A Regularized Newton-Like Method for Nonlinear PDE

An adaptive regularization strategy for stabilizing Newton-like iterations on a coarse mesh is developed in the context of adaptive finite element methods for nonlinear PDE. Existence, uniqueness and approximation properties are known for finite element solutions of quasilinear problems assuming the initial mesh is fine enough. Here, an adaptive method is started on a coarse mesh where the finite element discretization and quadrature error produce a sequence of approximate problems with indefinite and ill-conditioned Jacobians. The methods of Tikhonov regularization and pseudo-transient continuation are related and used to define a regularized iteration using a positive semidefinite penalty term. The regularization matrix is adapted with the mesh refinements and its scaling is adapted with the iterations to find an approximate sequence of coarse-mesh solutions leading to an efficient approximation of the PDE solution. Local q-linear convergence is shown for the error and the residual in the asymptotic regime and numerical examples of a model problem illustrate distinct phases of the solution process and support the convergence theory.     

A general method for solving constrained optimization problems

In this paper a general problem of constrained minimization is studied. The minima are determined by searching for the asymptotical values of the solutions of a suitable system of ordinary differential equations.For this system, if the initial point is feasible, then any trajectory is always inside the set of constraints and tends towards a set of critical points. Each critical point that is not a relative minimum is unstable. For formulas of one-step numerical integration, an estimate of the step of integration is given, so that the above mentioned qualitative properties of the system of ordinary differential equations are kept.     

Eigenvalue problems for second-order nonlinear dynamic equations on time scales

This paper is concerned with the existence and nonexistence of positive solutions of the second-order nonlinear dynamic equation uΔΔ(t)+λa(t)f(u(σ(t)))=0, t∈[0,1], satisfying either the conjugate boundary conditions u(0)=u(σ(1))=0 or the right focal boundary conditions u(0)=uΔ(σ(1))=0, where a and f are positive. We show that there exists a λ^∗>0 such that the above boundary value problem has at least two, one and no positive solutions for 0<λ<λ^∗, λ=λ^∗ and λ>λ^∗, respectively. Furthermore, by using the semiorder method on cones of the Banach space, we establish an existence and uniqueness criterion for positive solution of the problem. In particular, such a positive solution uλ(t) of the problem depends continuously on the parameter λ, i.e., uλ(t) is nondecreasing in λ, limλ→⁰⁺‖uλ‖=0 and limλ→+∞‖uλ‖=+∞.     

Uniqueness for second-order parabolic equations with discontinuous coefficients

We prove uniqueness of the good solution to the Cauchy–Dirichlet (C–D) problem for linear non-variational parabolic equations with the coefficients of the principal part with discountinuities, in cases in which in general uniqueness of strong solutions in Sobolev spaces does not hold. In particular, we prove uniqueness when the discontinuities of the coefficients are contained in a hyperplane t = t ₀ and, with an extra condition on the eigenvalues of the matrix, in a line segment x = x ₀. Mathematics Subject Classification. 35A05, 35K10, 35K20 Dedicated to the memory of Gene Fabes.     

A non-interior continuation method for second-order cone programming

We extend the smoothing function proposed by Huang, Han and Chen [Journal of Optimization Theory and Applications, 117 (2003), pp. 39–68] for the non-linear complementarity problems to the second-order cone programming (SOCP). Based on this smoothing function, a non-interior continuation method is presented for solving the SOCP. The proposed algorithm solves only one linear system of equations and performs only one line search at each iteration. It is shown that our algorithm is globally and locally superlinearly convergent in absence of strict complementarity at the optimal solution. Numerical results indicate the effectiveness of the algorithm.     

A projection method for a system of nonlinear monotone equations with convex constraints

In this paper, we propose a projection method for solving a system of nonlinear monotone equations with convex constraints. Under standard assumptions, we show the global convergence and the linear convergence rate of the proposed algorithm. Preliminary numerical experiments show that this method is efficient and promising. This work was supported by the Postdoctoral Fellowship of The Hong Kong Polytechnic University, the NSF of Shandong China (Y2003A02).     

A nonsmooth inexact Newton method for the solution of large-scale nonlinear complementarity problems

A new algorithm for the solation of large-scale nonlinear complementarity problems is introduced. The algorithm is based on a nonsmooth equation reformulation of the complementarity problem and on an inexact Levenberg-Marquardt-type algorithm for its solution. Under mild assumptions, and requiring only the approximate solution of a linear system at each iteration, the algorithm is shown to be both globally and superlinearly convergent, even on degenerate problems. Numerical results for problems with up to 10 000 variables are presented. Partially supported by Agenzia Spaziale Italiana, Roma, Italy.     

A new boundary element method for the solution of plane steady-state thermoelastic fracture mechanics problems

An efficient numerical technique is developed for plane, homogeneous, isotropic, steady-state thermoelasticity problems involving arbitrary internal smooth and/or kinkedcracks. The thermal stress intensity factors and relative crack surface displacements due to steady-state temperature distributions are determined and compared to available solutions obtained by other methods. In these analyses the thermal boundary conditions across the crack surface are assumed to be insulated. The present approach involves coupling the direct boundary integral equations to newly developed crack integral equations.     

On the entropic regularization method for solving min-max problems with applications

Consider a min-max problem in the form of min _xX max_1im {f _i (x)}. It is well-known that the non-differentiability of the max functionF(x) max_1im {f _i (x)} presents difficulty in finding an optimal solution. An entropic regularization procedure provides a smooth approximationF _p(x) that uniformly converges toF(x) overX with a difference bounded by ln(m)/p, forp > 0. In this way, withp being sufficiently large, minimizing the smooth functionF _p(x) overX provides a very accurate solution to the min-max problem. The same procedure can be applied to solve systems of inequalities, linear programming problems, and constrained min-max problems.This research work was supported in part by the 1995 NCSC-Cray Research Grant and the National Textile Center Research Grant S95-2.     

Multiscale problems and homogenization for second-order Hamilton–Jacobi equations

We prove a general convergence result for singular perturbations with an arbitrary number of scales of fully nonlinear degenerate parabolic PDEs. As a special case we cover the iterated homogenization for such equations with oscillating initial data. Explicit examples, among others, are the two-scale homogenization of quasilinear equations driven by a general hypoelliptic operator and the n-scale homogenization of uniformly parabolic fully nonlinear PDEs.     

Solution differentiability and continuation of Newton's method for variational inequality problems over polyhedral sets

In this paper, we derive some further differentiability properties of solutions to a parametric variational inequality problem defined over a polyhedral set. We discuss how these results can be used to establish the feasibility of continuation of Newton's method for solving the variational problem in question.This work was based on research supported by the National Science Foundation under Grant No. ECS-87-17968.     

Oscillation criteria for second-order nonlinear differential equations with integrable coefficient

In this paper, we consider the second-order nonlinear differential equation

[a(t)|y′(t)|^σ−1y′(t)|′+q(t)f(y(t))=r(t)

where σ > 0 is a constant, a C(R, (0, ∞)), q C(R, R), f C(R, R), xf(x) > 0, f′(x) ≥ 0 for x ≠ 0. Some new sufficient conditions for the oscillation of all solutions of (*) are obtained. Several examples which dwell upon the importance of our results are also included.     

Solving nonlinear programming problems via a homotopy continuation method under three unbounded conditions

In this paper, we give three unbounded conditions under which we are able to solve the nonlinear programming problems in unbounded sets by a homotopy continuation method. In addition, we also discuss their relations.     

A free boundary problem describing reaction-diffusion problems in chemical vapor infiltration of pyrolytic carbon

In this paper we consider chemical vapor deposition of pyrolytic carbon from methane in hot wall reactors. Especially, we deal with the interaction of homogeneous gas-phase and heterogeneous surface reactions. The resulting mathematical model is composed of a system of reaction-diffusion equations in a corner domain supplied with the Gibbs-Thomson law, which describes the movement of the free boundary, arising from the carbon deposition. We prove a short time existence and uniqueness result in Hölder spaces. We achieve this by contraction arguments and transforming the Gibbs-Thomson law to local coordinates to obtain a nonlinear parabolic equation on a manifold.     

Marginal-sum equations and related fixed-point problems

A marginal-sum equation of order p≥2$p\ge 2$ is a system of nonlinear equations which in turn are linear equations for polynomials of degree p$p$ in p$p$ variables. Marginal-sum equations typically arise in the construction of a multiplicative tariff in actuarial mathematics.     

A superconvergent LDG-hybridizable Galerkin method for second-order elliptic problems

We identify and study an LDG-hybridizable Galerkin method, which is not an LDG method, for second-order elliptic problems in several space dimensions with remarkable convergence properties. Unlike all other known discontinuous Galerkin methods using polynomials of degree for both the potential as well as the flux, the order of convergence in of both unknowns is . Moreover, both the approximate potential as well as its numerical trace superconverge in -like norms, to suitably chosen projections of the potential, with order . This allows the application of element-by-element postprocessing of the approximate solution which provides an approximation of the potential converging with order in . The method can be thought to be in between the hybridized version of the Raviart-Thomas and that of the Brezzi-Douglas-Marini mixed methods.

     

A nonsmooth Newton method for variational inequalities,I: Theory

This paper presents a modified damped Newton algorithm for solving variational inequality problems based on formulating this problem as a system of equations using the Minty map. The proposed modified damped-Newton method insures convergence and locally quadratic convergence under the assumption of regularity. Under the assumption ofweak regularity and some mild conditions, the modified algorithm is shown to always create a descent direction and converge to the solution. Hence, this new algorithm is often suitable for many applications where regularity does not hold. Part II of this paper presents the results of extensive computational testing of this new method.Corresponding author.     

A finite element method for steady-state conduction-advection phase change problems

A new finite element: technique is developed to solve steady-state conduction-advection problems with a phase change. The energy balance equation at the solid/liquid interface is employed to calculate the velocity of the solid/liquid interface in the Lagrangian frame. The position of the solid/liquid interface in the Eulerian frame is determined based on the composition of the velocity of the solid/liquid interface in the Lagrangian frame and the steady-state velocity of a rigid body. The interface position and the finite element mesh are continuously updated during an incremental process. No artificial diffusion is needed with this new finite element approach. An analytical solution for solidification of a pure material with a radiative boundary condition is also developed in this paper. Numerical experimentation is conducted and the corresponding results are compared with analytical solutions. The numerical results agree well with analytical solutions.     

A nonsmooth Newton method for variational inequalities,II: Numerical results

This paper presents the results of extensive computational testing of the modified damped Newton algorithm for solving variational inequality problems presented in Part I [8].Corresponding author.