中国科学院数学与系统科学研究院期刊网

Most accessed

  • Published in last 1 year
  • In last 2 years
  • In last 3 years
  • All

Please wait a minute...
  • Select all
    |
  • Yabing Sun, Weidong Zhao
    Journal of Computational Mathematics. 2025, 43(5): 1290-1317. https://doi.org/10.4208/jcm.2310-m2023-0089
    In this paper, we consider the numerical solution of decoupled mean-field forward backward stochastic differential equations with jumps (MFBSDEJs). By using finite difference approximations and the Gaussian quadrature rule, and the weak order 2.0 Itô-Taylor scheme to solve the forward mean-field SDEs with jumps, we propose a new second order scheme for MFBSDEJs. The proposed scheme allows an easy implementation. Some numerical experiments are carried out to demonstrate the stability, the effectiveness and the second order accuracy of the scheme.
  • Bingzhen Zhou, Zixian Zhu, Xiaoping Wang
    Journal of Computational Mathematics. 2025, 43(5): 1063-1091. https://doi.org/10.4208/jcm.2508-m2025-0035
    This paper presents various acceleration techniques tailored for the traditional 3D topology optimization problem. Firstly, the adoption of the finite difference method leads to a sparser stiffness matrix, resulting in more efficient matrix-vector multiplication. Additionally, a fully matrix-free technique is proposed, which only assembles stiffness matrices at the coarsest grid level and does not require complex node numbering. Moreover, an innovative N-cycle multigrid (MG) algorithm is proposed to act as a preconditioner within conjugate gradient (CG) iterations. Finally, to further enhance the optimization process on high-resolution grids, a progressive strategy is implemented. The numerical results confirm that these acceleration techniques are not only efficient, but also capable of achieving lower compliance and reducing memory consumption. MATLAB codes complementing the article can be downloaded from Github.
  • Caixia Kou, Feifei Gao, Yu-Hong Dai
    Journal of Computational Mathematics. 2025, 43(5): 1045-1062. https://doi.org/10.4208/jcm.2505-m2025-0004
    Stochastic gradient descent (SGD) methods have gained widespread popularity for solving large-scale optimization problems. However, the inherent variance in SGD often leads to slow convergence rates. We introduce a family of unbiased stochastic gradient estimators that encompasses existing estimators from the literature and identify a gradient estimator that not only maintains unbiasedness but also achieves minimal variance. Compared with the existing estimator used in SGD algorithms, the proposed estimator demonstrates a significant reduction in variance. By utilizing this stochastic gradient estimator to approximate the full gradient, we propose two mini-batch stochastic conjugate gradient algorithms with minimal variance. Under the assumptions of strong convexity and smoothness on the objective function, we prove that the two algorithms achieve linear convergence rates. Numerical experiments validate the effectiveness of the proposed gradient estimator in reducing variance and demonstrate that the two stochastic conjugate gradient algorithms exhibit accelerated convergence rates and enhanced stability.
  • Chaoyu Quan, Tao Tang, Jiang Yang
    Journal of Computational Mathematics. 2025, 43(3): 515-539. https://doi.org/10.4208/jcm.2311-m2021-0199
    The numerical integration of phase-field equations is a delicate task which needs to recover at the discrete level intrinsic properties of the solution such as energy dissipation and maximum principle. Although the theory of energy dissipation for classical phase field models is well established, the corresponding theory for time-fractional phase-field models is still incomplete. In this article, we study certain nonlocal-in-time energies using the first-order stabilized semi-implicit L1 scheme. In particular, we will establish a discrete fractional energy law and a discrete weighted energy law. The extension for a (2-α)-order L1 scalar auxiliary variable scheme will be investigated. Moreover, we demonstrate that the energy bound is preserved for the L1 schemes with nonuniform time steps. Several numerical experiments are carried to verify our theoretical analysis.
  • Anjiao Gu, Shi Jin
    Journal of Computational Mathematics. 2025, 43(5): 1092-1117. https://doi.org/10.4208/jcm.2509-m2025-0024
    In this paper, we present quantum algorithms for a class of highly-oscillatory transport equations, which arise in semi-classical computation of surface hopping problems and other related non-adiabatic quantum dynamics, based on the Born-Oppenheimer approximation. Our method relies on the classical nonlinear geometric optics method, and the recently developed Schrödingerisation approach for quantum simulation of partial differential equations. The Schrödingerisation technique can transform any linear ordinary and partial differential equations into Hamiltonian systems evolving under unitary dynamics, via a warped phase transformation that maps these equations to one higher dimension. We study possible paths for better recoveries of the solution to the original problem by shifting the bad eigenvalues in the Schrödingerized system. Our method ensures the uniform error estimates independent of the wave length, thus allowing numerical accuracy, in maximum norm, even without numerically resolving the physical oscillations. Various numerical experiments are performed to demonstrate the validity of this approach.
  • Miao Chen, Yuchao Tang, Jie Zhang, Tieyong Zeng
    Journal of Computational Mathematics. 2025, 43(3): 540-568. https://doi.org/10.4208/jcm.2212-m2022-0122
    Image restoration based on total variation has been widely studied owing to its edgepreservation properties. In this study, we consider the total variation infimal convolution (TV-IC) image restoration model for eliminating mixed Poisson-Gaussian noise. Based on the alternating direction method of multipliers (ADMM), we propose a complete splitting proximal bilinear constraint ADMM algorithm to solve the TV-IC model. We prove the convergence of the proposed algorithm under mild conditions. In contrast with other algorithms used for solving the TV-IC model, the proposed algorithm does not involve any inner iterations, and each subproblem has a closed-form solution. Finally, numerical experimental results demonstrate the efficiency and effectiveness of the proposed algorithm.
  • Xingyang Ye, Junying Cao, Chuanju Xu
    Journal of Computational Mathematics. 2025, 43(3): 615-640. https://doi.org/10.4208/jcm.2312-m2023-0098
    In this paper, we consider numerical solutions of the fractional diffusion equation with the α order time fractional derivative defined in the Caputo-Hadamard sense. A high order time-stepping scheme is constructed, analyzed, and numerically validated. The contribution of the paper is twofold: 1) regularity of the solution to the underlying equation is investigated, 2) a rigorous stability and convergence analysis for the proposed scheme is performed, which shows that the proposed scheme is 3 + α order accurate. Several numerical examples are provided to verify the theoretical statement.
  • Chengchao Zhao, Ruoyu Yang, Yana Di, Jiwei Zhang
    Journal of Computational Mathematics. 2025, 43(5): 1118-1140. https://doi.org/10.4208/jcm.2406-m2023-0095
    The recently developed DOC kernels technique has been successful in the stability and convergence analysis for variable time-step BDF2 schemes. However, it may not be readily applicable to problems exhibiting an initial singularity. In the numerical simulations of solutions with initial singularity, variable time-step schemes like the graded mesh are always adopted to achieve the optimal convergence, whose first adjacent time-step ratio may become pretty large so that the acquired restriction is not satisfied. In this paper, we revisit the variable time-step implicit-explicit two-step backward differentiation formula (IMEX BDF2) scheme to solve the parabolic integro-differential equations (PIDEs) with initial singularity. We obtain the sharp error estimate under a mild restriction condition of adjacent time-step ratios $r_k:=\tau_k / \tau_{k-1}<r_{\text {max }}=4.8645(k \geq 3)$ and a much mild requirement on the first ratio, i.e. $r_2>0$. This leads to the validation of our analysis of the variable time-step IMEX BDF2 scheme when the initial singularity is dealt by a simple strategy, i.e. the graded mesh $t_k=T(k / N)^\gamma$. In this situation, the convergence order of $\mathcal{O}\left(N^{-\min \{2, \gamma \alpha\}}\right)$ is achieved, where $N$ denotes the total number of mesh points and $\alpha$ indicates the regularity of the exact solution. This is, the optimal convergence will be achieved by taking $\gamma_{\text {opt }}=2 / \alpha$. Numerical examples are provided to demonstrate our theoretical analysis.
  • Fenglong Qu, Yuhao Wang, Zhen Gao, Yanli Cui
    Journal of Computational Mathematics. 2025, 43(4): 771-790. https://doi.org/10.4208/jcm.2401-m2023-0163
    Consider the inverse scattering of time-harmonic acoustic waves by a mixed-type scatterer consisting of an inhomogeneous penetrable medium with a conductive transmission condition and various impenetrable obstacles with different kinds of boundary conditions. Based on the establishment of the well-posedness result of the direct problem, we intend to develop a modified factorization method to simultaneously reconstruct both the support of the inhomogeneous conductive medium and the shape and location of various impenetrable obstacles by means of the far-field data for all incident plane waves at a fixed wave number. Numerical examples are carried out to illustrate the feasibility and effectiveness of the proposed inversion algorithms.
  • Xiaojing Dong, Huayi Huang, Yunqing Huang
    Journal of Computational Mathematics. 2025, 43(4): 866-897. https://doi.org/10.4208/jcm.2402-m2023-0181
    In this paper, we propose and analyze a first-order, semi-implicit, and unconditionally energy-stable scheme for an incompressible ferrohydrodynamics flow. We consider the constitutive equation describing the behavior of magnetic fluid provided by Shliomis, which consists of the Navier-Stokes equation, the magnetization equation, and the magnetostatics equation. By using an existing regularization method, we derive some prior estimates for the solutions. We then bring up a rigorous error analysis of the temporal semi-discretization scheme based on these prior estimates. Through a series of experiments, we verify the convergence and energy stability of the proposed scheme and simulate the behavior of ferrohydrodynamics flow in the background of practical applications.
  • Lihai Ji
    Journal of Computational Mathematics. 2025, 43(4): 791-812. https://doi.org/10.4208/jcm.2402-m2023-0104
    A novel overlapping domain decomposition splitting algorithm based on a CrankNicolson method is developed for the stochastic nonlinear Schrödinger equation driven by a multiplicative noise with non-periodic boundary conditions. The proposed algorithm can significantly reduce the computational cost while maintaining the similar conservation laws. Numerical experiments are dedicated to illustrating the capability of the algorithm for different spatial dimensions, as well as the various initial conditions. In particular, we compare the performance of the overlapping domain decomposition splitting algorithm with the stochastic multi-symplectic method in[S. Jiang et al., Commun. Comput. Phys., 14 (2013), 393-411] and the finite difference splitting scheme in[J. Cui et al., J. Differ. Equ., 266 (2019), 5625-5663]. We observe that our proposed algorithm has excellent computational efficiency and is highly competitive. It provides a useful tool for solving stochastic partial differential equations.
  • Shukai Du, Samuel N. Stechmann
    Journal of Computational Mathematics. 2026, 44(1): 1-34. https://doi.org/10.4208/jcm.2407-m2024-0047
    In this paper, we propose a systematic approach for accelerating finite element-type methods by machine learning for the numerical solution of partial differential equations (PDEs). The main idea is to use a neural network to learn the solution map of the PDEs and to do so in an element-wise fashion. This map takes input of the element geometry and the PDE’s parameters on that element, and gives output of two operators: (1) the in2out operator for inter-element communication, and (2) the in2sol operator (Green’s function) for element-wise solution recovery. A significant advantage of this approach is that, once trained, this network can be used for the numerical solution of the PDE for any domain geometry and any parameter distribution without retraining. Also, the training is significantly simpler since it is done on the element level instead on the entire domain. We call this approach element learning. This method is closely related to hybridizable discontinuous Galerkin (HDG) methods in the sense that the local solvers of HDG are replaced by machine learning approaches. Numerical tests are presented for an example PDE, the radiative transfer or radiation transport equation, in a variety of scenarios with idealized or realistic cloud fields, with smooth or sharp gradient in the cloud boundary transition. Under a fixed accuracy level of 10-3 in the relative L2 error, and polynomial degree p = 6 in each element, we observe an approximately 5 to 10 times speed-up by element learning compared to a classical finite element-type method.
  • Xiaotong Li, Wei Liu, Tianjiao Tang
    Journal of Computational Mathematics. 2025, 43(5): 1194-1218. https://doi.org/10.4208/jcm.2411-m2022-0061
    An explicit numerical method is developed for a class of non-autonomous time-changed stochastic differential equations, whose coefficients obey Hölder’s continuity in terms of the time variables and are allowed to grow super-linearly in terms of the state variables. The strong convergence of the method in the finite time interval is proved and the convergence rate is obtained. Numerical simulations are provided.
  • Diancong Jin
    Journal of Computational Mathematics. 2025, 43(3): 588-614. https://doi.org/10.4208/jcm.2311-m2023-0147
    This work focuses on the temporal average of the backward Euler-Maruyama (BEM) method, which is used to approximate the ergodic limit of stochastic ordinary differential equations (SODEs). We give the central limit theorem (CLT) of the temporal average of the BEM method, which characterizes its asymptotics in distribution. When the deviation order is smaller than the optimal strong order, we directly derive the CLT of the temporal average through that of original equations and the uniform strong order of the BEM method. For the case that the deviation order equals to the optimal strong order, the CLT is established via the Poisson equation associated with the generator of original equations. Numerical experiments are performed to illustrate the theoretical results. The main contribution of this work is to generalize the existing CLT of the temporal average of numerical methods to that for SODEs with super-linearly growing drift coefficients.
  • Ying Yang, Ya Liu, Yang Liu, Shi Shu
    Journal of Computational Mathematics. 2025, 43(3): 731-770. https://doi.org/10.4208/jcm.2401-m2023-0130
    We discuss and analyze the virtual element method on general polygonal meshes for the time-dependent Poisson-Nernst-Planck (PNP) equations, which are a nonlinear coupled system widely used in semiconductors and ion channels. After presenting the semi-discrete scheme, the optimal H1 norm error estimates are presented for the time-dependent PNP equations, which are based on some error estimates of a virtual element energy projection. The Gummel iteration is used to decouple and linearize the PNP equations and the error analysis is also given for the iteration of fully discrete virtual element approximation. The numerical experiment on different polygonal meshes verifies the theoretical convergence results and shows the efficiency of the virtual element method.
  • Liang Ge, Tongjun Sun, Wanfang Shen, Wenbin Liu
    Journal of Computational Mathematics. 2025, 43(4): 813-839. https://doi.org/10.4208/jcm.2404-m2021-0289
    In this paper, a radial basis function method combined with the stochastic Galerkin method is considered to approximate elliptic optimal control problem with random coefficients. This radial basis function method is a meshfree approach for solving high dimensional random problem. Firstly, the optimality system of the model problem is derived and represented as a set of deterministic equations in high-dimensional parameter space by finite-dimensional noise assumption. Secondly, the approximation scheme is established by using finite element method for the physical space, and compactly supported radial basis functions for the parameter space. The radial basis functions lead to the sparsity of the stiff matrix with lower condition number. A residual type a posteriori error estimates with lower and upper bounds are derived for the state, co-state and control variables. An adaptive algorithm is developed to deal with the physical and parameter space, respectively. Numerical examples are presented to illustrate the theoretical results.
  • Yue Wang, Fuzheng Gao
    Journal of Computational Mathematics. 2025, 43(4): 898-917. https://doi.org/10.4208/jcm.2404-m2023-0250
    A weak Galerkin mixed finite element method is studied for linear elasticity problems without the requirement of symmetry. The key of numerical methods in mixed formulation is the symmetric constraint of numerical stress. In this paper, we introduce the discrete symmetric weak divergence to ensure the symmetry of numerical stress. The corresponding stabilizer is presented to guarantee the weak continuity. This method does not need extra unknowns. The optimal error estimates in discrete H1 and L2 norms are established. The numerical examples in 2D and 3D are presented to demonstrate the efficiency and locking-free property.
  • Ziyi Lei, Charles-Edouard Bréhier, Siqing Gan
    Journal of Computational Mathematics. 2025, 43(4): 976-1015. https://doi.org/10.4208/jcm.2404-m2023-0144
    We study a class of stochastic semilinear damped wave equations driven by additive Wiener noise. Owing to the damping term, under appropriate conditions on the nonlinearity, the solution admits a unique invariant distribution. We apply semi-discrete and fully-discrete methods in order to approximate this invariant distribution, using a spectral Galerkin method and an exponential Euler integrator for spatial and temporal discretization respectively. We prove that the considered numerical schemes also admit unique invariant distributions, and we prove error estimates between the approximate and exact invariant distributions, with identification of the orders of convergence. To the best of our knowledge this is the first result in the literature concerning numerical approximation of invariant distributions for stochastic damped wave equations.
  • Zheng Ma, Chengming Huang, Anatoly A. Alikhanov
    Journal of Computational Mathematics. 2025, 43(3): 690-707. https://doi.org/10.4208/jcm.2401-m2023-0196
    This paper is concerned with the numerical solution of Volterra integro-differential equations with noncompact operators. The focus is on the problems with weakly singular solutions. To handle the initial weak singularity of the solution, a fractional collocation method is applied. A rigorous hp-version error analysis of the numerical method under a weighted H1-norm is carried out. The result shows that the method can achieve high order convergence for such equations. Numerical experiments are also presented to confirm the effectiveness of the proposed method.
  • Pinzheng Wei, Weihong Yang
    Journal of Computational Mathematics. 2025, 43(4): 1016-1044. https://doi.org/10.4208/jcm.2404-m2023-0128
    In this paper, we present an SQP-type proximal gradient method (SQP-PG) for composite optimization problems with equality constraints. At each iteration, SQP-PG solves a subproblem to get the search direction, and takes an exact penalty function as the merit function to determine if the trial step is accepted. The global convergence of the SQP-PG method is proved and the iteration complexity for obtaining an $\epsilon$-stationary point is analyzed. We also establish the local linear convergence result of the SQP-PG method under the second-order sufficient condition. Numerical results demonstrate that, compared to the state-of-the-art algorithms, SQP-PG is an effective method for equality constrained composite optimization problems.
  • Jungwon Lee, Seungil Kim
    Journal of Computational Mathematics. 2025, 43(5): 1318-1348. https://doi.org/10.4208/jcm.2509-m2024-0238
    In this study, we explore two distinct rational approximations to the radiation condition for effectively solving time-harmonic wave propagation problems governed by the Helmholtz equation in $\mathbb{R}^d$, d = 2 or 3. First, we focus on the well-known complete radiation boundary condition (CRBC), which was developed for a transparent boundary condition for two-dimensional problems. The extension of CRBC to three-dimensional problems is a primary concern. Applications of CRBC require removing a near-cutoff region for a frequency range of a process to minimize reflection errors. To address the limitation faced by the CRBC application we introduce another absorbing boundary condition that avoids this demanding truncation. It is a new rational approximation to the radiation condition, which we call a rational absorbing boundary condition, that is capable of accommodating all types of propagating wave modes, including the grazing modes. This paper presents a comparative performance assessment of two approaches in two and three-dimensional spaces, providing insights into their effectiveness for practical application in wave propagation problems.
  • Dan Zhao, Dongfang Li, Yanbin Tang, Jinming Wen
    Journal of Computational Mathematics. 2025, 43(3): 708-730. https://doi.org/10.4208/jcm.2402-m2023-0079
    We present a decoupled, linearly implicit numerical scheme with energy stability and mass conservation for solving the coupled Cahn-Hilliard system. The time-discretization is done by leap-frog method with the scalar auxiliary variable (SAV) approach. It only needs to solve three linear equations at each time step, where each unknown variable can be solved independently. It is shown that the semi-discrete scheme has second-order accuracy in the temporal direction. Such convergence results are proved by a rigorous analysis of the boundedness of the numerical solution and the error estimates at different time-level. Numerical examples are presented to further confirm the validity of the methods.
  • Jun Hu, Rui Ma, Yuanxun Sun
    Journal of Computational Mathematics. 2025, 43(6): 1444-1468. https://doi.org/10.4208/jcm.2405-m2023-0051
    This paper constructs the first mixed finite element for the linear elasticity problem in 3D using P3 polynomials for the stress and discontinuous P2 polynomials for the displacement on tetrahedral meshes under some mild mesh conditions. The degrees of freedom of the stress space as well as the corresponding nodal basis are established by characterizing a space of certain piecewise constant symmetric matrices on a patch around each edge. Macro-element techniques are used to define a stable interpolation to prove the discrete inf-sup condition. Optimal convergence is obtained theoretically.
  • Mingze Qin, Hui Peng, Qilong Zhai
    Journal of Computational Mathematics. 2025, 43(6): 1349-1373. https://doi.org/10.4208/jcm.2404-m2023-0232
    In this paper, we introduce the weak Galerkin (WG) method for solving the coupled Stokes and Darcy-Forchheimer flows problem with the Beavers-Joseph-Saffman interface condition in bounded domains. We define the WG spaces in the polygonal meshes and construct corresponding discrete schemes. We prove the existence and uniqueness of the WG scheme by the discrete inf-sup condition and monotone operator theory. Then, we derive the optimal error estimates for the velocity and pressure. Numerical experiments are presented to verify the efficiency of the WG method.
  • Rulei Qi, Dan Xue, Jing Li, Yujia Zhai
    Journal of Computational Mathematics. 2025, 43(5): 1169-1193. https://doi.org/10.4208/jcm.2504-m2023-0228
    In this paper, we propose an accelerated stochastic variance reduction gradient method with a trust-region-like framework, referred as the NMSVRG-TR method. Based on NMSVRG, we incorporate a Katyusha-like acceleration step into the stochastic trust region scheme, which improves the convergence rate of the SVRG methods. Under appropriate assumptions, the linear convergence of the algorithm is provided for strongly convex objective functions. Numerical experiment results show that our algorithm is generally superior to some existing stochastic gradient methods.
  • Mariam Al-Maskari
    Journal of Computational Mathematics. 2025, 43(3): 569-587. https://doi.org/10.4208/jcm.2311-m2023-0047
    This paper investigates a semilinear stochastic fractional Rayleigh-Stokes equation featuring a Riemann-Liouville fractional derivative of order α ∈ (0, 1) in time and a fractional time-integral noise. The study begins with an examination of the solution’s existence, uniqueness, and regularity. The spatial discretization is then carried out using a finite element method, and the error estimate is analyzed. A convolution quadrature method generated by the backward Euler method is employed for the time discretization resulting in a fully discrete scheme. The error estimate for the fully discrete solution is considered based on the regularity of the solution, and a strong convergence rate is established. The paper concludes with numerical tests to validate the theoretical findings.
  • Henri Schurz
    Journal of Computational Mathematics. 2025, 43(5): 1219-1237. https://doi.org/10.4208/jcm.2411-m2023-0279
    An analysis of logistic stochastic differential equations (SDEs) with general power-law and driven by a Wiener process is conducted. We prove existence of unique, strong Markovian, continuous solutions. The solutions live (a.s.) on bounded domains D = [0, K] required by applications to biology, ecology and physics with nonrandom threshold parameter K > 0 (i.e. the maximum carrying constant). Moreover, we present and justify nonstandard numerical methods constructed by specified balanced implicit methods (BIMs). Their weak and Lp-convergence follows from the fact that these methods with local Lipschitz-continuous coefficients of logistic SDEs “produce” positive numerical approximations on bounded domain [0, K] (a.s.). As commonly known, standard numerical methods such as Taylor-type ones for SDEs fail to do that. Finally, asymptotic stability of nontrivial equilibria x* = K is proven for both continuous time logistic SDEs and discrete time approximations by BIMs. We exploit the technique of positive, sufficiently smooth and Lyapunov functionals governed by well-known Dynkin’s formula for SDEs.
  • Jian Meng, Lei Guan, Xu Qian, Songhe Song, Liquan Mei
    Journal of Computational Mathematics. 2026, 44(1): 103-134. https://doi.org/10.4208/jcm.2410-m2024-0023
    In this paper, we develop the stabilization-free virtual element method for the Helmholtz transmission eigenvalue problem on anisotropic media. The eigenvalue problem is a variable-coefficient, non-elliptic, non-selfadjoint and nonlinear model. Separating the cases of the index of refraction n ≠ 1 and n ≡ 1, the stabilization-free virtual element schemes are proposed, respectively. Furthermore, we prove the spectral approximation property and error estimates in a unified theoretical framework. Finally, a series of numerical examples are provided to verify the theoretical results, show the benefits of the stabilization-free virtual element method applied to eigenvalue problems, and implement the extensions to high-order and high-dimensional cases.
  • Yanyan Yu, Aiguo Xiao, Xiao Tang
    Journal of Computational Mathematics. 2025, 43(4): 840-865. https://doi.org/10.4208/jcm.2402-m2023-0194
    In this paper, we introduce a new class of explicit numerical methods called the tamed stochastic Runge-Kutta-Chebyshev (t-SRKC) methods, which apply the idea of taming to the stochastic Runge-Kutta-Chebyshev (SRKC) methods. The key advantage of our explicit methods is that they can be suitable for stochastic differential equations with non-globally Lipschitz coefficients and stiffness. Under certain non-globally Lipschitz conditions, we study the strong convergence of our methods and prove that the order of strong convergence is 1/2. To show the advantages of our methods, we compare them with some existing explicit methods (including the Euler-Maruyama method, balanced Euler-Maruyama method and two types of SRKC methods) through several numerical examples. The numerical results show that our t-SRKC methods are efficient, especially for stiff stochastic differential equations.
  • Fabian Hornung, Arnulf Jentzen, Diyora Salimova
    Journal of Computational Mathematics. 2025, 43(4): 918-975. https://doi.org/10.4208/jcm.2308-m2021-0266
    It is one of the most challenging issues in applied mathematics to approximately solve high-dimensional partial differential equations (PDEs) and most of the numerical approximation methods for PDEs in the scientific literature suffer from the so-called curse of dimensionality in the sense that the number of computational operations employed in the corresponding approximation scheme to obtain an approximation precision ε > 0 grows exponentially in the PDE dimension and/or the reciprocal of ε. Recently, certain deep learning based methods for PDEs have been proposed and various numerical simulations for such methods suggest that deep artificial neural network (ANN) approximations might have the capacity to indeed overcome the curse of dimensionality in the sense that the number of real parameters used to describe the approximating deep ANNs grows at most polynomially in both the PDE dimension d ∈ $\mathbb{N}$ and the reciprocal of the prescribed approximation accuracy ε > 0. There are now also a few rigorous mathematical results in the scientific literature which substantiate this conjecture by proving that deep ANNs overcome the curse of dimensionality in approximating solutions of PDEs. Each of these results establishes that deep ANNs overcome the curse of dimensionality in approximating suitable PDE solutions at a fixed time point T > 0 and on a compact cube[a, b]d in space but none of these results provides an answer to the question whether the entire PDE solution on[0, T]×[a, b]d can be approximated by deep ANNs without the curse of dimensionality. It is precisely the subject of this article to overcome this issue. More specifically, the main result of this work in particular proves for every a ∈ $\mathbb{R}$, b ∈ (a, ∞) that solutions of certain Kolmogorov PDEs can be approximated by deep ANNs on the space-time region[0, T]×[a, b]d without the curse of dimensionality.
  • Huadong Gao, Wen Xie
    Journal of Computational Mathematics. 2025, 43(6): 1397-1416. https://doi.org/10.4208/jcm.2404-m2023-0189
    This paper is concerned with the new error analysis of a Hodge-decomposition based finite element method for the time-dependent Ginzburg-Landau equations in superconductivity. In this approach, the original equation of magnetic potential A is replaced by a new system consisting of four scalar variables. As a result, the conventional Lagrange finite element method (FEM) can be applied to problems defined on non-smooth domains. It is known that due to the low regularity of A, conventional FEM, if applied to the original Ginzburg-Landau system directly, may converge to the unphysical solution. The main purpose of this paper is to establish an optimal error estimate for the order parameter in spatial direction, as previous analysis only gave a sub-optimal convergence rate analysis for all three variables due to coupling of variables. The analysis is based on a nonstandard quasi-projection for ψ and the corresponding negative-norm estimate for the classical Ritz projection. Our numerical experiments confirm the optimal convergence of ψh.
  • Fang Chen, Meng Li, Yanmin Zhao
    Journal of Computational Mathematics. 2025, 43(3): 641-672. https://doi.org/10.4208/jcm.2312-m2023-0185
    This paper presents three regularized models for the logarithmic Klein-Gordon equation. By using a modified Crank-Nicolson method in time and the Galerkin finite element method (FEM) in space, a fully implicit energy-conservative numerical scheme is constructed for the local energy regularized model that is regarded as the best one among the three regularized models. Then, the cut-off function technique and the time-space error splitting technique are innovatively combined to rigorously analyze the unconditionally optimal and high-accuracy convergence results of the numerical scheme without any coupling condition between the temporal step size and the spatial mesh width. The theoretical framework is uniform for the other two regularized models. Finally, numerical experiments are provided to verify our theoretical results. The analytical techniques in this work are not limited in the FEM, and can be directly extended into other numerical methods. More importantly, this work closes the gap for the unconditional error/stability analysis of the numerical methods for the logarithmic systems in higher dimensional spaces.
  • Xiaowei Jia, Zikang Qin, Hengbin An
    Journal of Computational Mathematics. 2025, 43(5): 1238-1263. https://doi.org/10.4208/jcm.2410-m2021-0229
    Anderson acceleration is a kind of effective method for improving the convergence of the general fixed point iteration. In the linear case, Anderson acceleration can be used to improve the convergence rate of matrix splitting based iterative methods. In this paper, by using Anderson acceleration on general splitting iterative methods for linear systems, three classes of methods are given. The first one is obtained by directly applying Anderson acceleration on splitting iterative methods. For the second class of methods, Anderson acceleration is used periodically in the splitting iteration process. The third one is constructed by combining the Anderson acceleration and split iteration method in each iteration process. The key of this class of method is to determine a combination coefficient for Anderson acceleration and split iteration method. One optimal combination coefficient is given. Some theoretical results about the convergence of the considered three methods are established. Numerical experiments show that the proposed methods are effective.
  • Yaping Li, Weidong Zhao, Wenju Zhao
    Journal of Computational Mathematics. 2025, 43(5): 1264-1289. https://doi.org/10.4208/jcm.2407-m2023-0265
    In this paper, an effective oscillation-free discontinuous Galerkin (DG) scheme for a nonlinear stochastic convection-dominated problem is formulated and analyzed. The proposed oscillation-free scheme is capable to capture the steep fronts of solution automatically and distinguish the influence of the convection domination and noise perturbation. Under proper regularity assumptions, the optimal convergence rates in space and time are rigorously proved with the techniques of variational solution and conditional expectation. In the numerical simulation, the classical SIPG scheme and the proposed oscillation-free DG scheme are both performed and compared. The numerical convergence rates tests are first carried out to verify the theoretical results. The benchmark tests having the steep behaviors are further provided to illustrate the effectiveness and robustness of our proposed oscillation-free DG scheme.
  • Yue Feng, Zhijin Guan, Hehu Xie, Chenguang Zhou
    Journal of Computational Mathematics. 2026, 44(1): 135-164. https://doi.org/10.4208/jcm.2410-m2024-0079
    This study proposes a class of augmented subspace schemes for the weak Galerkin (WG) finite element method used to solve eigenvalue problems. The augmented subspace is built with the conforming linear finite element space defined on the coarse mesh and the eigen-function approximations in the WG finite element space defined on the fine mesh. Based on this augmented subspace, solving the eigenvalue problem in the fine WG finite element space can be reduced to the solution of the linear boundary value problem in the same WG finite element space and a low dimensional eigenvalue problem in the augmented subspace. The proposed augmented subspace techniques have the second order convergence rate with respect to the coarse mesh size, as demonstrated by the accompanying error estimates. Finally, a few numerical examples are provided to validate the proposed numerical techniques.
  • Yiyang Liu, Haoyang Liu, Hantao Nie, Zaiwen Wen
    Journal of Computational Mathematics. 2025, 43(5): 1141-1168. https://doi.org/10.4208/jcm.2508-m2023-0134
    In this paper, we present a novel Douglas-Rachford-splitting-based path following (DRS-PF) method that rapidly obtains the solution of linear programming (LP) with high accuracy. It originates from the fixed-point mapping associated with DRS on the log-barrier penalized LP. A path-following scheme is then proposed to simultaneously update the iterates and the penalty parameter for accelerating the overall procedure. Its global convergence towards an optimal solution to the original problem is established under mild assumptions. Numerical experiments show that DRS-PF outperforms the simplex and interior point methods implemented in the academic software (CLP, HiGHS, etc.) in terms of the geometric mean of the running time on a few typical benchmark data sets. In some cases, it is even reasonably competitive to the interior point method implemented in Gurobi, one of the most powerful software for LP.
  • Guozhi Dong, Hailong Guo, Ting Guo
    Journal of Computational Mathematics. 2025, 43(6): 1374-1396. https://doi.org/10.4208/jcm.2404-m2023-0245
    Superconvergence of differential structure on discretized surfaces is studied in this paper. The newly introduced geometric supercloseness provides us with a fundamental tool to prove the superconvergence of gradient recovery on deviated surfaces. An algorithmic framework for gradient recovery without exact geometric information is introduced. Several numerical examples are documented to validate the theoretical results.
  • Kangkang Deng, Jiang Hu, Hongxia Wang
    Journal of Computational Mathematics. 2025, 43(6): 1575-1603. https://doi.org/10.4208/jcm.2407-m2023-0282
    We study decentralized smooth optimization problems over compact submanifolds. Recasting it as a composite optimization problem, we propose a decentralized DouglasRachford splitting algorithm (DDRS). When the proximal operator of the local loss function does not have a closed-form solution, an inexact version of DDRS (iDDRS), is also presented. Both algorithms rely on careful integration of the nonconvex Douglas-Rachford splitting algorithm with gradient tracking and manifold optimization. We show that our DDRS and iDDRS achieve the convergence rate of $\mathcal{O}$(1/k). The main challenge in the proof is how to handle the nonconvexity of the manifold constraint. To address this issue, we utilize the concept of proximal smoothness for compact submanifolds. This ensures that the projection onto the submanifold exhibits convexity-like properties, which allows us to control the consensus error across agents. Numerical experiments on the principal component analysis are conducted to demonstrate the effectiveness of our decentralized DRS compared with the state-of-the-art ones.
  • Yuhao Wang, Weiying Zheng
    Journal of Computational Mathematics. 2025, 43(6): 1469-1487. https://doi.org/10.4208/jcm.2510-m2025-0072
    This paper presents a simple proof for the stability of circular perfectly matched layer (PML) methods for solving acoustic scattering problems in two and three dimensions. The medium function of PML allows arbitrary-order polynomials, and can be extended to general nondecreasing functions with a slight modification of the proof. In the regime of high wavenumbers, the inf-sup constant for the PML truncated problem is shown to be $\mathcal{O}$(k-1). Moreover, the PML solution converges to the exact solution exponentially, with a wavenumber-explicit rate, as either the thickness or medium property of PML increases. Numerical experiments are presented to verify the theories and performances of PML for variant polynomial degrees.
  • Jiajun Zhan, Lei Yang, Xiaoqing Xing, Liuqiang Zhong
    Journal of Computational Mathematics. 2025, 43(3): 673-689. https://doi.org/10.4208/jcm.2305-m2023-0088
    We design and analyze an iterative two-grid algorithm for the finite element discretizations of strongly nonlinear elliptic boundary value problems in this paper. We propose an iterative two-grid algorithm, in which a nonlinear problem is first solved on the coarse space, and then a symmetric positive definite problem is solved on the fine space. The main contribution in this paper is to establish a first convergence analysis, which requires dealing with four coupled error estimates, for the iterative two-grid methods. We also present some numerical experiments to confirm the efficiency of the proposed algorithm.