NUMERICAL ALGORITHMS

An efficient numerical method on modified space-time sparse grid for time-fractional diffusion equation with nonsmooth data
Zhu BY, Xiao AG and Li XY
In this paper, we focus on developing a high efficient algorithm for solving -dimension time-fractional diffusion equation (TFDE). For TFDE, the initial function or source term is usually not smooth, which can lead to the low regularity of exact solution. And such low regularity has a marked impact on the convergence rate of numerical method. In order to improve the convergence rate of the algorithm, we introduce the space-time sparse grid (STSG) method to solve TFDE. In our study, we employ the sine basis and the linear element basis for spatial discretization and temporal discretization, respectively. The sine basis can be divided into several levels, and the linear element basis can lead to the hierarchical basis. Then, the STSG can be constructed through a special tensor product of the spatial multilevel basis and the temporal hierarchical basis. Under certain conditions, the function approximation on standard STSG can achieve the accuracy order with degrees of freedom (DOF) for and DOF for , where denotes the maximal level of sine coefficients. However, if the solution changes very rapidly at the initial moment, the standard STSG method may reduce accuracy or even fail to converge. To overcome this, we integrate the full grid into the STSG, and obtain the modified STSG. Finally, we obtain the fully discrete scheme of STSG method for solving TFDE. The great advantage of the modified STSG method can be shown in the comparative numerical experiment.
Derivative-free superiorization with component-wise perturbations
Censor Y, Heaton H and Schulte R
Superiorization reduces, not necessarily minimizes, the value of a target function while seeking constraints compatibility. This is done by taking a solely feasibility-seeking algorithm, analyzing its perturbation resilience, and proactively perturbing its iterates accordingly to steer them toward a feasible point with reduced value of the target function. When the perturbation steps are computationally efficient, this enables generation of a superior result with essentially the same computational cost as that of the original feasibility-seeking algorithm. In this work, we refine previous formulations of the superiorization method to create a more general framework, enabling target function reduction steps that do not require partial derivatives of the target function. In perturbations that use partial derivatives, the step-sizes in the perturbation phase of the superiorization method are chosen independently from the choice of the nonascent directions. This is no longer true when component-wise perturbations are employed. In that case, the step-sizes must be linked to the choice of the nonascent direction in every step. Besides presenting and validating these notions, we give a computational demonstration of superiorization with component-wise perturbations for a problem of computerized tomography image reconstruction.
SEMI-DEFINITE PROGRAMMING TECHNIQUES FOR STRUCTURED QUADRATIC INVERSE EIGENVALUE PROBLEMS
Lin MM, Dong B and Chu MT
In the past decade or so, semi-definite programming (SDP) has emerged as a powerful tool capable of handling a remarkably wide range of problems. This article describes an innovative application of SDP techniques to quadratic inverse eigenvalue problems (QIEPs). The notion of QIEPs is of fundamental importance because its ultimate goal of constructing or updating a vibration system from some observed or desirable dynamical behaviors while respecting some inherent feasibility constraints well suits many engineering applications. Thus far, however, QIEPs have remained challenging both theoretically and computationally due to the great variations of structural constraints that must be addressed. Of notable interest and significance are the uniformity and the simplicity in the SDP formulation that solves effectively many otherwise very difficult QIEPs.
Numerical methods for static shallow shells lying over an obstacle
Piersanti P and Shen X
In this paper, a finite element analysis to approximate the solution of an obstacle problem for a static shallow shell confined in a half space is presented. To begin with, we establish, by relying on the properties of enriching operators, an estimate for the approximate bilinear form associated with the problem under consideration. Then, we conduct an error analysis and we prove the convergence of the proposed numerical scheme.
Fixing and extending some recent results on the ADMM algorithm
Banert S, Boţ RI and Csetnek ER
We investigate the techniques and ideas used in Shefi and Teboulle (SIAM J Optim (1), 269-297, 2014) in the convergence analysis of two proximal ADMM algorithms for solving convex optimization problems involving compositions with linear operators. Besides this, we formulate a variant of the ADMM algorithm that is able to handle convex optimization problems involving an additional smooth function in its objective, and which is evaluated through its gradient. Moreover, in each iteration, we allow the use of variable metrics, while the investigations are carried out in the setting of infinite-dimensional Hilbert spaces. This algorithmic scheme is investigated from the point of view of its convergence properties.
Convergence analysis of sample average approximation for a class of stochastic nonlinear complementarity problems: from two-stage to multistage
Jiang J, Sun H and Zhou B
In this paper, we consider the sample average approximation (SAA) approach for a class of stochastic nonlinear complementarity problems (SNCPs) and study the corresponding convergence properties. We first investigate the convergence of the SAA counterparts of two-stage SNCPs when the first-stage problem is continuously differentiable and the second-stage problem is locally Lipschitz continuous. After that, we extend the convergence results to a class of multistage SNCPs whose decision variable of each stage is influenced only by the decision variables of adjacent stages. Finally, some preliminary numerical tests are presented to illustrate the convergence results.
An efficient algorithm for solving piecewise-smooth dynamical systems
Guglielmi N and Hairer E
This article considers the numerical treatment of piecewise-smooth dynamical systems. Classical solutions as well as sliding modes up to codimension-2 are treated. An algorithm is presented that, in the case of non-uniqueness, selects a solution that is the formal limit solution of a regularized problem. The numerical solution of a regularized differential equation, which creates stiffness and often also high oscillations, is avoided.
Numerical methods for CT reconstruction with unknown geometry parameters
Meng C and Nagy J
Computed tomography (CT) techniques are well known for their ability to produce high-quality images needed for medical diagnostic purposes. Unfortunately, standard CT machines are extremely large, heavy, require careful and regular calibration, and are expensive, which can limit their availability in point-of-care situations. An alternative approach is to use portable machines, but parameters related to the geometry of these devices (e.g., distance between source and detector, orientation of source to detector) cannot always be precisely calibrated, and these parameters may change slightly when the machine is adjusted during the image acquisition process. In this work, we describe the non-linear inverse problem that models this situation, and discuss algorithms that can jointly estimate the geometry parameters and compute a reconstructed image. In particular, we propose a hybrid machine learning and block coordinate descent (ML-BCD) approach that uses an ML model to calibrate geometry parameters, and uses BCD to refine the predicted parameters and reconstruct the imaged object simultaneously. We show using numerical experiments that our new method can efficiently improve the accuracy of both the image and geometry parameters.
Cross-points in the Dirichlet-Neumann method I: well-posedness and convergence issues
Chaudet-Dumas B and Gander MJ
Cross-points in domain decomposition, i.e., points where more than two subdomains meet, have received substantial attention over the past years, since domain decomposition methods often need special attention in their definition at cross-points, in particular if the transmission conditions of the domain decomposition method contain derivatives, like in the Dirichlet-Neumann method. We study here for the first time the convergence of the Dirichlet-Neumann method at the continuous level in the presence of cross-points. We show that its iterates can be uniquely decomposed into two parts, an even symmetric part that converges geometrically, like when there are no cross-points present, and an odd symmetric part, which generates a singularity at the cross-point and is not convergent. We illustrate our analysis with numerical experiments.
A primal-dual splitting algorithm for composite monotone inclusions with minimal lifting
Aragón-Artacho FJ, Boţ RI and Torregrosa-Belén D
In this work, we study resolvent splitting algorithms for solving composite monotone inclusion problems. The objective of these general problems is finding a zero in the sum of maximally monotone operators composed with linear operators. Our main contribution is establishing the first primal-dual splitting algorithm for composite monotone inclusions with minimal lifting. Specifically, the proposed scheme reduces the dimension of the product space where the underlying fixed point operator is defined, in comparison to other algorithms, without requiring additional evaluations of the resolvent operators. We prove the convergence of this new algorithm and analyze its performance in a problem arising in image deblurring and denoising. This work also contributes to the theory of resolvent splitting algorithms by extending the minimal lifting theorem recently proved by Malitsky and Tam to schemes with resolvent parameters.