Two-Dimensional and Three-Dimensional Thermal Structures in a Medium with Nonlinear Thermal Conductivity

The article considers self-similar solutions of the nonlinear heat equation with a three-dimensional source that evolve in a blow-up setting. The self-similar problem is a boundary-value problem for a nonlinear equation of elliptical type that has a nonunique solution. We investigate the eigenfunction spectrum of the self-similar problem in two- and three-dimensional space. The problem is solved on a grid by Newton’s iteration method. The implementation of Newton’s method requires analysis of a linearized equation and construction of initial approximations. The eigenfunctions are continued in a parameter. Structures of various symmetry are obtained. New types of multidimensional structures are observed: these are multiply connected three-dimensional heat localization regions.__________Translated from Prikladnaya Matematika i Informatika, No. 17, pp. 84–111, 2004.     

Investigating the Spectrum of Self-Similar Solutions of the Nonlinear Heat Equation

Self-similar solutions of the nonlinear heat equation with a three-dimensional source and density that varies as a power function of the radius are considered in planar, cylindrical, and spherical geometries. The self-similar solutions evolve in a blow-up setting and constitute time-dependent dissipative structures. The eigenfunction spectrum of the self-similar problem is investigated for various values of the model parameters by computational methods involving continuation in a parameter and bifurcation analysis. It is shown that the spectral problem may have a nonunique solution. We establish the number of eigenfunctions and their existence domain in the parameter space. The evolution of the eigenfunctions with changes in the parameter is examined. The stability of the self-similar solutions is shown to depend on the parameter values, the eigenfunction index, and the eigenfunction parity. New structurally stable and metastable self-similar solutions are obtained. The metastable solutions follow the self-similar law almost during the entire blow-up time and preserve their complex structure as the temperature is increased by two orders of magnitude.__________Translated from Prikladnaya Matematika i Informatika, No. 16, pp. 27–65, 2004.     

On the applicability of two Newton methods for solving equations in Banach space

In this study we examine the applicability of Newton’s method and the modified Newton’s method for approximating a locally unique solution of a nonlinear equation in a Banach space. We assume that the Newton-Kantorovich hypothesis for Newton’s method is violated, but the corresponding condition for the modified Newton method holds. Under these conditions there is no guarantee that Newton’s method starting from the same initial guess as the modified Newton’s method converges. Hence, it seems that we must always use the modified Newton method under these conditions. However, we provide a numerical example to demonstrate that in practice this may not be a good decision.     

On the Convergence of Newton’s Method for Polynomial Equations and Applications in Radiative Transfer

 Newton’s method is used to approximate a locally unique zero of a polynomial operator F of degree in Banach space. So far, convergence conditions have been found for Newton’s method based on the Newton-Kantorovich hypothesis that uses Lipschitz-type conditions and information only on the first Fréchet-derivative of F. Here we provide a new semilocal convergence theorem for Newton’s method that uses information on all Fréchet-derivatives of F except the first. This way, we obtain sufficient convergence conditions different from the Newton-Kantorovich hypothesis. Our results are extended to include the case when F is a nonlinear operator whose kth Fréchet-derivative satisfies a H?lder continuity condition. An example is provided to show that our conditions hold where all previous ones fail. Moreover, some applications of our results to the solution of polynomial systems and differential equations are suggested. Furthermore, our results apply to solve a nonlinear integral equation appearing in radiative transfer in connection with the problem of determination of the angular distribution of the radiant-flux emerging from a plane radiation field. Received 9 December 1997 in revised form 30 March 1998     

The spectral method and numerical continuation algorithm for the von Kármán problem with postbuckling behaviour of solutions

In this paper a spectral method and a numerical continuation algorithm for solving eigenvalue problems for the rectangular von Kármán plate with different boundary conditions (simply supported, partially or totally clamped) and physical parameters are introduced. The solution of these problems has a postbuckling behaviour. The spectral method is based on a variational principle (Galerkin’s approach) with a choice of global basis functions which are combinations of trigonometric functions. Convergence results of this method are proved and the rate of convergence is estimated. The discretized nonlinear model is treated by Newton’s iterative scheme and numerical continuation. Branches of eigenfunctions found by the algorithm are traced. Numerical results of solving the problems for polygonal and ferroconcrete plates are presented. Communicated by A. Zhou.     

On new iterative method for solving systems of nonlinear equations

Solving systems of nonlinear equations is a relatively complicated problem for which a number of different approaches have been proposed. In this paper, we employ the Homotopy Analysis Method (HAM) to derive a family of iterative methods for solving systems of nonlinear algebraic equations. Our approach yields second and third order iterative methods which are more efficient than their classical counterparts such as Newton’s, Chebychev’s and Halley’s methods.     

On the convergence of the secant method under the gamma condition

We provide sufficient convergence conditions for the Secant method of approximating a locally unique solution of an operator equation in a Banach space. The main hypothesis is the gamma condition first introduced in [10] for the study of Newton’s method. Our sufficient convergence condition reduces to the one obtained in [10] for Newton’s method. A numerical example is also provided.      

On a nonsmooth version of Newton’s method using locally lipschitzian operators

In this study we are concerned with the problem of approximating a locally unique solution of an operator equation in Banach space using Newton’s method. The differentiability of the operator involved is not assumed. We provide a semilocal convergence analysis utilized to solve problems that were not covered before. Numerical examples are also provided to justify our approach.     

On the local convergence of adjoint Broyden methods

The numerical solution of nonlinear equation systems is often achieved by so-called quasi-Newton methods. They preserve the rapid local convergence of Newton’s method at a significantly reduced cost per step by successively approximating the system Jacobian though low-rank updates. We analyze two variants of the recently proposed adjoint Broyden update, which for the first time combines the classical least change property with heredity on affine systems. However, the new update does require, the evaluation of so-called adjoint vectors, namely products of the transposed Jacobian with certain dual direction vectors. The resulting quasi-Newton method is linear contravariant in the sense of Deuflhard (Newton methods for nonlinear equations. Springer, Heidelberg, 2006) and it is shown here to be locally and q-superlinearly convergent. Our numerical results on a range of test problems demonstrate that the new method usually outperforms Newton’s and Broyden’s method in terms of runtime and iterations count, respectively. Partially supported by the DFG Research Center Matheon “Mathematics for Key Technologies”, Berlin and the DFG grant WA 1607/2-1.     

Numerical method for determining the inhomogeneity boundary in the Dirichlet problem for Laplace’s equation in a piecewise homogeneous medium

The Dirichlet problem for Laplace’s equation in a two-dimensional domain filled with a piecewise homogeneous medium is considered. The boundary of the inhomogeneity is assumed to be unknown. The inverse problem of determining the inhomogeneity boundary from additional information on the solution of the Dirichlet problem is considered. A numerical method based on the linearization of the nonlinear operator equation for the unknown boundary is proposed for solving the inverse problem. The results of numerical experiments are presented.     

Newton’s method for generalized equations: a sequential implicit function theorem

In an extension of Newton’s method to generalized equations, we carry further the implicit function theorem paradigm and place it in the framework of a mapping acting from the parameter and the starting point to the set of all associated sequences of Newton’s iterates as elements of a sequence space. An inverse function version of this result shows that the strong regularity of the mapping associated with the Newton sequences is equivalent to the strong regularity of the generalized equation mapping.     

A Hybrid of the Newton-GMRES and Electromagnetic Meta-Heuristic Methods for Solving Systems of Nonlinear Equations

Solving systems of nonlinear equations is perhaps one of the most difficult problems in all numerical computation. Although numerous methods have been developed to attack this class of numerical problems, one of the simplest and oldest methods, Newton’s method is arguably the most commonly used. As is well known, the convergence and performance characteristics of Newton’s method can be highly sensitive to the initial guess of the solution supplied to the method. In this paper a hybrid scheme is proposed, in which the Electromagnetic Meta-Heuristic method (EM) is used to supply a good initial guess of the solution to the finite difference version of the Newton-GMRES method (NG) for solving a system of nonlinear equations. Numerical examples are given in order to compare the performance of the hybrid of the EM and NG methods. Empirical results show that the proposed method is an efficient approach for solving systems of nonlinear equations.     

On a Time-Optimal Control Problem Associated with the Heat Exchange Process

The initial-boundary problem for the heat conduction equation inside a bounded domain is considered. It is supposed that on the boundary of this domain the heat exchange according to Newton’s law takes place. The control parameter is equal to the magnitude of output of hot or cold air and is defined on a given part of the boundary. An estimate of the minimal time for achieving the given average temperature is found.     

带梯度吸收项的快扩散方程的自相似奇性解

研究一类带有非线性梯度吸收项的快速扩散方程的自相似奇性解．通过自相似变换,该自相似奇性解满足一个非线性常微分方程的边值问题,再利用打靶法技巧研究该常微分方程初值问题解的存在唯一性并根据初值的取值范围对其解进行了分类．通过对这些解类的性质的分析研究,得出了自相似强奇性解存在唯一性的充分必要条件,此时自相似奇性解就是强奇性解．     

Nonsmooth eigenfunctions in problems of mathematical physics

We study whether V.A. Il’in’s method for proving the uniqueness of the solution of a mixed problem for a hyperbolic equation applies to a problem with transmission conditions in the interior of the interval. We show that the system of eigenfunctions corresponding to this problem is complete in the space L ²(0, l) and is a Riesz basis in this space.     

A Newton’s method for perturbed second-order cone programs

We develop optimality conditions for the second-order cone program. Our optimality conditions are well-defined and smooth everywhere. We then reformulate the optimality conditions into several systems of equations. Starting from a solution to the original problem, the sequence generated by Newton’s method converges Q-quadratically to a solution of the perturbed problem under some assumptions. We globalize the algorithm by (1) extending the gradient descent method for differentiable optimization to minimizing continuous functions that are almost everywhere differentiable; (2) finding a directional derivative of the equations. Numerical examples confirm that our algorithm is good for “warm starting” second-order cone programs—in some cases, the solution of a perturbed instance is hit in two iterations. In the progress of our algorithm development, we also generalize the nonlinear complementarity function approach for two variables to several variables.     

Integral dispersion equation method to solve a nonlinear boundary eigenvalue problem

In this work a nonlinear eigenvalue problem for a nonlinear autonomous ordinary differential equation of the second order is considered. This problem describes the process of propagation of transverse-electric electromagnetic waves along a plane dielectric waveguide with nonlinear permittivity. We demonstrate, as far as we know, a new method that allows one to derive an equation w.r.t. spectral parameter (the dispersion equation) which contains all necessary information about the eigenvalues. The method is based on a simple idea that the distance between zeros of a periodic solution to the differential equation is the same for the adjacent zeros. This method has no connections with the perturbation theory or the notion of a bifurcation point. Theorem of equivalence between the eigenvalue problem and the dispersion equation is proved. Periodicity of the eigenfunctions is proved, a formula for the period is found, and zeros of the eigenfunctions are determined. The formula for the distance between adjacent zeros of any eigenfunction is given. Also theorems of existence and localization of the eigenvalues are proved.     

Augmented Lagrangian Homotopy Method for the Regularization of Total Variation Denoising Problems

This paper presents a homotopy procedure which improves the solvability of mathematical programming problems arising from total variational methods for image denoising. The homotopy on the regularization parameter involves solving a sequence of equality-constrained optimization problems where the positive regularization parameter in each optimization problem is initially large and is reduced to zero. Newton’s method is used to solve the optimization problems and numerical results are presented.     

Grassmann algorithms for low rank approximation of matrices with missing values

The problem of approximating a matrix by another matrix of lower rank, when a modest portion of its elements are missing, is considered. The solution is obtained using Newton’s algorithm to find a zero of a vector field on a product manifold. As a preliminary the algorithm is formulated for the well-known case with no missing elements where also a rederivation of the correction equation in a block Jacobi-Davidson method is included. Numerical examples show that the Newton algorithm grows more efficient than an alternating least squares procedure as the amount of missing values increases.     

Dark solitons in external potentials

We consider the persistence and stability of dark solitons in the Gross–Pitaevskii (GP) equation with a small decaying potential. We show that families of black solitons with zero speed originate from extremal points of an appropriately defined effective potential and persist for sufficiently small strength of the potential. We prove that families at the maximum points are generally unstable with exactly one real positive eigenvalue, while families at the minimum points are generally unstable with exactly two complex-conjugated eigenvalues with positive real part. This mechanism of destabilization of the black soliton is confirmed in numerical approximations of eigenvalues of the linearized GP equation and full numerical simulations of the nonlinear GP equation. We illustrate the monotonic instability associated with the real eigenvalues and the oscillatory instability associated with the complex eigenvalues and compare the numerical results of evolution of a dark soliton with the predictions of Newton’s particle law for its position.