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In this paper, a full (nested) multigrid scheme is proposed to solve eigenvalue problems. The idea here is to use the multilevel correction method to transform the solution of eigenvalue problem to a series of solutions of the corresponding…

Numerical Analysis · Mathematics 2015-06-23 Hehu Xie

The present paper proposes and analyzes an interior penalty technique using $C^0$-finite elements to solve the Maxwell equations in domains with heterogeneous properties. The convergence analysis for the boundary value problem and the…

Numerical Analysis · Mathematics 2015-06-11 Andrea Bonito , Jean-Luc Guermond , Francky Luddens

Based on the numerical method proposed in [G. Hu, X. Xie, F. Xu, J. Comput. Phys., 355 (2018), 436-449.] for Kohn-Sham equation, further improvement on the efficiency is obtained in this paper by i). designing a numerical method with the…

Numerical Analysis · Mathematics 2021-03-05 Guanghui Hu , Hehu Xie , Fei Xu

We consider fourth order singularly perturbed eigenvalue problems in one-dimension and the approximation of their solution by the $h$ version of the Finite Element Method (FEM). In particular, we use piecewise Hermite polynomials of degree…

Numerical Analysis · Mathematics 2021-07-15 Hans-Görg Roos , Despo Savvidou , Christos Xenophontos

The convergence and optimality of adaptive mixed finite element methods for the Poisson equation are established in this paper. The main difficulty for mixed finite element methods is the lack of minimization principle and thus the failure…

Numerical Analysis · Mathematics 2010-01-12 Long Chen , Michael Holst , Jinchao Xu

Computing tasks may often be posed as optimization problems. The objective functions for real-world scenarios are often nonconvex and/or nondifferentiable. State-of-the-art methods for solving these problems typically only guarantee…

Optimization and Control · Mathematics 2022-10-11 Howard Heaton , Samy Wu Fung , Stanley Osher

In this paper, we provide a simple way to find uniqueness sets for additive eigenvalue problems of first and second order Hamilton--Jacobi equations by using a PDE approach. An application in finding the limiting profiles for large time…

Analysis of PDEs · Mathematics 2018-01-17 Hiroyoshi Mitake , Hung V. Tran

Two different proofs for an inf-sup type representation formula (minimax formula) of the additive eigenvalues corresponding to first-order Hamilton-Jacobi equations are given for quasiconvex (level-set convex) Hamiltonians not necessarily…

Analysis of PDEs · Mathematics 2014-12-23 Atsushi Nakayasu

By extending the classical analysis techniques due to Samokish, Faddeev and Faddeeva, and Longsine and McCormick among others, we prove the convergence of preconditioned steepest descent with implicit deflation (PSD-id) method for solving…

Numerical Analysis · Mathematics 2016-05-31 Yunfeng Cai , Zhaojun Bai , John E. Pask , N. Sukumar

In this paper we conduct a priori and a posteriori error analysis of the $C^0$ interior penalty method for Hamilton-Jacobi-Bellman equations, with coefficients that satisfy the Cordes condition. These estimates show the quasi-optimality of…

Numerical Analysis · Mathematics 2019-11-14 Susanne C. Brenner , Ellya L. Kawecki

We discuss the close connection between eigenvalue computation and optimization using the Newton method and subspace methods. From the connection we derive a new class of Newton updates. The new update formulation is similar to the…

Numerical Analysis · Mathematics 2025-10-20 Yunkai Zhou

Variational inequalities represent a broad class of problems, including minimization and min-max problems, commonly found in machine learning. Existing second-order and high-order methods for variational inequalities require precise…

It is shown how mixed finite element methods for symmetric positive definite eigenvalue problems related to partial differential operators can provide guaranteed lower eigenvalue bounds. The method is based on a classical compatibility…

Numerical Analysis · Mathematics 2024-01-10 Dietmar Gallistl

A multigrid method is proposed for solving nonlinear eigenvalue problems by the finite element method. With this new scheme, solving nonlinear eigenvalue problem is decomposed to a series of solutions of linear boundary value problems on…

Numerical Analysis · Mathematics 2015-01-09 Hehu Xie

This paper presents an implicit solution formula for the Hamilton-Jacobi partial differential equation (HJ PDE). The formula is derived using the method of characteristics and is shown to coincide with the Hopf and Lax formulas in the case…

Machine Learning · Computer Science 2025-02-03 Yesom Park , Stanley Osher

In this paper, we develop algorithms to overcome the curse of dimensionality in possibly non-convex state-dependent Hamilton-Jacobi equations (HJ PDEs) arising from optimal control and differential game problems. The subproblems are…

Optimization and Control · Mathematics 2018-02-19 Yat Tin Chow , Jerome Darbon , Stanley Osher , Wotao Yin

We give a novel convergence theory for two-level hybrid Schwarz domain-decomposition (DD) methods for finite-element discretisations of the high-frequency Helmholtz equation. This theory gives sufficient conditions for the preconditioned…

Numerical Analysis · Mathematics 2025-09-29 Jeffrey Galkowski , Euan A. Spence

In this paper, we develop a new adaptive hyperbolic-cross-space mapped Jacobi (AHMJ) method for solving multidimensional spatiotemporal integrodifferential equations in unbounded domains. By devising adaptive techniques for sparse mapped…

Numerical Analysis · Mathematics 2024-04-12 Yunhong Deng , Sihong Shao , Alex Mogilner , Mingtao Xia

We introduce a hybrid high-order method for approximating the ground state of the nonlinear Gross--Pitaevskii eigenvalue problem. Optimal convergence rates are proved for the ground state approximation, as well as for the associated…

Numerical Analysis · Mathematics 2025-06-26 Moritz Hauck , Yizhou Liang

We develop new multilevel Monte Carlo (MLMC) methods to estimate the expectation of the smallest eigenvalue of a stochastic convection-diffusion operator with random coefficients. The MLMC method is based on a sequence of finite element…

Numerical Analysis · Mathematics 2024-02-13 Tiangang Cui , Hans De Sterck , Alexander D. Gilbert , Stanislav Polishchuk , Robert Scheichl
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