No Arabic abstract
This work is devoted to the development and analysis of a linearization algorithm for microscopic elliptic equations, with scaled degenerate production, posed in a perforated medium and constrained by the homogeneous Neumann-Dirichlet boundary conditions. This technique plays two roles: to guarantee the unique weak solvability of the microscopic problem and to provide a fine approximation in the macroscopic setting. The scheme systematically relies on the choice of a stabilization parameter in such a way as to guarantee the strong convergence in $H^1$ norm for both the microscopic and macroscopic problems. In the standard variational setting, we prove the $H^1$-type contraction at the micro-scale based on the energy method. Meanwhile, we adopt the classical homogenization result in line with corrector estimate to show the convergence of the scheme at the macro-scale. In the numerical section, we use the standard finite element method to assess the efficiency and convergence of our proposed algorithm.
We propose a new iterative scheme to compute the numerical solution to an over-determined boundary value problem for a general quasilinear elliptic PDE. The main idea is to repeatedly solve its linearization by using the quasi-reversibility method with a suitable Carleman weight function. The presence of the Carleman weight function allows us to employ a Carleman estimate to prove the convergence of the sequence generated by the iterative scheme above to the desired solution. The convergence of the iteration is fast at an exponential rate without the need of an initial good guess. We apply this method to compute solutions to some general quasilinear elliptic equations and a large class of first-order Hamilton-Jacobi equations. Numerical results are presented.
We propose a controllability method for the numerical solution of time-harmonic Maxwells equations in their first-order formulation. By minimizing a quadratic cost functional, which measures the deviation from periodicity, the controllability method determines iteratively a periodic solution in the time domain. At each conjugate gradient iteration, the gradient of the cost functional is simply computed by running any time-dependent simulation code forward and backward for one period, thus leading to a non-intrusive implementation easily integrated into existing software. Moreover, the proposed algorithm automatically inherits the parallelism, scalability, and low memory footprint of the underlying time-domain solver. Since the time-periodic solution obtained by minimization is not necessarily unique, we apply a cheap post-processing filtering procedure which recovers the time-harmonic solution from any minimizer. Finally, we present a series of numerical examples which show that our algorithm greatly speeds up the convergence towards the desired time-harmonic solution when compared to simply running the time-marching code until the time-harmonic regime is eventually reached.
This paper presents a novel semi-analytical collocation method to solve multi-term variable-order time fractional partial differential equations (VOTFPDEs). In the proposed method it employs the Fourier series expansion for spatial discretization, which transforms the original multi-term VOTFPDEs into a sequence of multi-term variable-order time fractional ordinary differential equations (VOTFODEs). Then these VOTFODEs can be solved by using the recent-developed backward substitution method. Several numerical examples verify the accuracy and efficiency of the proposed numerical approach in the solution of multi-term VOTFPDEs.
The randomized sparse Kaczmarz method was recently proposed to recover sparse solutions of linear systems. In this work, we introduce a greedy variant of the randomized sparse Kaczmarz method by employing the sampling Kaczmarz-Motzkin method, and prove its linear convergence in expectation with respect to the Bregman distance in the noiseless and noisy cases. This greedy variant can be viewed as a unification of the sampling Kaczmarz-Motzkin method and the randomized sparse Kaczmarz method, and hence inherits the merits of these two methods. Numerically, we report a couple of experimental results to demonstrate its superiority
Convergence of an adaptive collocation method for the stationary parametric diffusion equation with finite-dimensional affine coefficient is shown. The adaptive algorithm relies on a recently introduced residual-based reliable a posteriori error estimator. For the convergence proof, a strategy recently used for a stochastic Galerkin method with an hierarchical error estimator is transferred to the collocation setting. Extensions to other variants of adaptive collocation methods (including the classical one proposed in the paper Dimension-adaptive tensor-product quadratuture Computing (2003) by T. Gerstner and M. Griebel) is explored.