A variational Bayesian method for inverse problems with impulsive noise

We propose a novel numerical method for solving inverse problems subject to impulsive noises which possibly contain a large number of outliers. The approach is of Bayesian type, and it exploits a heavy-tailed t distribution for data noise to achieve robustness with respect to outliers. A hierarchical model with all hyper-parameters automatically determined from the given data is described. An algorithm of variational type by minimizing the Kullback-Leibler divergence between the true posteriori distribution and a separable approximation is developed. The numerical method is illustrated on several one- and two-dimensional linear and nonlinear inverse problems arising from heat conduction, including estimating boundary temperature, heat flux and heat transfer coefficient. The results show its robustness to outliers and the fast and steady convergence of the algorithm.Comment: 20 pages, to appear in J. Comput. Phy

Optimal Perturbation Iteration Method for Bratu-Type Problems

In this paper, we introduce the new optimal perturbation iteration method based on the perturbation iteration algorithms for the approximate solutions of nonlinear differential equations of many types. The proposed method is illustrated by studying Bratu-type equations. Our results show that only a few terms are required to obtain an approximate solution which is more accurate and efficient than many other methods in the literature.Comment: 11 pages, 3 Figure

Lie and conditional symmetries of a class of nonlinear (1+2)-dimensional boundary value problems

A new definition of conditional invariance for boundary value problems involving a wide range of boundary conditions (including initial value problems as a special case) is proposed. It is shown that other definitions worked out in order to find Lie symmetries of boundary value problems with standard boundary conditions, follow as particular cases from our definition. Simple examples of direct applicability to the nonlinear problems arising in applications are demonstrated. Moreover, the successful application of the definition for the Lie and conditional symmetry classification of a class of (1+2)-dimensional nonlinear boundary value problems governed by the nonlinear diffusion equation in a semi-infinite domain is realised. In particular, it is proved that there is a special exponent, $k=-2$, for the power diffusivity $u^k$ when the problem in question with non-vanishing flux on the boundary admits additional Lie symmetry operators compared to the case $k\not=-2$. In order to demonstrate the applicability of the symmetries derived, they are used for reducing the nonlinear problems with power diffusivity $u^k$ and a constant non-zero flux on the boundary (such problems are common in applications and describing a wide range of phenomena) to (1+1)-dimensional problems. The structure and properties of the problems obtained are briefly analysed. Finally, some results demonstrating how Lie invariance of the boundary value problem in question depends on geometry of the domain are presented.Comment: 25 pages; the main results were presented at the Conference Symmetry, Methods, Applications and Related Fields, Vancouver, Canada, May 13-16, 201

Multigrid waveform relaxation for the time-fractional heat equation

In this work, we propose an efficient and robust multigrid method for solving the time-fractional heat equation. Due to the nonlocal property of fractional differential operators, numerical methods usually generate systems of equations for which the coefficient matrix is dense. Therefore, the design of efficient solvers for the numerical simulation of these problems is a difficult task. We develop a parallel-in-time multigrid algorithm based on the waveform relaxation approach, whose application to time-fractional problems seems very natural due to the fact that the fractional derivative at each spatial point depends on the values of the function at this point at all earlier times. Exploiting the Toeplitz-like structure of the coefficient matrix, the proposed multigrid waveform relaxation method has a computational cost of $O(N M \log(M))$ operations, where $M$ is the number of time steps and $N$ is the number of spatial grid points. A semi-algebraic mode analysis is also developed to theoretically confirm the good results obtained. Several numerical experiments, including examples with non-smooth solutions and a nonlinear problem with applications in porous media, are presented

Arc-Length Continuation and Multigrid Techniques for Nonlinear Elliptic Eigenvalue Problems

We investigate multi-grid methods for solving linear systems arising from arc-length continuation techniques applied to nonlinear elliptic eigenvalue problems. We find that the usual multi-grid methods diverge in the neighborhood of singular points of the solution branches. As a result, the continuation method is unable to continue past a limit point in the Bratu problem. This divergence is analyzed and a modified multi-grid algorithm has been devised based on this analysis. In principle, this new multi-grid algorithm converges for elliptic systems, arbitrarily close to singularity and has been used successfully in conjunction with arc-length continuation procedures on the model problem. In the worst situation, both the storage and the computational work are only about a factor of two more than the unmodified multi-grid methods

A new approach for solving nonlinear Thomas-Fermi equation based on fractional order of rational Bessel functions

In this paper, the fractional order of rational Bessel functions collocation method (FRBC) to solve Thomas-Fermi equation which is defined in the semi-infinite domain and has singularity at $x = 0$ and its boundary condition occurs at infinity, have been introduced. We solve the problem on semi-infinite domain without any domain truncation or transformation of the domain of the problem to a finite domain. This approach at first, obtains a sequence of linear differential equations by using the quasilinearization method (QLM), then at each iteration solves it by FRBC method. To illustrate the reliability of this work, we compare the numerical results of the present method with some well-known results in other to show that the new method is accurate, efficient and applicable