Free boundary problems deal with systems of partial differential equations, where the domain boundaries are apriori unknown. Due to this special characteristic, it is challenging to solve free boundary problems either theoretically or numerically. In this paper, we develop a novel approach for solving a modified Hele-Shaw problem based on neural network discretization. The existence of the numerical solution with this discretization is established theoretically. We also numerically verify this approach by computing the symmetry-breaking solutions which are guided by the bifurcation analysis near the radially-symmetric branch. Moreover, we further verify the capability of this approach by computing some non-radially symmetric solutions which are not characterized by any theorems.
This paper studies the performance Newton's iteration applied with Anderson acceleration for solving the incompressible steady Navier-Stokes equations. We manifest that this method converges superlinearly with a good initial guess, and moreover, a large Anderson depth decelerates the convergence speed comparing to a small Anderson depth. We observe that the numerical tests confirm these analytical convergence results, and in addition, Anderson acceleration sometimes enlarges the domain of convergence for Newton's method.
We present a comprehensive convergence analysis for Self-Consistent Field (SCF) iteration to solve a class of nonlinear eigenvalue problems with eigenvector-dependency (NEPv). Using a tangent-angle matrix as an intermediate measure for approximation error, we establish new formulas for two fundamental quantities that optimally characterize the local convergence of the plain SCF: the local contraction factor and the local average contraction factor. In comparison with previously established results, new convergence rate estimates provide much sharper bounds on the convergence speed. As an appli…
Two neural-network-based numerical schemes are proposed to solve the classical obstacle problems. The schemes are based on the universal approximation property of neural networks, and the cost functions are taken as the energy minimization of the obstacle problems. We rigorously prove the convergence of the two schemes and derive the convergence rates with the number of neurons $N$. In the simulations, we use two example problems (1-D & 2-D) to verify the convergence rate of the methods and the quality of the results.
Convergence Analysis for A Class of Iterative Methods for Solving Saddle Point Systems
University of California at Irvine（加州大学尔湾分校）；Beijing Institute for Scientific and Engineering Computing, Beijing University of Technology（北京工业大学北京科学计算与工程研究所）；School of Mathematical Sciences, University of Electronic Science and Technology of China（电子科技大学数学科学学院）
This paper develops a method for solving free boundary problems for time-homogeneous diffusions. We combine the complete exponential system of solutions for the heat equation, transmutation operators and recently discovered Neumann series of Bessel functions representation for solutions of Sturm-Liouville equations to construct a complete system of solutions for the considered partial differential equations. The conceptual algorithm for the application of the method is presented. The valuation of Russian options with finite horizon is used as a numerical illustration. The solution under differ…
A new approach for solving stiff boundary value problems for systems of ordinary differential equations is presented. Its idea essentially generalizes and extends that from arXiv:1601.04272v8. The approach can be viewed as a methodology framework that allows to enhance "stiffness resistance" capabilities of pretty much all the known numerical methods for solving two-point BVPs. The latter is demonstrated on the example of the {\it trapezoidal scheme} with the corresponding C++ source code available at \url{https://github.com/imathsoft/MathSoftDevelopment}. Results of numerical experiments are …
We extend results known for the randomized Gauss-Seidel and the Gauss-Southwell methods for the case of a Hermitian and positive definite matrix to certain classes of non-Hermitian matrices. We obtain convergence results for a whole range of parameters describing the probabilities in the randomized method or the greedy choice strategy in the Gauss-Southwell-type methods. We identify those choices which make our convergence bounds best possible. Our main tool is to use weighted l1-norms to measure the residuals. A major result is that the best convergence bounds that we obtain for the expected …
We solve Maxwell's eigenvalue problem via isogeometric boundary elements and a contour integral method. We discuss the analytic properties of the discretisation, outline the implementation, and showcase numerical examples.
In this work, we consider the Dirichlet boundary value problem for nonlinear triharmonic equation. Due to the reduction of the nonlinear boundary value problem to operator equation for the nonlinear term and the unknown second normal derivative we design an iterative method at both continuous and discrete level for numerical solution of the problem. Some examples demonstrate that the numerical method is of fourth order convergence.
We present an error analysis for the discontinuous Galerkin method applied to the discrete-ordinate discretization of the steady-state radiative transfer equation. Under some mild assumptions, we show that the DG method converges uniformly with respect to a scaling parameter $\varepsilon$ which characterizes the strength of scattering in the system. However, the rate is not optimal and can be polluted by the presence of boundary layers. In one-dimensional slab geometries, we demonstrate optimal convergence when boundary layers are not present and analyze a simple strategy for balance interior …
The discrete-time algebraic Riccati equation (DARE) have extensive applications in optimal control problems. We provide new theoretical supports to the stability properties of solutions to the DARE and reduce the convergence conditions under which the accelerated fixed-point iteration (AFPI) can be applied to compute the numerical solutions of DARE. In particular, we verify that the convergence of AFPI is R-superlinear when the spectral radius of the closed-loop matrix is greater than 1, which is shown by mild assumption and only using primary matrix theories. Numerical examples are shown to i…
We solve first-kind Fredholm boundary integral equations arising from Helmholtz and Laplace problems on bounded, smooth screens in three-dimensions with either Dirichlet or Neumann conditions. The proposed Galerkin-Bubnov method takes as discretization elements pushed-forward weighted azimuthal projections of standard spherical harmonics onto the canonical disk. We show that these bases allow for spectral convergence and provide fully discrete error analysis. Numerical experiments support our claims, with results comparable to Nyström-type and $hp$-methods.
In this work, we consider a boundary value problem for nonlinear triharmonic equation. Due to the reduction of nonlinear boundary value problems to operator equation for nonlinear terms we establish the existence, uniqueness and positivity of solution. More importantly, we design an iterative method at both continuous and discrete level for numerical solution of the problem. An analysis of actual total error of the obtained discrete solution is made. Some examples demonstrate the applicability of the theoretical results on qualitative aspects and the efficiency of the iterative method.
This paper presents a steady-state and transient heat conduction analysis framework using the polygonal scaled boundary finite element method (PSBFEM) with polygon/quadtree meshes. The PSBFEM is implemented with commercial finite element code Abaqus by the User Element Sub-routine (UEL) feature. The detailed implementation of the framework, defining the UEL element, and solving the stiffness/mass matrix by the eigenvalue decomposition are presented. Several benchmark problems from heat conduction are solved to validate the proposed implementation. Results show that the PSBFEM is reliable and a…
In this paper we consider a fully third order nonlinear boundary value problem which is of great interest of many researchers. First we establish the existence, uniqueness of solution. Next, we propose simple iterative methods on both continuous and discrete levels. We prove that the discrete methods are of second order and third accuracy due to the use of appropriate formulas for numerical integration and obtain estimate for total error. Some examples demonstrate the validity of the obtained theoretical results and the efficiency of the iterative method.
This article proposes new strategies for solving two-point Fractional order Nonlinear Boundary Value Problems(FN-BVPs) with Robin Boundary Conditions(RBCs). In the new numerical schemes, a two-point FNBVP is transformed into a system of Fractional order Initial Value Problems(FIVPs) with unknown Initial Conditions(ICs). To approximate ICs in the system of FIVPs, we develop nonlinear shooting methods based on Newton's method and Halley's method using the RBC at the right end point. To deal with FIVPs in a system, we mainly employ High-order Predictor-Corrector Methods(HPCMs) with linear interpo…
We investigate an iterative mean value method for the inverse (and highly ill-posed) problem of solving the heat equation backwards in time. Semi-group theory is used to rewrite the solution of the inverse problem as the solution of a fixed point equation for an affine operator, with linear part satisfying special functional analytical properties. We give a convergence proof for the method and obtain convergence rates for the residual. Convergence rates for the iterates are also obtained under the so called source conditions.
The nonlocal models of peridynamics have successfully predicted fractures and deformations for a variety of materials. In contrast to local mechanics, peridynamic boundary conditions must be defined on a finite volume region outside the body. Therefore, theoretical and numerical challenges arise in order to properly formulate Dirichlet-type nonlocal boundary conditions, while connecting them to the local counterparts. While a careless imposition of local boundary conditions leads to a smaller effective material stiffness close to the boundary and an artificial softening of the material, severa…
In this article, we develop and analyze a finite element method with the first family Nédélec elements of the lowest degree for solving a Maxwell interface problem modeled by a $\mathbf{H}(\text{curl})$-elliptic equation on unfitted meshes. To capture the jump conditions optimally, we construct and use $\mathbf{H}(\text{curl})$ immersed finite element (IFE) functions on interface elements while keep using the standard Nédélec functions on all the non-interface elements. We establish a few important properties for the IFE functions including the unisolvence according to the edge degrees of free…
In this paper, we examine the effectiveness of classic multiscale finite element method (MsFEM) (Hou and Wu, 1997; Hou et al., 1999) for mixed Dirichlet-Neumann, Robin and hemivariational inequality boundary problems. Constructing so-called boundary correctors is a common technique in existing methods to prove the convergence rate of MsFEM, while we think not reflects the essence of those problems. Instead, we focus on the first-order expansion structure. Through recently developed estimations in homogenization theory, our convergence rate is provided with milder assumptions and in neat forms.
The scaled boundary finite element method (SBFEM) is a relatively recent boundary element method that allows the approximation of solutions to PDEs without the need of a fundamental solution. A theoretical framework for the convergence analysis of SBFEM is proposed here. This is achieved by defining a space of semi-discrete functions and constructing an interpolation operator onto this space. We prove error estimates for this interpolation operator and show that optimal convergence to the solution can be obtained in SBFEM. These theoretical results are backed by a numerical example.
In this paper, for solving large-scale nonlinear equations we propose a nonlinear sampling Kaczmarz-Motzkin (NSKM) method. Based on the local tangential cone condition and the Jensen's inequality, we prove convergence of our method with two different assumptions. Then, for solving nonlinear equations with the convex constraints we present two variants of the NSKM method: the projected sampling Kaczmarz-Motzkin (PSKM) method and the accelerated projected sampling Kaczmarz-Motzkin (APSKM) method. With the use of the nonexpansive property of the projection and the convergence of the NSKM method, …
Boundary integral numerical methods are among the most accurate methods for interfacial Stokes flow, and are widely applied. They have the advantage that only the boundary of the domain must be discretized, which reduces the number of discretization points and allows the treatment of complicated interfaces. Despite their popularity, there is no analysis of the convergence of these methods for interfacial Stokes flow. In practice, the stability of discretizations of the boundary integral formulation can depend sensitively on details of the discretization and on the application of numerical filt…
A randomized Kaczmarz method was recently proposed for phase retrieval, which has been shown numerically to exhibit empirical performance over other state-of-the-art phase retrieval algorithms both in terms of the sampling complexity and in terms of computation time. While the rate of convergence has been studied well in the real case where the signals and measurement vectors are all real-valued, there is no guarantee for the convergence in the complex case. In fact, the linear convergence of the randomized Kaczmarz method for phase retrieval in the complex setting is left as a conjecture by T…
We study convergence of a mixed finite element-finite volume scheme for the compressible Navier Stokes equations in the isentropic regime under the full range of the adiabatic coefficient gamma for the problem with general non zero inflow/outflow boundary conditions. We propose a modification of Karper scheme [Numer. Math. 125:441-510, 2013] in order to accommodate the non zero boundary data, prove existence of its solutions, establish the stability and uniform estimates, derive a convenient consistency formulation of the balance laws and use it to show the weak convergence of the numerical so…
