• Abstract

In this paper, we study the low-rank matrix completion problem with Poisson observations, where only partial entries are available and the observations are in the presence of Poisson noise. We propose a novel model composed of the Kullback-Leibler (KL) divergence by using the maximum likelihood estimation of Poisson noise, and total variation (TV) and nuclear norm constraints. Here the nuclear norm and TV constraints are utilized to explore the approximate low-rankness and piecewise smoothness of the underlying matrix, respectively. The advantage of these two constraints in the proposed model is that the low-rankness and piecewise smoothness of the underlying matrix can be exploited simultaneously, and they can be regularized for many real-world image data. An upper error bound of the estimator of the proposed model is established with high probability, which is not larger than that of only TV or nuclear norm constraint. To the best of our knowledge, this is the first work to utilize both low-rank and TV constraints with theoretical error bounds for matrix completion under Poisson observations. Extensive numerical examples on both synthetic data and real-world images are reported to corroborate the superiority of the proposed approach.

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Optimization problem of cardinality constrained mean-variance (CCMV) model for sparse portfolio selection is considered. To overcome the difficulties caused by cardinality constraint, an exact penalty approach is employed, then CCMV problem is transferred into a difference-of-convex-functions (DC) problem. By exploiting the DC structure of the gained problem and the superlinear convergence of semismooth Newton (ssN) method, an inexact proximal DC algorithm with sieving strategy based on a majorized ssN method (siPDCA-mssN) is proposed. For solving the inner problems of siPDCA-mssN from dual, the second-order information is wisely incorporated and an efficient mssN method is employed. The global convergence of the sequence generated by siPDCA-mssN is proved. To solve large-scale CCMV problem, a decomposed siPDCA-mssN (DsiPDCA-mssN) is introduced. To demonstrate the efficiency of proposed algorithms, siPDCA-mssN and DsiPDCA-mssN are compared with the penalty proximal alternating linearized minimization method and the CPLEX (12.9) solver by performing numerical experiments on realword market data and large-scale simulated data. The numerical results demonstrate that siPDCA-mssN and DsiPDCA-mssN outperform the other methods from computation time and optimal value. The out-of-sample experiments results display that the solutions of CCMV model are better than those of other portfolio selection models in terms of Sharp ratio and sparsity.

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In this paper, we consider the strong convergence of the time-space fractional diffusion equation driven by fractional Gaussian noise with Hurst index $H ∈ (1/2, 1).$ A sharp regularity estimate of the mild solution and the numerical scheme constructed by finite element method for integral fractional Laplacian and backward Euler convolution quadrature for Riemann-Liouville time fractional derivative are proposed. With the help of inverse Laplace transform and fractional Ritz projection, we obtain the accurate error estimates in time and space. Finally, our theoretical results are accompanied by numerical experiments.

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In this paper, we shall prove a Wong-Zakai approximation for stochastic Volterra equations under appropriate assumptions. We may apply it to a class of stochastic differential equations with the kernel of fractional Brownian motion with Hurst parameter $H ∈ (1/2, 1)$ and subfractional Brownian motion with Hurst parameter $H ∈ (1/2, 1).$ As far as we know, this is the first result on stochastic Volterra equations in this topic.

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We propose a new method for smoothly interpolating a given set of data points on Grassmann and Stiefel manifolds using a generalization of the De Casteljau algorithm. To that end, we reduce interpolation problem to the classical Euclidean setting, allowing us to directly leverage the extensive toolbox of spline interpolation. The interpolated curve enjoy a number of nice properties: The solution exists and is optimal in many common situations. For applications, the structures with respect to chosen Riemannian metrics are detailed resulting in additional computational advantages.

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This paper considers the finite element approximation to parabolic optimal control problems with measure data in a nonconvex polygonal domain. Such problems usually possess low regularity in the state variable due to the presence of measure data and the nonconvex nature of the domain. The low regularity of the solution allows the finite element approximations to converge at lower orders. We prove the existence, uniqueness and regularity results for the solution to the control problem satisfying the first order optimality condition. For our error analysis we have used piecewise linear elements for the approximation of the state and co-state variables, whereas piecewise constant functions are employed to approximate the control variable. The temporal discretization is based on the implicit Euler scheme. We derive both a priori and a posteriori error bounds for the state, control and co-state variables. Numerical experiments are performed to validate the theoretical rates of convergence.

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The alternating direction method of multipliers (ADMM) has been extensively investigated in the past decades for solving separable convex optimization problems, and surprisingly, it also performs efficiently for nonconvex programs. In this paper, we propose a symmetric ADMM based on acceleration techniques for a family of potentially nonsmooth and nonconvex programming problems with equality constraints, where the dual variables are updated twice with different stepsizes. Under proper assumptions instead of the socalled Kurdyka-Lojasiewicz inequality, convergence of the proposed algorithm as well as its pointwise iteration-complexity are analyzed in terms of the corresponding augmented Lagrangian function and the primal-dual residuals, respectively. Performance of our algorithm is verified by numerical examples corresponding to signal processing applications in sparse nonconvex/convex regularized minimization.

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In this paper, we analyze two classes of spectral volume (SV) methods for one-dimensional hyperbolic equations with degenerate variable coefficients. Two classes of SV methods are constructed by letting a piecewise $k$-th order ($k ≥ 1$ is an integer) polynomial to satisfy the conservation law in each control volume, which is obtained by refining spectral volumes (SV) of the underlying mesh with k Gauss-Legendre points (LSV) or Radaus points (RSV) in each SV. The $L^2$-norm stability and optimal order convergence properties for both methods are rigorously proved for general non-uniform meshes. Surprisingly, we discover some very interesting superconvergence phenomena: At some special points, the SV flux function approximates the exact flux with $(k+2)$-th order and the SV solution itself approximates the exact solution with $(k+3/2)$-th order, some superconvergence behaviors for element averages errors have been also discovered. Moreover, these superconvergence phenomena are rigorously proved by using the so-called correction function method. Our theoretical findings are verified by several numerical experiments.

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Classical quasi-Newton methods are widely used to solve nonlinear problems in which the first-order information is exact. In some practical problems, we can only obtain approximate values of the objective function and its gradient. It is necessary to design optimization algorithms that can utilize inexact first-order information. In this paper, we propose an adaptive regularized quasi-Newton method to solve such problems. Under some mild conditions, we prove the global convergence and establish the convergence rate of the adaptive regularized quasi-Newton method. Detailed implementations of our method, including the subspace technique to reduce the amount of computation, are presented. Encouraging numerical results demonstrate that the adaptive regularized quasi-Newton method is a promising method, which can utilize the inexact first-order information effectively.

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In this paper, we investigate the theoretical and numerical analysis of the stochastic Volterra integro-differential equations (SVIDEs) driven by Lévy noise. The existence, uniqueness, boundedness and mean square exponential stability of the analytic solutions for SVIDEs driven by Lévy noise are considered. The split-step theta method of SVIDEs driven by Lévy noise is proposed. The boundedness of the numerical solution and strong convergence are proved. Moreover, its mean square exponential stability is obtained. Some numerical examples are given to support the theoretical results.

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In this paper, we introduce a type of tensor neural network. For the first time, we propose its numerical integration scheme and prove the computational complexity to be the polynomial scale of the dimension. Based on the tensor product structure, we develop an efficient numerical integration method by using fixed quadrature points for the functions of the tensor neural network. The corresponding machine learning method is also introduced for solving high-dimensional problems. Some numerical examples are also provided to validate the theoretical results and the numerical algorithm.

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The second-order serendipity virtual element method is studied for the semilinear pseudo-parabolic equations on curved domains in this paper. Nonhomogeneous Dirichlet boundary conditions are taken into account, the existence and uniqueness are investigated for the weak solution of the nonhomogeneous initial-boundary value problem. The Nitsche-based projection method is adopted to impose the boundary conditions in a weak way. The interpolation operator is used to deal with the nonlinear term. The Crank-Nicolson scheme is employed to discretize the temporal variable. There are two main features of the proposed scheme: (i) the internal degrees of freedom are avoided no matter what type of mesh is utilized, and (ii) the Jacobian is simple to calculate when Newton’s iteration method is applied to solve the fully discrete scheme. The error estimates are established for the discrete schemes and the theoretical results are illustrated through some numerical examples.

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We develop a stabilizer free weak Galerkin (SFWG) finite element method for Brinkman equations. The main idea is to use high order polynomials to compute the discrete weak gradient and then the stabilizing term is removed from the numerical formulation. The SFWG scheme is very simple and easy to implement on polygonal meshes. We prove the well-posedness of the scheme and derive optimal order error estimates in energy and $L^2$ norm. The error results are independent of the permeability tensor, hence the SFWG method is stable and accurate for both the Stokes and Darcy dominated problems. Finally, we present some numerical experiments to verify the efficiency and stability of the SFWG method.

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The aim of this paper is to develop a fast multigrid solver for interpolation-free finite volume (FV) discretization of anisotropic elliptic interface problems on general bounded domains that can be described as a union of blocks. We assume that the curved interface falls exactly on the boundaries of blocks. The transfinite interpolation technique is applied to generate block-wise distorted quadrilateral meshes, which can resolve the interface with fine geometric details. By an extensive study of the harmonic average point method, an interpolation-free nine-point FV scheme is then derived on such multi-block grids for anisotropic elliptic interface problems with non-homogeneous jump conditions. Moreover, for the resulting linear algebraic systems from cell-centered FV discretization, a high-order prolongation operator based fast cascadic multigrid solver is developed and shown to be robust with respect to both the problem size and the jump of the diffusion coefficients. Various non-trivial examples including four interface problems and an elliptic problem in complex domain without interface, all with tens of millions of unknowns, are provided to show that the proposed multigrid solver is dozens of times faster than the classical algebraic multigrid method as implemented in the code AMG1R5 by Stüben.

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Given the measurement matrix $A$ and the observation signal $y,$ the central purpose of compressed sensing is to find the most sparse solution of the underdetermined linear system $y = Ax+z,$ where $x$ is the $s$-sparse signal to be recovered and $z$ is the noise vector. Zhou and Yu [Front. Appl. Math. Stat., 5 (2019), Article 14] recently proposed a novel non-convex weighted $ℓ_r − ℓ_1$ minimization method for effective sparse recovery. In this paper, under newly coherence-based conditions, we study the non-convex weighted $ℓ_r − ℓ_1$ minimization in reconstructing sparse signals that are contaminated by different noises. Concretely, the results reveal that if the coherence $\mu$ of measurement matrix $A$ fulfills $$\mu < \kappa(s; r, α, N), \ s > 1, α ^{\frac{1}{ r}} N ^{\frac{1}{ 2}} < 1,$$ then any $s$-sparse signals in the noisy scenarios could be ensured to be reconstructed robustly by solving weighted $ℓ_r − ℓ_1$ minimization non-convex optimization problem. Furthermore, some central remarks are presented to clear that the reconstruction assurance is much weaker than the existing ones. To the best of our knowledge, this is the first mutual coherence-based sufficient condition for such approach.

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In this paper, we investigate the local discontinuous Galerkin method with generalized numerical fluxes for one-dimensional nonlinear Korteweg-de Vries type equations. The numerical flux for the nonlinear convection term is chosen as the generalized Lax-Friedrichs flux, and the generalized alternating flux and upwind-biased flux are used for the dispersion term. The generalized Lax-Friedrichs flux with anti-dissipation property will compensate the numerical dissipation of the dispersion term, resulting in a nearly energy conservative scheme that is useful in resolving waves and is beneficial for long time simulations. To deal with the nonlinearity and different numerical flux weights, a suitable numerical initial condition is constructed, for which a modified global projection is designed. By establishing relationships between the prime variable and auxiliary variables in combination with sharp bounds for jump terms, optimal error estimates are obtained. Numerical experiments are shown to confirm the validity of theoretical results.

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This paper presents space-time continuous and time discontinuous Galerkin schemes for solving nonlinear time-fractional partial differential equations based on B-splines in time and non-uniform rational B-splines (NURBS) in space within the framework of Isogeometric Analysis. The first approach uses the space-time continuous Petrov-Galerkin technique for a class of nonlinear time-fractional Sobolev-type equations and the optimal error estimates are obtained through a concise equivalence analysis. The second approach employs a generalizable time discontinuous Galerkin scheme for the time-fractional Allen-Cahn equation. It first transforms the equation into a time integral equation and then uses the discontinuous Galerkin method in time and the NURBS discretization in space. The optimal error estimates are provided for the approach. The convergence analysis under time graded meshes is also carried out, taking into account the initial singularity of the solution for two models. Finally, numerical examples are presented to demonstrate the effectiveness of the proposed methods.

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In this paper, we propose two families of nonconforming finite elements on $n$-rectangle meshes of any dimension to solve the sixth-order elliptic equations. The unisolvent property and the approximation ability of the new finite element spaces are established. A new mechanism, called the exchange of sub-rectangles, for investigating the weak continuities of the proposed elements is discovered. With the help of some conforming relatives for the $H^3$ problems, we establish the quasi-optimal error estimate for the triharmonic equation in the broken $H^3$ norm of any dimension. The theoretical results are validated further by the numerical tests in both 2D and 3D situations.

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This paper presents a stochastic modification of a limited memory BFGS method to solve bound-constrained global minimization problems with a differentiable cost function with no further smoothness. The approach is a stochastic descent method where the deterministic sequence, generated by a limited memory BFGS method, is replaced by a sequence of random variables. To enhance the performance of the proposed algorithm and make sure the perturbations lie within the feasible domain, we have developed a novel perturbation technique based on truncating a multivariate double exponential distribution to deal with bound-constrained problems; the theoretical study and the simulation of the developed truncated distribution are also presented. Theoretical results ensure that the proposed method converges almost surely to the global minimum. The performance of the algorithm is demonstrated through numerical experiments on some typical test functions as well as on some further engineering problems. The numerical comparisons with stochastic and meta-heuristic methods indicate that the suggested algorithm is promising.

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In this paper, a robust residual-based a posteriori estimate is discussed for the Streamline Upwind/Petrov Galerkin (SUPG) virtual element method (VEM) discretization of convection dominated diffusion equation. A global upper bound and a local lower bound for the a posteriori error estimates are derived in the natural SUPG norm, where the global upper estimate relies on some hypotheses about the interpolation errors and SUPG virtual element discretization errors. Based on the Dörfler’s marking strategy, adaptive VEM algorithm drived by the error estimators is used to solve the problem on general polygonal meshes. Numerical experiments show the robustness of the a posteriori error estimates.

• General Summary