The paper develops high order accurate Runge-Kutta discontinuous local evolution Galerkin (RKDLEG) methods on the cubed-sphere grid for the shallow water equations (SWEs). Instead of using the dimensional splitting method or solving one-dimensional Riemann problem in the direction normal to the cell interface, the RKDLEG methods are built on genuinely multi-dimensional approximate local evolution operator of the locally linearized SWEs on a sphere by considering all bicharacteristic directions. Several numerical experiments are conducted to demonstrate the accuracy and performance of our RKDLEG methods, in comparison to the Runge-Kutta discontinuous Galerkin method with Godunov's flux etc.

In this paper, we propose a multigrid algorithm based on the full approximate scheme for solving the membrane constrained obstacle problems and the minimal surface obstacle problems in the formulations of HJB equations. A Newton-Gauss-Seidel (NGS) method is used as smoother. A Galerkin coarse grid operator is proposed for the membrane constrained obstacle problem. Comparing with standard FAS with the direct discretization coarse grid operator, the FAS with the proposed operator converges faster. A special prolongation operator is used to interpolate functions accurately from the coarse grid to the fine grid at the boundary between the active and inactive sets. We will demonstrate the fast convergence of the proposed multigrid method for solving two model obstacle problems and compare the results with other multigrid methods.

We present a conservative formulation and a numerical algorithm for the reduced-gravity shallow-water equations on a beta plane, subjected to a constant wind forcing that leads to the formation of double-gyre circulation in a closed ocean basin. The novelty of the paper is that we reformulate the governing equations into a nonlinear hyperbolic conservation law plus source terms. A second-order fractional-step algorithm is used to solve the reformulated equations. In the first step of the fractional-step algorithm, we solve the homogeneous hyperbolic shallow-water equations by the wave-propagation finite volume method. The resulting intermediate solution is then used as the initial condition for the initial-boundary value problem in the second step. As a result, the proposed method is not sensitive to the choice of viscosity and gives high-resolution results for coarse grids, as long as the Rossby deformation radius is resolved. We discuss the boundary conditions in each step, when no-slip boundary conditions are imposed to the problem. We validate the algorithm by a periodic flow on an f-plane with exact solutions. The order-of-accuracy for the proposed algorithm is tested numerically. We illustrate a quasi-steady-state solution of the double-gyre model via the height anomaly and the contour of stream function for the formation of double-gyre circulation in a closed basin. Our calculations are highly consistent with the results reported in the literature. Finally, we present an application, in which the double-gyre model is coupled with the advection equation for modeling transport of a pollutant in a closed ocean basin.

High order total variation (TV2) and ℓ1 based (TV2L1) model has its advantage over the TVL1 for its ability in avoiding the staircase; and a constrained model has the advantage over its unconstrained counterpart for simplicity in estimating the parameters. In this paper, we consider solving the TV2L1 based magnetic resonance imaging (MRI) signal reconstruction problem by an efficient alternating direction method of multipliers. By sufficiently utilizing the problem's special structure, we manage to make all subproblems either possess closed-form solutions or can be solved via Fast Fourier Transforms, which makes the cost per iteration very low. Experimental results for MRI reconstruction are presented to illustrate the effectiveness of the new model and algorithm. Comparisons with its recent unconstrained counterpart are also reported.

A numerical time-stepping algorithm for differential or partial differential equations is proposed that adaptively modifies the dimensionality of the underlying modal basis expansion. Specifically, the method takes advantage of any underlying low-dimensional manifolds or subspaces in the system by using dimensionality-reduction techniques, such as the proper orthogonal decomposition, in order to adaptively represent the solution in the optimal basis modes. The method can provide significant computational savings for systems where low-dimensional manifolds are present since the reduction can lower the dimensionality of the underlying high-dimensional system by orders of magnitude. A comparison of the computational efficiency and error for this method are given showing the algorithm to be potentially of great value for high-dimensional dynamical systems simulations, especially where slow-manifold dynamics are known to arise. The method is envisioned to automatically take advantage of any potential computational saving associated with dimensionality-reduction, much as adaptive time-steppers automatically take advantage of large step sizes whenever possible.

In this paper, a priori error estimates are derived for the mixed finite element discretization of optimal control problems governed by fourth order elliptic partial differential equations. The state and co-state are discretized by Raviart-Thomas mixed finite element spaces and the control variable is approximated by piecewise constant functions. The error estimates derived for the state variable as well as those for the control variable seem to be new. We illustrate with a numerical example to confirm our theoretical results.

In this paper we present a fully discrete A-ø finite element method to solve Maxwell’s equations with a nonlinear degenerate boundary condition, which represents a generalization of the classical Silver-Müller condition for a non-perfect conductor. The relationship between the normal components of the electric field E and the magnetic field H obeys a power-law nonlinearity of the type H x n = n x (|E x n|α-1E x n) with α ∈ (0,1]. We prove the existence and uniqueness of the solutions of the proposed A-ø scheme and derive the error estimates. Finally, we present some numerical experiments to verify the theoretical result.

We propose and analyze a constrained level-set method for semi-automatic image segmentation. Our level-set model with constraints on the level-set function enables us to specify which parts of the image lie inside respectively outside the segmented objects. Such a-priori information can be expressed in terms of upper and lower constraints prescribed for the level-set function. Constraints have the same conceptual meaning as initial seeds of the popular graph-cuts based methods for image segmentation. A numerical approximation scheme is based on the complementary-finite volumes method combined with the Projected successive over-relaxation method adopted for solving constrained linear complementarity problems. The advantage of the constrained level-set method is demonstrated on several artificial images as well as on cardiac MRI data.

In this paper, we study the role of mesh quality on the accuracy of linear finite element approximation. We derive a more detailed error estimate, which shows explicitly how the shape and size of elements, and symmetry structure of mesh effect on the error of numerical approximation. Two computable parameters Ge and Gv are given to depict the cell geometry property and symmetry structure of the mesh. In compare with the standard a priori error estimates, which only yield information on the asymptotic error behaviour in a global sense, our proposed error estimate considers the effect of local element geometry properties, and is thus more accurate. Under certain conditions, the traditional error estimates and supercovergence results can be derived from the proposed error estimate. Moreover, the estimators Ge and Gv are computable and thus can be used for predicting the variation of errors. Numerical tests are presented to illustrate the performance of the proposed parameters Ge and Gv.

We generalize the accelerated Hermitian and skew-Hermitian splitting (AHSS) iteration methods for large sparse saddle-point problems. These methods involve four iteration parameters whose special choices can recover the preconditioned HSS and accelerated HSS iteration methods. Also a new efficient case is introduced and we theoretically prove that this new method converges to the unique solution of the saddle-point problem. Numerical experiments are used to further examine the effectiveness and robustness of iterations.

For a prescribed set of lacunary data with equally spaced knot sequence in the unit interval, we show the existence of a family of fractal splines satisfying for v = 0, 1, … ,N and suitable boundary conditions. To this end, the unique quintic spline introduced by A. Meir and A. Sharma [SIAM J. Numer. Anal. 10(3) 1973, pp. 433-442] is generalized by using fractal functions with variable scaling parameters. The presence of scaling parameters that add extra “degrees of freedom”, self-referentiality of the interpolant, and “fractality” of the third derivative of the interpolant are additional features in the fractal version, which may be advantageous in applications. If the lacunary data is generated from a function Φ satisfying certain smoothness condition, then for suitable choices of scaling factors, the corresponding fractal spline satisfies , as the number of partition points increases.

We develop a Lions domain decomposition algorithm based on a cell functional minimization scheme on non-matching multi-block grids for nonlinear radiation diffusion equations, which are described by the coupled radiation diffusion equations of electron, ion and photon temperatures. The L2 orthogonal projection is applied in the Robin transmission condition of non-matching surfaces. Numerical results show that the algorithm keeps the optimal accuracy on the whole computational domain, is robust enough on distorted meshes and curved surfaces, and the convergence rate does not depend on Robin coefficients. It is a practical and attractive algorithm in applying to the two-dimensional three-temperature energy equations of Z-pinch implosion simulation.

In this article, we give a unified theory for constructing boundary layer expansions for discretized transport equations with homogeneous Dirichlet boundary conditions. We exhibit a natural assumption on the discretization under which the numerical solution can be written approximately as a two-scale boundary layer expansion. In particular, this expansion yields discrete semigroup estimates that are compatible with the continuous semigroup estimates in the limit where the space and time steps tend to zero. The novelty of our approach is to cover numerical schemes with arbitrarily many time levels.

An explicit difference scheme is described, analyzed and tested for numerically approximating stochastic elastic equation driven by infinite dimensional noise. The noise processes are approximated by piecewise constant random processes and the integral formula of the stochastic elastic equation is approximated by a truncated series. Error analysis of the numerical method yields estimate of convergence rate. The rate of convergence is demonstrated with numerical experiments.

A moving mesh method is proposed for solving reaction-diffusion equations. The finite element method is used to solving the partial different equation system, and an efficient numerical scheme is applied to implement mesh moving. In the practical calculations, the moving mesh step and the problem equation solver are performed alternatively. Several numerical examples are presented, including the Gray-Scott, the Activator-Inhibitor and a case with a growing domain. It is illustrated numerically that the moving mesh methods costs much lower, compared with the numerical schemes on a fixed mesh. Even in the case of complex pattern dynamics described by the reaction-diffusion systems, the adapted meshes can capture the details successfully.

The anisotropic perfectly matched layer (APML) defines a continuous vector field outside a rectangle domain and performs the complex coordinate stretching along the vector field. Inspired by [Z. Chen et al., Inverse Probl. Imag., 7, (2013):663–678] and based on the idea of the shortest distance, we propose a new approach to construct the vector field which still allows us to prove the exponential decay of the stretched Green function without the constraint on the thickness of the PML layer. Moreover, by using the reflection argument, we prove the stability of the PML problem in the PML layer and the convergence of the PML method. Numerical experiments are also included.

In this paper, a nonconforming mixed finite element method (FEM) is presented to approximate time-dependent Maxwell's equations in a three-dimensional bounded domain with absorbing boundary conditions (ABC). By employing traditional variational formula, instead of adding penalty terms, we show that the discrete scheme is robust. Meanwhile, with the help of the element's typical properties and derivative transfer skills, the convergence analysis and error estimates for semidiscrete and backward Euler fully-discrete schemes are given, respectively. Numerical tests show the validity of the proposed method.

Two-dimensional three-temperature (2-D 3-T) radiation diffusion equations are widely used to approximately describe the evolution of radiation energy within a multi-material system and explain the exchange of energy among electrons, ions and photons. Their highly nonlinear, strong discontinuous and tightly coupled phenomena always make the numerical solution of such equations extremely challenging. In this paper, we construct two finite volume element schemes both satisfying the discrete conservation property. One of them can well preserve the positivity of analytical solutions, while the other one does not satisfy this property. To fix this defect, two as repair techniques are designed. In addition, as the numerical simulation of 2-D 3-T equations is very time consuming, we also devise a mesh adaptation algorithm to reduce the cost. Numerical results show that these new methods are practical and efficient in solving this kind of problems.

PHT-splines are a type of polynomial splines over hierarchical T-meshes which posses perfect local refinement property. This property makes PHT-splines useful in geometric modeling and iso-geometric analysis. Current implementation of PHT-splines stores the basis functions in Bézier forms, which saves some computational costs but consumes a lot of memories. In this paper, we propose a de Boor like algorithm to evaluate PHT-splines provided that only the information about the control coefficients and the hierarchical mesh structure is given. The basic idea is to represent a PHT-spline locally in a tensor product B-spline, and then apply the de-Boor algorithm to evaluate the PHT-spline at a certain parameter pair. We perform analysis about computational complexity and memory costs. The results show that our algorithm takes about the same order of computational costs while requires much less amount of memory compared with the Bézier representations. We give an example to illustrate the effectiveness of our algorithm.

For any given matrix A ∈ℂnxn, a preconditioner tU(A) called the superoptimal preconditioner was proposed in 1992 by Tyrtyshnikov. It has been shown that tU(A) is an efficient preconditioner for solving various structured systems, for instance, Toeplitz-like systems. In this paper, we construct the superoptimal preconditioners for different functions of matrices. Let f be a function of matrices from ℂnxn to ℂnxn. For any A ∈ ℂ nxn, one may construct two superoptimal preconditioners for f(A): tU(f(A)) and f(tU(A)). We establish basic properties of tU(f(A)) and f(tU(A)) for different functions of matrices. Some numerical tests demonstrate that the proposed preconditioners are very efficient for solving the system f(A)x = b.