledge, this is the first OBHs simulation realized by the finite element time-domain method.

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In this paper we consider a discontinuous Galerkin discretization of the ideal magnetohydrodynamics (MHD) equations on unstructured meshes, and the divergence free constraint ($\nabla \cdot \B = 0$) of its magnetic field $\B$. We first present two approaches for maintaining the divergence free constraint, namely the approach of a locally divergence free projection inspired by locally divergence free elements \cite{Li2005}, and another approach of the divergence cleaning technique given by Dedner et al. \cite{Dedner2002}. By combining these two approaches we obtain a efficient method at the almost same numerical cost. Finally, numerical experiments are performed to show the capacity and efficiency of the scheme.

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Variational models with \ell_1-norm based regularization, in particular total variation (TV) and its variants, have long been known to offer superior image restoration quality, but processing speed remained a bottleneck, preventing their widespread use in the practice of color image processing. In this paper, by extending the grayscale image deblurring algorithm proposed in [Y. Wang, J. Yang, W. Yin, and Y. Zhang, <i>SIAM J. Imaging Sci.</i>, 1 (2008), pp. 248272], we construct a simple and efficient algorithm for multichannel image deblurring and denoising, applicable to both within-channel and cross-channel blurs in the presence of additive Gaussian noise. The algorithm restores an image by minimizing an energy function consisting of an \ell_1-norm fidelity term and a regularization term that can be either TV, weighted TV, or regularization functions based on higher-order derivatives. Specifically, we use a multichannel

To avoid the order reduction when third order implicit-explicit Runge-Kutta time discretization is used together with the local discontinuous Galerkin (LDG) spatial discretization, for solving convection-diffusion problems with time-dependent Dirichlet boundary conditions, we propose a strategy of boundary treatment at each intermediate stage in this paper. The proposed strategy can achieve optimal order of accuracy by numerical verification. Also by suitably setting numerical flux on the boundary in the LDG methods, and by establishing an important relationship between the gradient and interface jump of the numerical solution with the independent numerical solution of the gradient and the given boundary conditions, we build up the unconditional stability of the corresponding scheme, in the sense that the time step is only required to be upper bounded by a suitable positive constant, which is independent of the mesh size.

A new high order finite-difference method utilizing the idea of Harten ENO subcell resolution method is proposed for chemical reactive flows and combustion. In reaction problems, when the reaction time scale is very small, e.g., orders of magnitude smaller than the fluid dynamics time scales, the governing equations will become very stiff. Wrong propagation speed of discontinuity may occur due to the underresolved numerical solution in both space and time. The present proposed method is a modified fractional step method which solves the convection step and reaction step separately. In the convection step, any high order shock-capturing method can be used. In the reaction step, an ODE solver is applied but with the computed flow variables in the shock region modified by the Harten subcell resolution idea. For numerical experiments, a fifth-order finite-difference WENO scheme and its anti-diffusion WENO variant are considered. A wide range of 1D and 2D scalar and Euler system test cases are investigated. Studies indicate that for the considered test cases, the new method maintains high order accuracy in space for smooth flows, and for stiff source terms with discontinuities, it can capture the correct propagation speed of discontinuities in very coarse meshes with reasonable CFL numbers.

For numerical simulation of detonation, computational cost using uniform meshes is large due to the vast separation in both time and space scales. Adaptive mesh refinement (AMR) is advantageous for problems with vastly different scales. This paper aims to propose an AMR method with high order accuracy for numerical investigation of multi-dimensional detonation. A well-designed AMR method based on finite difference weighted essentially non-oscillatory (WENO) scheme, named as AMR\&WENO is proposed. A new cell-based data structure is used to organize the adaptive meshes. The new data structure makes it possible for cells to communicate with each other quickly and easily. In order to develop an AMR method with high order accuracy, high order prolongations in both space and time are utilized in the data prolongation procedure. Based on the message passing interface (MPI) platform, we have developed a workload balancing parallel AMR\&WENO code using the Hilbert space-filling curve algorithm. Our numerical experiments with detonation simulations indicate that the AMR\&WENO is accurate and have a high resolution. Moreover, we evaluate and compare the performance between the uniform mesh WENO scheme and the parallel AMR\&WENO method. The comparison results provide us further insight into the high performance of the parallel AMR\&WENO method.

Solutions to conservation laws satisfy the monotonicity property: the number of local extrema is a non-increasing function of time, and local maximum/minimum values decrease/increase monotonically in time. This paper investigates this property from a numerical standpoint. We introduce a class of fully discrete in space and time, high order accurate, difference schemes, called generalized monotone schemes. Convergence toward the entropy solution is proven via a new technique of proof, assuming that the initial data has a finite number of extremum values only, and the flux-function is strictly convex. We define discrete paths of extrema by tracking local extremum values in the approximate solution. In the course of the analysis we establish the pointwise convergence of the trace of the solution along a path of extremum. As a corollary, we obtain a proof of convergence for a MUSCL-type scheme being second order accurate away from sonic points and extrema.

Lagrangian methods are widely used in many fields for multi-material compressible flow simulations such as in astrophysics and inertial confinement fusion (ICF), due to their distinguished advantage in capturing material interfaces automatically. In some of these applications, multiple internal energy equations such as those for electron, ion and radiation are involved. In the past decades, several staggered-grid based Lagrangian schemes have been developed which are designed to solve the internal energy equation directly. These schemes can be easily extended to solve problems with multiple internal energy equations. However such schemes are typically not conservative for the total energy. Recently, significant progress has been made in developing cell-centered Lagrangian schemes which have several good properties such as conservation for all the conserved variables and easiness for remapping. However, these schemes are commonly designed to solve the Euler equations in the form of the total energy, therefore they cannot be directly applied to the solution of either the single internal energy equation or the multiple internal energy equations without significant modifications. Such modifications, if not designed carefully, may lead to the loss of some of the nice properties of the original schemes such as conservation of the total energy. In this paper, we establish an equivalency relationship between the cell-centered discretizations of the Euler equations in the forms of the total energy and of the internal energy. By a carefully designed modification in the implementation, the cell-centered Lagrangian scheme can be used to solve the compressible fluid flow with one or multiple internal energy equations and meanwhile it does not lose its total energy conservation property. An advantage of this approach is that it can be easily applied to many existing large application codes which are based on the framework of solving multiple internal energy equations. Several two dimensional numerical examples for both Euler equations and three-temperature hydrodynamic equations in cylindrical coordinates are presented to demonstrate the performance of the scheme in terms of symmetry preserving, accuracy and non-oscillatory performance.

In this paper, we develop a nodal discontinuous Galerkin method for solving the time-dependent Maxwell’s equations when metamaterials are involved. Both semi- and fully-discrete schemes are constructed. Numerical stability and error estimate are proved for both schemes. Numerical results are presented to demonstrate that the method is not only efficient but also very effective in solving metamaterial Maxwell’s equatons.

Consider the problem of reconstructing unknown Robin inclusions inside a heat conductor from boundary measurements. This problem arises from active thermography and is formulated as an inverse boundary value problem for the heat equation. In our previous works, we proposed a sampling-type method for reconstructing the boundary of the Robin inclusion and gave its rigorous mathematical justification. This method is non-iterative and based on the characterization of the solution to the so-called Neumann-to-Dirichlet map gap equation. In this paper, we give a further investigation of the reconstruction method from both the theoretical and numerical points of view. First, we clarify the solvability of the Neumann-to-Dirichlet map gap equation and establish a relation of its solution to the Green function associated with an initial-boundary value problem for the heat equation inside the Robin inclusion. This naturally provides a way of computing this Green function from the Neumann-to-Dirichlet map and explains what is the input for the linear sampling method. Assuming that the Neumann-to-Dirichlet map gap equation has a unique solution, we also show the convergence of our method for noisy measurements. Second, we give the numerical implementation of the reconstruction method for two-dimensional spatial domains. The measurements for our inverse problem are simulated by solving the forward problem via the boundary integral equation method. Numerical results are presented to illustrate the efficiency and stability of the proposed method. By using a finite sequence of transient input over a time interval, we propose a new sampling method over the time interval by single measurement which is most likely to be practical.

In this paper, we provide stability and convergence analysis for a class of finite difference schemes for unsteady incompressible Navier-Stokes equations in vorticity-stream function formulation. The no-slip boundary condition for the velocity is converted into local vorticity boundary conditions. Thom's formula, Wilkes' formula, or other local formulas in the earlier literature can be used in the second order method; while high order formulas, such as Briley's formula, can be used in the fourth order compact difference scheme proposed by E and Liu. The stability analysis of these long-stencil formulas cannot be directly derived from straightforward manipulations since more than one interior point is involved in the formula. The main idea of the stability analysis is to control local terms by global quantities via discrete elliptic regularity for stream function. We choose to analyze the second order scheme with Wilkes' formula in detail. In this case, we can avoid the complicated technique necessitated by the Strang-type high order expansions. As a consequence, our analysis results in almost optimal regularity assumption for the exact solution. The above methodology is very general. We also give a detailed analysis for the fourth order scheme using a 1-D Stokes model.