We adapt the Douglas–Rachford (DR) splitting method to solve nonconvex feasibility problems by studying this method for a class of nonconvex optimization problem. While the convergence properties of the method for convex problems have been well studied, far less is known in the nonconvex setting. In this paper, for the direct adaptation of the method to minimize the sum of a proper closed function g and a smooth function f with a Lipschitz continuous gradient, we show that if the step-size parameter is smaller than a computable threshold and the sequence generated has a cluster point, then it gives a stationary point of the optimization problem. Convergence of the whole sequence and a local convergence rate are also established under the additional assumption that f and g are semi-algebraic. We also give simple sufficient conditions guaranteeing the boundedness of the sequence generated. We then apply our nonconvex DR splitting method to finding a point in the intersection of a closed convex set C and a general closed set D by minimizing the squared distance to C subject to D. We show that if either set is bounded and the step-size parameter is smaller than a computable threshold, then the sequence generated from the DR splitting method is actually bounded. Consequently, the sequence generated will have cluster points that are stationary for an optimization problem, and the whole sequence is convergent under an additional assumption that C and D are semi-algebraic. We achieve these results based on a new merit function constructed particularly for the DR splitting method. Our numerical results indicate that our DR splitting method usually outperforms the usual DR splitting method and the alternating projection method in finding a sparse solution of a linear system, in terms of both the solution quality and the number of iterations taken.

In this paper, we present L2 and negative-order norm estimates for the local discontinuous Galerkin (LDG) method solving variable coefficient Schrödinger equations. For these special solutions the LDG method exhibits ‘‘hidden accuracy", and we are able to extract it through the use of a convolution kernel that is composed of a linear combination of B-splines. This technical was initially introduced by Cockburn, Luskin, Shu, and Süli for linear hyperbolic equations and extended by Ryan et al. as a smoothness-increasing accuracy-conserving (SIAC) filter. We demonstrate that it is possible to extend the SIAC filter on Schrödinger equations. When polynomials of degree k are used, we can prove theoretically the LDG method solutions are of order k + 1, whereas the post-processed solutions that convolution with the SIAC filter are of order at least 2k. Additionally, we present numerical results to confirm that the accuracy of LDG solutions can be improved from O(hk+1) to at least O(h2k+1) for Schrödinger equations by using alternating numerical fluxes.

In this paper, we develop the Hamiltonian conservative and L2 conservative local discontinuous Galerkin (LDG) schemes for the Korteweg-de Vries (KdV) type equations with the minimal stencil. For the time discretization, we adopt the semi- implicit spectral deferred correction (SDC) method to achieve the high order accuracy and efficiency. Also we compare the schemes with the dissipative LDG scheme. Stabil- ity of the fully discrete schemes is provided by Fourier analysis for the linearized KdV equation. Numerical examples are shown to illustrate the capability of these schemes. Compared with the dissipative LDG scheme, the numerical simulations also indicate that the conservative LDG scheme with high order time discretization can reduce the long time phase error validly.

In this paper, an arbitrary Lagrangian–Eulerian local discontinuous Galerkin (ALE-LDG) method for Hamilton–Jacobi equations will be developed, analyzed and numerically tested. This method is based on the time-dependent approximation space defined on the moving mesh. A priori error estimates will be stated with respect to the L∞ 􏰒(0, T ; L2)norm. In particular, the optimal (k + 1) convergence in one dimension and the suboptimal (k + 1 ) convergence in two dimensions will be proven for the semi-discrete method, when a local Lax–Friedrichs flux and piecewise polynomials of degree k on the reference cell are used. Furthermore, the validity of the geometric conservation law will be proven for the fully-discrete method. Also, the link between the piecewise constant ALE-LDG method and the monotone scheme, which converges to the unique viscosity solution, will be shown. The capability of the method will be demonstrated by a variety of one and two dimensional numerical examples with convex and noneconvex Hamiltonian.

The goal of this paper is to develop a novel semi-implicit spectral deferred correction (SDC) time marching method. The method can be used in a large class of problems, especially for highly nonlinear ordinary differential equations (ODEs) without easily separating of stiff and non-stiff components, which is more general and efficient comparing with traditional semi-implicit SDC methods. The proposed semi-implicit SDC method is based on low order time integration methods and corrected iteratively. The order of accuracy is increased for each additional iteration. And we also explore its local truncation error analytically. This SDC method is intended to be combined with the method of lines, which provides a flexible framework to develop high order semi-implicit time marching methods for nonlinear partial differential equations (PDEs). In this paper we mainly focus on the applications of the nonlinear PDEs with higher order spatial derivatives, e.g. convection diffusion equation, the surface diffusion and Willmore flow of graphs, the Cahn– Hilliard equation, the Cahn–Hilliard–Brinkman system and the phase field crystal equation. Coupled with the local discontinuous Galerkin (LDG) spatial discretization, the fully discrete schemes are all high order accurate in both space and time, and stable numerically with the time step proportional to the spatial mesh size. Numerical experiments are carried out to illustrate the accuracy and capability of the proposed semi-implicit SDC method.