A parareal approach of semi‐linear parabolic equations based on general waveform relaxation

We present a parareal approach of semi‐linear parabolic equations based on general waveform relaxation (WR) at the partial differential equation (PDE) level. An algorithm for initial‐boundary value problem and two algorithms for time‐periodic boundary value problem are constructed. The convergence analysis of three algorithms are provided. The results show that the algorithm for initial‐boundary value problem is superlinearly convergent while both algorithms for the time‐periodic boundary value problem linearly converge to the exact solutions at most. Numerical experiments show that the parareal algorithms based on general WR at the PDE level, compared with the parareal algorithm based on the classical WR at the ordinary differential equations (ODEs) level (the PDEs is discretized into ODEs), require much fewer number of iterations to converge.     

Nonsingular systems of generalized Sylvester equations: An algorithmic approach

We consider the uniqueness of solution (i.e., nonsingularity) of systems of r generalized Sylvester and ?‐Sylvester equations with n×n coefficients. After several reductions, we show that it is sufficient to analyze periodic systems having, at most, one generalized ?‐Sylvester equation. We provide characterizations for the nonsingularity in terms of spectral properties of either matrix pencils or formal matrix products, both constructed from the coefficients of the system. The proposed approach uses the periodic Schur decomposition and leads to a backward stable O(n³r) algorithm for computing the (unique) solution.     

Spectral density estimation with amplitude modulation and outlier detection

This paper studies spectral density estimation based on amplitude modulation including missing data as a specific case. A generalized periodogram is introduced and smoothed to give a consistent estimator of the spectral density by running local linear regression smoother. We explore the asymptotic properties of the proposed estimator and its application to time series data with periodic missing. A simple data-driven local bandwidth selection rule is proposed and an algorithm for computing the spectral density estimate is presented. The effectiveness of the proposed method is demonstrated using simulations. The application to outlier detection based on leave-one-out diagnostic is also considered. An illustrative example shows that the proposed diagnostic procedure succeeds in revealing outliers in time series without masking and smearing effects. Supported by Chinese NSF Grants 10001004 and 39930160, and Fellowship of City University of Hong Kong.     

The Waveform Relaxation method for systems of differential/algebraic equations

This paper reports efforts towards establishing a parallel numerical algorithm known as Waveform Relaxation (WR) for simulating large systems of differential/algebraic equations. The WR algorithm was established as a relaxation based iterative method for the numerical integration of systems of ODEs over a finite time interval. In the WR approach, the system is broken into subsystems which are solved independently, with each subsystem using the previous iterate waveform as “guesses” about the behavior of the state variables in other subsystems. Waveforms are then exchanged between subsystems, and the subsystems are then resolved repeatedly with this improved information about the other subsystems until convergence is achieved.

In this paper, a WR algorithm is introduced for the simulation of generalized high-index DAE systems. As with ODEs, DAE systems often exhibit a multirate behavior in which the states vary as differing speeds. This can be exploited by partitioning the system into subsystems as in the WR for ODEs. One additional benefit of partitioning the DAE system into subsystems is that some of the resulting subsystems may be of lower index and, therefore, do not suffer from the numerical complications that high-index systems do. These lower index subsystems may therefore be solved by less specialized simulations. This increases the efficiency of the simulation since only a portion of the problem must be solved with specially tailored code. In addition, this paper established solvability requirements and convergence theorems for varying index DAE systems for WR simulation.     

Waveform relaxation for reaction-diffusion equations

We report a new waveform relaxation (WR) algorithm for general semi-linear reaction-diffusion equations. The superlinear rate of convergence of the new WR algorithm is proved, and we also show the advantages of the new approach superior to the classical WR algorithms by the estimation on iteration errors. The corresponding discrete WR algorithm for reaction-diffusion equations is presented, and further the parallelism of the discrete WR algorithm is analyzed. Moreover, the new approach is extended to handle the coupled reaction-diffusion equations. Numerical experiments are carried out to verify the effectiveness of the theoretic work.     

Estimating the spectral radius of a real matrix by discrete Lyapunov equation

For any real matrix A, this paper is concerned with the estimation of the spectral radius of A. The relationship between the weighted norm and the discrete Lyapunov equation of the matrix A is obtained. On the basis of the relationship, an iterative algorithm is presented to obtain the spectral radius of A and to estimate the solution of the corresponding linear discrete system. Several numerical examples are given to show that the iterative algorithm is effective.     

The band spectrum of the periodic Airy–Schrödinger operator on the real line

We introduce the periodic Airy–Schrödinger operator and we describe its band spectrum. This is an example of solvable model with a periodic potential which is not differentiable at its extrema. We prove that there exists a sequence of explicit constants giving upper bounds of the semiclassical parameter for which explicit estimates are valid. We completely determine the behaviour of the edges of the first spectral band with respect to the semiclassical parameter. Then, we investigate the spectral bands and gaps situated in the range of the potential. We prove precise estimates on the widths of these spectral bands and these spectral gaps and we determine an upper bound on the integrated spectral density in this range. Finally, we get estimates of the edges of spectral bands and thus of the widths of spectral bands and spectral gaps which are stated for values of the semiclassical parameter in fixed intervals.     

Analysis of nonautonomous systems of ordinary differential equations with exponentially periodic matrix

We investigate a class of nonautonomous systems of ordinary differential equations whose matrix can be characterized as exponentially periodic. We develop the algorithm of spectral analysis of these systems. By this algorithm we prove reducibility theorems. The proposed algorithm is based on the splitting method that allows to reduce considered systems to simpler ones with quasidiagonal matrix, and formulate constructive conditions of solutions stability.     

On the linear stability of simple and semi-simple periodic waves for a system of cubic Klein–Gordon equations

We study the linear stability of traveling wave solutions for the nonlinear wave equation and coupled nonlinear wave equations. It is shown that periodic waves of the dnoidal type are spectrally unstable with respect to co-periodic perturbations. Our arguments rely on a careful spectral analysis of various self-adjoint operators, both scalar and matrix and on instability index count theory for Hamiltonian systems.     

A parareal waveform relaxation algorithm for semi-linear parabolic partial differential equations

We report a new parallel iterative algorithm for semi-linear parabolic partial differential equations (PDEs) by combining a kind of waveform relaxation (WR) techniques into the classical parareal algorithm. The parallelism can be simultaneously exploited by WR and parareal in different directions. We provide sharp error estimations for the new algorithm on bounded time domain and on unbounded time domain, respectively. The iterations of the parareal and the WR are balanced to optimize the performance of the algorithm. Furthermore, the speedup and the parallel efficiency of the new approach are analyzed. Numerical experiments are carried out to verify the effectiveness of the theoretic work.     

Rogue waves arising on the standing periodic waves in the Ablowitz–Ladik equation

We study the standing periodic waves in the semidiscrete integrable system modeled by the Ablowitz–Ladik (AL) equation. We have related the stability spectrum to the Lax spectrum by separating the variables and by finding the characteristic polynomial for the standing periodic waves. We have also obtained rogue waves on the background of the modulationally unstable standing periodic waves by using the end points of spectral bands and the corresponding eigenfunctions. The magnification factors for the rogue waves have been computed analytically and compared with their continuous counterparts. The main novelty of this work is that we explore a nonstandard linear Lax system, which is different from the standard Lax representation of the AL equation.     

Numerical Continuation of Hamiltonian Relative Periodic Orbits

The bifurcation theory and numerics of periodic orbits of general dynamical systems is well developed, and in recent years, there has been rapid progress in the development of a bifurcation theory for dynamical systems with structure, such as symmetry or symplecticity. But as yet, there are few results on the numerical computation of those bifurcations. The methods we present in this paper are a first step toward a systematic numerical analysis of generic bifurcations of Hamiltonian symmetric periodic orbits and relative periodic orbits (RPOs). First, we show how to numerically exploit spatio-temporal symmetries of Hamiltonian periodic orbits. Then we describe a general method for the numerical computation of RPOs persisting from periodic orbits in a symmetry breaking bifurcation. Finally, we present an algorithm for the numerical continuation of non-degenerate Hamiltonian relative periodic orbits with regular drift-momentum pair. Our path following algorithm is based on a multiple shooting algorithm for the numerical computation of periodic orbits via an adaptive Poincaré section and a tangential continuation method with implicit reparametrization. We apply our methods to continue the famous figure eight choreography of the three-body system. We find a relative period doubling bifurcation of the planar rotating eight family and compute the rotating choreographies bifurcating from it.      

Spectral Analysis of the Differential Operator in Wavelet Bases

We analyze the spectral properties of the differential operator in wavelet bases. The problem is studied on a periodic domain, with periodized wavelets. An algorithm for finding the eigenvalue function of the differential operator is presented, and general conditions that ensure a "nicely behaving" eigenvalue function are derived.     

Minimizing the Kohn–Sham total energy for periodic systems

We describe how a previously developed constrained minimization algorithm can be adapted to minimize the total energy of a periodic atomistic system under the Kohn–Sham density functional theory framework. The algorithm uses the Bloch theorem to reduce the complexity of the calculation by working with a number of unit cells separately. We present the Bloch theorem in terms of linear algebra, and point out its implication on the spectral property of the Kohn–Sham Hamiltonian.     

On the stability and spectral radius of a finite set of matrices

This paper studies some problems related to the stability and the spectral radius of a finite set of matrices. A seasonal epidemic model is given to illustrate the use of the obtained results. In this example, the relationship between the obtained results and the stability of a discrete time periodic linear system is obtained.     

Neumann–Neumann waveform relaxation algorithm in multiple subdomains for hyperbolic problems in 1D and 2D

We present a Waveform Relaxation (WR) version of the Neumann–Neumann algorithm for the wave equation in space‐time. The method is based on a nonoverlapping spatial domain decomposition, and the iteration involves subdomain solves in space‐time with corresponding interface conditions, followed by a correction step. Using a Fourier‐Laplace transform argument, for a particular relaxation parameter, we prove convergence of the algorithm in a finite number of steps for the finite time intervals. The number of steps depends on the size of the subdomains and the time window length on which the algorithm is employed. We illustrate the performance of the algorithm with numerical results, followed by a comparison with classical and optimized Schwarz WR methods. © 2016 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 33: 514–530, 2017     

A parallel algorithm for large systems of Volterra integral equations of Abel type

A significative number of recent applications require numerical solution of large systems of Abel–Volterra integral equations. Here we propose a parallel algorithm to numerically solve a class of these systems, designed for a distributed-memory MIMD architecture. In order to achieve a good efficiency we employ a fully parallel and fast convergent waveform relaxation (WR) method and evaluate the lag term by using FFT techniques. To accelerate the convergence of the WR method and to best exploit the parallel architecture we develop special strategies. The performances of the resulting code, NSWR4, are illustrated on some examples.     

Spectrum is periodic for n-intervals

In this paper we study spectral sets which are unions of finitely many intervals in R. We show that any spectrum associated with such a spectral set Ω is periodic, with the period an integral multiple of the measure of Ω. As a consequence we get a structure theorem for such spectral sets and observe that the generic case is that of the equal interval case.     

Extending the eigCG algorithm to nonsymmetric Lanczos for linear systems with multiple right‐hand sides

The technique that was used to build the eigCG algorithm for sparse symmetric linear systems is extended to the nonsymmetric case using the BiCG algorithm. We show that, similar to the symmetric case, we can build an algorithm that is capable of computing a few smallest magnitude eigenvalues and their corresponding left and right eigenvectors of a nonsymmetric matrix using only a small window of the BiCG residuals while simultaneously solving a linear system with that matrix. For a system with multiple right‐hand sides, we give an algorithm that computes incrementally more eigenvalues while solving the first few systems and then uses the computed eigenvectors to deflate BiCGStab for the remaining systems. Our experiments on various test problems, including Lattice QCD, show the remarkable ability of eigBiCG to compute spectral approximations with accuracy comparable with that of the unrestarted, nonsymmetric Lanczos. Furthermore, our incremental eigBiCG followed by appropriately restarted and deflated BiCGStab provides a competitive method for systems with multiple right‐hand sides. Copyright © 2013 John Wiley & Sons, Ltd.     

Propagation dynamics of a nonlocal spatial Lyme disease model in a time–space periodic habitat

This paper is concerned with the investigation of Lyme disease spread via a time–space periodic nonlocal spatial model in an unbounded domain. We first study the spatial periodic initial problem of the model system and discuss the existence of principal eigenvalue of a linear system with the spatial nonlocality induced by time delay under a smooth assumption. Then we establish the existence of the spreading speeds, and show its coincidence with the minimal wave speed. We further perform a perturbation argument to remove this aforementioned assumption and provide an estimation of the spreading speeds in terms of the spectral radius. Simulations are presented to illustrate our analytic results.