Nonlinear optimization with GAMS /LGO

The Lipschitz Global Optimizer (LGO) software integrates global and local scope search methods, to handle a very general class of nonlinear optimization models. Here we discuss the LGO implementation linked to the General Algebraic Modeling System (GAMS). First we review the key features and basic usage of the GAMS /LGO solver option, then present reproducible numerical results to illustrate its performance.     

Fast direct solver for Poisson equation in a 2D elliptical domain

In this article, we extend our previous work 3 for developing some fast Poisson solvers on 2D polar and spherical geometries to an elliptical domain. Instead of solving the equation in an irregular Cartesian geometry, we formulate the equation in elliptical coordinates. The solver relies on representing the solution as a truncated Fourier series, then solving the differential equations of Fourier coefficients by finite difference discretizations. Using a grid by shifting half mesh away from the pole and incorporating the derived numerical boundary value, the difficulty of coordinate singularity can be elevated easily. Unlike the case of 2D disk domain, the present difference equation for each Fourier mode is coupled with its conjugate mode through the numerical boundary value near the pole; thus, those two modes are solved simultaneously. Both second‐ and fourth‐order accurate schemes for Dirichlet and Neumann problems are presented. In particular, the fourth‐order accuracy can be achieved by a three‐point compact stencil which is in contrast to a five‐point long stencil for the disk case. © 2003 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 20: 72–81, 2004     

Iterative operator‐splitting methods for nonlinear differential equations and applications

In this article, we consider iterative operator‐splitting methods for nonlinear differential equations with bounded and unbounded operators. The main feature of the proposed idea is the embedding of Newton's method for solving the split parts of the nonlinear equation at each step. The convergence properties of such a mixed method are studied and demonstrated. We confirm with numerical applications the effectiveness of the proposed scheme in comparison with the standard operator‐splitting methods by providing improved results and convergence rates. We apply our results to deposition processes. © 2010 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 27: 1026–1054, 2011     

An Acceleration Technique for the Augmented IIM for 3D Elliptic Interface Problems

A new fast algorithm based on the augmented immersed interface method and a fast Poisson solver is proposed to solve three dimensional elliptic interface problems with a piecewise constant but discontinuous coefficient. In the new approach, an augmented variable along the interface, often the jump in the normal derivative along the interface is introduced so that a fast Poisson solver can be utilized. Thus, the solution of the Poisson equation depends on the augmented variable which should be chosen such that the original flux jump condition is satisfied. The discretization of the flux jump condition is done by a weighted least squares interpolation using the solution at the grid points, the jump conditions, and the governing PDEs in a neighborhood of control points on the interface. The interpolation scheme is the key to the success of the augmented IIM particularly. In this paper, the key new idea is to select interpolation points along the normal direction in line with the flux jump condition. Numerical experiments show that the method maintains second order accuracy of the solution and can reduce the CPU time by 20-50%. The number of the GMRES iterations is independent of the mesh size.     

A Note on Parallel Preconditioning for the All-at-Once Solution of Riesz Fractional Diffusion Equations

The $p$-step backward difference formula (BDF) for solving systems of ODEs can be formulated as all-at-once linear systems that are solved by parallel-in-time preconditioned Krylov subspace solvers (see McDonald et al. [36] and Lin and Ng [32]). However, when the BDF$p$ (2 ≤ $p$ ≤ 6) method is used to solve time-dependent PDEs, the generalization of these studies is not straightforward as $p$-step BDF is not selfstarting for $p$ ≥ 2. In this note, we focus on the 2-step BDF which is often superior to the trapezoidal rule for solving the Riesz fractional diffusion equations, and show that it results into an all-at-once discretized system that is a low-rank perturbation of a block triangular Toeplitz system. We first give an estimation of the condition number of the all-at-once systems and then, capitalizing on previous work, we propose two block circulant (BC) preconditioners. Both the invertibility of these two BC preconditioners and the eigenvalue distributions of preconditioned matrices are discussed in details. An efficient implementation of these BC preconditioners is also presented, including the fast computation of dense structured Jacobi matrices. Finally, numerical experiments involving both the one- and two-dimensional Riesz fractional diffusion equations are reported to support our theoretical findings.     

A General Cavitation Model for the Highly Nonlinear Mie-Grüneisen Equation of State

A general one-fluid cavitation model is proposed for a family of Mie-Grüneisen equations of state (EOS), which can provide a wide application of cavitation flows, such as liquid-vapour transformation and underwater explosion. An approximate Riemann problem and its approximate solver for the general cavitation model are developed. The approximate solver, which provides the interface pressure and normal velocity by an iterative method, is applied in computing the numerical flux at the phase interface for our compressible multi-medium flow simulation on Eulerian grids. Several numerical examples, including Riemann problems and underwater explosion applications, are presented to validate the cavitation model and the corresponding approximate solver.     

Hartmann共振管及超音速雾化喷嘴

采用基于Roe解法的有限体积法，对Hartmann共振管中的气体流场进行了数值模拟，研究了当喷嘴轴线处存在针型激励器的情况下流场的振动情况，数值计算的结果与理论和相关的实验结果符合得较好．计算结果表明移除或引入激励器，将会使Hartmann共振管的共振模式发生转换．通过对超音速雾化喷嘴流场的数值模拟，研究了其中Hartmann共振腔和二级共振腔共同作用下的振动现象以及各物理参数对振动的影响，并对喷嘴中气流从亚音速向超音速的转变机理进行了研究．     

常系数线性微分方程RMI解题机

本文介绍的常系数线性微分方程解题机是利用数学方法论的研究成果，摸拟人的数学思维过程，采用关系映射反演（ＲＭＩ）方法，通过符号推理给出微分方程解析解的数学软件．文中介绍了研制该解题机的基本思想和实现技术，并给出了用解题机求解微分方程和微分方程组的几个实例．     

A fast direct solver for elliptic problems with a divergence constraint

A fast direct solution method for a discretized vector‐valued elliptic partial differential equation with a divergence constraint is considered. Such problems are typical in many disciplines such as fluid dynamics, elasticity and electromagnetics. The method requires the problem to be posed in a rectangle and boundary conditions to be either periodic boundary conditions or the so‐called slip boundary conditions in one co‐ordinate direction. The arising saddle‐point matrix has a separable form when bilinear finite elements are used in the discretization. Based on a result for so‐called p‐circulant matrices, the saddle‐point matrix can be transformed into a block‐diagonal form by fast Fourier transformations. Thus, the fast direct solver has the same structure as methods for scalar‐valued problems which are based on Fourier analysis and, therefore, it has the same computational cost ??(N log N). Numerical experiments demonstrate the good efficiency and accuracy of the proposed method. Copyright © 2002 John Wiley & Sons, Ltd.     

Equilibrium real gas computations using Marquina's scheme

Marquina's approximate Riemann solver for the compressible Euler equations for gas dynamics is generalized to an arbitrary equilibrium equation of state. Applications of this solver to some test problems in one and two space dimensions show the desired accuracy and robustness. Copyright © 2003 John Wiley & Sons, Ltd.