We propose a reliable direct imaging method based on the reverse time migration for finding extended obstacles with phaseless total field data. We prove that the imaging resolution of the method is essentially the same as the imaging results using the scattering data with full phase information when the measurement is far away from the obstacle. The imaginary part of the cross-correlation imaging functional always peaks on the boundary of the obstacle. Numerical experiments are included to illustrate the powerful imaging quality

In this article, we give a unified theory for constructing boundary layer expansions for discretized transport equations with homogeneous Dirichlet boundary conditions. We exhibit a natural assumption on the discretization under which the numerical solution can be written approximately as a two-scale boundary layer expansion. In particular, this expansion yields discrete semigroup estimates that are compatible with the continuous semigroup estimates in the limit where the space and time steps tend to zero. The novelty of our approach is to cover numerical schemes with arbitrarily many time levels.

There have been great efforts on the development of higher-order numerical schemes for compressible Euler equations in recent decades. The traditional test cases proposed thirty years ago mostly target on the strong shock interactions, which may not be adequate enough for evaluating the performance of current higher-order schemes. In order to set up a higher standard for the development of new algorithms, in this paper we present a few benchmark cases with severe and complicated wave structures and interactions, which can be used to clearly distinguish different kinds of higher-order schemes. All tests are selected so that the numerical settings are very simple and any higher order scheme can be straightforwardly applied to these cases. The examples include highly oscillatory solutions and the large density ratio problem in one dimensional case. In two dimensions, the cases include hurricane-like solutions; interactions of planar contact discontinuities with asymptotic large Mach number (the composite of entropy wave and vortex sheets); interaction of planar rarefaction waves with transition from continuous flows to the presence of shocks; and other types of interactions of two-dimensional planar waves. To get good performance on all these cases may push algorithm developer to seek for new methodology in the design of higher-order schemes, and improve the robustness and accuracy of higher-order schemes to a new level of standard. In order to give reference solutions, the fourth-order gas-kinetic scheme (GKS) will be used to all these benchmark cases, even though the GKS solutions may not be very accurate in some cases. The main purpose of this paper is to recommend other CFD researchers to try these cases as well, and promote further development of higher-order schemes.

We investigate the defect structures around a spherical colloidal particle in a cholesteric liquid crystal using spectral method, which is specially devised to cope with the inhomogeneity of the cholesteric at infinity. We pay particular attention to the cholesteric counterparts of nematic metastable configurations. When the spherical colloidal particle imposes strong homeotropic anchoring on its surface, besides the well-known twisted Saturn ring, we find another metastable defect configuration, which corresponds to the dipole in a nematic, without outside confinement. This configuration is energetically preferable to the twisted Saturn ring when the particle size is large compared to the nematic coherence length and small compared to the cholesteric pitch. When the colloidal particle imposes strong planar anchoring, we find the cholesteric twist can result in a split of the defect core on the particle surface similar to that found in a nematic liquid crystal by lowering temperature or increasing particle size.

In this paper, we discuss the blowup of Volterra integro-differential equations (VIDEs) with a dissipative linear term. To overcome the fluctuation of solutions, we establish a Razumikhin-type theorem to verify the unboundedness of solutions. We also introduce leaving-times and arriving-times for the estimation of the spending-times of solutions to ∞. Based on these two typical techniques, the blowup and global existence of solutions to VIDEs with local and global integrable kernels are presented. As applications, the critical exponents of semi-linear Volterra diffusion equations (SLVDEs) on bounded domains with constant kernel are generalized to SLVDEs on bounded domains and ℝN with some local integrable kernels. Moreover, the critical exponents of SLVDEs on both bounded domains and the unbounded domain ℝN are investigated for global integrable kernels.

In many applications, the Gaussian convolution is approximately computed by means of recursive filters, with a significant improvement of computational efficiency. We are interested in theoretical and numerical issues related to such an use of recursive filters in a three-dimensional variational data assimilation (3Dvar) scheme as it appears in the software OceanVar. In that context, the main numerical problem consists in solving large linear systems with high efficiency, so that an iterative solver, namely the conjugate gradient method, is equipped with a recursive filter in order to compute matrix-vector multiplications that in fact are Gaussian convolutions. Here we present an error analysis that gives effective bounds for the perturbation on the solution of such linear systems, when is computed by means of recursive filters. We first prove that such a solution can be seen as the exact solution of a perturbed linear system. Then we study the related perturbation on the solution and we demonstrate that it can be bounded in terms of the difference between the two linear operators associated to the Gaussian convolution and the recursive filter, respectively. Moreover, we show through numerical experiments that the error on the solution, which exhibits a kind of edge effect, i.e. most of the error is localized in the first and last few entries of the computed solution, is due to the structure of the difference of the two linear operators.

A nonconforming rectangular finite element method is proposed to solve a fluid structure interaction problem characterized by the Darcy-Stokes-Brinkman Equation with discontinuous coefficients across the interface of different structures. A uniformly stable mixed finite element together with Nitsche-type matching conditions that automatically adapt to the coupling of different sub-problem combinations are utilized in the discrete algorithm. Compared with other finite element methods in the literature, the new method has some distinguished advantages and features. The Boland-Nicolaides trick is used in proving the inf-sup condition for the multidomain discrete problem. Optimal error estimates are derived for the coupled problem by analyzing the approximation errors and the consistency errors. Numerical examples are also provided to confirm the theoretical results.

A coupled mathematical system of four quasi-linear partial differential equations and the initial-boundary value conditions is presented to interpret transient behavior of three dimensional semiconductor device with heat conduction. The electric potential is defined by an elliptic equation, the electron and hole concentrations are determined by convection-dominated diffusion equations and the temperature is interpreted by a heat conduction equation. A mixed finite element approximation is used to get the electric field potential and one order of computational accuracy is improved. Two concentration equations and the heat conduction equation are solved by a fractional step scheme modified by a second-order upwind difference method, which can overcome numerical oscillation, dispersion and computational complexity. This changes the computation of a three dimensional problem into three successive computations of one-dimensional problem where the method of speedup is used and the computational work is greatly shortened. An optimal second-order error estimate in L2 norm is derived by prior estimate theory and other special techniques of partial differential equations. This type of parallel method is important in numerical analysis and is most valuable in numerical application of semiconductor device and it can successfully solve this international famous problem.

PHT-splines are a type of polynomial splines over hierarchical T-meshes which posses perfect local refinement property. This property makes PHT-splines useful in geometric modeling and iso-geometric analysis. Current implementation of PHT-splines stores the basis functions in Bézier forms, which saves some computational costs but consumes a lot of memories. In this paper, we propose a de Boor like algorithm to evaluate PHT-splines provided that only the information about the control coefficients and the hierarchical mesh structure is given. The basic idea is to represent a PHT-spline locally in a tensor product B-spline, and then apply the de-Boor algorithm to evaluate the PHT-spline at a certain parameter pair. We perform analysis about computational complexity and memory costs. The results show that our algorithm takes about the same order of computational costs while requires much less amount of memory compared with the Bézier representations. We give an example to illustrate the effectiveness of our algorithm.

The deferred correction (DC) method is a classical method for solving ordinary differential equations; one of its key features is to iteratively use lower order numerical methods so that high-order numerical scheme can be obtained. The main advantage of the DC approach is its simplicity and robustness. In this paper, the DC idea will be adopted to solve forward backward stochastic differential equations (FBSDEs) which have practical importance in many applications. Noted that it is difficult to design high-order and relatively “clean” numerical schemes for FBSDEs due to the involvement of randomness and the coupling of the FSDEs and BSDEs. This paper will describe how to use the simplest Euler method in each DC step–leading to simple computational complexity–to achieve high order rate of convergence.

In this paper, a bilinear Streamline-Diffusion finite element method on Bakhvalov-Shishkin mesh for singularly perturbed convection – diffusion problem is analyzed. The method is shown to be convergent uniformly in the perturbation parameter ∈ provided only that ∈ ≤ N–1. An convergent rate in a discrete streamline-diffusion norm is established under certain regularity assumptions. Finally, through numerical experiments, we verified the theoretical results.

For a prescribed set of lacunary data with equally spaced knot sequence in the unit interval, we show the existence of a family of fractal splines satisfying for v = 0, 1, … ,N and suitable boundary conditions. To this end, the unique quintic spline introduced by A. Meir and A. Sharma [SIAM J. Numer. Anal. 10(3) 1973, pp. 433-442] is generalized by using fractal functions with variable scaling parameters. The presence of scaling parameters that add extra “degrees of freedom”, self-referentiality of the interpolant, and “fractality” of the third derivative of the interpolant are additional features in the fractal version, which may be advantageous in applications. If the lacunary data is generated from a function Φ satisfying certain smoothness condition, then for suitable choices of scaling factors, the corresponding fractal spline satisfies , as the number of partition points increases.

In this paper, we propose to use the interior functions of an hierarchical basis for high order BDMp elements to enforce the divergence-free condition of a magnetic field B approximated by the H(div)BDMp basis. The resulting constrained finite element method can be used to solve magnetic induction equation in MHD equations. The proposed procedure is based on the fact that the scalar (p–1)-th order polynomial space on each element can be decomposed as an orthogonal sum of the subspace defined by the divergence of the interior functions of the p-th order BDMp basis and the constant function. Therefore, the interior functions can be used to remove element-wise all higher order terms except the constant in the divergence error of the finite element solution of the B-field. The constant terms from each element can be then easily corrected using a first order H(div) basis globally. Numerical results for a 3-D magnetic induction equation show the effectiveness of the proposed method in enforcing divergence-free condition of the magnetic field.

In this paper we consider the algorithm for recovering sparse orthogonal polynomials using stochastic collocation via ℓq minimization. The main results include: 1) By using the norm inequality between ℓq and ℓ2 and the square root lifting inequality, we present several theoretical estimates regarding the recoverability for both sparse and non-sparse signals via ℓq minimization; 2) We then combine this method with the stochastic collocation to identify the coefficients of sparse orthogonal polynomial expansions, stemming from the field of uncertainty quantification. We obtain recoverability results for both sparse polynomial functions and general non-sparse functions. We also present various numerical experiments to show the performance of the ℓq algorithm. We first present some benchmark tests to demonstrate the ability of ℓq minimization to recover exactly sparse signals, and then consider three classical analytical functions to show the advantage of this method over the standard ℓ1 and reweighted ℓ1 minimization. All the numerical results indicate that the ℓq method performs better than standard ℓ1 and reweighted ℓ1 minimization.

Hexagonal grids are valuable in two-dimensional applications involving Laplacian. The methods and analysis are investigated in current work in both linear and nonlinear problems related to anisotropic Laplacian. Ordinary and compact hexagonal grid finite difference methods are developed by elementary arguments, and then analyzed by perturbation for standard Laplacian. In the anisotropic case, analysis is done through reduction to the standard one by using Fourier vectors of mixed types. These hexagonal seven-point methods, with established theoretic stabilities and accuracies, are numerically confirmed in linear and semi-linear anisotropic Poisson problems, and can be applied also in time-dependent problems and in many applications in two-dimensional irregular domains.

The distribution for eigenvalues of Schur complement of matrices plays an important role in many mathematical problems. In this paper, we firstly present some criteria for H-matrix. Then as application, for two class matrices whose submatrices are γ-diagonally dominant and product γ-diagonally dominant, we show that the eigenvalues of the Schur complement are located in the Geršgorin discs and the Ostrowski discs of the original matrices under certain conditions.

This article is intended to fill in the blank of the numerical schemes with second-order convergence accuracy in time for nonlinear Stokes’ first problem for a heated generalized second grade fluid with fractional derivative. A linearized difference scheme is proposed. The time fractional-order derivative is discretized by second-order shifted and weighted Gr¨unwald-Letnikov difference operator. The convergence accuracy in space is improved by performing the average operator. The presented numerical method is unconditionally stable with the global convergence order of in maximum norm, where τ and h are the step sizes in time and space, respectively. Finally, numerical examples are carried out to verify the theoretical results, showing that our scheme is efficient indeed.

This paper is devoted to numerical methods for mean-field stochastic differential equations (MSDEs). We first develop the mean-field Itô formula and mean-field Itô-Taylor expansion. Then based on the new formula and expansion, we propose the Itô-Taylor schemes of strong order γ and weak order η for MSDEs, and theoretically obtain the convergence rate γ of the strong Itô-Taylor scheme, which can be seen as an extension of the well-known fundamental strong convergence theorem to the mean-field SDE setting. Finally some numerical examples are given to verify our theoretical results.

Grad's moment models for Boltzmann equation were recently regularized to globally hyperbolic systems and thus the regularized models attain local well-posedness for Cauchy data. The hyperbolic regularization is only related to the convection term in Boltzmann equation. We in this paper studied the regularized models with the presentation of collision terms. It is proved that the regularized models are linearly stable at the local equilibrium and satisfy Yong's first stability condition with commonly used approximate collision terms, and particularly with Boltzmann's binary collision model.