求解非对称代数Riccati 方程几个新的预估-校正法

来源于输运理论的非对称代数Riccati 方程可等价地转化成向量方程组来求解. 本文提出了求解该向量方程组的几个预估-校正迭代格式,证明了这些迭代格式所产生的序列是严格单调递增且有上界,并收敛于向量方程 组的最小正解. 最后,给出了一些数值实验,实验结果表明,本文所提出的算法是有效的.     

On Two Iterative Least-Squares Finite Element Schemes for the Incompressible Navier–Stokes Problem

This paper is mainly devoted to a comparative study of two iterative least-squares finite element schemes for solving the stationary incompressible Navier–Stokes equations with velocity boundary condition. Introducing vorticity as an additional unknown variable, we recast the Navier–Stokes problem into a first-order quasilinear velocity–vorticity–pressure system. Two Picard-type iterative least-squares finite element schemes are proposed to approximate the solution to the nonlinear first-order problem. In each iteration, we adopt the usual L ² least-squares scheme or a weighted L ² least-squares scheme to solve the corresponding Oseen problem and provide error estimates. We concentrate on two-dimensional model problems using continuous piecewise polynomial finite elements on uniform meshes for both iterative least-squares schemes. Numerical evidences show that the iterative L ² least-squares scheme is somewhat suitable for low Reynolds number flow problems, whereas for flows with relatively higher Reynolds numbers the iterative weighted L ² least-squares scheme seems to be better than the iterative L ² least-squares scheme. Numerical simulations of the two-dimensional driven cavity flow are presented to demonstrate the effectiveness of the iterative least-squares finite element approach.     

The unconditional stability and mass‐preserving S‐DDM scheme for solving parabolic equations in three dimensions

In this paper, the unconditional stability and mass‐preserving splitting domain decomposition method (S‐DDM) for solving three‐dimensional parabolic equations is analyzed. At each time step level, three steps (x‐direction, y‐direction, and z‐direction) are proposed to compute the solutions on each sub‐domains. The interface fluxes are first predicted by the semi‐implicit flux schemes. Second, the interior solutions and fluxes are computed by the splitting implicit solution and flux coupled schemes. Last, we recompute the interface fluxes by the explicit schemes. Due to the introduced z‐directional splitting and domain decomposition, the analysis of stability and convergence is scarcely evident and quite difficult. By some mathematical technique and auxiliary lemmas, we prove strictly our scheme meet unconditional stability and give the error estimates in L²‐norm. Numerical experiments are presented to illustrate the theoretical analysis.     

Lorenz‐gauged vector potential formulations for the time‐harmonic eddy‐current problem with L∞‐regularity of material properties

In this paper, we consider some Lorenz‐gauged vector potential formulations of the eddy‐current problem for the time‐harmonic Maxwell equations with material properties having only L^∞‐regularity. We prove that there exists a unique solution of these problems, and we show the convergence of a suitable finite element approximation scheme. Moreover, we show that some previously proposed Lorenz‐gauged formulations are indeed formulations in terms of the modified magnetic vector potential, for which the electric scalar potential is vanishing. Copyright © 2007 John Wiley & Sons, Ltd.     

Renormalized solutions of some transport equations with partially <Emphasis Type="Italic">W</Emphasis><Superscript>1,1</Superscript> velocities and applications

We prove existence and uniqueness of renormalized solutions of some transport equations with a vector field that is not W^1,1 with respect to all variables but is of a particular form. Two specific applications of this new result are then treated, based upon the equivalence between transport equations and ordinary differential equations. The first one consists of a result about the dependance upon initial conditions for solutions of ODEs. The second one is related to some stochastic differential equations arising in the modelling of polymeric fluid flows.     

An approach to the Gummel map by vector extrapolation methods

The numerical approximation of nonlinear partial differential equations requires the computation of large nonlinear systems, that are typically solved by iterative schemes. At each step of the iterative process, a large and sparse linear system has to be solved, and the amount of time elapsed per step grows with the dimensions of the problem. As a consequence, the convergence rate may become very slow, requiring massive cpu-time to compute the solution. In all such cases, it is important to improve the rate of convergence of the iterative scheme. This can be achieved, for instance, by vector extrapolation methods. In this work, we apply some vector extrapolation methods to the electronic device simulation to improve the rate of convergence of the family of Gummel decoupling algorithms. Furthermore, a different approach to the topological ε-algorithm is proposed and preliminary results are presented.     

Analysis of some finite difference schemes for two‐dimensional Ginzburg‐Landau equation

We study the rate of convergence of some finite difference schemes to solve the two‐dimensional Ginzburg‐Landau equation. Avoiding the difficulty in estimating the numerical solutions in uniform norm, we prove that all the schemes are of the second‐order convergence in L₂ norm by an induction argument. The unique solvability, stability, and an iterative algorithm are also discussed. A numerical example shows the correction of the theoretical analysis.© 2010 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 27: 1340‐1363, 2011     

Convergent nonnegative matrices and iterative methods for consistent linear systems

Summary In this paper we study linear stationary iterative methods with nonnegative iteration matrices for solving singular and consistent systems of linear equationsAx=b. The iteration matrices for the schemes are obtained via regular and weak regular splittings of the coefficients matrixA. In certain cases when only some necessary, but not sufficient, conditions for the convergence of the iterations schemes exist, we consider a transformation on the iteration matrices and obtain new iterative schemes which ensure convergence to a solution toAx=b. This transformation is parameter-dependent, and in the case where all the eigenvalues of the iteration matrix are real, we show how to choose this parameter so that the asymptotic convergence rate of the new schemes is optimal. Finally, some applications to the problem of computing the stationary distribution vector for a finite homogeneous ergodic Markov chain are discussed.Research sponsored in part by US Army Research Office     

General Study of Iterative Processes of <Emphasis Type="Italic">R</Emphasis>-Order at Least Three under Weak Convergence Conditions

We consider a family of Newton-type iterative processes solving nonlinear equations in Banach spaces, that generalizes the usually iterative methods of R-order at least three. The convergence of this family in Banach spaces is usually studied when the second derivative of the operator involved is Lipschitz continuous and bounded. In this paper, we relax the first condition, assuming that ‖F″(x)−F″(y)‖≤ω(‖x−y‖), where ω is a nondecreasing continuous real function. We prove that the different R-orders of convergence that we can obtain depend on the quasihomogeneity of the function ω. We end the paper by applying the study to some nonlinear integral equations. This work was supported by the Ministry of Science and Technology (BFM 2002-00222), the University of La Rioja (API-04/13) and the Government of La Rioja (ACPI 2003/2004).     

NONLINEAR HOMOTOPY AND PRE-POINCARÉ LEMMAS

Abstract

Most homotopies considered in the literature are linear homotopies of the form h ⁱ (λ) = λx ⁱ + (1—λ)y ⁱ , 0 ≤ λ ≤ 1. Although these prove to be adequate in most instances, they lack direct geometric significance because {h ⁱ (λ) | 0 ≤ λ ≤ 1} are not orbits of a vector field. On the other hand, the nonlinear homotopy g ⁱ (s) = e ^s x ⁱ + (1—e ^s )y ⁱ ,—∞ ≤ s ≤ 0, are orbits of a vector field (i.e., dg ⁱ /ds = g ⁱ —y ⁱ , g ⁱ (0) = x ⁱ ), and thus have direct geometric significance. This suggests that useful results can be obtained by replacing linear homotopy by transport along flows of smooth vector fields. The purpose of this paper is to elaborate on this simple idea. We define prehomotopy operators induced by vector fields on a manifold. These allow us to obtain finite transport relations and pre-Poincaré lemmas that generalize the classical results. They are shown to reproduce the classical results as asymptotic limits and to obtain representations of all solutions of complete systems of exterior differential equations on a star shaped region of a manifold.     

<Emphasis Type="Italic">L</Emphasis><Superscript><Emphasis Type="Italic">p</Emphasis></Superscript> estimates for the uniform norm of solutions of quasilinear SPDE's

In this paper we prove L^p estimates (p≥2) for the uniform norm of the paths of solutions of quasilinear stochastic partial differential equations (SPDE) of parabolic type. Our method is based on a version of Moser's iteration scheme developed by Aronson and Serrin in the context of non-linear parabolic PDE.     

Numerical Solutions for second-kind Volterra integral equations by Galerkin methods

In this paper, we study the global convergence for the numerical solutions of nonlinear Volterra integral equations of the second kind by means of Galerkin finite element methods. Global superconvergence properties are discussed by iterated finite element methods and interpolated finite element methods. Local superconvergence and iterative correction schemes are also considered by iterated finite element methods. We improve the corresponding results obtained by collocation methods in the recent papers [6] and [9] by H. Brunner, Q. Lin and N. Yan. Moreover, using an interpolation post-processing technique, we obtain a global superconvergence of the O(h ^2r )-convergence rate in the piecewise-polynomial space of degree not exceeding (r–1). As a by-product of our results, all these higher order numerical methods can also provide an a posteriori error estimator, which gives critical and useful information in the code development.     

Quantized CP approximation and sparse tensor interpolation of function‐generated data

In this article, we consider the iterative schemes to compute the canonical polyadic (CP) approximation of quantized data generated by a function discretized on a large uniform grid in an interval on the real line. This paper continues the research on the quantics‐tensor train (QTT) method (“O(d log N)‐quantics approximation of N‐d tensors in high‐dimensional numerical modeling” in Constructive Approximation, 2011) developed for the tensor train (TT) approximation of the quantized images of function related data. In the QTT approach, the target vector of length 2^L is reshaped to a Lth‐order tensor with two entries in each mode (quantized representation) and then approximated by the QTT tensor including 2r²L parameters, where r is the maximal TT rank. In what follows, we consider the alternating least squares (ALS) iterative scheme to compute the rank‐r CP approximation of the quantized vectors, which requires only 2rL?2^L parameters for storage. In the earlier papers (“Tensors‐structured numerical methods in scientific computing: survey on recent advances” in Chemom Intell Lab Syst, 2012), such a representation was called Q_Can format, whereas in this paper, we abbreviate it as the QCP (quantized canonical polyadic) representation. We test the ALS algorithm to calculate the QCP approximation on various functions, and in all cases, we observed the exponential error decay in the QCP rank. The main idea for recovering a discretized function in the rank‐r QCP format using the reduced number of the functional samples, calculated only at O(2rL) grid points, is presented. The special version of the ALS scheme for solving the arising minimization problem is described. This approach can be viewed as the sparse QCP‐interpolation method that allows to recover all 2rL representation parameters of the rank‐r QCP tensor. Numerical examples show the efficiency of the QCP‐ALS‐type iteration and indicate the exponential convergence rate in r.     

Global energy‐tracking identities and global energy‐tracking splitting FDTD schemes for the Drude Models of Maxwell's equations in three‐dimensional metamaterials

In this article, we study the Drude models of Maxwell's equations in three‐dimensional metamaterials. We derive new global energy‐tracking identities for the three dimensional electromagnetic problems in the Drude metamaterials, which describe the invariance of global electromagnetic energy in variation forms. We propose the time second‐order global energy‐tracking splitting FDTD schemes for the Drude model in three dimensions. The significant feature is that the developed schemes are global energy‐preserving, unconditionally stable, second‐order accurate both in time and space, and computationally efficient. We rigorously prove that the new schemes satisfy these energy‐tracking identities in the discrete form and the discrete variation form and are unconditionally stable. We prove that the schemes in metamaterials are second order both in time and space. The superconvergence of the schemes in the discrete H¹ norm is further obtained to be second order both in time and space. Their approximations of divergence‐free are also analyzed to have second‐order accuracy both in time and space. Numerical experiments confirm our theoretical analysis results. © 2017 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 33: 763–785, 2017     

Numerical analysis for the quadratic matrix equations from a modification of fixed‐point type

In this paper, we study the quadratic matrix equations. To improve the application of iterative schemes, we use a transform of the quadratic matrix equation into an equivalent fixed‐point equation. Then, we consider an iterative process of Chebyshev‐type to solve this equation. We prove that this iterative scheme is more efficient than Newton's method. Moreover, we obtain a local convergence result for this iterative scheme. We finish showing, by an application to noisy Wiener‐Hopf problems, that the iterative process considered is computationally more efficient than Newton's method.     

Two‐grid methods for mixed finite‐element solution of coupled reaction‐diffusion systems

We develop 2‐grid schemes for solving nonlinear reaction‐diffusion systems: where p = (p, q) is an unknown vector‐valued function. The schemes use discretizations based on a mixed finite‐element method. The 2‐grid approach yields iterative procedures for solving the nonlinear discrete equations. The idea is to relegate all the Newton‐like iterations to grids much coarser than the final one, with no loss in order of accuracy. The iterative algorithms examined here extend a method developed earlier for single reaction‐diffusion equations. An application to prepattern formation in mathematical biology illustrates the method's effectiveness. © 1999 John Wiley & Sons, Inc. Numer Methods Partial Differential Eq 15: 589–604, 1999     

Parallel difference schemes with interface extrapolation terms for quasi-linear parabolic systems

In this paper some new parallel difference schemes with interface extrapolation terms for a quasi-linear parabolic system of equations are constructed. Two types of time extrapolations are proposed to give the interface values on the interface of sub-domains or the values adjacent to the interface points, so that the unconditional stable parallel schemes with the second accuracy are formed. Without assuming heuristically that the original boundary value problem has the unique smooth vector solution, the existence and uniqueness of the discrete vector solutions of the parallel difference schemes constructed are proved. Moreover the unconditional stability of the parallel difference schemes is justified in the sense of the continuous dependence of the discrete vector solution of the schemes on the discrete known data of the original problems in the discrete W2(2,1) (Q△) norms. Finally the convergence of the discrete vector solutions of the parallel difference schemes with interface extrapolation terms to the unique generalized solution of the original quasi-linear parabolic problem is proved. Numerical results are presented to show the good performance of the parallel schemes, including the unconditional stability, the second accuracy and the high parallelism.     

On the Global Solution of a 3‐D MHD System with Initial Data near Equilibrium

In this paper, we prove the global existence of smooth solutions to the three‐dimensional incompressible magnetohydrodynamical system with initial data close enough to the equilibrium state, (e₃,0). Compared with previous works by Lin, Xu, and Zhang and by Xu and Zhang, here we present a new Lagrangian formulation of the system, which is a damped wave equation and which is nondegenerate only in the direction of the initial magnetic field. Furthermore, we remove the admissible condition on the initial magnetic field, which was required in the earlier works. By using the Frobenius theorem and anisotropic Littlewood‐Paley theory for the Lagrangian formulation of the system, we achieve the global L¹‐in‐time Lipschitz estimate of the velocity field, which allows us to conclude the global existence of solutions to this system. In the case when the initial magnetic field is a constant vector, the large‐time decay rate of the solution is also obtained.© 2016 Wiley Periodicals, Inc.