The $m$-point nonlocal problem for the first order differential equation with an operator coefficient in a Banach space $X$ is considered. An exponentially convergent algorithm is proposed and justified provided that the operator coefficient $A$ is strongly positive and some existence and uniqueness conditions are fulfilled. This algorithm is based on representations of operator functions by a Dunford-Cauchy integral along a hyperbola enveloping the spectrum of $A$ and on the proper quadratures involving short sums of resolvents. The efficiency of the proposed algorithms is demonstrated by numerical examples.
In this work we present a fast, globally convergent, iterative algorithm for computing the asymptotically stable states of nonlinear large--scale systems of quadratic autonomous Ordinary Differential Equations (ODEs) modeling, e.g., the dynamic of complex chemical reaction networks. Towards this aim, we reformulate the problem as a box--constrained optimization problem where the roots of a set of nonlinear equations need to be determined. Then, we propose to use a projected Newton's approach combined with a gradient descent algorithm so that every limit point of the sequence generated by the o…
We derive Onsager-Machlup functionals for countable product measures on weighted $\ell^p$ subspaces of the sequence space $\mathbb{R}^{\mathbb{N}}$. Each measure in the product is a shifted and scaled copy of a reference probability measure on $\mathbb{R}$ that admits a sufficiently regular Lebesgue density. We study the equicoercivity and $Γ$-convergence of sequences of Onsager-Machlup functionals associated to convergent sequences of measures within this class. We use these results to establish analogous results for probability measures on separable Banach or Hilbert spaces, including Gaussi…
Fixed-point iterative sweeping methods were developed in the literature to efficiently solve steady state solutions of Hamilton-Jacobi equations and hyperbolic conservation laws. Similar as other fast sweeping schemes, the key components of this class of methods are the Gauss-Seidel iterations and alternating sweeping strategy to achieve fast convergence rate. Furthermore, good properties of fixed-point iterative sweeping methods include that they have explicit forms and do not involve inverse operation of nonlinear local systems, and they can be applied to general hyperbolic equations using a…
A fully convergent fixed-point fast sweeping method with the WENO-JS local solver for steady state of hyperbolic conservation laws
School of Mathematics and Statistics, Huang Huai University(河南工程学院数学与统计学院);College of Science and Key Laboratory of Mathematical Modelling and High Performance Computing of Air Vehicles (NUAA), MIIT, Nanjing University of Aeronautics and Astronautics(南京航空航天大学理学院及工信部航空器数学建模与高性能计算重点实验室);Department of Applied and Computational Mathematics and Statistics, University of Notre Dame(圣母大学应用与计算数学和统计系)
We investigated the imaging performance of a fast convergent ordered-subsets algorithm with subiteration-dependent preconditioners (SDPs) for positron emission tomography (PET) image reconstruction. In particular, we considered the use of SDP with the block sequential regularized expectation maximization (BSREM) approach with the relative difference prior (RDP) regularizer due to its prior clinical adaptation by vendors. Because the RDP regularization promotes smoothness in the reconstructed image, the directions of the gradients in smooth areas more accurately point toward the objective funct…
University of Toronto(多伦多大学);Georgia Institute of Technology(佐治亚理工学院)
Linear regression in $\ell_p$-norm is a canonical optimization problem that arises in several applications, including sparse recovery, semi-supervised learning, and signal processing. Generic convex optimization algorithms for solving $\ell_p$-regression are slow in practice. Iteratively Reweighted Least Squares (IRLS) is an easy to implement family of algorithms for solving these problems that has been studied for over 50 years. However, these algorithms often diverge for p > 3, and since the work of Osborne (1985), it has been an open problem whether there is an IRLS algorithm that is guaran…
We propose a fast and robust scheme for the direct minimization of the Ohta-Kawasaki energy that characterizes the microphase separation of diblock copolymer melts. The scheme employs a globally convergent modified Newton method with line search which is shown to be mass-conservative, energy-descending, asymptotically quadratically convergent, and three orders of magnitude more efficient than the commonly-used gradient flow approach. The regularity and the first-order condition of minimizers are analyzed. A numerical study of the chemical substrate guided directed self-assembly of diblock copo…
Superalgebraically Convergent Smoothly-Windowed Lattice Sums for Doubly Periodic Green Functions in Three-Dimensional Space
Applied and Computational Mathematics, Caltech(应用与计算数学,加州理工学院);Dept. of Mathematics, Louisiana State University(路易斯安那州立大学数学系);Dept. of Math. Sciences, New Jersey Inst. of Technology(新泽理工学院数学科学系);Dept. of Mathematics, Duke University(杜克大学数学系)