In this paper we are concerned with numerical methods for nonlinear time-dependent problem coupled by electron, ion and photon temperatures in two dimensions, which is called the 2D-3T heat conduction equations. We propose discontinuous Galerkin (DG) methods for the discretization of the equations. For solving the resulting discrete system, we employ two domain decomposition (DD) preconditioners, one of which is associated with the non-overlapping DDM and the other is based on DDM with small overlap. The preconditioners are constructed by dropping the couplings between particles and each preconditioner consists of three preconditioners with smaller matrix size. To gauge the efficiency of the preconditioners, we test two examples and make different settings of parameters. Numerical results show that the proposed preconditioners are very effective to the 2D-3T problem.

Recently, many variational models involving high order derivatives have been widely used in image processing, because they can reduce staircase effects during noise elimination. However, it is very challenging to construct efficient algorithms to obtain the minimizers of original high order functionals. In this paper, we propose a new linearized augmented Lagrangian method for Euler's elastica image denoising model. We detail the procedures of finding the saddle-points of the augmented Lagrangian functional. Instead of solving associated linear systems by FFT or linear iterative methods (e.g., the Gauss-Seidel method), we adopt a linearized strategy to get an iteration sequence so as to reduce computational cost. In addition, we give some simple complexity analysis for the proposed method. Experimental results with comparison to the previous method are supplied to demonstrate the efficiency of the proposed method, and indicate that such a linearized augmented Lagrangian method is more suitable to deal with large-sized images.

Mean curvature-based image registration model firstly proposed by Chumchob-Chen-Brito (2011) offered a better regularizer technique for both smooth and nonsmooth deformation fields. However, it is extremely challenging to solve efficiently this model and the existing methods are slow or become efficient only with strong assumptions on the smoothing parameter β. In this paper, we take a different solution approach. Firstly, we discretize the joint energy functional, following an idea of relaxed fixed point is implemented and combine with Gauss-Newton scheme with Armijo's Linear Search for solving the discretized mean curvature model and further to combine with a multilevel method to achieve fast convergence. Numerical experiments not only confirm that our proposed method is efficient and stable, but also it can give more satisfying registration results according to image quality.

In the paper, a new time second-order mass-conserved implicit/explicit domain decomposition method (DDM) for the diffusion equations is proposed. In the scheme, firstly, we calculate the interface fluxes of sub-domains from the obtained solutions and fluxes at the previous time level, for which we apply high-order Taylor’s expansion and transfer the time derivatives to spatial derivatives to improve the accuracy. Secondly, the interior solutions and fluxes in sub-domains are computed by the implicit scheme and using the relations between solutions and fluxes, without any correction step. The mass conservation is proved and the convergence order of the numerical solutions is proved to be second-order in both time and space steps. The super-convergence of numerical fluxes is also proved to be second-order in both time and space steps. The scheme is stable under the stable condition r≤3/5. The important feature is that the proposed domain decomposition scheme is mass-conserved and is of second order convergence in time. Numerical experiments confirm the theoretical results.

We construct a nonlinear monotone finite volume scheme for three-dimensional diffusion equation on tetrahedral meshes. Since it is crucial important to eliminate the vertex unknowns in the construction of the scheme, we present a new efficient eliminating method. The scheme has only cell-centered unknowns and can deal with discontinuous or tensor diffusion coefficient problems on distorted meshes rigorously. The numerical results illustrate that the resulting scheme can preserve positivity on distorted tetrahedral meshes, and also show that our scheme appears to be approximate second-order accuracy for solution.

The goal of this work is to construct and study hybrid and multiplicative two-level overlapping Schwarz algorithms with standard coarse spaces for the almost incompressible linear elasticity and Stokes systems, discretized by mixed finite and spectral element methods with discontinuous pressures. Two different approaches are considered to solve the resulting saddle point systems: a) a preconditioned conjugate gradient (PCG) method applied to the symmetric positive definite reformulation of the almost incompressible linear elasticity system obtained by eliminating the pressure unknowns; b) a GMRES method with indefinite overlapping Schwarz preconditioner applied directly to the saddle point formulation of both the elasticity and Stokes systems. Condition number estimates and convergence properties of the proposed hybrid and multiplicative overlapping Schwarz algorithms are proven for the positive definite reformulation of almost incompressible elasticity. These results are based on our previous study [8] where only additive Schwarz preconditioners were considered for almost incompressible elasticity. Extensive numerical experiments with both finite and spectral elements show that the proposed overlapping Schwarz preconditioners are scalable, quasi-optimal in the number of unknowns across individual subdomains and robust with respect to discontinuities of the material parameters across subdomains interfaces. The results indicate that the proposed preconditioners retain a good performance also when the quasi-monotonicity assumption, required by the available theory, does not hold.

Multiscale modelling is a powerful technique, which allows for computational efficiency while retaining small-scale details when they are essential for understanding a finer behaviour of the studied system. In the case of materials modelling, one of the effective multiscaling concepts is domain partitioning, which implies the existence of an explicit interface between various material descriptions, for instance atomistic and continuum regions. When dynamic material behaviour is considered, the major problem for this technique is dealing with reflections of high frequency waves from the interface separating two scales. In this article, a new method is suggested, which overcomes this problem for the case of magnetisation dynamics. The introduction of a damping band at the interface between scales, which absorbs high frequency waves, is suggested. The idea is verified using a number of one-dimensional examples with fine/coarse scale discretisation of a continuum problem of spin wave propagation. This work is the first step towards establishing a reliable atomistic/continuum multiscale transition for the description of the evolution of magnetic properties of ferromagnets.

In the paper, we develop and analyze a new mass-preserving splitting domain decomposition method over multiple sub-domains for solving parabolic equations. The domain is divided into non-overlapping multi-bock sub-domains. On the interfaces of sub-domains, the interface fluxes are computed by the semi-implicit (explicit) flux scheme. The solutions and fluxes in the interiors of sub-domains are computed by the splitting one-dimensional implicit solution-flux coupled scheme. The important feature is that the proposed scheme is mass conservative over multiple non-overlapping sub-domains. Analyzing the mass-preserving S-DDM scheme is difficult over non-overlapping multi-block sub-domains due to the combination of the splitting technique and the domain decomposition at each time step. We prove theoretically that our scheme satisfies conservation of mass over multi-block non-overlapping sub-domains and it is unconditionally stable. We further prove the convergence and obtain the error estimate in L2-norm. Numerical experiments confirm theoretical results.

Simulation of turbulent flows with shocks employing subgrid-scale (SGS) filtering may encounter a loss of accuracy in the vicinity of a shock. This paper addresses the accuracy improvement of LES of turbulent flows in two ways: (a) from the SGS model standpoint and (b) from the numerical method improvement standpoint. In an internal report, Kotov et al. ( “High Order Numerical Methods for large eddy simulation (LES) of Turbulent Flows with Shocks”, CTR Tech Brief, Oct. 2014, Stanford University), we performed a preliminary comparative study of different approaches to reduce the loss of accuracy within the framework of the dynamic Germano SGS model. The high order low dissipative method of Yee & Sjögreen (2009) using local flow sensors to control the amount of numerical dissipation where needed is used for the LES simulation. The considered improved dynamics model approaches include applying the one-sided SGS test filter of Sagaut & Germano (2005) and/or disabling the SGS terms at the shock location. For Mach 1.5 and 3 canonical shock-turbulence interaction problems, both of these approaches show a similar accuracy improvement to that of the full use of the SGS terms. The present study focuses on a five levels of grid refinement study to obtain the reference direct numerical simulation (DNS) solution for additional LES SGS comparison and approaches. One of the numerical accuracy improvements included here applies Harten's subcell resolution procedure to locate and sharpen the shock, and uses a one-sided test filter at the grid points adjacent to the exact shock location.

Image registration is an ill-posed problem that has been studied widely in recent years. The so-called curvature-based image registration method is one of the most effective and well-known approaches, as it produces smooth solutions and allows an automatic rigid alignment. An important outstanding issue is the accurate and efficient numerical solution of the Euler-Lagrange system of two coupled nonlinear biharmonic equations, addressed in this article. We propose a fourth-order compact (FOC) finite difference scheme using a splitting operator on a 9-point stencil, and discuss how the resulting nonlinear discrete system can be solved efficiently by a nonlinear multi-grid (NMG) method. Thus after measuring the h-ellipticity of the nonlinear discrete operator involved by a local Fourier analysis (LFA), we show that our FOC finite difference method is amenable to multi-grid (MG) methods and an appropriate point-wise smoothing procedure. A high potential point-wise smoother using an outer-inner iteration method is shown to be effective by the LFA and numerical experiments. Real medical images are used to compare the accuracy and efficiency of our approach and the standard second-order central (SSOC) finite difference scheme in the same NMG framework. As expected for a higher-order finite difference scheme, the images generated by our FOC finite difference scheme prove significantly more accurate than those computed using the SSOC finite difference scheme. Our numerical results are consistent with the LFA analysis, and also demonstrate that the NMG method converges within a few steps.

We develop a Lions domain decomposition algorithm based on a cell functional minimization scheme on non-matching multi-block grids for nonlinear radiation diffusion equations, which are described by the coupled radiation diffusion equations of electron, ion and photon temperatures. The L2 orthogonal projection is applied in the Robin transmission condition of non-matching surfaces. Numerical results show that the algorithm keeps the optimal accuracy on the whole computational domain, is robust enough on distorted meshes and curved surfaces, and the convergence rate does not depend on Robin coefficients. It is a practical and attractive algorithm in applying to the two-dimensional three-temperature energy equations of Z-pinch implosion simulation.

The extension of diamond scheme for diffusion equation to three dimensions is presented. The discrete normal flux is constructed by a linear combination of the directional flux along the line connecting cell-centers and the tangent flux along the cell-faces. In addition, it treats material discontinuities by a new iterative method. The stability and first-order convergence of the method is proved on distorted meshes. The numerical results illustrate that the method appears to be approximate second-order accuracy for solution.

In this paper, we propose a multigrid algorithm based on the full approximate scheme for solving the membrane constrained obstacle problems and the minimal surface obstacle problems in the formulations of HJB equations. A Newton-Gauss-Seidel (NGS) method is used as smoother. A Galerkin coarse grid operator is proposed for the membrane constrained obstacle problem. Comparing with standard FAS with the direct discretization coarse grid operator, the FAS with the proposed operator converges faster. A special prolongation operator is used to interpolate functions accurately from the coarse grid to the fine grid at the boundary between the active and inactive sets. We will demonstrate the fast convergence of the proposed multigrid method for solving two model obstacle problems and compare the results with other multigrid methods.

This paper presents a method for solving the linear semi-implicit immersed boundary equations which avoids the severe time step restriction presented by explicit-time methods. The Lagrangian variables are eliminated via a Schur complement to form a purely Eulerian saddle point system, which is preconditioned by a projection operator and then solved by a Krylov subspace method. From the viewpoint of projection methods, we derive an ideal preconditioner for the saddle point problem and compare the efficiency of a number of simpler preconditioners that approximate this perfect one. For low Reynolds number and high stiffness, one particular projection preconditioner yields an efficiency improvement of the explicit IB method by a factor around thirty. Substantial speed-ups over explicit-time method are achieved for Reynolds number below 100. This speedup increases as the Eulerian grid size and/or the Reynolds number are further reduced.

In this article, we propose and analyse a sparse grid collocation method to solve an optimal control problem involving an elliptic partial differential equation with random coefficients and forcing terms. The input data are assumed to be dependent on a finite number of random variables. We prove that an optimal solution exists, and derive an optimality system. A Galerkin approximation in physical space and a sparse grid collocation in the probability space is used. Error estimates for a fully discrete solution using an appropriate norm are provided, and we analyse the computational efficiency. Computational evidence complements the present theory, to show the effectiveness of our stochastic collocation method.

This paper presents a parallel Newton-Krylov-Schwarz method for the numerical simulation of unsteady flows at high Reynolds number around a high-speed train under crosswind. With a realistic train geometry, a realistic Reynolds number, and a realistic wind speed, this is a very challenging computational problem. Because of the limited parallel scalability, commercial CFD software is not suitable for supercomputers with a large number of processors. We develop a Newton-Krylov-Schwarz based fully implicit method, and the corresponding parallel software, for the 3D unsteady incompressible Navier-Stokes equations discretized with a stabilized finite element method on very fine unstructured meshes. We test the algorithm and software for flows passing a train modeled after China’s high-speed train CRH380B, and we also compare our results with results obtained from commercial CFD software. Our algorithm shows very good parallel scalability on a supercomputer with over one thousand processors.

Schwarz waveform relaxation (SWR) algorithm has been investigated deeply and widely for regular time dependent problems. But for time delay problems, complete analysis of the algorithm is rare. In this paper, by using the reaction diffusion equations with a constant discrete delay as the underlying model problem, we investigate the convergence behavior of the overlapping SWR algorithm with Robin transmission condition. The key point of using this transmission condition is to determine a free parameter as better as possible and it is shown that the best choice of the parameter is determined by the solution of a min-max problem, which is more complex than the one arising for regular problems without delay. We propose new notion to solve the min-max problem and obtain a quasi-optimized choice of the parameter, which is shown efficient to accelerate the convergence of the SWR algorithm. Numerical results are provided to validate the theoretical conclusions.

A new set of boundary conditions has been derived by rigorous methods for the shallow water equations in a limited domain. The aim of this article is to present these boundary conditions and to report on numerical simulations which have been performed using these boundary conditions. The new boundary conditions which are mildly dissipative let the waves move freely inside and outside the domain. The problems considered include a one-dimensional shallow water system with two layers of fluids and a two-dimensional inviscid shallow water system in a rectangle.

In an interdisciplinary field on mathematics and physics, we examine a physical problem, fluid flow in porous media, which is represented by a stochastic partial differential equation (SPDE). We first give a priori error estimates for the solutions to an optimization problem constrained by the physical model under lower regularity assumptions than the literature. We then use the concept of Galerkin finite element methods to establish a new numerical algorithm to give approximations for our stochastic optimal physical problem. Finally, we develop original computer programs based on the algorithm and use several numerical examples of various situations to see how well our solver works by comparing its outputs to the priori error estimates.

We present an unconditionally energy stable and uniquely solvable finite difference scheme for the Cahn-Hilliard-Brinkman (CHB) system, which is comprised of a Cahn-Hilliard-type diffusion equation and a generalized Brinkman equation mod-eling fluid flow. The CHB system is a generalization of the Cahn-Hilliard-Stokes model and describes two phase very viscous flows in porous media. The scheme is based on a convex splitting of the discrete CH energy and is semi-implicit. The equations at the implicit time level are nonlinear, but we prove that they represent the gradient of a strictly convex functional and are therefore uniquely solvable, regardless of time step size. Owing to energy stability, we show that the scheme is stable in the time and space discrete and norms. We also present an efficient, practical nonlinear multigrid method . comprised of a standard FAS method for the Cahn-Hilliard part, and a method based on the Vanka smoothing strategy for the Brinkman part . for solving these equations. In particular, we provide evidence that the solver has nearly optimal complexity in typical situations. The solver is applied to simulate spinodal decomposition of a viscous fluid in a porous medium, as well as to the more general problems of buoyancy- and boundary-driven flows.