Cost-efficient numerical algorithm for solving the linear inverse problem of finding a variable magnetization

The paper is devoted to developing an original cost-efficient algorithm for solving the inverse problem of finding a variable magnetization in a rectangular parallelepiped. The problem is ill-posed and is described by the integral Fredholm equation. It is shown that after discretization of the area and approximation of the integral operator, this problem is reduced to solving a system of linear algebraic equations with the Toeplitz-block-Toeplitz matrix. We have constructed the memory efficient variant of the stabilized biconjugate gradient method BiCGSTABmem. This optimized algorithm exploits the special structure of the matrix to reduce the memory requirements and computing time. The efficient implementation is developed for multicore CPU and GPU. A series of the model problems with synthetic and real magnetic data are solved. Investigation of efficiency and speedup of parallel algorithm is performed.     

Preconditioned tensor format conjugate gradient squared and biconjugate gradient stabilized methods for solving stein tensor equations

This article is concerned with solving the high order Stein tensor equation arising in control theory. The conjugate gradient squared (CGS) method and the biconjugate gradient stabilized (BiCGSTAB) method are attractive methods for solving linear systems. Compared with the large-scale matrix equation, the equivalent tensor equation needs less storage space and computational costs. Therefore, we present the tensor formats of CGS and BiCGSTAB methods for solving high order Stein tensor equations. Moreover, a nearest Kronecker product preconditioner is given and the preconditioned tensor format methods are studied. Finally, the feasibility and effectiveness of the new methods are verified by some numerical examples.     

Parallel algorithms for solving linear systems with block-tridiagonal matrices on multi-core CPU with GPU

For solving systems of linear algebraic equations with block-tridiagonal matrices arising in geoelectrics problems, the parallel matrix sweep algorithm, conjugate gradient method with preconditioner, and square root method are proposed and implemented numerically on multi-core CPU Intel with graphics processors NVIDIA. Investigation of efficiency and optimization of parallel algorithms for solving the problem with quasi-model data are performed.     

双变量矩阵方程组对称最小二乘解的迭代算法

本文研究了求双变量线性矩阵方程组的对称最小二乘解的问题.利用求解线性代数方程组的共轭梯度法的基本思想,通过对有关矩阵和系数的变形与近似处理,建立了一种迭代算法.拓宽了共轭梯度法的适用范围.算例表明,迭代算法是有效的.     

A matrix-splitting method for symmetric affine second-order cone complementarity problems

The affine second-order cone complementarity problem (SOCCP) is a wide class of problems that contains the linear complementarity problem (LCP) as a special case. The purpose of this paper is to propose an iterative method for the symmetric affine SOCCP that is based on the idea of matrix splitting. Matrix-splitting methods have originally been developed for the solution of the system of linear equations and have subsequently been extended to the LCP and the affine variational inequality problem. In this paper, we first give conditions under which the matrix-splitting method converges to a solution of the affine SOCCP. We then present, as a particular realization of the matrix-splitting method, the block successive overrelaxation (SOR) method for the affine SOCCP involving a positive definite matrix, and propose an efficient method for solving subproblems. Finally, we report some numerical results with the proposed algorithm, where promising results are obtained especially for problems with sparse matrices.     

Diagonal and Toeplitz splitting iteration methods for diagonal‐plus‐Toeplitz linear systems from spatial fractional diffusion equations

The finite difference discretization of the spatial fractional diffusion equations gives discretized linear systems whose coefficient matrices have a diagonal‐plus‐Toeplitz structure. For solving these diagonal‐plus‐Toeplitz linear systems, we construct a class of diagonal and Toeplitz splitting iteration methods and establish its unconditional convergence theory. In particular, we derive a sharp upper bound about its asymptotic convergence rate and deduct the optimal value of its iteration parameter. The diagonal and Toeplitz splitting iteration method naturally leads to a diagonal and circulant splitting preconditioner. Analysis shows that the eigenvalues of the corresponding preconditioned matrix are clustered around 1, especially when the discretization step‐size h is small. Numerical results exhibit that the diagonal and circulant splitting preconditioner can significantly improve the convergence properties of GMRES and BiCGSTAB, and these preconditioned Krylov subspace iteration methods outperform the conjugate gradient method preconditioned by the approximate inverse circulant‐plus‐diagonal preconditioner proposed recently by Ng and Pan (M.K. Ng and J.‐Y. Pan, SIAM J. Sci. Comput. 2010;32:1442‐1464). Moreover, unlike this preconditioned conjugate gradient method, the preconditioned GMRES and BiCGSTAB methods show h‐independent convergence behavior even for the spatial fractional diffusion equations of discontinuous or big‐jump coefficients.     

An extension of the Tau numerical algorithm for the solution of linear and nonlinear Lane–Emden equations

The purpose of this paper is to present a numerical algorithm for solving the Lane–Emden equations as singular initial value problems. The proposed algorithm is based on an operational Tau method (OTM). The main idea behind the OTM is to convert the desired problem to some operational matrices. Firstly, we use a special integral operator and convert the Lane–Emden equations to integral equations. Then, we use OTM to linearize the integral equations to some operational matrices and convert the problem to an algebraic system. The concepts, properties, and advantages of OTM and its application for solving Lane–Emden equations are presented. Some orthogonal polynomials are also used to reduce the volume of computations. Finally, several experiments of Lane–Emden equations including linear and nonlinear terms are given to illustrate the validity and efficiency of the proposed algorithm. Copyright © 2012 John Wiley & Sons, Ltd.     

Block ILU Preconditioners for a Nonsymmetric Block-Tridiagonal M-Matrix

We propose block ILU (incomplete LU) factorization preconditioners for a nonsymmetric block-tridiagonal M-matrix whose computation can be done in parallel based on matrix blocks. Some theoretical properties for these block ILU factorization preconditioners are studied and then we describe how to construct them effectively for a special type of matrix. We also discuss a parallelization of the preconditioner solver step used in nonstationary iterative methods with the block ILU preconditioners. Numerical results of the right preconditioned BiCGSTAB method using the block ILU preconditioners are compared with those of the right preconditioned BiCGSTAB using a standard ILU factorization preconditioner to see how effective the block ILU preconditioners are.     

A new Jacobi operational matrix: An application for solving fractional differential equations

In this paper, we derived the shifted Jacobi operational matrix (JOM) of fractional derivatives which is applied together with spectral tau method for numerical solution of general linear multi-term fractional differential equations (FDEs). A new approach implementing shifted Jacobi operational matrix in combination with the shifted Jacobi collocation technique is introduced for the numerical solution of nonlinear multi-term FDEs. The main characteristic behind this approach is that it reduces such problems to those of solving a system of algebraic equations which greatly simplifying the problem. The proposed methods are applied for solving linear and nonlinear multi-term FDEs subject to initial or boundary conditions, and the exact solutions are obtained for some tested problems. Special attention is given to the comparison of the numerical results obtained by the new algorithm with those found by other known methods.     

A new Euler matrix method for solving systems of linear Volterra integral equations with variable coefficients

This article develops an efficient solver based on collocation points for solving numerically a system of linear Volterra integral equations (VIEs) with variable coefficients. By using the Euler polynomials and the collocation points, this method transforms the system of linear VIEs into the matrix equation. The matrix equation corresponds to a system of linear equations with the unknown Euler coefficients. A small number of Euler polynomials is needed to obtain a satisfactory result. Numerical results with comparisons are given to confirm the reliability of the proposed method for solving VIEs with variable coefficients.     

The dynamics of the motion of a flat punch on the boundary of an elastic half-plane

The dynamic contact problem of the motion of a flat punch on the boundary of an elastic half-plane is considered. During motion, the punch deforms the elastic half-plane, penetrating it in such a manner that its base remains parallel to the boundary of the half-plane at each instant of time. In movable coordinates connected to the moving punch, the contact problem reduces to solving a two-dimensional integral equation, whose two-dimensional kernel depends on the difference between the arguments for each of the variables. An approximate solution of the integral equation of the problem is constructed in the form of a Neumann series, whose zeroth term is represented in the form of the superposition of the solutions of two-dimensional integral equations on the coordinate semiaxis minus the solution of the integral equation on the entire axis. This approach provides a way to construct the solution of the two-dimensional integral equation of the problem in four velocity ranges of motion of the punch, which cover the entire spectrum of its velocities, as well as to perform a detailed analysis of the special features of the contact stresses and vertical displacements of the free surface on the boundary of the contract area. An approximate method for solving the integral equation, which is based on a special approximation of the integrand of the kernel of the integral equation in the complex plane, is proposed for obtaining effective solutions of the problem that do not contain singular quadratures.     

Solving a kind of boundary-value problem for ordinary differential equations using Fermi—The next generation CUDA computing architecture

The aim of this paper is to show that a special kind of boundary value problem for solving second-order ordinary differential equations can be efficiently solved on modern heterogeneous computer architectures based on CPU and GPU Fermi processors. Such a problem reduces to the problem of solving a large tridiagonal system of linear equations with an almost Toeplitz structure. The considered algorithm is based on the recently developed divide and conquer method for solving linear recurrence systems with constant coefficients.     

On the convergence of the vortex loop method with regularization for the Neumann boundary value problem on a plane screen

We consider a linear integral equation with a supersingular integral treated in the sense of the Hadamard finite value, which arises in the solution of the Neumann boundary value problem for the Laplace equation with the representation of the solution in the form of a doublelayer potential. We consider the case in which the exterior boundary value problem is solved outside a plane surface (a screen). For the integral operator in the above-mentioned equation, we suggest quadrature formulas of the vortex loop method with regularization, which provide its approximation on the entire surface when using an unstructured partition. In the problem in question, the derivative of the unknown density of the double-layer potential, as well as the errors of quadrature formulas, has singularities in a neighborhood of the screen edge. We construct a numerical scheme for the integral equation on the basis of the suggested quadrature formulas and prove an estimate for the norm of the inverse matrix of the resulting system of linear equations and the uniform convergence of the numerical solutions to the exact solution of the supersingular integral equation on the grid.     

Determination of the source parameter in a heat equation with a non-local boundary condition

In this article we consider the inverse problem of identifying a time dependent unknown coefficient in a parabolic problem subject to initial and non-local boundary conditions along with an overspecified condition defined at a specific point in the spatial domain. Due to the non-local boundary condition, the system of linear equations resulting from the backward Euler approximation have a coefficient matrix that is a quasi-tridiagonal matrix. We consider an efficient method for solving the linear system and the predictor–corrector method for calculating the solution and updating the estimate of the unknown coefficient. Two model problems are solved to demonstrate the performance of the methods.     

Convergence of the piecewise linear approximation and collocation method for a hypersingular integral equation on a closed surface

We study the numerical solution of a linear hypersingular integral equation arising when solving the Neumann boundary value problem for the Laplace equation by the boundary integral equation method with the solution represented in the form of a double layer potential. The integral in this equation is understood in the sense of Hadamard finite value. We construct quadrature formulas for the integral occurring in this equation based on a triangulation of the surface and an application of the linear approximation to the unknown function on each of the triangles approximating the surface. We prove the uniform convergence of the quadrature formulas at the interpolation nodes as the triangulation size tends to zero. A numerical solution scheme for this integral equation based on the suggested quadrature formulas and the collocation method is constructed. Under additional assumptions about the shape of the surface, we prove a uniform estimate for the error in the numerical solution at the interpolation nodes.     

Interaction of a hollow cylinder of finite length and a plate with a cylindrical cavity with a rigid insert

Two problems of the interaction of a hollow circular cylinder with load-free ends and an unbounded plate with a cylindrical cavity and a symmetrically imbedded rigid insert are considered. Homogeneous solutions are found and the generalized orthogonality of these solutions is used when the modified boundary conditions are satisfied. As a result, we have a system of two integral equations in functions of the displacements of the outer and inner surfaces of the hollow cylinder. These functions are sought in the form of sums of a trigonometric series and a power function with a root singularity. The ill-posed infinite systems of linear algebraic equations obtained are regularized by the introduction of small positive parameters. Since the elements of the matrices of the systems as well as the contact stresses are defined by poorly converging numerical and functional series, an efficient method for calculating of the remainders of the above-mentioned series is developed. Formulae are found for the contact pressure distribution function and the integral characteristic. Examples of the calculation of the interaction of the cylinder and the plate with an insert are given.The method of solving contact problems described here has been used earlier1, 2 and the generalized orthogonality of the solutions found for bodies of finite dimensions, that is, for a rectangle and cylinders of finite length, is its basis. Problems for hollow cylinders with a band ² and an insert reduce to a system of two integral equations, and the problem for a rectangle¹ reduces to one integral equation. Solving these integral equations, ill-posed systems of linear algebraic equations are obtained which are subject to regularization³.     

Vieta–Fibonacci wavelets: Application in solving fractional pantograph equations

In this paper, the Vieta–Fibonacci wavelets as a new family of orthonormal wavelets are generated. An operational matrix concerning fractional integration of these wavelets is extracted. A numerical scheme is established based on these wavelets and their fractional integral matrix together with the collocation technique to solve fractional pantograph equations. The presented method reduces solving the problem under study into solving a system of algebraic equations. Several examples are provided to show the accuracy of the method.     

A non-overlapping domain decomposition for low-frequency time-harmonic Maxwell’s equations in unbounded domains

In this paper, we are concerned with a non-overlapping domain decomposition method for solving the low-frequency time-harmonic Maxwell’s equations in unbounded domains. This method can be viewed as a coupling of finite elements and boundary elements in unbounded domains, which are decomposed into two subdomains with a spherical artificial boundary. We first introduce a discretization for the coupled variational problem by combining Nédélec edge elements of the lowest order and curvilinear elements. Then we design a D-N alternating method for solving the discrete problem. In the method, one needs only to solve the finite element problem (in a bounded domain) and calculate some boundary integrations, instead of solving a boundary integral equation. It will be shown that such iterative algorithm converges with a rate independent of the mesh size. The work of Qiya Hu was supported by Natural Science Foundation of China G10371129.     

Convergence of nonstationary multisplitting methods using ILU factorizations

In this paper, we first study convergence of nonstationary multisplitting methods associated with a multisplitting which is obtained from the ILU factorizations for solving a linear system whose coefficient matrix is a large sparse H-matrix. We next study a parallel implementation of the relaxed nonstationary two-stage multisplitting method (called Algorithm 2 in this paper) using ILU factorizations as inner splittings and an application of Algorithm 2 to parallel preconditioner of Krylov subspace methods. Lastly, we provide parallel performance results of both Algorithm 2 using ILU factorizations as inner splittings and the BiCGSTAB with a parallel preconditioner which is derived from Algorithm 2 on the IBM p690 supercomputer.     

Congruent Component Method for Diffraction on a Surface of Revolution

The article considers some numerical methods for solving the integral equations in the problem of diffraction of acoustic waves on surfaces of revolution. The congruent component method is shown to be the most efficient in the general case.