Iterative solution of elliptic problems by approximate factorization

An iterative method for the numerical solution of singularly perturbed second-order linear elliptic problems is presented. It is a defect correction iteration in which the approximate operator is the product of two first-order operators, which is readily inverted numerically. The approximate operator is generated by formal asymptotic factorization of the original operator. Hence this is a QUasi Analytic Defect correction iteration (QUAD). Both its continuous and discrete versions are analyzed in one dimension. The scheme is extended to a variety of two dimensional operators and it is analyzed for a model advection-diffusion equation. Numerical calculations show the effectiveness of the scheme over a wide range of values of the small parameter.     

Indexed algebras associated to a log structure and a theorem of p-descent on log schemes

After discussing gradings by sheaves of degrees, we associate to any log scheme a canonical invertible sheaf endowed with a certain multiplicative structure, which we call its associated graded algebra. In the relative case we construct a canonical connection on this algebra. In the log smooth case over a base of positive characteristic p, we study integrable and p-integrable graded modules over this algebra, and establish a Cartier type p-descent theorem, generalizing previous results of Ogus. We apply it to give an alternate proof of a result of Tsuji on closed forms fixed by the Cartier operator Received: 15 January 1999 / Revised version: 30 September 1999     

A Two-Dimensional Operator-Difference Scheme for Fluid Dynamics in Lagrangean Coordinates on an Irregular Triangular Grid with the Property of Local Approximation near the Symmetry Axis

The projection approach is applied to construct and investigate an operator-difference scheme for fluid dynamics in Lagrangean variables which has first-order local approximation in the axisymmetric case near the symmetry axis. The scheme also has operator properties that make it suitable for rederiving and substantiating previous results, methods, and algorithms.     

Exact Worst-Case Convergence Rates of the Proximal Gradient Method for Composite Convex Minimization

We study the worst-case convergence rates of the proximal gradient method for minimizing the sum of a smooth strongly convex function and a non-smooth convex function, whose proximal operator is available. We establish the exact worst-case convergence rates of the proximal gradient method in this setting for any step size and for different standard performance measures: objective function accuracy, distance to optimality and residual gradient norm. The proof methodology relies on recent developments in performance estimation of first-order methods, based on semidefinite programming. In the case of the proximal gradient method, this methodology allows obtaining exact and non-asymptotic worst-case guarantees that are conceptually very simple, although apparently new. On the way, we discuss how strong convexity can be replaced by weaker assumptions, while preserving the corresponding convergence rates. We also establish that the same fixed step size policy is optimal for all three performance measures. Finally, we extend recent results on the worst-case behavior of gradient descent with exact line search to the proximal case.     

解含转向点问题的完全指数型拟合差分方法

本文对含转向点的微分方程边值问题建立了完全指数型拟合差分格式,证明了此格式具有一阶一致收敛性.推广了Miller[1]的方法,简化了证明过程.数值结果表明本格式比Il'in[2]格式要好.     

Analysis of a supraconvergent cell vertex finite-volume method for one-dimensional convection-diffusion problems

In this paper we analyze a cell vertex finite-volume methodfor linear and non-linear convection-diffusion problems in onedimension. For linear problems, the stability proof relies oncompactness arguments developed by Grigorieff. However, Grigorieff'sideas have had to be extended to account for non-compact schemes.The analysis establishes second-order convergence of both theapproximate solution and its gradient This is despite the factthat the scheme is only first-order consistent. The analysisof the linear problem is taken over to non-linear problems viathe theory of Lpez-Marcos and Sanz-Serna. Numerical experimentsare provided which back up the analysis.     

On an Implicit Method for Nonconvex Variational Inequalities

In this paper, we suggest and analyze an implicit iterative method for solving nonconvex variational inequalities using the technique of the projection operator. We also discuss the convergence of the iterative method under partially relaxed strongly monotonicity, which is a weaker condition than cocoerciveness. Our method of proof is very simple.     

New predictor‐corrector scheme for solving nonlinear differential equations with Caputo‐Fabrizio operator

In this paper, we develop a new, simple, and accurate scheme to obtain approximate solution for nonlinear differential equation in the sense of Caputo‐Fabrizio operator. To derive this new predictor‐corrector scheme, which suits on Caputo‐Fabrizio operator, firstly, we obtain the corresponding initial value problem for the differential equation in the Caputo‐Fabrizio sense. Hence, by fractional Euler method and fractional trapeziodal rule, we obtain the predictor formula as well as corrector formula. Error analysis for this new method is derived. To test the validity and simplicity of this method, some illustrative examples for nonlinear differential equations are solved.     

Numerical analysis of a non‐singular boundary integral method: Part I. The circular case

In order to numerically solve the interior and the exterior Dirichlet problems for the Laplacian operator, we present here a method which consists in inverting, on a finite element space, a non‐singular integral operator. This operator is a geometrical perturbation of the Steklov operator, and we precisely define the relation between the geometrical perturbation and the dimension of the finite element space, in order to obtain a stable and convergent scheme. Furthermore, this numerical scheme does not give rise to any singular integral. The scheme can also be considered as a special quadrature formula method for the standard piecewise linear Galerkin approximation of the weakly singular single layer potential, the special quadrature formula being defined by the introduction of a neighbouring curve. In the present paper, we prove stability and we give error estimates of our numerical scheme when the Laplace problem is set on a disk. We will extend our results to any domains by using compact perturbation arguments, in a second paper. Copyright © 2001 John Wiley & Sons, Ltd.     

Asymptotic of Eigenvalues and Lattice Points

dimension. elementary domains of In this work we study the spectral counting function for the p-Laplace operator in one We show the existence of a two-term Weyl-type asymptote. The method of proof is rather based on the Dirichlet lattice points problem, which enables us to obtain similar results for infinite measure.     

Slodkowski定理的Chirka证明的一些注解(英文)

通过在一个积分算子上运用Schauder不动点定理,Chirka对Slokowski的全纯运动扩张定理提供了一个优美的简单证明.本文中,作者对构造此证明的启发提供一个参考同时用此方法通过不同方式来构造全纯扩张.一个自然的问题是研究这些用不同方式得到的全纯扩张是否相同.因此对全纯扩张唯一性已有的判断法提供一个简单的综述.最后介绍在全纯扩张唯一性存在时的一个应用.     

Existence and Uniqueness Theorems for a Three-step Newton-type Method under $L$-Average Conditions

In this paper, we study the local convergence of a three-step Newton-type method for solving nonlinear equations in Banach spaces under weaker hypothesis. More precisely, we derive the existence and uniqueness theorems, when the first-order derivative of nonlinear operator satisfies the $L$-average conditions instead of the usual Lipschitz condition, which have been discussed in the earlier study.     

An extragradient algorithm for solving general nonconvex variational inequalities

In this work, we suggest and analyze an extragradient method for solving general nonconvex variational inequalities using the technique of the projection operator. We prove that the convergence of the extragradient method requires only pseudomonotonicity, which is a weaker condition than requiring monotonicity. In this sense, our result can be viewed as an improvement and refinement of the previously known results. Our method of proof is very simple as compared with other techniques.     

An exact local error representation of exponential operator splitting methods for evolutionary problems and applications to linear Schrödinger equations in the semi-classical regime

In this paper, we are concerned with the derivation of a local error representation for exponential operator splitting methods when applied to evolutionary problems that involve critical parameters. Employing an abstract formulation of differential equations on function spaces, our framework includes Schrödinger equations in the semi-classical regime as well as parabolic initial-boundary value problems with high spatial gradients. We illustrate the general mechanism on the basis of the first-order Lie splitting and the second-order Strang splitting method. Further, we specify the local error representation for a fourth-order splitting scheme by Yoshida. From the given error estimate it is concluded that higher-order exponential operator splitting methods are favourable for the time-integration of linear Schrödinger equations in the semi-classical regime with critical parameter 0<ε?1, provided that the time stepsize h is sufficiently smaller than \(\sqrt[p]{\varepsilon}\), where p denotes the order of the splitting method.     

MUSTA: A multi-stage numerical flux

Numerical methods for conservation laws constructed in the framework of finite volume and discontinuous Galerkin finite elements require, as the building block, a monotone numerical flux. In this paper we present some preliminary results on the MUSTA approach [E.F. Toro, Multi-stage predictor–corrector fluxes for hyperbolic equations, Technical Report NI03037-NPA, Isaac Newton Institute for Mathematical Sciences, University of Cambridge, UK, 17th June, 2003] for constructing upwind numerical fluxes. The scheme may be interpreted as an un-conventional approximate Riemann solver that has simplicity and generality as its main features. When used in its first-order mode we observe that the scheme achieves the accuracy of the Godunov method used in conjunction with the exact Riemann solver, which is the reference first-order method for hyperbolic systems. At least for the scalar model hyperbolic equation, the Godunov scheme is the best of all first-order monote schemes, it has the smallest truncation error. Extensions of the scheme of this paper are realized in the framework of existing approaches. Here we present a second-order TVD (TVD for the scalar case) extension and show numerical results for the two-dimensional Euler equations on non-Cartesian geometries. The schemes find their best justification when solving very complex systems for which the solution of the Riemann problem, in the classical sense, is too complex, too costly or is simply unavailable.     

Multilevel augmentation methods for solving the sine-Gordon equation

In this paper we develop the multilevel augmentation method for solving nonlinear operator equations of the second kind and apply it to solving the one-dimensional sine-Gordon equation. We first give a general setting of the multilevel augmentation method for solving the second kind nonlinear operator equations and prove that the multilevel augmentation method preserves the optimal convergence order of the projection method while reducing computational cost significantly. Then we describe the semi-discrete scheme and the fully-discrete scheme based on multiscale methods for solving the sine-Gordon equation, and apply the multilevel augmentation method to solving the discrete equation. A complete analysis for convergence order is proposed. Finally numerical experiments are presented to confirm the theoretical results and illustrate the efficiency of the method.     

Refined asymptotics for eigenvalues on domains of infinite measure

In this work we study the asymptotic distribution of eigenvalues in one-dimensional open sets. The method of proof is rather elementary, based on the Dirichlet lattice points problem, which enable us to consider sets with infinite measure. Also, we derive some estimates for the spectral counting function of the Laplace operator on unbounded two-dimensional domains.     

一类六边形网格上拉普拉斯4点差分格式及其预条件子

本文提出平面上拉普拉斯算子在一类平行六边形网格上的成对4点差分格式.这种差分格式虽然只有一阶的局部截断误差,但实际具有二阶的收敛性.基于平行六边形网格可以被分解为两套三向三角形网格,我们给出成对4点格式的二阶收敛性的证明,并且提出相应的预条件子快速解法.文末给出的数值算例符合我们的结论.     

Occupation measure functionals in merging phase space

This paper deals with the averaging and diffusion approximation for occupation time of general phase space semi-Markov processes under split with simple and double merging in a series scheme. These results seem to be particularly interesting since the variance coefficient is obtained in a simple form. The method of proof of weak convergence results here is based on the construction of the compensating operator of the extended Markov renewal processes and on the solution of the singular perturbation problem of this operator acting on test functions.     

A high order finite difference method with Richardsonextrapolation for 3D convection diffusion equation

In this paper, we extend the Sun and Zhang’s [24] work on high order finite difference method, which is based on the Richardson extrapolation technique and an operator interpolation scheme for the one and two dimensional steady convection diffusion equations to the three dimensional case. Firstly, we employ a fourth order compact difference scheme to get the fourth order accurate solution on the fine and the coarse grids. Then, we use the Richardson extrapolation technique by combining the two approximate solutions to get a sixth order accurate solution on coarse grid. Finally, we apply an operator interpolation scheme to achieve the sixth order accurate solution on the fine grid. During this process, we use alternating direction implicit (ADI) method to solve the resulting linear systems. Numerical experiments are conducted to verify the accuracy and effectiveness of the present method.