An adaptive domain decomposition method for the Hamilton–Jacobi–Bellman equation

In this paper, we propose an efficient algorithm for a Hamilton–Jacobi–Bellman equation governing a class of optimal feedback control and stochastic control problems. This algorithm is based on a non-overlapping domain decomposition method and an adaptive least-squares collocation radial basis function discretization with a novel matrix inversion technique. To demonstrate the efficiency of this method, numerical experiments on test problems with up to three states and two control variables have been performed. The numerical results show that the proposed algorithm is highly parallelizable and its computational cost decreases exponentially as the number of sub-domains increases.     

An adaptive algorithm for the Thomas–Fermi equation

A free boundary value problem is introduced to approximate the original Thomas–Fermi equation. The unknown truncated free boundary is determined iteratively. We transform the free boundary value problem to a nonlinear boundary value problem defined on [0,1]. We present an adaptive algorithm to solve the problem by means of the moving mesh finite element method. Comparison of our numerical results with those obtained by other approaches shows high accuracy of our method.     

An Oseen scheme for the conduction–convection equations based on a stabilized nonconforming method

An Oseen iterative scheme for the stationary conduction–convection equations based on a stabilized nonconforming finite element method is given. The stability and error estimates are analyzed, which show that the presented method is stable and has good precision. Numerical results are shown to support the developed theory analysis and demonstrate the good effectiveness of the given method.     

An energy-preserving exponentially-fitted continuous stage Runge–Kutta method for Hamiltonian systems

Recently, the symplectic exponentially-fitted methods for Hamiltonian systems with periodic or oscillatory solutions have been attracting a lot of interest. As an alternative to them, in this paper, we propose a class of energy-preserving exponentially-fitted methods. For this aim, we show sufficient conditions for energy-preservation in terms of the coefficients of continuous stage Runge–Kutta (RK) methods, and extend the theory of exponentially-fitted RK methods in the context of continuous stage RK methods. Then by combining these two theories, we derive second and fourth order energy-preserving exponentially-fitted schemes.     

An adaptive nonmonotone global Barzilai–Borwein gradient method for unconstrained optimization

The Barzilai–Borwein (BB) gradient method has received many studies due to its simplicity and numerical efficiency. By incorporating a nonmonotone line search, Raydan (SIAM J Optim. 1997;7:26–33) has successfully extended the BB gradient method for solving general unconstrained optimization problems so that it is competitive with conjugate gradient methods. However, the numerical results reported by Raydan are poor for very ill-conditioned problems because the effect of the degree of nonmonotonicity may be noticeable. In this paper, we focus more on the nonmonotone line search technique used in the global Barzilai–Borwein (GBB) gradient method. We improve the performance of the GBB gradient method by proposing an adaptive nonmonotone line search based on the morphology of the objective function. We also prove the global convergence and the R-linear convergence rate of the proposed method under reasonable assumptions. Finally, we give some numerical experiments made on a set of unconstrained optimization test problems of the CUTEr collection. The results show the efficiency of the proposed method in the sense of the performance profile introduced (Math Program. 2002;91:201–213) by Dolan and Moré.     

Hybridized schemes of the discontinuous Galerkin method for stationary convection–diffusion problems

For stationary linear convection–diffusion problems, we construct and study a new hybridized scheme of the discontinuous Galerkin method on the basis of an extended mixed statement of the problem. Discrete schemes can be used for the solution of equations degenerating in the leading part and are stated via approximations to the solution of the problem, its gradient, the flow, and the restriction of the solution to the boundaries of elements. For the spaces of finite elements, we represent minimal conditions responsible for the solvability, stability, accuracy, and superconvergence of the schemes. A new procedure for the post-processing of solutions of HDG-schemes is suggested.     

A time discretization scheme of a characteristics method for a fluid–rigid system with discontinuous density

We propose a new characteristics method for the time discretization of a fluid–rigid system in the case when the densities of the fluid and the solid are different. This method is based on a global weak formulation involving only terms defined on the whole fluid–rigid domain. The main idea is to construct a characteristic function which preserves the rigidity of the solid at the discrete time levels. A convergence result for this semi-discrete scheme is then given.     

On optimality of two adaptive choices for the parameter of Dai–Liao method

Orthonormal matrices are a class of well-conditioned matrices with the least spectral condition number. Here, at first it is shown that a recently proposed choice for parameter of the Dai–Liao nonlinear conjugate gradient method makes the search direction matrix as close as possible to an orthonormal matrix in the Frobenius norm. Then, conducting a brief singular value analysis, it is shown that another recently proposed choice for the Dai–Liao parameter improves spectral condition number of the search direction matrix. Thus, theoretical justifications of the two choices for the Dai–Liao parameter are enhanced. Finally, some comparative numerical results are reported.     

An efficient reproducing kernel method for solving the Allen–Cahn equation

In this paper, an efficient reproducing kernel method combined with the finite difference method and the Quasi-Newton method is proposed to solve the Allen–Cahn equation. Based on the Legendre polynomials, we construct a new reproducing kernel function with polynomial form. We prove that the semi-scheme can preserve the energy dissipation property unconditionally. Numerical experiments are given to show the efficiency and validity of the proposed scheme.     

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.     

An approximate-analytical solution for the Hamilton–Jacobi–Bellman equation via homotopy perturbation method

In this paper, we give an analytical-approximate solution for the Hamilton–Jacobi–Bellman (HJB) equation arising in optimal control problems using He’s polynomials based on homotopy perturbation method (HPM). Applying the HPM with He’s polynomials, solution procedure becomes easier, simpler and more straightforward. The comparison of the HPM results with the exact solution, Modal series and measure theoretical method are made. Some illustrative examples are given to demonstrate the simplicity and efficiency of the proposed method.     

A modified Lagrange–Galerkin method for a fluid-rigid system with discontinuous density

In this paper, we propose a new characteristics method for the discretization of the two dimensional fluid-rigid body problem in the case where the densities of the fluid and the solid are different. The method is based on a global weak formulation involving only terms defined on the whole fluid-rigid domain. To take into account the material derivative, we construct a special characteristic function which maps the approximate rigid body at the (k?+?1)-th discrete time level into the approximate rigid body at k-th time. Convergence results are proved for both semi-discrete and fully-discrete schemes.     

An eigenvalue search method using the Orr–Sommerfeld equation for shear flow

A physically-based computational technique was investigated which is intended to estimate an initial guess for complex values of the wavenumber of a disturbance leading to the solution of the fourth-order Orr–Sommerfeld (O–S) equation. The complex wavenumbers, or eigenvalues, were associated with the stability characteristics of a semi-infinite shear flow represented by a hyperbolic-tangent function. This study was devoted to the examination of unstable flow assuming a spatially growing disturbance and is predicated on the fact that flow instability is correlated with elevated levels of perturbation kinetic energy per unit mass. A MATLAB computer program was developed such that the computational domain was selected to be in quadrant IV, where the real part of the wavenumber is positive and the imaginary part is negative to establish the conditions for unstable flow. For a given Reynolds number and disturbance wave speed, the perturbation kinetic energy per unit mass was computed at various node points in the selected subdomain of the complex plane. The initial guess for the complex wavenumber to start the solution process was assumed to be associated with the highest calculated perturbation kinetic energy per unit mass. Once the initial guess had been approximated, it was used to obtain the solution to the O–S equation by performing a Runge–Kutta integration scheme that computationally marched from the far field region in the shear layer down to the lower solid boundary. Results compared favorably with the stability characteristics obtained from an earlier study for semi-infinite Blasius flow over a flat boundary.     

An Alternating-Direction Sinc–Galerkin method for elliptic problems

A new Alternating-Direction Sinc–Galerkin (ADSG) method is developed and contrasted with classical Sinc–Galerkin methods. It is derived from an iterative scheme for solving the Lyapunov equation that arises when a symmetric Sinc–Galerkin method is used to approximate the solution of elliptic partial differential equations. We include parameter choices (derived from numerical experiments) that simplify existing alternating-direction algorithms. We compare the new scheme to a standard method employing Gaussian elimination on a system produced using the Kronecker product and Kronecker sum, as well as to a more efficient algorithm employing matrix diagonalization. We note that the ADSG method easily outperforms Gaussian elimination on the Kronecker sum and, while competitive with matrix diagonalization, does not require the computation of eigenvalues and eigenvectors.     

An efficient nonlinear iteration scheme for nonlinear parabolic–hyperbolic system

A nonlinear iteration method named the Picard–Newton iteration is studied for a two-dimensional nonlinear coupled parabolic–hyperbolic system. It serves as an efficient method to solve a nonlinear discrete scheme with second spatial and temporal accuracy. The nonlinear iteration scheme is constructed with a linearization–discretization approach through discretizing the linearized systems of the original nonlinear partial differential equations. It can be viewed as an improved Picard iteration, and can accelerate convergence over the standard Picard iteration. Moreover, the discretization with second-order accuracy in both spatial and temporal variants is introduced to get the Picard–Newton iteration scheme. By using the energy estimate and inductive hypothesis reasoning, the difficulties arising from the nonlinearity and the coupling of different equation types are overcome. It follows that the rigorous theoretical analysis on the approximation of the solution of the Picard–Newton iteration scheme to the solution of the original continuous problem is obtained, which is different from the traditional error estimate that usually estimates the error between the solution of the nonlinear discrete scheme and the solution of the original problem. Moreover, such approximation is independent of the iteration number. Numerical experiments verify the theoretical result, and show that the Picard–Newton iteration scheme with second-order spatial and temporal accuracy is more accurate and efficient than that of first-order temporal accuracy.