In this paper, we derive a practical, general framework for creating adaptive iterative (linearization or splitting) algorithms to solve multi-physics problems. This means that, given an iterative method, we derive \textit{a posteriori} estimators to predict the success or failure of the method. Based on these estimators, we propose adaptive algorithms, including adaptively switching between methods, adaptive time-stepping methods, and the adaptive tuning of stabilization parameters. We apply this framework to two-phase flow in porous media, surfactant transport in porous media, and quasi-static poroelasticity.
We present a scalable and efficient iterative solver for high-order hybridized discontinuous Galerkin (HDG) discretizations of hyperbolic partial differential equations. It is an interplay between domain decomposition methods and HDG discretizations. In particular, the method is a fixed-point approach that requires only independent element-by-element local solves in each iteration. As such, it is well-suited for current and future computing systems with massive concurrencies. We rigorously show that the proposed method is exponentially convergent in the number of iterations for transport and l…
Convergent and efficient iteratively regularized contrast source inversion-type methods for inverse medium scattering problems
Academy of Mathematics and Systems Science, Chinese Academy of Sciences（中国科学院数学与系统科学研究院）；School of Mathematical Sciences, University of Chinese Academy of Sciences（中国科学院大学数学科学学院）
This paper considers the iterative solution of linear systems arising from discretization of the anisotropic radiative transfer equation with discontinuous elements on the sphere. In order to achieve robust convergence behavior in the discretization parameters and the physical parameters we develop preconditioned Richardson iterations in Hilbert spaces. We prove convergence of the resulting scheme. The preconditioner is constructed in two steps. The first step borrows ideas from matrix splittings and ensures mesh independence. The second step uses a subspace correction technique to reduce the …
We consider a PDE approach to numerically solving the reflector antenna problem by solving an Optimal Transport problem on the unit sphere with cost function $c(x,y) = -2\log \left\Vert x - y \right\Vert$. At each point on the sphere, we replace the surface PDE with a generalized Monge-Ampère type equation posed on the local tangent plane. We then utilize a provably convergent finite difference scheme to approximate the solution and construct the reflector. The method is easily adapted to take into account highly nonsmooth data and solutions, which makes it particularly well adapted to real-wo…
We propose and investigate efficient numerical methods for inverse problems related to Magnetic Resonance Imaging (MRI). Our goal is to extend the recent convergence results for the Landweber-Kaczmarz method obtained in [Haltmeier, Leitao, Scherzer 2007], in order to derive a convergent iterative regularization method for an inverse problem in MRI.
A Convergent Algorithm Based on Deterministic Approximation for a Large Class of Regime-Switching Generalized Stochastic Game-Theoretic Riccati Differential Equations
The iterative problem of solving nonlinear equations is studied. A new Newton like iterative method with adjustable parameters is designed based on the dynamic system theory. In order to avoid the derivative function in the iterative scheme, the difference quotient is used instead of the derivative. Different from the existing methods, the difference quotient scheme in this paper has higher accuracy. Thus, the new iterative method is suitable for a wider range of initial values. Finally, several numerical examples are given to verify the practicability and superiority of the method.
It is well known that the choice of the iterative method is crucial in determining the speed of the converged solution. This article presents a detailed comparison between several iterative techniques for solving incmopressible Navier-Stokes equations. The numerical approaches implemented in the solver include Jacobi, Gauss-Siedel, Successive Over Relaxation, Alternating Direct Implicit and Multigrid methods. The results reveal that multigrid method is the most powerful iterative method among all other methods investigated in terms of the computational time and the number of iterations.
We present Bayesian techniques for solving inverse problems which involve mean-square convergent random approximations of the forward map. Noisy approximations of the forward map arise in several fields, such as multiscale problems and probabilistic numerical methods. In these fields, a random approximation can enhance the quality or the efficiency of the inference procedure, but entails additional theoretical and computational difficulties due to the randomness of the forward map. A standard technique to address this issue is to combine Monte Carlo averaging with Markov chain Monte Carlo samp…
In this article a modified Levenberg-Marquardt method coupled with a Kaczmarz strategy for obtaining stable solutions of nonlinear systems of ill-posed operator equations is investigated. We show that the proposed method is a convergent regularization method. Numerical tests are presented for a non-linear inverse doping problem based on a bipolar model.
We introduce a convergent finite difference method for solving the optimal transportation problem on the sphere. The method applies to both the traditional squared geodesic cost (arising in mesh generation) and a logarithmic cost (arising in the reflector antenna design problem). At each point on the sphere, we replace the surface PDE with a Generated Jacobian equation posed on the local tangent plane using geodesic normal coordinates. The discretization is inspired by recent monotone methods for the Monge-Ampère equation, but requires significant adaptations in order to correctly handle the m…
In this paper, we propose and analyze iterative method based on projection techniques to solve a non-singular linear system Ax = b. In particular, for a given positive integer m, m-dimensional successive projection method (mD-SPM) for symmetric definite matrix A, is generalized for non-singular matrix A. Moreover, it is proved that mD-SPM gives better result for large values of m. Numerical experiments are carried out to demonstrate the superiority of the proposed method in comparison with other schemes in the scientific literature.
In this paper we consider a class of fourth order nonlinear integro-differential equations with Navier boundary conditions. By the reduction of the problem to operator equation we establish the existence and uniqueness of solution and construct a numerical method for solving it. We prove that the method is of second order accuracy and obtain an estimate for total error. Some examples demonstrate the validity of the obtained theoretical results and the efficiency of the numerical method.
This paper introduces and analyzes a preconditioned modified of the Hermitian and skew-Hermitian splitting (PMHSS). The large sparse continuous Sylvester equations are solved by PMHSS iterative algorithm based on nonHermitian, complex, positive definite/semidefinite, and symmetric matrices. We prove that the PMHSS is converged under suitable conditions. In addition, we propose an accelerated PMHSS method consisting of two preconditioned matrices and two iteration parameters α, \b{eta}. Theoretical analysis showed that the convergence speed of the accelerated PMHSS is faster compared to the PMH…
We present a stationary iteration method, namely Alternating Symmetric positive definite and Scaled symmetric positive semidefinite Splitting (ASSS), for solving the system of linear equations obtained by using finite element discretization of a distributed optimal control problem together with time-periodic parabolic equations. An upper bound for the spectral radius of the iteration method is given which is always less than 1. So convergence of the ASSS iteration method is guaranteed. The induced ASSS preconditioner is applied to accelerate the convergence speed of the GMRES method for solvin…
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）
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…
For nonconvex and nonsmooth restoration models, the lower bound theory reveals their good edge recovery ability, and related analysis can help to design convergent algorithms. Existing such discussions are focused on isotropic regularization models, or only the lower bound theory of anisotropic model with a quadratic fidelity. In this paper, we consider a general image recovery model with a non-Lipschitz anisotropic composite regularization term and an $\ell_q$ norm ($1\leq q<+\infty$) data fidelity term. We establish the lower bound theory for the anisotropic model with an $\ell_1$ fidelity, …
