Optimal parameters in the HSS‐like methods for saddle‐point problems

For the Hermitian and skew‐Hermitian splitting iteration method and its accelerated variant for solving the large sparse saddle‐point problems, we compute their quasi‐optimal iteration parameters and the corresponding quasi‐optimal convergence factors for the more practical but more difficult case that the (1, 1)‐block of the saddle‐point matrix is not algebraically equivalent to the identity matrix. In addition, the algebraic behaviors and the clustering properties of the eigenvalues of the preconditioned matrices with respect to these two iterations are investigated in detail, and the formulas for computing good iteration parameters are given under certain principle for optimizing the distribution of the eigenvalues. Copyright © 2008 John Wiley & Sons, Ltd.     

Response to Comment on ‘Preconditioning of matrices partitioned in 2 × 2 block form: Eigenvalue estimates and Schwarz DD for mixed FEM’

As has been pointed out in a study by Cao, there is an erroneous omission in the study by Axelsson, Corollary 3.2 and Proposition 3.2, and the authors thank Zhi‐hao Cao for pointing this out. We mention, however, that these are side results and do not influence the major result of the paper ‘Preconditioning of matrices partitioned in 2 by 2 block form: Eigenvalue estimates and Schwarz DD for mixed FEM’. In this reply, we give a short background to the relations between inverses of saddle point matrices, thereby providing justified references to previous publications of the topic and present a corrected and extended version of Proposition 3.2. This gives an alternative presentation of the statements in the study by Cao, which might be useful for readers. Copyright © 2012 John Wiley & Sons, Ltd.     

Existence and multiplicity of nontrivial solutions for nonlinear fractional differential systems with p‐Laplacian via critical point theory

In this paper, the existence and multiplicity of nontrivial solutions are obtained for nonlinear fractional differential systems with p‐Laplacian by combining the properties of fractional calculus with critical point theory. Firstly, we present a result that a class of p‐Laplacian fractional differential systems exists infinitely many solutions under the famous Ambrosetti‐Rabinowitz condition. Then, a criterion is given to guarantee that the fractional systems exist at least 1 nontrivial solution without satisfying Ambrosetti‐Rabinowitz condition. Our results generalize some existing results in the literature.     

Uzawa methods for a class of block three‐by‐three saddle‐point problems

In this work, we consider numerical methods for solving a class of block three‐by‐three saddle‐point problems, which arise from finite element methods for solving time‐dependent Maxwell equations and some other applications. The direct extension of the Uzawa method for solving this block three‐by‐three saddle‐point problem requires the exact solution of a symmetric indefinite system of linear equations at each step. To avoid heavy computations at each step, we propose an inexact Uzawa method, which solves the symmetric indefinite linear system in some inexact way. Under suitable assumptions, we show that the inexact Uzawa method converges to the unique solution of the saddle‐point problem within the approximation level. Two special algorithms are customized for the inexact Uzawa method combining the splitting iteration method and a preconditioning technique, respectively. Numerical experiments are presented, which demonstrated the usefulness of the inexact Uzawa method and the two customized algorithms.     

A general approach to analyse preconditioners for two‐by‐two block matrices

Two‐by‐two block matrices arise in various applications, such as in domain decomposition methods or when solving boundary value problems discretised by finite elements from the separation of the node set of the mesh into ‘fine’ and ‘coarse’ nodes. Matrices with such a structure, in saddle point form arise also in mixed variable finite element methods and in constrained optimisation problems. A general algebraic approach to construct, analyse and control the accuracy of preconditioners for matrices in two‐by‐two block form is presented. This includes both symmetric and nonsymmetric matrices, as well as indefinite matrices. The action of the preconditioners can involve element‐by‐element approximations and/or geometric or algebraic multigrid/multilevel methods. Copyright © 2011 John Wiley & Sons, Ltd.     

Preconditioning for accurate solutions of ill‐conditioned linear systems

This article develops the preconditioning technique as a method to address the accuracy issue caused by ill‐conditioning. Given a preconditioner M for an ill‐conditioned linear system Ax=b, we show that, if the inverse of the preconditioner M^?1 can be applied to vectors accurately, then the linear system can be solved accurately. A stability concept called inverse‐equivalent accuracy is introduced to describe the high accuracy that is achieved and an error analysis will be presented. Numerical examples are presented to illustrate the error analysis and the performance of the methods.     

Block‐triangular preconditioners for PDE‐constrained optimization

In this paper we investigate the possibility of using a block‐triangular preconditioner for saddle point problems arising in PDE‐constrained optimization. In particular, we focus on a conjugate gradient‐type method introduced by Bramble and Pasciak that uses self‐adjointness of the preconditioned system in a non‐standard inner product. We show when the Chebyshev semi‐iteration is used as a preconditioner for the relevant matrix blocks involving the finite element mass matrix that the main drawback of the Bramble–Pasciak method—the appropriate scaling of the preconditioners—is easily overcome. We present an eigenvalue analysis for the block‐triangular preconditioners that gives convergence bounds in the non‐standard inner product and illustrates their competitiveness on a number of computed examples. Copyright © 2010 John Wiley & Sons, Ltd.     

Interior‐point methods and preconditioning for PDE‐constrained optimization problems involving sparsity terms

Partial differential equation (PDE)–constrained optimization problems with control or state constraints are challenging from an analytical and numerical perspective. The combination of these constraints with a sparsity‐promoting L¹ term within the objective function requires sophisticated optimization methods. We propose the use of an interior‐point scheme applied to a smoothed reformulation of the discretized problem and illustrate that such a scheme exhibits robust performance with respect to parameter changes. To increase the potency of this method, we introduce fast and efficient preconditioners that enable us to solve problems from a number of PDE applications in low iteration numbers and CPU times, even when the parameters involved are altered dramatically.     

Preconditioned iterative methods for diffusion problems with high‐contrast inclusions

This paper is concerned with robust numerical treatment of an elliptic PDE with high‐contrast coefficients, for which classical finite‐element discretizations yield ill‐conditioned linear systems. This paper introduces a procedure by which the discrete system obtained from a linear finite element discretization of the given continuum problem is converted into an equivalent linear system of the saddle‐point type. Three preconditioned iterative procedures—preconditioned Uzawa, preconditioned Lanczos, and preconditioned conjugate gradient for the square of the matrix—are discussed for a special type of the application, namely, highly conducting particles distributed in the domain. Robust preconditioners for solving the derived saddle‐point problem are proposed and investigated. Robustness with respect to the contrast parameter and the discretization scale is also justified. Numerical examples support theoretical results and demonstrate independence of the number of iterations of the proposed iterative schemes on the contrast in parameters of the problem and the mesh size.     

A preconditioner for generalized saddle point problems: Application to 3D stationary Navier‐Stokes equations

In this article we consider the stationary Navier‐Stokes system discretized by finite element methods which do not satisfy the inf‐sup condition. These discretizations typically take the form of a variational problem with stabilization terms. Such a problem may be transformed by iteration methods into a sequence of linear, Oseen‐type variational problems. On the algebraic level, these problems belong to a certain class of linear systems with nonsymmetric system matrices (“generalized saddle point problems”). We show that if the underlying finite element spaces satisfy a generalized inf‐sup condition, these problems have a unique solution. Moreover, we introduce a block triangular preconditioner and we show how the eigenvalue bounds of the preconditioned system matrix depend on the coercivity constant and continuity bounds of the bilinear forms arising in the variational problem. Finally we prove that the stabilized P1‐P1 finite element method proposed by Rebollo is covered by our theory and we show that the condition number of the preconditioned system matrix is independent of the mesh size. Numerical tests with 3D stationary Navier‐Stokes flows confirm our results. © 2006 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 2006     

Nonlocal boundary value problem for fractional differential equations with p‐Laplacian

In this paper, we are concerned with the existence of positive solutions for the following nonlocal BVP of fractional DEs with p‐Laplacian operator By using the fixed point theorem in a cone, multiplicity solutions of the BVP are obtained. An example is also given to show the effectiveness of the obtained result. Copyright © 2013 John Wiley & Sons, Ltd.     

Positive solutions for multi‐point boundary value problems of fractional differential equations with p‐Laplacian

This paper investigates the existence of solutions for multi‐point boundary value problems of higher‐order nonlinear Caputo fractional differential equations with p‐Laplacian. Using the five functionals fixed‐point theorem, the existence of multiple positive solutions is proved. An example is also given to illustrate the effectiveness of ourmain result. Copyright © 2015 John Wiley & Sons, Ltd.     

Improving the Reconstruction of Vector Fields Using Mixed Finite Element Methods and Optimal Preconditioning

In this article, we study numerically a diagnostic model, based on mass conservation, to recover solenoidal vector fields from experimental data. Based on a reformulation of the mathematical model as a saddle‐point problem, we introduce an iterative preconditioned conjugate gradient algorithm, applied to an associated operator equation of elliptic type, to solve the problem. To obtain a stable algorithm, we use a second‐order mixed finite element approximation for discretization. We show, using synthetic vector fields, that this new approach, yields very accurate solutions at a low computational cost compared to traditional methods with the same order of approximation. © 2015 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 32: 1137–1154, 2016     

Boundary value problem for p−Laplacian Caputo fractional difference equations with fractional sum boundary conditions

In this paper, we consider a discrete fractional boundary value problem of the form where 0 < α,β≤1, 1 < α + β≤2, 0 < γ≤1, , ρ is a constant, and denote the Caputo fractional differences of order α and β, respectively, is a continuous function, and ?_p is the p‐Laplacian operator. The existence of at least one solution is proved by using Banach fixed point theorem and Schaefer's fixed point theorem. Some illustrative examples are also presented. Copyright © 2015 John Wiley & Sons, Ltd.     

Preconditioning for boundary control problems in incompressible fluid dynamics

PDE‐constrained optimization problems arise in many physical applications, prominently in incompressible fluid dynamics. In recent research, efficient solvers for optimization problems governed by the Stokes and Navier–Stokes equations have been developed, which are mostly designed for distributed control. Our work closes a gap by showing the effectiveness of an appropriately modified preconditioner to the case of Stokes boundary control. We also discuss the applicability of an analogous preconditioner for Navier–Stokes boundary control and provide some numerical results.     

Preordering saddle‐point systems for sparse LDLT factorization without pivoting

This paper focuses on efficiently solving large sparse symmetric indefinite systems of linear equations in saddle‐point form using a fill‐reducing ordering technique with a direct solver. Row and column permutations partition the saddle‐point matrix into a block structure constituting a priori pivots of order 1 and 2. The partitioned matrix is compressed by treating each nonzero block as a single entry, and a fill‐reducing ordering is applied to the corresponding compressed graph. It is shown that, provided the saddle‐point matrix satisfies certain criteria, a block LDL^T factorization can be computed using the resulting pivot sequence without modification. Numerical results for a range of problems from practical applications using a modern sparse direct solver are presented to illustrate the effectiveness of the approach.     

Preconditioning techniques for an image deblurring problem

In this paper, we consider the solution of a large linear system of equations, which is obtained from discretizing the Euler–Lagrange equations associated with the image deblurring problem. The coefficient matrix of this system is of the generalized saddle point form with high condition number. One of the blocks of this matrix has the block Toeplitz with Toeplitz block structure. This system can be efficiently solved using the minimal residual iteration method with preconditioners based on the fast Fourier transform. Eigenvalue bounds for the preconditioner matrix are obtained. Numerical results are presented. Copyright © 2016 John Wiley & Sons, Ltd.     

Preconditioners for state‐constrained optimal control problems with Moreau–Yosida penalty function

Optimal control problems with partial differential equations as constraints play an important role in many applications. The inclusion of bound constraints for the state variable poses a significant challenge for optimization methods. Our focus here is on the incorporation of the constraints via the Moreau–Yosida regularization technique. This method has been studied recently and has proven to be advantageous compared with other approaches. In this paper, we develop robust preconditioners for the efficient solution of the Newton steps associated with the fast solution of the Moreau–Yosida regularized problem. Numerical results illustrate the efficiency of our approach. Copyright © 2012 John Wiley & Sons, Ltd.     

Generalized skew‐Hermitian triangular splitting iteration methods for saddle‐point linear systems

A generalized skew‐Hermitian triangular splitting iteration method is presented for solving non‐Hermitian linear systems with strong skew‐Hermitian parts. We study the convergence of the generalized skew‐Hermitian triangular splitting iteration methods for non‐Hermitian positive definite linear systems, as well as spectrum distribution of the preconditioned matrix with respect to the preconditioner induced from the generalized skew‐Hermitian triangular splitting. Then the generalized skew‐Hermitian triangular splitting iteration method is applied to non‐Hermitian positive semidefinite saddle‐point linear systems, and we prove its convergence under suitable restrictions on the iteration parameters. By specially choosing the values of the iteration parameters, we obtain a few of the existing iteration methods in the literature. Numerical results show that the generalized skew‐Hermitian triangular splitting iteration methods are effective for solving non‐Hermitian saddle‐point linear systems with strong skew‐Hermitian parts. Copyright © 2013 John Wiley & Sons, Ltd.     

Optimal synchronization of two different in‐commensurate fractional‐order chaotic systems with fractional cost function

This article investigates the optimal synchronization of two different fractional‐order chaotic systems with two kinds of cost function. We use calculus of variations for minimizing cost function subject to synchronization error dynamics. We introduce optimal control problem to solve fractional Euler–Lagrange equations. Optimal control signal and minimum time of synchronization are obtained by proposed method. Examples show the optimal synchronization of two different systems with two different cost functions. First, we use an ordinary integer cost function then we use a fractional‐order cost function and comparing the results. Finally, we suggest a cost function which has the optimal solution of this problem, and we can extend this solution to solve other synchronization problems. © 2016 Wiley Periodicals, Inc. Complexity 21: 401–416, 2016