To save content items to your account,
please confirm that you agree to abide by our usage policies.
If this is the first time you use this feature, you will be asked to authorise Cambridge Core to connect with your account.
Find out more about saving content to .
To save content items to your Kindle, first ensure email@example.com
is added to your Approved Personal Document E-mail List under your Personal Document Settings
on the Manage Your Content and Devices page of your Amazon account. Then enter the ‘name’ part
of your Kindle email address below.
Find out more about saving to your Kindle.
Note you can select to save to either the @free.kindle.com or @kindle.com variations.
‘@free.kindle.com’ emails are free but can only be saved to your device when it is connected to wi-fi.
‘@kindle.com’ emails can be delivered even when you are not connected to wi-fi, but note that service fees apply.
By making use of the Cauchy double alternant and the Laplace expansion formula, we establish two closed formulae for the determinants of factorial fractions that are then utilised to evaluate several determinants of binomial coefficients and Catalan numbers, including those obtained recently by Chammam [‘Generalized harmonic numbers, Jacobi numbers and a Hankel determinant evaluation’, Integral Transforms Spec. Funct.30(7) (2019), 581–593].
We define and solve classes of sparse matrix problems that arise in multilevel modelling and data analysis. The classes are indexed by the number of nested units, with two-level problems corresponding to the common situation, in which data on level-1 units are grouped within a two-level structure. We provide full solutions for two-level and three-level problems, and their derivations provide blueprints for the challenging, albeit rarer in applications, higher-level versions of the problem. While our linear system solutions are a concise recasting of existing results, our matrix inverse sub-block results are novel and facilitate streamlined computation of standard errors in frequentist inference as well as allowing streamlined mean field variational Bayesian inference for models containing higher-level random effects.
We propose a robust numerical algorithm for solving the nonlinear eigenvalue problem A(ƛ)x = 0. Our algorithm is based on the idea of finding the value of ƛ for which A(ƛ) is singular by computing the smallest eigenvalue or singular value of A(ƛ) viewed as a constant matrix. To further enhance computational efficiency, we introduce and use the concept of signed singular value. Our method is applicable when A(ƛ) is large and nonsymmetric and has strong nonlinearity. Numerical experiments on a nonlinear eigenvalue problem arising in the computation of scaling exponent in turbulent flow show robustness and effectiveness of our method.
Some convergence bounds of the minimal residual (MINRES) method are studied when the method is applied for solving Hermitian indefinite linear systems. The matrices of these linear systems are supposed to have some properties so that their spectra are all clustered around ±1. New convergence bounds depending on the spectrum of the coefficient matrix are presented. Some numerical experiments are shown to demonstrate our theoretical results.
The Toda equation and its variants are studied in the filed of integrable systems. One particularly generalized time discretisation of the Toda equation is known as the discrete hungry Toda (dhToda) equation, which has two main variants referred to as the dhTodaI equation and dhTodaII equation. The dhToda equations have both been shown to be applicable to the computation of eigenvalues of totally nonnegative (TN) matrices, which are matrices without negative minors. The dhTodaI equation has been investigated with respect to the properties of integrable systems, but the dhTodaII equation has not. Explicit solutions using determinants and matrix representations called Lax pairs are often considered as symbolic properties of discrete integrable systems. In this paper, we clarify the determinant solution and Lax pair of the dhTodaII equation by focusing on an infinite sequence. We show that the resulting determinant solution firmly covers the general solution to the dhTodaII equation, and provide an asymptotic analysis of the general solution as discrete-time variable goes to infinity.
For problems governed by a non-normal operator, the leading eigenvalue of the operator is of limited interest and a more relevant measure of the stability is obtained by considering the harmonic forcing causing the largest system response. Various methods for determining this so-called optimal forcing exist, but they all suffer from great computational expense and are hence not practical for large-scale problems. In the present paper a new method is presented, which is applicable to problems of arbitrary size. The method does not rely on timestepping, but on the solution of linear systems, in which the inverse Laplacian acts as a preconditioner. By formulating the search for the optimal forcing as an eigenvalue problem based on the resolvent operator, repeated system solves amount to power iterations, in which the dominant eigenvalue is seen to correspond to the energy amplification in a system for a given frequency, and the eigenfunction to the corresponding forcing function. Implementation of the method requires only minor modifications of an existing timestepping code, and is applicable to any partial differential equation containing the Laplacian, such as the Navier-Stokes equations. We discuss the method, first, in the context of the linear Ginzburg-Landau equation and then, the two-dimensional lid-driven cavity flow governed by the Navier-Stokes equations. Most importantly, we demonstrate that for the lid-driven cavity, the optimal forcing can be computed using a factor of up to 500 times fewer operator evaluations than the standard method based on exponential timestepping.
We present a JASMIN-based two-dimensional parallel implementation of an adaptive combined preconditioner for the solution of linear problems arising in the finite volume discretisation of one-group and multi-group radiation diffusion equations. We first propose the attribute of patch-correlation for cells of a two-dimensional monolayer piecewise rectangular structured grid without any suspensions based on the patch hierarchy of JASMIN, classify and reorder these cells via their attributes, and derive the conversion of cell-permutations. Using two cell-permutations, we then construct some parallel incomplete LU factorisation and substitution algorithms, to provide our parallel -GMRES solver with the help of the default BoomerAMG in the HYPRE library. Numerical results demonstrate that our proposed parallel incomplete LU preconditioner (ILU) is of higher efficiency than the counterpart in the Euclid library, and that the proposed parallel -GMRES solver is more robust and more efficient than the default BoomerAMG-GMRES solver.
The semilocal convergence of a third-order Newton-like method for solving nonlinear equations is considered. Under a weak condition (the so-called γ-condition) on the derivative of the nonlinear operator, we establish a new semilocal convergence theorem for the Newton-like method and also provide an error estimate. Some numerical examples show the applicability and efficiency of our result, in comparison to other semilocal convergence theorems.
We discuss an efficient preconditioner and iterative numerical method to solve large complex linear algebraic systems of the form (W + iT)u = c, where W and T are symmetric matrices, and at least one of them is nonsingular. When the real part W is dominantly stronger or weaker than the imaginary part T, we propose a block multiplicative (BM) preconditioner or its variant (VBM), respectively. The BM and VBM preconditioned iteration methods are shown to be parameter-free, in terms of eigenvalue distributions of the preconditioned matrix. Furthermore, when the relationship between W and T is obscure, we propose a new preconditioned BM method (PBM) to overcome this difficulty. Both convergent properties of these new iteration methods and spectral properties of the corresponding preconditioned matrices are discussed. The optimal value of iteration parameter for the PBM method is determined. Numerical experiments involving the Helmholtz equation and some other applications show the effectiveness and robustness of the proposed preconditioners and corresponding iterative methods.
This paper presents a GPU-accelerated implementation of the Locally Optimal Block Preconditioned Conjugate Gradient (LOBPCG) method with an inexact nullspace filtering approach to find eigenvalues in electromagnetics analysis with higher-order FEM. The performance of the proposed approach is verified using the Kepler (Tesla K40c) graphics accelerator, and is compared to the performance of the implementation based on functions from the Intel MKL on the Intel Xeon (E5-2680 v3, 12 threads) central processing unit (CPU) executed in parallel mode. Compared to the CPU reference implementation based on the Intel MKL functions, the proposed GPU-based LOBPCG method with inexact nullspace filtering allowed us to achieve up to 2.9-fold acceleration.
This paper describes an adaptive preconditioner for numerical continuation of incompressible Navier–Stokes flows based on Stokes preconditioning  which has been used successfully in studies of pattern formation in convection. The preconditioner takes the form of the Helmholtz operator I–ΔtL which maps the identity (no preconditioner) for Δt≪1 to Laplacian preconditioning for Δt≫1. It is built on a first order Euler time-discretization scheme and is part of the family of matrix-free methods. The preconditioner is tested on two fluid configurations: three-dimensional doubly diffusive convection and a two-dimensional projection of a shear flow. In the former case, it is found that Stokes preconditioning is more efficient for , away from the values used in the literature. In the latter case, the simple use of the preconditioner is not sufficient and it is necessary to split the system of equations into two subsystems which are solved simultaneously using two different preconditioners, one of which is parameter dependent. Due to the nature of these applications and the flexibility of the approach described, this preconditioner is expected to help in a wide range of applications.
The computation of the radiative transfer equation is expensive mainly due to two stiff terms: the transport term and the collision operator. The stiffness in the former comes from the fact that particles (such as photons) travel at the speed of light, while that in the latter is due to the strong scattering in the optically thick region. We study the fully implicit scheme for this equation to account for the stiffness. The main challenge in the implicit treatment is the coupling between the spacial and angular coordinates that requires the large size of the to-be-inverted matrix, which is also ill-conditioned and not necessarily symmetric. Our main idea is to utilize the spectral structure of the ill-conditioned matrix to construct a pre-conditioner, which, along with an exquisite split of the spatial and angular dependence, significantly improve the condition number and allows a matrix-free treatment. We also design a fast solver to compute this pre-conditioner explicitly in advance. Our method is shown to be efficient in both diffusive and free streaming limit, and the computational cost is comparable to the state-of-the-art method. Various examples including anisotropic scattering and two-dimensional problems are provided to validate the effectiveness of our method.
We consider the nonlinear and ill-posed inverse problem where the Robin coefficient in the Laplace equation is to be estimated using the measured data from the accessible part of the boundary. Two regularisation methods are considered — viz. L2 and H1 regularisation. The regularised problem is transformed to a nonlinear least squares problem; and a suitable regularisation parameter is chosen via the normalised cumulative periodogram (NCP) curve of the residual vector under the assumption of white noise, where information on the noise level is not required. Numerical results show that the proposed method is efficient and competitive.
Motivated by the numerical study of spin-boson dynamics in quantum open systems, we present a convergence analysis of the closure approximation for a class of stochastic differential equations. We show that the naive Monte Carlo simulation of the system by direct temporal discretization is not feasible through variance analysis and numerical experiments. We also show that the Wiener chaos expansion exhibits very slow convergence and high computational cost. Though efficient and accurate, the rationale of the moment closure approach remains mysterious. We rigorously prove that the low moments in the moment closure approximation of the considered model are of exponential convergence to the exact result. It is further extended to more general nonlinear problems and applied to the original spin-boson model with similar structure.
Multi-step modified Newton-HSS (MMN-HSS) methods, which are variants of inexact Newton methods, have been shown to be competitive for solving large sparse systems of nonlinear equations with positive definite Jacobian matrices. Previously, we established these MMN-HSS methods under Lipschitz conditions, and we now present a semilocal convergence theorem assuming the nonlinear operator satisfies milder Hölder continuity conditions. Some numerical examples demonstrate our theoretical analysis.
We present a high-order discontinuous Galerkin (DG) method for the time domain Maxwell's equations in three-dimensional heterogeneous media. New hierarchical orthonormal basis functions on unstructured tetrahedral meshes are used for spatial discretization while Runge-Kutta methods for time discretization. A uniaxial perfectly matched layer (UPML) is employed to terminate the computational domain. Exponential convergence with respect to the order of the basis functions is observed and large parallel speedup is obtained for a plane-wave scattering model. The rapid decay of the out-going wave in the UPML is shown in a dipole radiation simulation. Moreover, the low frequency electromagnetic fields excited by a horizontal electric dipole (HED) and a vertical magnetic dipole (VMD) over a layered conductive half-space and a high frequency ground penetrating radar (GPR) detection for an underground structure are investigated, showing the high accuracy and broadband simulation capability of the proposed method.
We generalize the accelerated Hermitian and skew-Hermitian splitting (AHSS) iteration methods for large sparse saddle-point problems. These methods involve four iteration parameters whose special choices can recover the preconditioned HSS and accelerated HSS iteration methods. Also a new efficient case is introduced and we theoretically prove that this new method converges to the unique solution of the saddle-point problem. Numerical experiments are used to further examine the effectiveness and robustness of iterations.
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.
The space fractional coupled nonlinear Schrödinger (CNLS) equations are discretized by an implicit conservative difference scheme with the fractional centered difference formula, which is unconditionally stable. The coefficient matrix of the discretized linear system is equal to the sum of a complex scaled identity matrix which can be written as the imaginary unit times the identity matrix and a symmetric Toeplitz-plusdiagonal matrix. In this paper, we present new preconditioners based on Hermitian and skew-Hermitian splitting (HSS) for such Toeplitz-like matrix. Theoretically, we show that all the eigenvalues of the resulting preconditioned matrices lie in the interior of the disk of radius 1 centered at the point (1,0). Thus Krylov subspace methods with the proposed preconditioners converge very fast. Numerical examples are given to illustrate the effectiveness of the proposed preconditioners.
In this paper, we propose a new SSOR-like method with four parameters to solve the augmented system. And we analyze the convergence of the method and get the optimal convergence factor under suitable conditions. It is proved that the optimal convergence factor is the same as the GMPSD method [M.A. Louka and N.M. Missirlis, A comparison of the extrapolated successive overrelaxation and the preconditioned simultaneous displacement methods for augmented systems, Numer. Math. 131(2015) 517-540] with five parameters under the same assumption.