中国科学院数学与系统科学研究院期刊网

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  • Duo Qiu, Michael K. Ng, Xiongjun Zhang
    Journal of Computational Mathematics. 2024, 42(6): 1427-1451. https://doi.org/10.4208/jcm.2309-m2023-0041
    In this paper, we study the low-rank matrix completion problem with Poisson observations, where only partial entries are available and the observations are in the presence of Poisson noise. We propose a novel model composed of the Kullback-Leibler (KL) divergence by using the maximum likelihood estimation of Poisson noise, and total variation (TV) and nuclear norm constraints. Here the nuclear norm and TV constraints are utilized to explore the approximate low-rankness and piecewise smoothness of the underlying matrix, respectively. The advantage of these two constraints in the proposed model is that the low-rankness and piecewise smoothness of the underlying matrix can be exploited simultaneously, and they can be regularized for many real-world image data. An upper error bound of the estimator of the proposed model is established with high probability, which is not larger than that of only TV or nuclear norm constraint. To the best of our knowledge, this is the first work to utilize both low-rank and TV constraints with theoretical error bounds for matrix completion under Poisson observations. Extensive numerical examples on both synthetic data and real-world images are reported to corroborate the superiority of the proposed approach.
  • Yuping Zeng, Mingchao Cai, Liuqiang Zhong
    Journal of Computational Mathematics. 2024, 42(4): 911-931. https://doi.org/10.4208/jcm.2212-m2021-0231
    A mixed finite element method is presented for the Biot consolidation problem in poroelasticity. More precisely, the displacement is approximated by using the Crouzeix-Raviart nonconforming finite elements, while the fluid pressure is approximated by using the node conforming finite elements. The well-posedness of the fully discrete scheme is established, and a corresponding priori error estimate with optimal order in the energy norm is also derived. Numerical experiments are provided to validate the theoretical results.
  • Mingcai Ding, Xiaoliang Song, Bo Yu
    Journal of Computational Mathematics. 2024, 42(6): 1452-1501. https://doi.org/10.4208/jcm.2207-m2021-0349
    Optimization problem of cardinality constrained mean-variance (CCMV) model for sparse portfolio selection is considered. To overcome the difficulties caused by cardinality constraint, an exact penalty approach is employed, then CCMV problem is transferred into a difference-of-convex-functions (DC) problem. By exploiting the DC structure of the gained problem and the superlinear convergence of semismooth Newton (ssN) method, an inexact proximal DC algorithm with sieving strategy based on a majorized ssN method (siPDCA-mssN) is proposed. For solving the inner problems of siPDCA-mssN from dual, the second-order information is wisely incorporated and an efficient mssN method is employed. The global convergence of the sequence generated by siPDCA-mssN is proved. To solve large-scale CCMV problem, a decomposed siPDCA-mssN (DsiPDCA-mssN) is introduced. To demonstrate the efficiency of proposed algorithms, siPDCA-mssN and DsiPDCA-mssN are compared with the penalty proximal alternating linearized minimization method and the CPLEX(12.9) solver by performing numerical experiments on realword market data and large-scale simulated data. The numerical results demonstrate that siPDCA-mssN and DsiPDCA-mssN outperform the other methods from computation time and optimal value. The out-of-sample experiments results display that the solutions of CCMV model are better than those of other portfolio selection models in terms of Sharp ratio and sparsity.
  • Yuhong Dai, Jiani Wang, Liwei Zhang
    Journal of Computational Mathematics. 2024, 42(3): 617-637. https://doi.org/10.4208/jcm.2301-m2022-0099
    Minimax optimization problems are an important class of optimization problems arising from modern machine learning and traditional research areas. While there have been many numerical algorithms for solving smooth convex-concave minimax problems, numerical algorithms for nonsmooth convex-concave minimax problems are rare. This paper aims to develop an efficient numerical algorithm for a structured nonsmooth convex-concave minimax problem. A semi-proximal point method (SPP) is proposed, in which a quadratic convex-concave function is adopted for approximating the smooth part of the objective function and semi-proximal terms are added in each subproblem. This construction enables the subproblems at each iteration are solvable and even easily solved when the semiproximal terms are cleverly chosen. We prove the global convergence of our algorithm under mild assumptions, without requiring strong convexity-concavity condition. Under the locally metrical subregularity of the solution mapping, we prove that our algorithm has the linear rate of convergence. Preliminary numerical results are reported to verify the efficiency of our algorithm.
  • Daxin Nie, Weihua Deng
    Journal of Computational Mathematics. 2024, 42(6): 1502-1525. https://doi.org/10.4208/jcm.2305-m2023-0014
    In this paper, we consider the strong convergence of the time-space fractional diffusion equation driven by fractional Gaussian noise with Hurst index H ∈ (1/2, 1). A sharp regularity estimate of the mild solution and the numerical scheme constructed by finite element method for integral fractional Laplacian and backward Euler convolution quadrature for Riemann-Liouville time fractional derivative are proposed. With the help of inverse Laplace transform and fractional Ritz projection, we obtain the accurate error estimates in time and space. Finally, our theoretical results are accompanied by numerical experiments.
  • Yifan Wang, Hehu Xie, Pengzhan Jin
    Journal of Computational Mathematics. 2024, 42(6): 1714-1742. https://doi.org/10.4208/jcm.2307-m2022-0233
    In this paper, we introduce a type of tensor neural network. For the first time, we propose its numerical integration scheme and prove the computational complexity to be the polynomial scale of the dimension. Based on the tensor product structure, we develop an efficient numerical integration method by using fixed quadrature points for the functions of the tensor neural network. The corresponding machine learning method is also introduced for solving high-dimensional problems. Some numerical examples are also provided to validate the theoretical results and the numerical algorithm.
  • Zhihao Ge, Hairun Li, Tingting Li
    Journal of Computational Mathematics. 2024, 42(2): 597-616. https://doi.org/10.4208/jcm.2207-m2021-0373
    In this paper, a multirate time iterative scheme with multiphysics finite element method is proposed and analyzed for the nonlinear poroelasticity model. The original problem is reformulated into a generalized nonlinear Stokes problem coupled with a diffusion problem of a pseudo pressure field by a new multiphysics approach. A multiphysics finite element method is adopted for the spatial discretization, and the generalized nonlinear Stokes problem is solved in a coarse time step and the diffusion problem is solved in a finer time step. The proposed algorithm is a decoupled algorithm, which is easily implemented in computation and reduces greatly computation cost. The stability analysis and the convergence analysis for the multirate iterative scheme with multiphysics finite element method are given. Some numerical tests are shown to demonstrate and validate the analysis results.
  • Meng Li, Jikun Zhao, Zhongchi Wang, Shaochun Chen
    Journal of Computational Mathematics. 2024, 42(2): 454-499. https://doi.org/10.4208/jcm.2209-m2021-0038
    This paper aims to construct and analyze the conforming and nonconforming virtual element methods for a class of fourth order nonlinear Schrödinger equations with trapped term. We mainly consider three types of virtual elements, including H2 conforming virtual element, C0 nonconforming virtual element and Morley-type nonconforming virtual element. The fully discrete schemes are constructed by virtue of virtual element methods in space and modified Crank-Nicolson method in time. We prove the mass and energy conservation, the boundedness and the unique solvability of the fully discrete schemes. After introducing a new type of the Ritz projection, the optimal and unconditional error estimates for the fully discrete schemes are presented and proved. Finally, two numerical examples are investigated to confirm our theoretical analysis.
  • Jie Xu, Mingbo Zhang
    Journal of Computational Mathematics. 2024, 42(6): 1526-1553. https://doi.org/10.4208/jcm.2305-m2022-0268
    In this paper, we shall prove a Wong-Zakai approximation for stochastic Volterra equations under appropriate assumptions. We may apply it to a class of stochastic differential equations with the kernel of fractional Brownian motion with Hurst parameter H ∈ (1/2, 1) and subfractional Brownian motion with Hurst parameter H ∈ (1/2, 1). As far as we know, this is the first result on stochastic Volterra equations in this topic.
  • Minqiang Xu, Yanting Yuan, Waixiang Cao, Qingsong Zou
    Journal of Computational Mathematics. 2024, 42(6): 1627-1655. https://doi.org/10.4208/jcm.2305-m2021-0330
    In this paper, we analyze two classes of spectral volume (SV) methods for one-dimensional hyperbolic equations with degenerate variable coefficients. Two classes of SV methods are constructed by letting a piecewise k-th order (k ≥ 1 is an integer) polynomial to satisfy the conservation law in each control volume, which is obtained by refining spectral volumes (SV) of the underlying mesh with k Gauss-Legendre points (LSV) or Radaus points (RSV) in each SV. The L2-norm stability and optimal order convergence properties for both methods are rigorously proved for general non-uniform meshes. Surprisingly, we discover some very interesting superconvergence phenomena: At some special points, the SV flux function approximates the exact flux with (k+2)-th order and the SV solution itself approximates the exact solution with (k + 3/2)-th order, some superconvergence behaviors for element averages errors have been also discovered. Moreover, these superconvergence phenomena are rigorously proved by using the so-called correction function method. Our theoretical findings are verified by several numerical experiments.
  • Yanping Chen, Zhenrong Chen, Yunqing Huang
    Journal of Computational Mathematics. 2024, 42(2): 355-371. https://doi.org/10.4208/jcm.2209-m2022-0129
    For fractional Volterra integro-differential equations (FVIDEs) with weakly singular kernels, this paper proposes a generalized Jacobi spectral Galerkin method. The basis functions for the provided method are selected generalized Jacobi functions (GJFs), which can be utilized as natural basis functions of spectral methods for weakly singular FVIDEs when appropriately constructed. The developed method’s spectral rate of convergence is determined using the L-norm and the weighted L2-norm. Numerical results indicate the usefulness of the proposed method.
  • Meng Li, Jikun Zhao, Shaochun Chen
    Journal of Computational Mathematics. 2024, 42(2): 500-543. https://doi.org/10.4208/jcm.2207-m2022-0055
    In this work, we focus on the conforming and nonconforming leap-frog virtual element methods for the generalized nonlinear Schrödinger equation, and establish their unconditional stability and optimal error estimates. By constructing a time-discrete system, the error between the solutions of the continuous model and the numerical scheme is separated into the temporal error and the spatial error, which makes the spatial error τ-independent. The inverse inequalities in the existing conforming and new constructed nonconforming virtual element spaces are utilized to derive the L-norm uniform boundedness of numerical solutions without any restrictions on time-space step ratio, and then unconditionally optimal error estimates of the numerical schemes are obtained naturally. What needs to be emphasized is that if we use the pre-existing nonconforming virtual elements, there is no way to derive the L-norm uniform boundedness of the functions in the nonconforming virtual element spaces so as to be hard to get the corresponding inverse inequalities. Finally, several numerical examples are reported to confirm our theoretical results.
  • Wenli Yang, Zhongyi Huang, Wei Zhu
    Journal of Computational Mathematics. 2024, 42(2): 313-336. https://doi.org/10.4208/jcm.2201-m2021-0287
    In this paper, we propose using the tailored finite point method (TFPM) to solve the resulting parabolic or elliptic equations when minimizing the Huber regularization based image super-resolution model using the augmented Lagrangian method (ALM). The Huber regularization based image super-resolution model can ameliorate the staircase for restored images. TFPM employs the method of weighted residuals with collocation technique, which helps get more accurate approximate solutions to the equations and reserve more details in restored images. We compare the new schemes with the Marquina-Osher model, the image super-resolution convolutional neural network (SRCNN) and the classical interpolation methods: bilinear interpolation, nearest-neighbor interpolation and bicubic interpolation. Numerical experiments are presented to demonstrate that with the new schemes the quality of the super-resolution images has been improved. Besides these, the existence of the minimizer of the Huber regularization based image super-resolution model and the convergence of the proposed algorithm are also established in this paper.
  • Jianchao Bai, Ke Guo, Junli Liang, Yang Jing, H. C. So
    Journal of Computational Mathematics. 2024, 42(6): 1605-1626. https://doi.org/10.4208/jcm.2305-m2021-0107
    The alternating direction method of multipliers (ADMM) has been extensively investigated in the past decades for solving separable convex optimization problems, and surprisingly, it also performs efficiently for nonconvex programs. In this paper, we propose a symmetric ADMM based on acceleration techniques for a family of potentially nonsmooth and nonconvex programming problems with equality constraints, where the dual variables are updated twice with different stepsizes. Under proper assumptions instead of the socalled Kurdyka-Lojasiewicz inequality, convergence of the proposed algorithm as well as its pointwise iteration-complexity are analyzed in terms of the corresponding augmented Lagrangian function and the primal-dual residuals, respectively. Performance of our algorithm is verified by numerical examples corresponding to signal processing applications in sparse nonconvex/convex regularized minimization.
  • Yang Xu, Zhenguo Zhou, Jingjun Zhao
    Journal of Computational Mathematics. 2024, 42(6): 1743-1776. https://doi.org/10.4208/jcm.2307-m2023-0012
    The second-order serendipity virtual element method is studied for the semilinear pseudo-parabolic equations on curved domains in this paper. Nonhomogeneous Dirichlet boundary conditions are taken into account, the existence and uniqueness are investigated for the weak solution of the nonhomogeneous initial-boundary value problem. The Nitschebased projection method is adopted to impose the boundary conditions in a weak way. The interpolation operator is used to deal with the nonlinear term. The Crank-Nicolson scheme is employed to discretize the temporal variable. There are two main features of the proposed scheme: (i) the internal degrees of freedom are avoided no matter what type of mesh is utilized, and (ii) the Jacobian is simple to calculate when Newton’s iteration method is applied to solve the fully discrete scheme. The error estimates are established for the discrete schemes and the theoretical results are illustrated through some numerical examples.
  • Ling Zhang, Lingling Xu
    Journal of Computational Mathematics. 2024, 42(2): 390-414. https://doi.org/10.4208/jcm.2206-m2021-0195
    In this paper, we consider two kinds of extragradient methods to solve the pseudomonotone stochastic variational inequality problem. First, we present the modified stochastic extragradient method with constant step-size (MSEGMC) and prove the convergence of it. With the strong pseudo-monotone operator and the exponentially growing sample sequences, we establish the R-linear convergence rate in terms of the mean natural residual and the oracle complexity O(1/). Second, we propose a modified stochastic extragradient method with adaptive step-size (MSEGMA). In addition, the step-size of MSEGMA does not depend on the Lipschitz constant and without any line-search procedure. Finally, we use some numerical experiments to verify the effectiveness of the two algorithms.
  • Wei Zhang
    Journal of Computational Mathematics. 2024, 42(6): 1688-1713. https://doi.org/10.4208/jcm.2307-m2022-0194
    In this paper, we investigate the theoretical and numerical analysis of the stochastic Volterra integro-differential equations (SVIDEs) driven by Lévy noise. The existence, uniqueness, boundedness and mean square exponential stability of the analytic solutions for SVIDEs driven by Lévy noise are considered. The split-step theta method of SVIDEs driven by Lévy noise is proposed. The boundedness of the numerical solution and strong convergence are proved. Moreover, its mean square exponential stability is obtained. Some numerical examples are given to support the theoretical results.
  • Pratibha Shakya
    Journal of Computational Mathematics. 2024, 42(6): 1579-1604. https://doi.org/10.4208/jcm.2305-m2022-0215
    This paper considers the finite element approximation to parabolic optimal control problems with measure data in a nonconvex polygonal domain. Such problems usually possess low regularity in the state variable due to the presence of measure data and the nonconvex nature of the domain. The low regularity of the solution allows the finite element approximations to converge at lower orders. We prove the existence, uniqueness and regularity results for the solution to the control problem satisfying the first order optimality condition. For our error analysis we have used piecewise linear elements for the approximation of the state and co-state variables, whereas piecewise constant functions are employed to approximate the control variable. The temporal discretization is based on the implicit Euler scheme. We derive both a priori and a posteriori error bounds for the state, control and co-state variables. Numerical experiments are performed to validate the theoretical rates of convergence.
  • Hongzheng Ruan, Weihong Yang
    Journal of Computational Mathematics. 2024, 42(6): 1656-1687. https://doi.org/10.4208/jcm.2306-m2022-0279
    Classical quasi-Newton methods are widely used to solve nonlinear problems in which the first-order information is exact. In some practical problems, we can only obtain approximate values of the objective function and its gradient. It is necessary to design optimization algorithms that can utilize inexact first-order information. In this paper, we propose an adaptive regularized quasi-Newton method to solve such problems. Under some mild conditions, we prove the global convergence and establish the convergence rate of the adaptive regularized quasi-Newton method. Detailed implementations of our method, including the subspace technique to reduce the amount of computation, are presented. Encouraging numerical results demonstrate that the adaptive regularized quasi-Newton method is a promising method, which can utilize the inexact first-order information effectively.
  • Debora Cores, Johanna Figueroa
    Journal of Computational Mathematics. 2024, 42(4): 932-954. https://doi.org/10.4208/jcm.2301-m2021-0313
    Recently, the authors proposed a low-cost approach, named Optimization Approach for Linear Systems (OPALS) for solving any kind of a consistent linear system regarding the structure, characteristics, and dimension of the coefficient matrix A. The results obtained by this approach for matrices with no structure and with indefinite symmetric part were encouraging when compare with other recent and well-known techniques. In this work, we proposed to extend the OPALS approach for solving the Linear Least-Squares Problem (LLSP) and the Minimum Norm Linear System Problem (MNLSP) using any iterative lowcost gradient-type method, avoiding the construction of the matrices ATA or AAT, and taking full advantage of the structure and form of the gradient of the proposed nonlinear objective function in the gradient direction. The combination of those conditions together with the choice of the initial iterate allow us to produce a novel and efficient low-cost numerical scheme for solving both problems. Moreover, the scheme presented in this work can also be used and extended for the weighted minimum norm linear systems and minimum norm linear least-squares problems. We include encouraging numerical results to illustrate the practical behavior of the proposed schemes.
  • Dongfang Li, Hongyu Qin, Jiwei Zhang
    Journal of Computational Mathematics. 2024, 42(3): 662-678. https://doi.org/10.4208/jcm.2205-m2021-0316
    An essential feature of the subdiffusion equations with the α-order time fractional derivative is the weak singularity at the initial time. The weak regularity of the solution is usually characterized by a regularity parameter σ ∈ (0, 1) ∪ (1, 2). Under this general regularity assumption, we present a rigorous analysis for the truncation errors and develop a new tool to obtain the stability results, i.e., a refined discrete fractional-type Grönwall inequality (DFGI). After that, we obtain the pointwise-in-time error estimate of the widely used L1 scheme for nonlinear subdiffusion equations. The present results fill the gap on some interesting convergence results of L1 scheme on σ ∈ (0, α) ∪ (α, 1) ∪ (1, 2]. Numerical experiments are provided to demonstrate the effectiveness of our theoretical analysis.
  • Ines Adouani, Chafik Samir
    Journal of Computational Mathematics. 2024, 42(6): 1554-1578. https://doi.org/10.4208/jcm.2303-m2022-0201
    We propose a new method for smoothly interpolating a given set of data points on Grassmann and Stiefel manifolds using a generalization of the De Casteljau algorithm. To that end, we reduce interpolation problem to the classical Euclidean setting, allowing us to directly leverage the extensive toolbox of spline interpolation. The interpolated curve enjoy a number of nice properties: The solution exists and is optimal in many common situations. For applications, the structures with respect to chosen Riemannian metrics are detailed resulting in additional computational advantages.
  • Wansheng Wang
    Journal of Computational Mathematics. 2024, 42(2): 337-354. https://doi.org/10.4208/jcm.2207-m2021-0064
    Stability and global error bounds are studied for a class of stepsize-dependent linear multistep methods for nonlinear evolution equations governed by ω-dissipative vector fields in Banach space. To break through the order barrier p ≤ 1 of unconditionally contractive linear multistep methods for dissipative systems, strongly dissipative systems are introduced. By employing the error growth function of the methods, new contractivity and convergence results of stepsize-dependent linear multistep methods on infinite integration intervals are provided for strictly dissipative systems (ω<0) and strongly dissipative systems. Some applications of the main results to several linear multistep methods, including the trapezoidal rule, are supplied. The theoretical results are also illustrated by a set of numerical experiments.
  • Mengyun Wang, Ye Ji, Chungang Zhu
    Journal of Computational Mathematics. 2024, 42(5): 1197-1225. https://doi.org/10.4208/jcm.2301-m2022-0116
    Generalized Bézier surfaces are a multi-sided generalization of classical tensor product Bézier surfaces with a simple control structure and inherit most of the appealing properties from Bézier surfaces. However, the original degree elevation changes the geometry of generalized Bézier surfaces such that it is undesirable in many applications, e.g. isogeometric analysis. In this paper, we propose an improved degree elevation algorithm for generalized Bézier surfaces preserving not only geometric consistency but also parametric consistency. Based on the knot insertion of B-splines, a novel knot insertion algorithm for generalized Bézier surfaces is also proposed. Then the proposed algorithms are employed to increase degrees of freedom for multi-sided computational domains parameterized by generalized Bézier surfaces in isogeometric analysis, corresponding to the traditional p-, h-, and k-refinements. Numerical examples demonstrate the effectiveness and superiority of our method.
  • Chunxiong Zheng, Xianwei Wen, Jinyu Zhang, Zhenya Zhou
    Journal of Computational Mathematics. 2024, 42(4): 955-978. https://doi.org/10.4208/jcm.2301-m2022-0208
    Asymptotic theory for the circuit envelope analysis is developed in this paper. A typical feature of circuit envelope analysis is the existence of two significantly distinct timescales: one is the fast timescale of carrier wave, and the other is the slow timescale of modulation signal. We first perform pro forma asymptotic analysis for both the driven and autonomous systems. Then resorting to the Floquet theory of periodic operators, we make a rigorous justification for first-order asymptotic approximations. It turns out that these asymptotic results are valid at least on the slow timescale. To speed up the computation of asymptotic approximations, we propose a periodization technique, which renders the possibility of utilizing the NUFFT algorithm. Numerical experiments are presented, and the results validate the theoretical findings.
  • Hanzhang Hu, Yanping Chen, Jianwei Zhou
    Journal of Computational Mathematics. 2024, 42(4): 1124-1144. https://doi.org/10.4208/jcm.2302-m2022-0033
    A two-grid finite element method with L1 scheme is presented for solving two-dimensional time-fractional nonlinear Schrödinger equation. The finite element solution in the L-norm are proved bounded without any time-step size conditions (dependent on spatialstep size). The classical L1 scheme is considered in the time direction, and the two-grid finite element method is applied in spatial direction. The optimal order error estimations of the two-grid solution in the Lp-norm is proved without any time-step size conditions. It is shown, both theoretically and numerically, that the coarse space can be extremely coarse, with no loss in the order of accuracy.
  • Shiping Tang, Aili Yang, Yujiang Wu
    Journal of Computational Mathematics. 2024, 42(2): 372-389. https://doi.org/10.4208/jcm.2203-m2020-0192
    Based on the Crank-Nicolson and the weighted and shifted Grünwald operators, we present an implicit difference scheme for the Riesz space fractional reaction-dispersion equations and also analyze the stability and the convergence of this implicit difference scheme. However, after estimating the condition number of the coefficient matrix of the discretized scheme, we find that this coefficient matrix is ill-conditioned when the spatial mesh-size is sufficiently small. To overcome this deficiency, we further develop an effective banded M-matrix splitting preconditioner for the coefficient matrix. Some properties of this preconditioner together with its preconditioning effect are discussed. Finally, Numerical examples are employed to test the robustness and the effectiveness of the proposed preconditioner.
  • Fujun Cao, Dongfang Yuan, Dongxu Jia, Guangwei Yuan
    Journal of Computational Mathematics. 2024, 42(5): 1328-1355. https://doi.org/10.4208/jcm.2302-m2022-0111
    In this paper two dimensional elliptic interface problem with imperfect contact is considered, which is featured by the implicit jump condition imposed on the imperfect contact interface, and the jumping quantity of the unknown is related to the flux across the interface. A finite difference method is constructed for the 2D elliptic interface problems with straight and curve interface shapes. Then, the stability and convergence analysis are given for the constructed scheme. Further, in particular case, it is proved to be monotone. Numerical examples for elliptic interface problems with straight and curve interface shapes are tested to verify the performance of the scheme. The numerical results demonstrate that it obtains approximately second-order accuracy for elliptic interface equations with implicit jump condition.
  • Tao Sun, Chengjian Zhang, Haiwei Sun
    Journal of Computational Mathematics. 2024, 42(3): 705-734. https://doi.org/10.4208/jcm.2206-m2021-0240
    This paper deals with numerical methods for solving one-dimensional (1D) and twodimensional (2D) initial-boundary value problems (IBVPs) of space-fractional sine-Gordon equations (SGEs) with distributed delay. For 1D problems, we construct a kind of oneparameter finite difference (OPFD) method. It is shown that, under a suitable condition, the proposed method is convergent with second order accuracy both in time and space. In implementation, the preconditioned conjugate gradient (PCG) method with the Strang circulant preconditioner is carried out to improve the computational efficiency of the OPFD method. For 2D problems, we develop another kind of OPFD method. For such a method, two classes of accelerated schemes are suggested, one is alternative direction implicit (ADI) scheme and the other is ADI-PCG scheme. In particular, we prove that ADI scheme can arrive at second-order accuracy in time and space. With some numerical experiments, the computational effectiveness and accuracy of the methods are further verified. Moreover, for the suggested methods, a numerical comparison in computational efficiency is presented.
  • Suna Ma, Huiyuan Li, Zhimin Zhang, Hu Chen, Lizhen Chen
    Journal of Computational Mathematics. 2024, 42(4): 1032-1062. https://doi.org/10.4208/jcm.2304-m2022-0243
    An efficient spectral-Galerkin method for eigenvalue problems of the integral fractional Laplacian on a unit ball of any dimension is proposed in this paper. The symmetric positive definite linear system is retained explicitly which plays an important role in the numerical analysis. And a sharp estimate on the algebraic system’s condition number is established which behaves as N4s with respect to the polynomial degree N, where 2s is the fractional derivative order. The regularity estimate of solutions to source problems of the fractional Laplacian in arbitrary dimensions is firstly investigated in weighted Sobolev spaces. Then the regularity of eigenfunctions of the fractional Laplacian eigenvalue problem is readily derived. Meanwhile, rigorous error estimates of the eigenvalues and eigenvectors are obtained. Numerical experiments are presented to demonstrate the accuracy and efficiency and to validate the theoretical results.
  • Yanmi Wu, Dongyang Shi
    Journal of Computational Mathematics. 2024, 42(2): 415-431. https://doi.org/10.4208/jcm.2203-m2021-0058
    In this paper, a two-grid mixed finite element method (MFEM) of implicit Backward Euler (BE) formula is presented for the fourth order time-dependent singularly perturbed Bi-wave problem for d-wave superconductors by the nonconforming EQ1rot element. In this approach, the original nonlinear system is solved on the coarse mesh through the Newton iteration method, and then the linear system is computed on the fine mesh with Taylor’s expansion. Based on the high accuracy results of the chosen element, the uniform superclose and superconvergent estimates in the broken H1- norm are derived, which are independent of the negative powers of the perturbation parameter appeared in the considered problem. Numerical results illustrate that the computing cost of the proposed two-grid method is much less than that of the conventional Galerkin MFEM without loss of accuracy.
  • Minghua Chen, Fan Yu, Qingdong Zhang, Zhimin Zhang
    Journal of Computational Mathematics. 2024, 42(5): 1380-1406. https://doi.org/10.4208/jcm.2304-m2022-0140
    In this work, we analyze the three-step backward differentiation formula (BDF3) method for solving the Allen-Cahn equation on variable grids. For BDF2 method, the discrete orthogonal convolution (DOC) kernels are positive, the stability and convergence analysis are well established in [Liao and Zhang, Math. Comp., 90 (2021), 1207–1226] and [Chen, Yu, and Zhang, arXiv:2108.02910, 2021]. However, the numerical analysis for BDF3 method with variable steps seems to be highly nontrivial due to the additional degrees of freedom and the non-positivity of DOC kernels. By developing a novel spectral norm inequality, the unconditional stability and convergence are rigorously proved under the updated step ratio restriction rk:= τk/τk-1 ≤ 1.405 for BDF3 method. Finally, numerical experiments are performed to illustrate the theoretical results. To the best of our knowledge, this is the first theoretical analysis of variable steps BDF3 method for the Allen-Cahn equation.
  • Yayun Fu, Dongdong Hu, Wenjun Cai, Yushun Wang
    Journal of Computational Mathematics. 2024, 42(4): 1063-1079. https://doi.org/10.4208/jcm.2302-m2020-0279
    In the paper, we propose a novel linearly implicit structure-preserving algorithm, which is derived by combing the invariant energy quadratization approach with the exponential time differencing method, to construct efficient and accurate time discretization scheme for a large class of Hamiltonian partial differential equations (PDEs). The proposed scheme is a linear system, and can be solved more efficient than the original energy-preserving exponential integrator scheme which usually needs nonlinear iterations. Various experiments are performed to verify the conservation, efficiency and good performance at relatively large time step in long time computations.
  • Changhui Yao, Fengdan Zhang, Cheng Wang
    Journal of Computational Mathematics. 2024, 42(2): 544-569. https://doi.org/10.4208/jcm.2205-m2021-0234
    In this paper, we consider the Cahn-Hilliard-Hele-Shaw (CHHS) system with the dynamic boundary conditions, in which both the bulk and surface energy parts play important roles. The scalar auxiliary variable approach is introduced for the physical system; the mass conservation and energy dissipation is proved for the CHHS system. Subsequently, a fully discrete SAV finite element scheme is proposed, with the mass conservation and energy dissipation laws established at a theoretical level. In addition, the convergence analysis and error estimate is provided for the proposed SAV numerical scheme.
  • Mathias Oster, Leon Sallandt, Reinhold Schneider
    Journal of Computational Mathematics. 2024, 42(3): 638-661. https://doi.org/10.4208/jcm.2112-m2021-0084
    We treat infinite horizon optimal control problems by solving the associated stationary Bellman equation numerically to compute the value function and an optimal feedback law. The dynamical systems under consideration are spatial discretizations of non linear parabolic partial differential equations (PDE), which means that the Bellman equation suffers from the curse of dimensionality. Its non linearity is handled by the Policy Iteration algorithm, where the problem is reduced to a sequence of linear equations, which remain the computational bottleneck due to their high dimensions. We reformulate the linearized Bellman equations via the Koopman operator into an operator equation, that is solved using a minimal residual method. Using the Koopman operator we identify a preconditioner for operator equation, which deems essential in our numerical tests. To overcome computational infeasability we use low rank hierarchical tensor product approximation/tree-based tensor formats, in particular tensor trains (TT tensors) and multi-polynomials, together with high-dimensional quadrature, e.g. Monte-Carlo. By controlling a destabilized version of viscous Burgers and a diffusion equation with unstable reaction term numerical evidence is given.
  • Jianfeng Cai, Ke Wei
    Journal of Computational Mathematics. 2024, 42(3): 755-783. https://doi.org/10.4208/jcm.2207-m2021-0247
    A Riemannian gradient descent algorithm and a truncated variant are presented to solve systems of phaseless equations |Ax|2 = y. The algorithms are developed by exploiting the inherent low rank structure of the problem based on the embedded manifold of rank-1 positive semidefinite matrices. Theoretical recovery guarantee has been established for the truncated variant, showing that the algorithm is able to achieve successful recovery when the number of equations is proportional to the number of unknowns. Two key ingredients in the analysis are the restricted well conditioned property and the restricted weak correlation property of the associated truncated linear operator. Empirical evaluations show that our algorithms are competitive with other state-of-the-art first order nonconvex approaches with provable guarantees.
  • Sihong Shao, Dong Zhang, Weixi Zhang
    Journal of Computational Mathematics. 2024, 42(5): 1277-1304. https://doi.org/10.4208/jcm.2303-m2021-0309
    We propose a simple iterative (SI) algorithm for the maxcut problem through fully using an equivalent continuous formulation. It does not need rounding at all and has advantages that all subproblems have explicit analytic solutions, the cut values are monotonically updated and the iteration points converge to a local optima in finite steps via an appropriate subgradient selection. Numerical experiments on G-set demonstrate the performance. In particular, the ratios between the best cut values achieved by SI and those by some advanced combinatorial algorithms in [Ann. Oper. Res., 248 (2017), 365-403] are at least 0.986 and can be further improved to at least 0.997 by a preliminary attempt to break out of local optima.
  • Wang Kong, Zhenying Hong, Guangwei Yuan, Zhiqiang Sheng
    Journal of Computational Mathematics. 2024, 42(5): 1305-1327. https://doi.org/10.4208/jcm.2303-m2022-0139
    In this paper, we present a nonlinear correction technique to modify the nine-point scheme proposed in [SIAM J. Sci. Comput., 30:3 (2008), 1341-1361] such that the resulted scheme preserves the positivity. We first express the flux by the cell-centered unknowns and edge unknowns based on the stencil of the nine-point scheme. Then, we use a nonlinear combination technique to get a monotone scheme. In order to obtain a cell-centered finite volume scheme, we need to use the cell-centered unknowns to locally approximate the auxiliary unknowns. We present a new method to approximate the auxiliary unknowns by using the idea of an improved multi-points flux approximation. The numerical results show that the new proposed scheme is robust, can handle some distorted grids that some existing finite volume schemes could not handle, and has higher numerical accuracy than some existing positivity-preserving finite volume schemes.
  • Pierluigi Amodio, Luigi Brugnano, Gianluca Frasca-Caccia, Felice Iavernaro
    Journal of Computational Mathematics. 2024, 42(4): 1145-1171. https://doi.org/10.4208/jcm.2301-m2022-0065
    In this paper, we define arbitrarily high-order energy-conserving methods for Hamiltonian systems with quadratic holonomic constraints. The derivation of the methods is made within the so-called line integral framework. Numerical tests to illustrate the theoretical findings are presented.
  • Dongyang Shi, Houchao Zhang
    Journal of Computational Mathematics. 2024, 42(4): 979-998. https://doi.org/10.4208/jcm.2210-m2021-0337
    The focus of this paper is on two novel linearized Crank-Nicolson schemes with nonconforming quadrilateral finite element methods (FEMs) for the nonlinear coupled Schrödinger-Helmholtz equations. Optimal L2 and H1 estimates of orders $\mathcal{O}$(h2 +τ2) and $\mathcal{O}$(h+τ2) are derived respectively without any grid-ratio condition through the following two keys. One is that a time-discrete system is introduced to split the error into the temporal error and the spatial error, which leads to optimal temporal error estimates of order $\mathcal{O}$(τ2) in L2 and the broken H1- norms, as well as the uniform boundness of numerical solutions in L- norm. The other is that a novel projection is utilized, which can iron out the difficulty of the existence of the consistency errors. This leads to derive optimal spatial error estimates of orders $\mathcal{O}$(h2) in L2-norm and $\mathcal{O}$(h) in the broken H1-norm under the H2 regularity of the solutions for the time-discrete system. At last, two numerical examples are provided to confirm the theoretical analysis. Here, h is the subdivision parameter, and τ is the time step.