中国科学院数学与系统科学研究院期刊网

07 July 2026, Volume 44 Issue 6
    

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  • Boya Zhou, Ruimin Gao, Qifeng Zhang
    Journal of Computational Mathematics. 2026, 44(6): 1583-1607. https://doi.org/10.4208/jcm.2509-m2024-0222
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    This paper presents a high-order multiple-invariants preserving numerical scheme for the modified Euler-Poincaré equations with two components. It is shown that the scheme preserves at least three invariants: mass, momentum and energy. In contrast, the previous schemes usually keep only one or two. Meanwhile, the scheme achieves high order accuracy in spatial direction as well as second-order in time, which will be proved rigorously in this paper. The key to the present scheme aims at the construction of a bi-variate function and utilization of a special time discretization. Numerical tests are given to verify the theoretical findings.
  • Yuzhi Lou, Hongxing Rui, Xiufang Feng
    Journal of Computational Mathematics. 2026, 44(6): 1608-1630. https://doi.org/10.4208/jcm.2509-m2024-0241
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    The objective of the paper is to develop the quadratic discontinuous finite volume methods (DFVM) for solving elliptic equations with variable coefficients. The proposed numerical schemes are composed of the discontinuous Galerkin (DG) method with different interior penalty formulations (IIPG, NIPG, SIPG) and the finite volume element method which the trial function is discontinuous quadratic element function. Subsequently, with the specialized projection techniques, we built up a bridge between the bilinear form of DFVM and that of DG method, which simplifies the analysis and proves the optimal error estimate of the schemes in the broken H1 norm. Finally, we provide numerical simulations to validate the theoretical findings.
  • Qiang Han, Yurong Liu
    Journal of Computational Mathematics. 2026, 44(6): 1631-1661. https://doi.org/10.4208/jcm.2509-m2025-0064
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    In this paper, we design novel high order probabilistic numerical algorithms for forward backward stochastic differential equations. Moreover, we derive the error estimates and prove the high order convergence rates of the proposed schemes. Because the proposed scheme involves conditional expectations, an estimator based on the multilevel Monte Carlo method is applied to approximate the conditional expectations. Furthermore, we theoretically demonstrate that the computational complexity of our numerical method is proportional to the square of prescribed accuracy. Numerical experiments are given to illustrate the theoretical results.
  • Zhenrong Chen, Yanping Chen, Jianwei Zhou
    Journal of Computational Mathematics. 2026, 44(6): 1662-1682. https://doi.org/10.4208/jcm.2510-m2024-0290
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    The purpose of this paper is to investigate the superconvergence of collocation methods for fractional integro-differential equations (FIDEs) with weakly singular kernels and Caputo derivative of order 0<α<1. First, the initial value problem of FIDEs is reformulated as a weakly singular Volterra integral equation (VIE), and the existence, uniqueness, and regularity of the exact solution for the original FIDE are obtained with the help of the resolvent theory of VIEs, and it is shown that the singularity of the exact solution is governed by the Caputo derivative, not the weakly singular kernel. Next, the piecewise polynomial collocation method is employed to solve the reformulated VIE numerically, and the optimal convergence order of the collocation solution is obtained on graded meshes. In order to improve the numerical accuracy, two types of postprocessing techniques are used-one is the classical iterated technique for VIEs and another one is the interpolation postprocessing technique. The superconvergence is thoroughly investigated and the optimal superconvergence orders are obtained for both of these two postprocessing techniques. Compared to the classical iterated collocation method, the interpolation postprocessing method has a lower calculation cost. The theoretical results are illustrated by numerical experiments.
  • Weiping Bu, Xueqin Zhang, Weizhi Liao, Yue Zhao
    Journal of Computational Mathematics. 2026, 44(6): 1683-1708. https://doi.org/10.4208/jcm.2510-m2025-0131
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    In this work, a subdiffusion equation with constant time delay τ is considered. First, the regularity of the solution to the considered problem is investigated, finding that its firstorder time derivative exhibits singularity at t=0+ and its second-order time derivative shows singularity at both t=0+ and τ+, while the solution can be decomposed into its singular and regular components. Then, we derive a fully discrete finite element scheme to solve the considered problem based on the standard Galerkin finite element method in space and the Grünwald-Letnikov type approximation in time. The analysis shows that the developed numerical scheme is stable. In order to discuss the error estimate, a new discrete Gr?nwall inequality is established. Under the above decomposition of the solution, we obtain a local error estimate in time for the developed numerical scheme. Finally, some numerical tests are provided to support our theoretical analysis.
  • Ran Zhang, Xin-Jian Xu, Chuan-Fu Yang
    Journal of Computational Mathematics. 2026, 44(6): 1709-1729. https://doi.org/10.4208/jcm.2510-m2025-0196
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    In this work, the inverse nodal problem for the Sturm-Liouville operator with three discontinuities is studied. It is proved that the dense nodes of the eigenfunctions can uniquely determine the potential on the whole interval and some parameters, and a reconstruction algorithm for the solution is presented. Finally, numerical examples were provided, and the effectiveness of the algorithm was verified through numerical calculations.
  • Yule Zhang, Jihong Zhang, Jia Wu
    Journal of Computational Mathematics. 2026, 44(6): 1730-1748. https://doi.org/10.4208/jcm.2510-m2024-0216
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    The rate of convergence of the augmented Lagrangian method for solving nonlinear programming is studied under the Jacobian uniqueness conditions. It is demonstrated that, for a given multiplier vector (μ, λ), the rate of convergence of the augmented Lagrangian method is linear with respect to ||(μ, λ)-(μ*, λ*)|| and the ratio constant is proportional to 1/c when the ratio ||(μ, λ)-(μ*, λ*)||/c is small enough, where c is the penalty parameter that exceeds a threshold c* > 0 and (μ*, λ*) is the multiplier corresponding to a local minimum point. Importantly, the ratio constant of the Q-linear convergence of the sequence of multiplier vectors is estimated by the second-order derivative of the value function of the nonlinear optimization problem. This characterization gives an explicit expression for the rate constant of the Q-linear convergence of the sequence of multiplier vectors.
  • Xinye Li, Sai Qi, Zhoushun Zheng
    Journal of Computational Mathematics. 2026, 44(6): 1749-1786. https://doi.org/10.4208/jcm.2512-m2025-0073
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    In this paper, we present two structure-preserving numerical schemes for the LandauLifshitz equation by combining the exponential scalar auxiliary variable method with the projection method. These schemes preserve both the length constraint and the modified energy dissipation law, ensuring numerical stability and accuracy. Moreover, they are particularly well-suited for studying the Landau-Lifshitz equation with higher-order energy terms, which have often been overlooked in earlier studies but have a significant impact on the stability, dynamics, and thermal behavior of magnetic skyrmions. We establish the unique solvability and energy stability of the schemes, and provide a rigorous error analysis. Numerical experiments are conducted to demonstrate the accuracy and effectiveness of the proposed schemes.
  • Ling Chang Kong, Xiao Shan Chen, Michael Kwok-Po Ng
    Journal of Computational Mathematics. 2026, 44(6): 1787-1810. https://doi.org/10.4208/jcm.2512-m2025-0154
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    The logarithm of the determinant of Hermitian positive semi-definite matrices arises in numerous contexts in statistic, machine learning, and information and communication engineering. In this paper, based on the logarithm of determinant, we propose the logdeterminant optimization model from the Riemannian optimization viewpoint to compute the dominant eigenvalues and associated eigenvectors of a Hermitian positive semi-definite matrix. The Riemannian trust-region method is employed to solve this optimization problem. Experimental results are reported to show the efficiency of the proposed method.
  • Haiming Song, Hao Wang, Jiageng Wu, Jinda Yang
    Journal of Computational Mathematics. 2026, 44(6): 1811-1830. https://doi.org/10.4208/jcm.2512-m2025-0161
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    In this paper, we consider the sparse distributed control problem constrained by a random elliptic equation, which we reformulate as a nonsmooth stochastic optimization problem in Hilbert space. By incorporating the advantages of the stochastic approximation approach and the alternating direction method of multipliers (ADMM), we propose a stochastic ADMM algorithm. This method decouples the stochasticity arising from the random equation constraint from the nonsmoothness of the control objective, allowing them to be tackled separately within the iterations. We introduce stochastic gradients and develop a proximal linearization technique for the stochastic subproblem, allowing each subproblem to admit a closed-form solution. The convergence and a high-probability bound of the proposed method are analyzed for the model problem. Numerical results demonstrate the effectiveness and efficiency of our method.
  • Jianhua Peng, Jingyong Tang
    Journal of Computational Mathematics. 2026, 44(6): 1831-1847. https://doi.org/10.4208/jcm.2512-m2025-0168
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    We propose a two-step Gauss-Newton method (TS-GNM) for solving nonsmooth equations. At each iteration, the TS-GNM solves both a Gauss-Newton equation and an approximate Gauss-Newton equation. A second-order derivative-free line search strategy is designed to ensure the global convergence of TS-GNM. Under the nonsingularity condition and the strong semismoothness of the underlying function, we prove that the TS-GNM converges quadratically. Furthermore, we demonstrate that the TS-GNM achieves a cubic convergence rate when the generalized Jacobian is locally Lipschitz continuous at the solutions. Finally, we pay particular attention to the absolute value equation and present some numerical results.
  • Guoliang Zhang, Hongtao Chen, Qiaoling He, Jingwei Li
    Journal of Computational Mathematics. 2026, 44(6): 1848-1866. https://doi.org/10.4208/jcm.2512-m2024-0122
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    This study presents a novel hybrid approach for addressing incompressible stationary natural convection problem, incorporating a parallel technique to enhance computational efficiency. Inspired by the traditional two-level method [He and Wang, Comput. Methods Appl. Mech. Engrg., 197 (2008)] and the two-step approach [Wu et al., Int. J. Heat Mass Transfer, 101 (2016)], both characterized by their iterative and corrective processes, we endeavor to alleviate the computational burden associated with the iterative process. Building upon these methods, our novel hybrid method involves two primary steps: initially solving the original problem using the finite element pair P1b-P1-P1 on a coarse mesh, followed by resolving the linearized equations using the higher-order pair P2-P1-P2 on a fine mesh. While the first step employs iterative techniques, the second step entails directly solving a linearized problem. This novel approach can save lots of computational time in the iterative step compared to the traditional methods. Moreover, leveraging domain decomposition techniques, we implement a parallel strategy to further accelerate computations. Finally, we conduct several numerical examples to validate the efficiency of the proposed algorithms. The numerical results demonstrate optimal convergence rates comparable to those obtained using only the P2-P1-P2 finite element pair under similar relative error conditions. Furthermore, the numerical simulations on the two obstacles flow and Bénard convection problem show the robustness and efficiency of the proposed algorithms.
  • Xian-Jun Long, Jia-Lin Nie, Gao-Xi Li, Zai-Yun Peng
    Journal of Computational Mathematics. 2026, 44(6): 1867-1889. https://doi.org/10.4208/jcm.2512-m2024-0107
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    In this paper, we consider a class of three-composite nonconvex optimization problems, in which the nonsmooth function is further composed with a linear operator. This problem has many applications such as sparse signal recovery, image processing and machine learning. Based on the conjugate duality theory, we present an accelerated preconditioned primal-dual gradient algorithm for this problem. Compared with the existing algorithms, our algorithm only needs to calculate the proximal mapping of the conjugate function h* which is always convex and lower semicontinuous and it does not need to calculate the proximal mapping of nonconvex functions. This may significantly reduce the computation load. We prove that the sequence generated by the proposed algorithm globally converges to a critical point when the function satisfies the Kurdyka-Lojasiewicz property. We also obtain the convergence rate of the proposed algorithm. Finally, numerical results on sparse signal recovery and image processing illustrate the efficiency and competitiveness of the proposed algorithm.
  • Jianchao Bai, Yang Chen, Yu-Hong Dai, Yong-Jin Liu
    Journal of Computational Mathematics. 2026, 44(6): 1890-1911. https://doi.org/10.4208/jcm.2603-m2025-0253
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    The augmented Lagrangian method (ALM), firstly proposed in 1969, remains a vital framework in large-scale constrained optimization. This paper addresses a linearly constrained composite convex minimization problem and presents a general proximal ALM that incorporates both Nesterov acceleration and relaxed acceleration, while enjoying a proximal-indefinite term. Under mild assumptions without requiring prior knowledge of the objective function’s strong convexity modulus, we establish the global convergence of the proposed method and derive an O(1/k2) nonergodic convergence rate for the Lagrangian residual, the objective gap, and the constraint violation, where k denotes the iteration number. Numerical experiments on testing large-scale sparse signal reconstruction tasks demonstrate the method’s superior performance against several well-established methods.
  • Shuo Chen, Bin Shi, Ya-xiang Yuan
    Journal of Computational Mathematics. 2026, 44(6): 1912-1934. https://doi.org/10.4208/jcm.2604-m2024-0077
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    The high-resolution ordinary differential equation (ODE) framework has proven to be particularly effective for analyzing Nesterov’s accelerated gradient (NAG) method and its proximal counterpart, the faster iterative shrinkage-thresholding algorithms (FISTA). However, the theoretical framework remains incomplete, as the underdamped regime (r<2) has not yet been fully incorporated. In this paper, we extend the high-resolution ODE framework to fill this gap. By introducing a temporal scaling factor t r+1/3 (or k r+1/3 in the discrete setting) into the mixed term, we construct new Lyapunov functions specifically tailored for the underdamped case. Notably, when r=2, our construction reduces exactly to the classical Lyapunov functions known from prior analyses. The proposed approach not only characterizes the convergence rate of the minimal squared gradient norm, but also recovers the objective-value convergence rate derived from the low-resolution ODE framework. Moreover, the convergence rates obtained for the underdamped regime depend continuously with respect to the damping parameter r. Finally, we demonstrate that the high-resolution ODE continues to faithfully capture the convergence behavior of NAG even in the critically damped regime r=-1, whereas the low-resolution ODE degenerates into the conservative Newtonian system and fails to describe the dissipative dynamics. In contrast, the high-resolution ODE framework consistently characterizes the convergence rates in a manner coherent with those obtained for the underdamped case as r=-1.