To improve the efficiency and fairness of the spectrum allocation for ground communication assisted by unmanned aerial vehicles(UAVs),a joint optimization method for on-demand deployment and spectrum allocation of UAV...To improve the efficiency and fairness of the spectrum allocation for ground communication assisted by unmanned aerial vehicles(UAVs),a joint optimization method for on-demand deployment and spectrum allocation of UAVs is proposed,which is modeled as a mixed-integer non-convex optimization problem(MINCOP).An algorithm to estimate the minimum number of required UAVs is firstly proposed based on the pre-estimation and simulated annealing.The MINCOP is then decomposed into three sub-problems based on the block coordinate descent method,including the spectrum allocation of UAVs,the association between UAVs and ground users,and the deployment of UAVs.Specifically,the optimal spectrum allocation is derived based on the interference mitigation and channel reuse.The association between UAVs and ground users is optimized based on local iterated optimization.A particle-based optimization algorithm is proposed to resolve the subproblem of the UAVs deployment.Simulation results show that the proposed method could effectively improve the minimum transmission rate of UAVs as well as user fairness of spectrum allocation.展开更多
This paper focuses on the numerical stability of the block θ methods adapted to differential equations with a delay argument. For the block θ methods, an interpolation procedure is introduced which leads to the nume...This paper focuses on the numerical stability of the block θ methods adapted to differential equations with a delay argument. For the block θ methods, an interpolation procedure is introduced which leads to the numerical processes that satisfy an important asymptotic stability condition related to the class of test problems y′(t)=ay(t)+by(t-τ) with a,b∈C, Re(a)<-|b| and τ>0. We prove that the block θ method is GP stable if and only if the method is A stable for ordinary differential equations. Furthermore, it is proved that the P and GP stability are equivalent for the block θ method.展开更多
Based on elementary group theory, the block pivot methods for solving two-dimensional elastic frictional contact problems are presented in this paper. It is proved that the algorithms converge within a finite number o...Based on elementary group theory, the block pivot methods for solving two-dimensional elastic frictional contact problems are presented in this paper. It is proved that the algorithms converge within a finite number of steps when the friction coefficient is ''relative small''. Unlike most mathematical programming methods for contact problems, the block pivot methods permit multiple exchanges of basic and nonbasic variables.展开更多
In [1], a class of multiderivative block methods (MDBM) was studied for the numerical solutions of stiff ordinary differential equations. This paper is aimed at solving the problem proposed in [1] that what conditions...In [1], a class of multiderivative block methods (MDBM) was studied for the numerical solutions of stiff ordinary differential equations. This paper is aimed at solving the problem proposed in [1] that what conditions should be fulfilled for MDBMs in order to guarantee the A-stabilities. The explicit expressions of the polynomialsP(h) and Q(h) in the stability functions h(h)=P(h)/Q(h)are given. Furthermore, we prove P(-h)-Q(h). With the aid of symbolic computations and the expressions of diagonal Fade approximations, we obtained the biggest block size k of the A-stable MDBM for any given l (the order of the highest derivatives used in MDBM,l>1)展开更多
Many initial value problems are difficult to be solved using ordinary,explicit step-by-step methods because most of these problems are considered stiff.Certain implicit methods,however,are capable of solving stiff ord...Many initial value problems are difficult to be solved using ordinary,explicit step-by-step methods because most of these problems are considered stiff.Certain implicit methods,however,are capable of solving stiff ordinary differential equations(ODEs)usually found in most applied problems.This study aims to develop a new numerical method,namely the high order variable step variable order block backward differentiation formula(VSVOHOBBDF)for the main purpose of approximating the solutions of third order ODEs.The computational work of the VSVO-HOBBDF method was carried out using the strategy of varying the step size and order in a single code.The order of the proposed method was then discussed in detail.The advancement of this strategy is intended to enhance the efficiency of the proposed method to approximate solutions effectively.In order to confirm the efficiency of the VSVO-HOBBDF method over the two ODE solvers in MATLAB,particularly ode15s and ode23s,a numerical experiment was conducted on a set of stiff problems.The numerical results prove that for this particular set of problem,the use of the proposed method is more efficient than the comparable methods.VSVO-HOBBDF method is thus recommended as a reliable alternative solver for the third order ODEs.展开更多
Krylov subspace projection methods are known to be highly efficient for solving large linear systems. Many different versions arise from different choices to the left and right subspaces. These methods were classified...Krylov subspace projection methods are known to be highly efficient for solving large linear systems. Many different versions arise from different choices to the left and right subspaces. These methods were classified into two groups in terms of the different forms of matrix H-m, the main properties in applications and the new versions of these two types of methods were briefly reviewed, then one of the most efficient versions, GMRES method was applied to oil reservoir simulation. The block Pseudo-Elimination method was used to generate the preconditioned matrix. Numerical results show much better performance of this preconditioned techniques and the GMRES method than that of preconditioned ORTHMIN method, which is now in use in oil reservoir simulation. Finally, some limitations of Krylov subspace methods and some potential improvements to this type of methods are further presented.展开更多
A fast motion estimation algorithm for variable block-size using the "line scan and block merge procedure" is proposed for airborne image compression modules.Full hardware implementation via FPGA is discussed in det...A fast motion estimation algorithm for variable block-size using the "line scan and block merge procedure" is proposed for airborne image compression modules.Full hardware implementation via FPGA is discussed in detail.The proposed pipelined architecture based on the line scan algorithm is capable of calculating the required 41 motion vectors of various size blocks supported by H.264 within a 16 × 16 block in parallel.An adaptive rate distortion cost function is used for various size block decision.The motion vectors of adjacent small blocks are merged to predict the motion vectors of larger blocks for reducing computation.Experimental results show that our proposed method has lower computational complexity than full search algorithm with slight quality decrease and little bit rate increase.Due to the high real-time processing speed it can be easily realized in hardware.展开更多
In this paper, the existence and uniqueness of the solution of Fredholm-Volterra integral equation is considered (NF-VIE) with continuous kernel;then we used a numerical method to reduce this type of equations to a sy...In this paper, the existence and uniqueness of the solution of Fredholm-Volterra integral equation is considered (NF-VIE) with continuous kernel;then we used a numerical method to reduce this type of equations to a system of nonlinear Volterra integral equations. Runge-Kutta method (RKM) and Bolck by block method (BBM) are used to solve the system of nonlinear Volterra integral equations of the second kind (SNVIEs) with continuous kernel. The error in each case is calculated.展开更多
The bootstrap method is one of the new ways of studying statistical math which this article uses but is a major tool for studying and evaluating the values of parameters in probability distribution.Our research is con...The bootstrap method is one of the new ways of studying statistical math which this article uses but is a major tool for studying and evaluating the values of parameters in probability distribution.Our research is concerned overview of the theory of infinite distribution functions.The tool to deal with the problems raised in the paper is the mathematical methods of random analysis(theory of random process and multivariate statistics).In this article,we introduce the new function to find out the bias and standard error with jackknife method for Generalized Extreme Value distributions.展开更多
Block boundary value methods(BBVMs)are extended in this paper to obtain the numerical solutions of nonlinear delay-differential-algebraic equations with singular perturbation(DDAESP).It is proved that the extended BBV...Block boundary value methods(BBVMs)are extended in this paper to obtain the numerical solutions of nonlinear delay-differential-algebraic equations with singular perturbation(DDAESP).It is proved that the extended BBVMs in some suitable conditions are globally stable and can obtain a unique exact solution of the DDAESP.Besides,whenever the classic Lipschitz conditions are satisfied,the extended BBVMs are preconsistent and pth order consistent.Moreover,through some numerical examples,the correctness of the theoretical results and computational validity of the extended BBVMs is further confirmed.展开更多
The generalized least squares (LS) problem ... (Ax - b)[sup TW[sup -1](Ax - b) appears in, many application areas. Here W is an m × m symmetric positive definite matrix and A is an m × n matrix with m ≥ n. ...The generalized least squares (LS) problem ... (Ax - b)[sup TW[sup -1](Ax - b) appears in, many application areas. Here W is an m × m symmetric positive definite matrix and A is an m × n matrix with m ≥ n. Since the problem has many solutions in rank deficient case, some special preconditioned techniques are adapted to obtain the minimum 2-norm solution. A block SOR method and the preconditioned conjugate gradient (PCG) method are proposed here. Convergence and optimal relaxation parameter for the block SOR method are studied. An error bound for the PCG method is given. The comparison of these methods is investigated. Some remarks on the implementation of the methods and the operation cost are given as well. [ABSTRACT FROM AUTHOR]展开更多
In this paper,we investigate a parallel subspace correction framework for composite convex optimization.The variables are first divided into a few blocks based on certain rules.At each iteration,the algorithms solve a...In this paper,we investigate a parallel subspace correction framework for composite convex optimization.The variables are first divided into a few blocks based on certain rules.At each iteration,the algorithms solve a suitable subproblem on each block simultaneously,construct a search direction by combining their solutions on all blocks,then identify a new point along this direction using a step size satisfying the Armijo line search condition.They are called PSCLN and PSCLO,respectively,depending on whether there are overlapping regions between two imme-diately adjacent blocks of variables.Their convergence is established under mild assumptions.We compare PSCLN and PSCLO with the parallel version of the fast iterative thresholding algorithm and the fixed-point continuation method using the Barzilai-Borwein step size and the greedy coordinate block descent method for solving the l1-regularized minimization problems.Our numerical results showthatPSCLN andPSCLOcan run fast and return solutions notworse than those from the state-of-theart algorithms on most test problems.It is also observed that the overlapping domain decomposition scheme is helpful when the data of the problem has certain special structures.展开更多
Neutral Delay Differential Equation(NDDE)is a differential problem that has regularly existed in numerous occurrences and has represented a significant role in dealing with real-life phenomena,especially on their appl...Neutral Delay Differential Equation(NDDE)is a differential problem that has regularly existed in numerous occurrences and has represented a significant role in dealing with real-life phenomena,especially on their application in biological and physiological processes.A fifth-order two-point hybrid implicit multistep block method(2PIH5)has been formulated in this research for the numerical solution of Neutral Delay Differential Equation(NDDE).A Taylor series interpolation polynomial has been implemented in the formulation of the proposed 2PIH5.The order,consistency,and zero-stability for 2PIH5 have been illustrated.The analyses of convergence and stability test have been performed and discussed.The initial value problems for the first-order NDDE with constant or proportional delay have been solved using the proposed block method.Some numerical results for the proposed method have been presented to prove the adaptability and applicability of the proposed method in solving NDDE.The proposed method is proved to be comparable with the other existing methods.It is assumed to be reliable and efficient for solving the first-order NDDE with constant or proportional delay.展开更多
InMarkov ChainMonte Carlo(MCMC)simulations,thermal equilibria quantities are estimated by ensemble average over a sample set containing a large number of correlated samples.These samples are selected in accordance wit...InMarkov ChainMonte Carlo(MCMC)simulations,thermal equilibria quantities are estimated by ensemble average over a sample set containing a large number of correlated samples.These samples are selected in accordance with the probability distribution function,known from the partition function of equilibrium state.As the stochastic error of the simulation results is significant,it is desirable to understand the variance of the estimation by ensemble average,which depends on the sample size(i.e.,the total number of samples in the set)and the sampling interval(i.e.,cycle number between two consecutive samples).Although large sample sizes reduce the variance,they increase the computational cost of the simulation.For a given CPU time,the sample size can be reduced greatly by increasing the sampling interval,while having the corresponding increase in variance be negligible if the original sampling interval is very small.In this work,we report a few general rules that relate the variance with the sample size and the sampling interval.These results are observed and confirmed numerically.These variance rules are derived for theMCMCmethod but are also valid for the correlated samples obtained using other Monte Carlo methods.The main contribution of this work includes the theoretical proof of these numerical observations and the set of assumptions that lead to them.展开更多
Ever since its introduction by Kane Yee over forty years ago,the finitedifference time-domain(FDTD)method has been a widely-used technique for solving the time-dependent Maxwell’s equations that has also inspired man...Ever since its introduction by Kane Yee over forty years ago,the finitedifference time-domain(FDTD)method has been a widely-used technique for solving the time-dependent Maxwell’s equations that has also inspired many other methods.This paper presents an alternative approach to these equations in the case of spatially-varying electric permittivity and/or magnetic permeability,based on Krylov subspace spectral(KSS)methods.These methods have previously been applied to the variable-coefficient heat equation and wave equation,and have demonstrated high-order accuracy,as well as stability characteristic of implicit timestepping schemes,even though KSS methods are explicit.KSS methods for scalar equations compute each Fourier coefficient of the solution using techniques developed by Golub and Meurant for approximating elements of functions of matrices by Gaussian quadrature in the spectral,rather than physical,domain.We show how they can be generalized to coupled systems of equations,such as Maxwell’s equations,by choosing appropriate basis functions that,while induced by this coupling,still allow efficient and robust computation of the Fourier coefficients of each spatial component of the electric and magnetic fields.We also discuss the application of block KSS methods to problems involving non-self-adjoint spatial differential operators,which requires a generalization of the block Lanczos algorithm of Golub and Underwood to unsymmetric matrices.展开更多
This paper proposes a class of asynchronous block iterative methods for solving large scale nonlinear equations F(x)=0 and proves local convergence. This method splits F into p blocks, then does the asynch...This paper proposes a class of asynchronous block iterative methods for solving large scale nonlinear equations F(x)=0 and proves local convergence. This method splits F into p blocks, then does the asynchronous parallel iteration on the p multiprocessor with shared memory. Because each processor need only solve equations with a low dimension and there is no synchronous waiting time, the parallel efficiency can be increased. Finally, we give the results of the numerical test of three kinds of Newton like asynchronous block iteration methods which run well on a multiprocessor system. These results show that the parallel efficiency is very high.展开更多
Consider the problem of minimizing the sum of two convex functions,one being smooth and the other non-smooth.In this paper,we introduce a general class of approximate proximal splitting(APS)methods for solving such mi...Consider the problem of minimizing the sum of two convex functions,one being smooth and the other non-smooth.In this paper,we introduce a general class of approximate proximal splitting(APS)methods for solving such minimization problems.Methods in the APS class include many well-known algorithms such as the proximal splitting method,the block coordinate descent method(BCD),and the approximate gradient projection methods for smooth convex optimization.We establish the linear convergence of APS methods under a local error bound assumption.Since the latter is known to hold for compressive sensing and sparse group LASSO problems,our analysis implies the linear convergence of the BCD method for these problems without strong convexity assumption.展开更多
This paper addresses the planning problem of residential micro combined heat and power (micro-CHP) systems (including micro-generation units, auxiliary boilers, and thermal storage tanks) considering the associated te...This paper addresses the planning problem of residential micro combined heat and power (micro-CHP) systems (including micro-generation units, auxiliary boilers, and thermal storage tanks) considering the associated technical and economic factors. Since the accurate values of the thermal and electrical loads of this system cannot be exactly predicted for the planning horizon, the thermal and electrical load uncertainties are modeled using a two-stage adaptive robust optimization method based on a polyhedral uncertainty set. A solution method, which is composed of column-and-constraint generation (C&CG) algorithm and block coordinate descent (BCD) method, is proposed to efficiently solve this adaptive robust optimization model. Numerical results from a practical case study show the effective performance of the proposed adaptive robust model for residential micro-CHP planning and its solution method.展开更多
This paper deals with fast and reliable numerical solution methods for the incompress- ible non-Newtonian Navier-Stokes equations. To handle the nonlinearity of the governing equations, the Picard and Newton methods a...This paper deals with fast and reliable numerical solution methods for the incompress- ible non-Newtonian Navier-Stokes equations. To handle the nonlinearity of the governing equations, the Picard and Newton methods are used to linearize these coupled partial dif- ferential equations. For space discretization we use the finite element method and utilize the two-by-two block structure of the matrices in the arising algebraic systems of equa- tions. The Krylov subspace iterative methods are chosen to solve the linearized discrete systems and the development of computationally and numerically efficient preconditioners for the two-by-two block matrices is the main concern in this paper. In non-Newtonian flows, the viscosity is not constant and its variation is an important factor that effects the performance of some already known preconditioning techniques. In this paper we examine the performance of several preconditioners for variable viscosity applications, and improve them further to be robust with respect to variations in viscosity.展开更多
The approximate eigenvectors or Ritz vectors obtained by the block Arnoldi method may converge very slowly and even fail to converge even if the approximate eigenvalues do. In order to improve the quality of the Ritz ...The approximate eigenvectors or Ritz vectors obtained by the block Arnoldi method may converge very slowly and even fail to converge even if the approximate eigenvalues do. In order to improve the quality of the Ritz vectors, a modified strategy is proposed such that new approximate eigenvectors are certain combinations of the Ritz vectors and the waSted (m+1) th block basis vector and their corresponding residual norms are minimized in a certain sense. They can be cheaply computed by solving a few small 'dimensional minimization problems. The resulting modified m-step block Arnoldi method is better than the standard m-step one in theory and cheaper than the standard (m+1)-step one. Based on this strategy, a modified m-step iterative block Arnoldi algorithm is presented. Numerical experiments are reported to show that the modified m-step algorithm is often considerably more efficient than the standard (m+1)-step iterative one.展开更多
基金supported by Project funded by China Postdoctoral Science Foundation(No.2021MD703980)。
文摘To improve the efficiency and fairness of the spectrum allocation for ground communication assisted by unmanned aerial vehicles(UAVs),a joint optimization method for on-demand deployment and spectrum allocation of UAVs is proposed,which is modeled as a mixed-integer non-convex optimization problem(MINCOP).An algorithm to estimate the minimum number of required UAVs is firstly proposed based on the pre-estimation and simulated annealing.The MINCOP is then decomposed into three sub-problems based on the block coordinate descent method,including the spectrum allocation of UAVs,the association between UAVs and ground users,and the deployment of UAVs.Specifically,the optimal spectrum allocation is derived based on the interference mitigation and channel reuse.The association between UAVs and ground users is optimized based on local iterated optimization.A particle-based optimization algorithm is proposed to resolve the subproblem of the UAVs deployment.Simulation results show that the proposed method could effectively improve the minimum transmission rate of UAVs as well as user fairness of spectrum allocation.
文摘This paper focuses on the numerical stability of the block θ methods adapted to differential equations with a delay argument. For the block θ methods, an interpolation procedure is introduced which leads to the numerical processes that satisfy an important asymptotic stability condition related to the class of test problems y′(t)=ay(t)+by(t-τ) with a,b∈C, Re(a)<-|b| and τ>0. We prove that the block θ method is GP stable if and only if the method is A stable for ordinary differential equations. Furthermore, it is proved that the P and GP stability are equivalent for the block θ method.
基金The project supported by the National Natural Science Foundation of China
文摘Based on elementary group theory, the block pivot methods for solving two-dimensional elastic frictional contact problems are presented in this paper. It is proved that the algorithms converge within a finite number of steps when the friction coefficient is ''relative small''. Unlike most mathematical programming methods for contact problems, the block pivot methods permit multiple exchanges of basic and nonbasic variables.
文摘In [1], a class of multiderivative block methods (MDBM) was studied for the numerical solutions of stiff ordinary differential equations. This paper is aimed at solving the problem proposed in [1] that what conditions should be fulfilled for MDBMs in order to guarantee the A-stabilities. The explicit expressions of the polynomialsP(h) and Q(h) in the stability functions h(h)=P(h)/Q(h)are given. Furthermore, we prove P(-h)-Q(h). With the aid of symbolic computations and the expressions of diagonal Fade approximations, we obtained the biggest block size k of the A-stable MDBM for any given l (the order of the highest derivatives used in MDBM,l>1)
基金funded by Fundamental Research Grant Scheme Universiti Sains Malaysia,Grant No.203/PJJAUH/6711688 received by S.A.M.Yatim.Url at http://www.research.usm.my/default.asp?tag=3&f=1&k=1.
文摘Many initial value problems are difficult to be solved using ordinary,explicit step-by-step methods because most of these problems are considered stiff.Certain implicit methods,however,are capable of solving stiff ordinary differential equations(ODEs)usually found in most applied problems.This study aims to develop a new numerical method,namely the high order variable step variable order block backward differentiation formula(VSVOHOBBDF)for the main purpose of approximating the solutions of third order ODEs.The computational work of the VSVO-HOBBDF method was carried out using the strategy of varying the step size and order in a single code.The order of the proposed method was then discussed in detail.The advancement of this strategy is intended to enhance the efficiency of the proposed method to approximate solutions effectively.In order to confirm the efficiency of the VSVO-HOBBDF method over the two ODE solvers in MATLAB,particularly ode15s and ode23s,a numerical experiment was conducted on a set of stiff problems.The numerical results prove that for this particular set of problem,the use of the proposed method is more efficient than the comparable methods.VSVO-HOBBDF method is thus recommended as a reliable alternative solver for the third order ODEs.
文摘Krylov subspace projection methods are known to be highly efficient for solving large linear systems. Many different versions arise from different choices to the left and right subspaces. These methods were classified into two groups in terms of the different forms of matrix H-m, the main properties in applications and the new versions of these two types of methods were briefly reviewed, then one of the most efficient versions, GMRES method was applied to oil reservoir simulation. The block Pseudo-Elimination method was used to generate the preconditioned matrix. Numerical results show much better performance of this preconditioned techniques and the GMRES method than that of preconditioned ORTHMIN method, which is now in use in oil reservoir simulation. Finally, some limitations of Krylov subspace methods and some potential improvements to this type of methods are further presented.
基金Supported by the Aviation Science Fund of China(2009ZC15001)
文摘A fast motion estimation algorithm for variable block-size using the "line scan and block merge procedure" is proposed for airborne image compression modules.Full hardware implementation via FPGA is discussed in detail.The proposed pipelined architecture based on the line scan algorithm is capable of calculating the required 41 motion vectors of various size blocks supported by H.264 within a 16 × 16 block in parallel.An adaptive rate distortion cost function is used for various size block decision.The motion vectors of adjacent small blocks are merged to predict the motion vectors of larger blocks for reducing computation.Experimental results show that our proposed method has lower computational complexity than full search algorithm with slight quality decrease and little bit rate increase.Due to the high real-time processing speed it can be easily realized in hardware.
文摘In this paper, the existence and uniqueness of the solution of Fredholm-Volterra integral equation is considered (NF-VIE) with continuous kernel;then we used a numerical method to reduce this type of equations to a system of nonlinear Volterra integral equations. Runge-Kutta method (RKM) and Bolck by block method (BBM) are used to solve the system of nonlinear Volterra integral equations of the second kind (SNVIEs) with continuous kernel. The error in each case is calculated.
文摘The bootstrap method is one of the new ways of studying statistical math which this article uses but is a major tool for studying and evaluating the values of parameters in probability distribution.Our research is concerned overview of the theory of infinite distribution functions.The tool to deal with the problems raised in the paper is the mathematical methods of random analysis(theory of random process and multivariate statistics).In this article,we introduce the new function to find out the bias and standard error with jackknife method for Generalized Extreme Value distributions.
基金supported by the National Key R&D Program of China(2020YFA0709800)the National Natural Science Foundation of China(Nos.11901577,11971481,12071481,12001539)+4 种基金the Natural Science Foundation of Hunan(No.S2017JJQNJJ-0764)the fund from Hunan Provincial Key Laboratory of Mathematical Modeling and Analysis in Engineering(No.2018MMAEZD004)the Basic Research Foundation of National Numerical Wind Tunnel Project(No.NNW2018-ZT4A08)the Research Fund of National University of Defense Technology(No.ZK19-37)The science and technology innovation Program of Hunan Province(No.2020RC2039).
文摘Block boundary value methods(BBVMs)are extended in this paper to obtain the numerical solutions of nonlinear delay-differential-algebraic equations with singular perturbation(DDAESP).It is proved that the extended BBVMs in some suitable conditions are globally stable and can obtain a unique exact solution of the DDAESP.Besides,whenever the classic Lipschitz conditions are satisfied,the extended BBVMs are preconsistent and pth order consistent.Moreover,through some numerical examples,the correctness of the theoretical results and computational validity of the extended BBVMs is further confirmed.
基金CNPq, Brazil!301035/93-8University of Macao!RG010/ 99- 00S / JXQ / FST
文摘The generalized least squares (LS) problem ... (Ax - b)[sup TW[sup -1](Ax - b) appears in, many application areas. Here W is an m × m symmetric positive definite matrix and A is an m × n matrix with m ≥ n. Since the problem has many solutions in rank deficient case, some special preconditioned techniques are adapted to obtain the minimum 2-norm solution. A block SOR method and the preconditioned conjugate gradient (PCG) method are proposed here. Convergence and optimal relaxation parameter for the block SOR method are studied. An error bound for the PCG method is given. The comparison of these methods is investigated. Some remarks on the implementation of the methods and the operation cost are given as well. [ABSTRACT FROM AUTHOR]
基金Qian Dong was supported in part by the National Natural Science Foundation of China(Nos.11331012,11321061 and 11461161005)Xin Liu was supported in part by the National Natural Science Foundation of China(Nos.11101409,11331012,11471325 and 11461161005)+3 种基金China 863 Program(No.2013AA122902)the National Center for Mathematics and Interdisciplinary Sciences,Chinese Academy of SciencesZai-Wen Wen was supported in part by the National Natural Science Foundation of China(Nos.11322109 and 91330202)Ya-Xiang Yuan was supported in part by the National Natural Science Foundation of China(Nos.11331012,11321061 and 11461161005).
文摘In this paper,we investigate a parallel subspace correction framework for composite convex optimization.The variables are first divided into a few blocks based on certain rules.At each iteration,the algorithms solve a suitable subproblem on each block simultaneously,construct a search direction by combining their solutions on all blocks,then identify a new point along this direction using a step size satisfying the Armijo line search condition.They are called PSCLN and PSCLO,respectively,depending on whether there are overlapping regions between two imme-diately adjacent blocks of variables.Their convergence is established under mild assumptions.We compare PSCLN and PSCLO with the parallel version of the fast iterative thresholding algorithm and the fixed-point continuation method using the Barzilai-Borwein step size and the greedy coordinate block descent method for solving the l1-regularized minimization problems.Our numerical results showthatPSCLN andPSCLOcan run fast and return solutions notworse than those from the state-of-theart algorithms on most test problems.It is also observed that the overlapping domain decomposition scheme is helpful when the data of the problem has certain special structures.
基金All authors gratefully acknowledge for the financial support by Putra Grant(project code:GP-IPS/2018/9625400)Graduate Research Fellowship(GRF)from Universiti Putra Malaysia.The authors are also thankful to the referees for their useful comments and suggestions.
文摘Neutral Delay Differential Equation(NDDE)is a differential problem that has regularly existed in numerous occurrences and has represented a significant role in dealing with real-life phenomena,especially on their application in biological and physiological processes.A fifth-order two-point hybrid implicit multistep block method(2PIH5)has been formulated in this research for the numerical solution of Neutral Delay Differential Equation(NDDE).A Taylor series interpolation polynomial has been implemented in the formulation of the proposed 2PIH5.The order,consistency,and zero-stability for 2PIH5 have been illustrated.The analyses of convergence and stability test have been performed and discussed.The initial value problems for the first-order NDDE with constant or proportional delay have been solved using the proposed block method.Some numerical results for the proposed method have been presented to prove the adaptability and applicability of the proposed method in solving NDDE.The proposed method is proved to be comparable with the other existing methods.It is assumed to be reliable and efficient for solving the first-order NDDE with constant or proportional delay.
基金supported in part by the King Abdullah University of Science and Technology(KAUST)Center for Numerical Porous Media.In addition,S.Sun would also like to acknowledge the support of this study by a research award from King Abdulaziz City for Science and Technology(KACST)through a project entitled”Study of Sulfur Solubility using Thermodynamics Model and Quantum Chemistry”.
文摘InMarkov ChainMonte Carlo(MCMC)simulations,thermal equilibria quantities are estimated by ensemble average over a sample set containing a large number of correlated samples.These samples are selected in accordance with the probability distribution function,known from the partition function of equilibrium state.As the stochastic error of the simulation results is significant,it is desirable to understand the variance of the estimation by ensemble average,which depends on the sample size(i.e.,the total number of samples in the set)and the sampling interval(i.e.,cycle number between two consecutive samples).Although large sample sizes reduce the variance,they increase the computational cost of the simulation.For a given CPU time,the sample size can be reduced greatly by increasing the sampling interval,while having the corresponding increase in variance be negligible if the original sampling interval is very small.In this work,we report a few general rules that relate the variance with the sample size and the sampling interval.These results are observed and confirmed numerically.These variance rules are derived for theMCMCmethod but are also valid for the correlated samples obtained using other Monte Carlo methods.The main contribution of this work includes the theoretical proof of these numerical observations and the set of assumptions that lead to them.
文摘Ever since its introduction by Kane Yee over forty years ago,the finitedifference time-domain(FDTD)method has been a widely-used technique for solving the time-dependent Maxwell’s equations that has also inspired many other methods.This paper presents an alternative approach to these equations in the case of spatially-varying electric permittivity and/or magnetic permeability,based on Krylov subspace spectral(KSS)methods.These methods have previously been applied to the variable-coefficient heat equation and wave equation,and have demonstrated high-order accuracy,as well as stability characteristic of implicit timestepping schemes,even though KSS methods are explicit.KSS methods for scalar equations compute each Fourier coefficient of the solution using techniques developed by Golub and Meurant for approximating elements of functions of matrices by Gaussian quadrature in the spectral,rather than physical,domain.We show how they can be generalized to coupled systems of equations,such as Maxwell’s equations,by choosing appropriate basis functions that,while induced by this coupling,still allow efficient and robust computation of the Fourier coefficients of each spatial component of the electric and magnetic fields.We also discuss the application of block KSS methods to problems involving non-self-adjoint spatial differential operators,which requires a generalization of the block Lanczos algorithm of Golub and Underwood to unsymmetric matrices.
基金Supported by the National Natural Scie-nce Foundation of China
文摘This paper proposes a class of asynchronous block iterative methods for solving large scale nonlinear equations F(x)=0 and proves local convergence. This method splits F into p blocks, then does the asynchronous parallel iteration on the p multiprocessor with shared memory. Because each processor need only solve equations with a low dimension and there is no synchronous waiting time, the parallel efficiency can be increased. Finally, we give the results of the numerical test of three kinds of Newton like asynchronous block iteration methods which run well on a multiprocessor system. These results show that the parallel efficiency is very high.
文摘Consider the problem of minimizing the sum of two convex functions,one being smooth and the other non-smooth.In this paper,we introduce a general class of approximate proximal splitting(APS)methods for solving such minimization problems.Methods in the APS class include many well-known algorithms such as the proximal splitting method,the block coordinate descent method(BCD),and the approximate gradient projection methods for smooth convex optimization.We establish the linear convergence of APS methods under a local error bound assumption.Since the latter is known to hold for compressive sensing and sparse group LASSO problems,our analysis implies the linear convergence of the BCD method for these problems without strong convexity assumption.
文摘This paper addresses the planning problem of residential micro combined heat and power (micro-CHP) systems (including micro-generation units, auxiliary boilers, and thermal storage tanks) considering the associated technical and economic factors. Since the accurate values of the thermal and electrical loads of this system cannot be exactly predicted for the planning horizon, the thermal and electrical load uncertainties are modeled using a two-stage adaptive robust optimization method based on a polyhedral uncertainty set. A solution method, which is composed of column-and-constraint generation (C&CG) algorithm and block coordinate descent (BCD) method, is proposed to efficiently solve this adaptive robust optimization model. Numerical results from a practical case study show the effective performance of the proposed adaptive robust model for residential micro-CHP planning and its solution method.
文摘This paper deals with fast and reliable numerical solution methods for the incompress- ible non-Newtonian Navier-Stokes equations. To handle the nonlinearity of the governing equations, the Picard and Newton methods are used to linearize these coupled partial dif- ferential equations. For space discretization we use the finite element method and utilize the two-by-two block structure of the matrices in the arising algebraic systems of equa- tions. The Krylov subspace iterative methods are chosen to solve the linearized discrete systems and the development of computationally and numerically efficient preconditioners for the two-by-two block matrices is the main concern in this paper. In non-Newtonian flows, the viscosity is not constant and its variation is an important factor that effects the performance of some already known preconditioning techniques. In this paper we examine the performance of several preconditioners for variable viscosity applications, and improve them further to be robust with respect to variations in viscosity.
文摘The approximate eigenvectors or Ritz vectors obtained by the block Arnoldi method may converge very slowly and even fail to converge even if the approximate eigenvalues do. In order to improve the quality of the Ritz vectors, a modified strategy is proposed such that new approximate eigenvectors are certain combinations of the Ritz vectors and the waSted (m+1) th block basis vector and their corresponding residual norms are minimized in a certain sense. They can be cheaply computed by solving a few small 'dimensional minimization problems. The resulting modified m-step block Arnoldi method is better than the standard m-step one in theory and cheaper than the standard (m+1)-step one. Based on this strategy, a modified m-step iterative block Arnoldi algorithm is presented. Numerical experiments are reported to show that the modified m-step algorithm is often considerably more efficient than the standard (m+1)-step iterative one.