A conservative Fourier pseudospectral algorithm for a coupled nonlinear Schrdinger system

We derive a new method for a coupled nonlinear Schr/Sdinger system by using the square of first-order Fourier spectral differentiation matrix D1 instead of traditional second-order Fourier spectral differentiation matrix D2 to approximate the second derivative. We prove the proposed method preserves the charge and energy conservation laws exactly. In numerical tests, we display the accuracy of numerical solution and the role of the nonlinear coupling parameter in cases of soliton collisions. Numerical experiments also exhibit the excellent performance of the method in preserving the charge and energy conservation laws. These numerical results verify that the proposed method is both a charge-preserving and an energy-preserving algorithm.

A New Multi-Symplectic Integration Method for the Nonlinear Schrödinger Equation

We propose a new multi-symplectic integration method for the nonlinear Schrödinger equation.The new scheme is derived by concatenating spatial discretization of the multi-symplectic Fourier pseudospectral method with temporal discretization of a symplectic Euler scheme and it is semi-explicit in the sense that it does not need to solve the nonlinear algebraic equations at every time step.We verify that the multi-symplectic semi-discretization of the Schrödinger equation with periodic boundary conditions has N semi-discrete multi-symplectic conservation laws.The discretization in time of the semi-discretization leads to N full-discrete multi-symplectic conservation laws.Numerical results are presented to demonstrate the robustness and the stability.

A New Multi-Symplectic Scheme for the KdV Equation

We propose a new multi-symplectic integrating scheme for the Korteweg-de Vries(KdV)equation.The new scheme is derived by concatenating spatial discretization of the multi-symplectic Fourier pseudospectral method with temporal discretization of the symplectic Euler scheme.The new scheme is explicit in the sense that it does not need to solve nonlinear algebraic equations.It is verified that the multi-symplectic semi-discretization of the KdV equation under periodic boundary conditions has N semi−discrete multi-symplectic conservation laws.We also prove that the full-discrete scheme has N full-discrete multi-symplectic conservation laws.Numerical experiments of the new scheme on the KdV equation are made to demonstrate the stability and other merits for long-time integration.

A local energy-preserving scheme for Klein Gordon Schrdinger equations

A local energy conservation law is proposed for the Klein--Gordon-Schrrdinger equations, which is held in any local time-space region. The local property is independent of the boundary condition and more essential than the global energy conservation law. To develop a numerical method preserving the intrinsic properties as much as possible, we propose a local energy-preserving （LEP） scheme for the equations. The merit of the proposed scheme is that the local energy conservation law can hold exactly in any time-space region. With the periodic boundary conditions, the scheme also possesses the discrete change and global energy conservation laws. A nonlinear analysis shows that the LEP scheme converges to the exact solutions with order O（τ2 ＋ h2）. The theoretical properties are verified by numerical experiments.

Multisymplectic Scheme for the Improved Boussinesq Equation

We first note that the improved Boussinesq equation has a multisymplectic structure.Based on it,a multisymplectic scheme is proposed.Dispersion relations analysis and linear stability analysis show that the proposed scheme has excellent properties.Numerical results confirm the excellent long-term behavior of the proposed scheme.

Differential Transform Method for Some Delay Differential Equations

This paper concentrates on the differential transform method (DTM) to solve some delay differential equations (DDEs). Based on the method of steps for DDEs and using the computer algebra system Mathematica, we successfully apply DTM to find the analytic solution to some DDEs, including a neural delay differential equation. The results confirm the feasibility and efficiency of DTM.

A Semi-Lagrangian Type Solver for Two-Dimensional Quasi-Geostrophic Model on a Sphere

In this paper, we propose a numerical method based on semi-Lagrangian approach for solving quasi-geostrophic (QG) equations on a sphere. Using potential vorticity and stream-function as prognostic variables, two-order centered difference is suggested on the latitude-longitude grid. In our proposed numerical scheme, advection terms are expressed in a Lagrangian frame of reference to circumvent the CFL restriction. The pole singularity associated with the latitude-longitude grid is eliminated by a smoothing technique for the initial flow. Error analysis is provided for the numerical scheme.

Efficient Concurrent L1-Minimization Solvers on GPUs

Given that the concurrent L1-minimization(L1-min)problem is often required in some real applications,we investigate how to solve it in parallel on GPUs in this paper.First,we propose a novel self-adaptive warp implementation of the matrix-vector multiplication(Ax)and a novel self-adaptive thread implementation of the matrix-vector multiplication(ATx),respectively,on the GPU.The vector-operation and inner-product decision trees are adopted to choose the optimal vector-operation and inner-product kernels for vectors of any size.Second,based on the above proposed kernels,the iterative shrinkage-thresholding algorithm is utilized to present two concurrent L1-min solvers from the perspective of the streams and the thread blocks on a GPU,and optimize their performance by using the new features of GPU such as the shuffle instruction and the read-only data cache.Finally,we design a concurrent L1-min solver on multiple GPUs.The experimental results have validated the high effectiveness and good performance of our proposed methods.

MODIFIED STOCHASTIC EXTRAGRADIENT METHODS FOR STOCHASTIC VARIATIONAL INEQUALITY

In this paper,we consider two kinds of extragradient methods to solve the pseudo-monotone stochastic variational inequality problem.First,we present the modified stochastic extragradient method with constant step-size(MSEGMC)and prove the convergence of it.With the strong pseudo-monotone operator and the exponentially growing sample sequences,we establish the R-linear convergence rate in terms of the mean natural residual and the oracle complexity O(1/ǫ).Second,we propose a modified stochastic extragradient method with adaptive step-size(MSEGMA).In addition,the step-size of MSEGMA does not depend on the Lipschitz constant and without any line-search procedure.Finally,we use some numerical experiments to verify the effectiveness of the two algorithms.

A LINEARLY-IMPLICIT STRUCTURE-PRESERVING EXPONENTIAL TIME DIFFERENCING SCHEME FOR HAMILTONIAN PDEs

In the paper,we propose a novel linearly implicit structure-preserving algorithm,which is derived by combing the invariant energy quadratization approach with the exponential time differencing method,to construct efficient and accurate time discretization scheme for a large class of Hamiltonian partial differential equations(PDEs).The proposed scheme is a linear system,and can be solved more efficient than the original energy-preserving ex-ponential integrator scheme which usually needs nonlinear iterations.Various experiments are performed to verify the conservation,efficiency and good performance at relatively large time step in long time computations.

Numerical Simulation of Rogue Waves by the Local Discontinuous Galerkin Method

We study rogue waves described by nonlinear Schr6dinger equations. Such wave solutions are so different from conventional soliton solutions that classic methods such as the Crank-Nicolson scheme cannot work for these cases. Fortunately, we find that the local discontinuous Galerkin method equipped with Dirichlet boundary conditions can simulate rogue waves very well. Several numerical examples are presented to show such interesting wave solutions.

A new simple model trust-region method with generalized Barzilai-Borwein parameter for large-scale optimization

In this paper, a new trust region method with simple model for solving large-scale unconstrained nonlinear optimization is proposed. By employing the generalized weak quasi-Newton equations, we derive several schemes to construct variants of scalar matrices as the Hessian approximation used in the trust region subproblem. Under some reasonable conditions, global convergence of the proposed algorithm is established in the trust region framework. The numerical experiments on solving the test problems with dimensions from 50 to 20,000 in the CUTEr library are reported to show efficiency of the algorithm.

Nonmonotone adaptive trust region method based on simple conic model for unconstrained optimization

We propose a nonmonotone adaptive trust region method based on simple conic model for unconstrained optimization. Unlike traditional trust region methods, the subproblem in our method is a simple conic model, where the Hessian of the objective function is approximated by a scalar matrix. The trust region radius is adjusted with a new self-adaptive adjustment strategy which makes use of the information of the previous iteration and current iteration. The new method needs less memory and computational efforts. The global convergence and Q-superlinear convergence of the algorithm are established under the mild conditions. Numerical results on a series of standard test problems are reported to show that the new method is effective and attractive for large scale unconstrained optimization problems.

Multi-Symplectic Fourier Pseudospectral Method for the Kawahara Equation

In this paper,we derive a multi-symplectic Fourier pseudospectral scheme for the Kawahara equation with special attention to the relationship between the spectral differentiation matrix and discrete Fourier transform.The relationship is crucial for implementing the scheme efficiently.By using the relationship,we can apply the Fast Fourier transform to solve the Kawahara equation.The effectiveness of the proposed methods will be demonstrated by a number of numerical examples.The numerical results also confirm that the global energy and momentum are well preserved.

A PRIORI AND A POSTERIORI ERROR ESTIMATES OF A WEAKLY OVER-PENALIZED INTERIOR PENALTY METHOD FOR NON-SELF-ADJOINT AND INDEFINITE PROBLEMS

In this paper, we study a weakly over-penalized interior penalty method for non-self- adjoint and indefinite problems. An optimal a priori error estimate in the energy norm is derived. In addition, we introduce a residual-based a posteriori error estimator, which is proved to be both reliable and efficient in the energy norm. Some numerical testes are presented to validate our theoretical analysis.

A successive approximation method for quantum separability

Determining whether a quantum state is separable or inseparable （entangled） is a problem of fundamental importance in quantum science and has attracted much attention since its first recognition by Einstein, Podolsky and Rosen [Phys. Rev., 1935, 47： 777] and SchrSdinger [Naturwissenschaften, 1935, 23： 807-812, 823-828, 844-849]. In this paper, we propose a successive approximation method （SAM） for this problem, which approximates a given quantum state by a so-called separable state： if the given states is separable, this method finds its rank-one components and the associated weights; otherwise, this method finds the distance between the given state to the set of separable states, which gives information about the degree of entanglement in the system. The key task per iteration is to find a feasible descent direction, which is equivalent to finding the largest M-eigenvalue of a fourth-order tensor. We give a direct method for this problem when the dimension of the tensor is 2 and a heuristic cross-hill method for cases of high dimension. Some numerical results and experiences are presented.

THE COUPLING OF NBEM AND FEM FOR QUASILINEAR PROBLEMS IN A BOUNDED OR UNBOUNDED DOMAIN WITH A CONCAVE ANGLE

Based on the Kirchhoff transformation and the natural boundary element method, we investigate a coupled natural boundary element method and finite element method for quasi-linear problems in a bounded or unbounded domain with a concave angle. By the principle of the natural boundary reduction, we obtain natural integral equation on circular arc artificial boundaries, and get the coupled variational problem and its numerical method. Moreover, the convergence of approximate solutions and error estimates are obtained. Finally, some numerical examples are presented to show the feasibility of our method. Our work can be viewed as an extension of the existing work of H.D. Han et al..

Well-posedness for the stochastic 2D primitive equations with Lévy noise

The two-dimensional primitive equations with Lévy noise are studied in this paper.We prove the existence and uniqueness of the solutions in a fixed probability space which based on a priori estimates,weak convergence method and monotonicity arguments.

GeometricNumerical Integration for Peakon b-Family Equations

In this paper,we study the Camassa-Holm equation and the Degasperis-Procesi equation.The two equations are in the family of integrable peakon equations,and both have very rich geometric properties.Based on these geometric structures,we construct the geometric numerical integrators for simulating their soliton solutions.The Camassa-Holm equation and the Degasperis-Procesi equation have many common properties,however they also have the significant difference,for example there exist the shock wave solutions for the Degasperis-Procesi equation.By using the symplectic Fourier pseudo-spectral integrator,we simulate the peakon solutions of the two equations.To illustrate the smooth solitons and shock wave solutions of the DP equation,we use the splitting technique and combine the composition methods.In the numerical experiments,comparisons of these two kinds of methods are presented in terms of accuracy,computational cost and invariants preservation.

TWO NOVEL CLASSES OF ARBITRARY HIGH-ORDER STRUCTURE-PRESERVING ALGORITHMS FOR CANONICAL HAMILTONIAN SYSTEMS

In this paper,we systematically construct two classes of structure-preserving schemes with arbitrary order of accuracy for canonical Hamiltonian systems.The one class is the symplectic scheme,which contains two new families of parameterized symplectic schemes that are derived by basing on the generating function method and the symmetric composition method,respectively.Each member in these schemes is symplectic for any fixed parameter.A more general form of generating functions is introduced,which generalizes the three classical generating functions that are widely used to construct symplectic algorithms.The other class is a novel family of energy and quadratic invariants preserving schemes,which is devised by adjusting the parameter in parameterized symplectic schemes to guarantee energy conservation at each time step.The existence of the solutions of these schemes is verified.Numerical experiments demonstrate the theoretical analysis and conservation of the proposed schemes.