On a regularized Levenberg–Marquardt method for solving nonlinear inverse problems

We consider a regularized Levenberg–Marquardt method for solving nonlinear ill-posed inverse problems. We use the discrepancy principle to terminate the iteration. Under certain conditions, we prove the convergence of the method and obtain the order optimal convergence rates when the exact solution satisfies suitable source-wise representations.     

A Jacobi–Davidson like method for nonlinear eigenvalue problems based on singularity theory

We present a Jacobi–Davidson like correction formula for left and right eigenvector approximations for non-Hermitian nonlinear eigenvalue problems. It exploits techniques from singularity theory for characterizing singular points of nonlinear equations. Unlike standard nonlinear Jacobi-Davidson, the correction formula does not contain derivative information and works with orthogonal projectors only. Moreover, the basic method is modified in that the new eigenvalue approximation is taken as a nonlinear Rayleigh functional obtained as root of a certain scalar nonlinear equation the existence of which – as well as a first order perturbation expansion – is shown. (© 2008 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim)     

Error bounds of Rayleigh–Ritz type contour integral-based eigensolver for solving generalized eigenvalue problems

We investigate contour integral-based eigensolvers for computing all eigenvalues located in a certain region and their corresponding eigenvectors. In this paper, we focus on a Rayleigh–Ritz type method and analyze its error bounds. From the results of our analysis, we conclude that the Rayleigh–Ritz type contour integral-based eigensolver with sufficient subspace size can achieve high accuracy for target eigenpairs even if some eigenvalues exist outside but near the region.     

A Douglas–Rachford splitting method for solving equilibrium problems

We propose a splitting method for solving equilibrium problems involving the sum of two bifunctions satisfying standard conditions. We prove that this problem is equivalent to find a zero of the sum of two appropriate maximally monotone operators under a suitable qualification condition. Our algorithm is a consequence of the Douglas–Rachford splitting applied to this auxiliary monotone inclusion. Connections between monotone inclusions and equilibrium problems are studied.     

Minimization and error estimates for a class of the nonlinear Schrödinger eigenvalue problems

It is shown that the nonlinear eigenvalue problem can be transformed into a constrained functional problem. The corresponding minimal function is a weak solution of this nonlinear problem. In this paper, one type of the energy functional for a class of the nonlinear Schrödinger eigenvalue problems is proposed, the existence of the minimizing solution is proved and the error estimate is given out.     

Analysis of space–time discontinuous Galerkin method for nonlinear convection–diffusion problems

The paper presents the theory of the discontinuous Galerkin finite element method for the space–time discretization of a nonstationary convection–diffusion initial-boundary value problem with nonlinear convection and linear diffusion. The problem is not singularly perturbed with dominating convection. The discontinuous Galerkin method is applied separately in space and time using, in general, different space grids on different time levels and different polynomial degrees p and q in space and time dicretization. In the space discretization the nonsymmetric, symmetric and incomplete interior and boundary penalty (NIPG, SIPG, IIPG) approximation of diffusion terms is used. The paper is concerned with the proof of error estimates in “L ²(L ²)”- and “DG”-norm formed by the “L ²(H ¹)”-seminorm and penalty terms. A special technique based on the use of the Gauss–Radau interpolation and numerical integration has been used for the derivation of an abstract error estimate. In the “DG”-norm the error estimates are optimal with respect to the size of the space grid. They are optimal with respect to the time step, if the Dirichlet boundary condition has behaviour in time as a polynomial of degree ≤ q.     

A new predictor–corrector method for solving unconstrained minimization problems

This paper presents a new predictor–corrector method for finding a local minimum of a twice continuously differentiable function. The method successively constructs an approximation to the solution curve and determines a predictor on it using a technique similar to that used in trust region methods for unconstrained optimization. The proposed predictor is expected to be more effective than Euler's predictor in the sense that the former is usually much closer to the solution curve than the latter for the same step size. Results of numerical experiments are reported to demonstrate the effectiveness of the proposed method.     

Analysis of a BDF–DGFE scheme for nonlinear convection–diffusion problems

We deal with the numerical solution of a scalar nonstationary nonlinear convection–diffusion equation. We employ a combination of the discontinuous Galerkin finite element method for the space semi-discretization and the k-step backward difference formula for the time discretization. The diffusive and stabilization terms are treated implicitly whereas the nonlinear convective term is treated by a higher order explicit extrapolation method, which leads to the necessity to solve only a linear algebraic problem at each time step. We analyse this scheme and derive a priori asymptotic error estimates in the discrete L ^∞(L ²)-norm and the L ²(H ¹)-seminorm with respect to the mesh size h and time step τ for k = 2,3. Numerical examples verifying the theoretical results are presented. This work is a part of the research project MSM 0021620839 financed by the Ministry of Education of the Czech Republic and was partly supported by the Grant No. 316/2006/B-MAT/MFF of the Grant Agency of the Charles University Prague. The research of M. Vlasák was supported by the project LC06052 of the Ministry of Education of the Czech Republic (Jindřich Nečas Center for Mathematical Modelling).     

Homotopy method for generalized eigenvalue problems Ax= ΛBx

Generalized eigenvalue problems can be considered as a system of polynomials. The homotopy continuation method is used to find all the isolated zeros of the polynomial system which corresponds to the eigenpairs of the generalized eigenvalue problem. A special homotopy is constructed in such a way that there are exactly n distinct smooth curves connecting trivial solutions to desired eigenpairs. Since the curves followed by general homotopy curve following scheme are computed independently of one another, the algorithm is a likely candidate for exploiting the advantages of parallel processing to the generalized eigenvalue problems.     

A generalized Laguerre–Legendre spectral collocation method for solving initial-boundary value problems

In this research, a mixed spectral collocation method based on Kronecker product is proposed for solving initial-boundary value problems. New implementation is suggested to achieve more accurate approximation at longer times. Test problems are also studied to demonstrate how this method is implemented. Numerical experiments reveal that the new method is very effective and convenient.     

The Adomian decomposition method with Green’s function for solving nonlinear singular boundary value problems

In this paper, we present an efficient numerical algorithm for solving a general class of nonlinear singular boundary value problems. This present algorithm is based on the Adomian decomposition method (ADM) and Green’s function. The method depends on constructing Green’s function before establishing the recursive scheme. In contrast to the existing recursive schemes based on ADM, the proposed numerical algorithm avoids solving a sequence of transcendental equations for the undetermined coefficients. The approximate series solution is calculated in the form of series with easily computable components. Moreover, the convergence analysis and error estimation of the proposed method is given. Furthermore, the numerical examples are included to demonstrate the accuracy, applicability, and generality of the proposed scheme. The numerical results reveal that the proposed method is very effective.     

Study on convergence and error of a numerical method for solving systems of nonlinear Fredholm–Volterra integral equations of Hammerstein type

The aim of this paper is to present an efficient analytical and numerical procedure for solving systems of nonlinear Fredholm–Volterra integral equations of the Hammerstein type with the aid of fixed point techniques and the usual Schauder basis in an adequate Banach space.     

Application of the Laplace decomposition method for solving linear and nonlinear fractional diffusion–wave equations

In this paper, the Laplace decomposition method is employed to obtain approximate analytical solutions of the linear and nonlinear fractional diffusion–wave equations. This method is a combined form of the Laplace transform method and the Adomian decomposition method. The proposed scheme finds the solutions without any discretization or restrictive assumptions and is free from round-off errors and therefore, reduces the numerical computations to a great extent. The fractional derivative described here is in the Caputo sense. Some illustrative examples are presented and the results show that the solutions obtained by using this technique have close agreement with series solutions obtained with the help of the Adomian decomposition method.     

Gauss–Newton methods with approximate projections for solving constrained nonlinear least squares problems

This paper is concerned with algorithms for solving constrained nonlinear least squares problems. We first propose a local Gauss–Newton method with approximate projections for solving the aforementioned problems and study, by using a general majorant condition, its convergence results, including results on its rate. By combining the latter method and a nonmonotone line search strategy, we then propose a global algorithm and analyze its convergence results. Finally, some preliminary numerical experiments are reported in order to illustrate the advantages of the new schemes.     

Second order modified method of characteristics mixed defect-correction finite element method for time dependent Navier–Stokes problems

In this paper, a second order modified method of characteristics defect-correction (SOMMOCDC) mixed finite element method for the time dependent Navier–Stokes problems is presented. In this method, the hyperbolic part (the temporal and advection term) are treated by a second order characteristics tracking scheme, and the non-linear term is linearized at the same time. Then, we solve the equations with an added artificial viscosity term and correct this solution by using the defect-correction technique. The error analysis shows that this method has a good convergence property. In order to show the efficiency of the SOMMOCDC mixed finite element method, we first present some numerical results of an analytical solution problem, which agrees very well with our theoretical results. Then, we give some numerical results of lid-driven cavity flow with the Reynolds number Re = 5,000, 7,500 and 10,000. From these numerical results, we can see that the schemes can result in good accuracy, which shows that this method is highly efficient.