Xiangxiong Zhang

Laurent Demanet, Xiangxiong Zhang

We provide a simple analysis of the Douglas-Rachford splitting algorithm in the context of $\ell^1$ minimization with linear constraints, and quantify the asymptotic linear convergence rate in terms of principal angles between relevant vector spaces. In the compressed sensing setting, we show how to bound this rate in terms of the restricted isometry constant. More general iterative schemes obtained by $\ell^2$-regularization and over-relaxation including the dual split Bregman method are also treated, which answers the question how to choose the relaxation and soft-thresholding parameters to accelerate the asymptotic convergence rate. We make no attempt at characterizing the transient regime preceding the onset of linear convergence.

Jingwei Hu, Ruiwen Shu, Xiangxiong Zhang

We develop a family of second-order implicit-explicit (IMEX) schemes for the stiff BGK kinetic equation. The method is asymptotic-preserving (can capture the Euler limit without numerically resolving the small Knudsen number) as well as positivity-preserving --- a feature that is not possessed by any of the existing second or high order IMEX schemes. The method is based on the usual IMEX Runge-Kutta framework plus a key correction step utilizing the special structure of the BGK operator. Formal analysis is presented to demonstrate the property of the method and is supported by various numerical results. Moreover, we show that the method satisfies an entropy-decay property when coupled with suitable spatial discretizations. Additionally, we discuss the generalization of the method to some hyperbolic relaxation system and provide a strategy to extend the method to third order.

Xinyu Liu, Xiangxiong Zhang

We extend the tensor-product direct solver from the Laplacian to the Schrödinger operator $-Δ+ V$. When the potential $V_1$ is separable, the operator $-Δ+ V_1$ is inverted or exponentiated at cost $O(N^{1+1/d})$ in $d$ dimensions via per-axis eigendecomposition. On a single NVIDIA A100 GPU, this costs less than one second for $10^9$ degrees of freedom in 3D. For non-separable potentials $V = V_1 + V_2$, the same solver provides a preconditioner $(-Δ+ V_1)^{-1}$ for the preconditioned conjugate gradient (PCG) method and a propagator for operator-splitting time integrators. For bounded $V_2$, we prove that the preconditioned operator has a bounded condition number and a clustered spectrum with at most finitely many outlier eigenvalues, independently of the mesh size, and also independently of the domain size when $V_1$ is a confining potential. This explains the mesh- and domain-independent PCG iteration counts observed in practice. We apply this method to ground state computation via inverse iteration for linear problems and via the $a_u$ gradient flow for Gross--Pitaevskii energy in 3D, and also Hamiltonian simulation via the approximated qHOP and Magnus-2 splitting methods from 3D to 9D on a single NVIDIA GH200 GPU.

Chen Liu, Chi-Wang Shu, Xiangxiong Zhang

Preserving the admissible set of the ideal magnetohydrodynamics (MHD) equations is important not only for producing physically meaningful numerical solutions, but more importantly for achieving robust computations. In this paper, we develop an optimization-based limiter to enforce admissibility while preserving global conservation and accuracy. For an easy and efficient projection, we decompose the admissible set into slices parameterized by the magnetic energy, so that the MHD projection reduces to a one-dimensional minimization, which can be solved efficiently by the Brent method. The splitting method can be used to efficiently solve the global minimization problem of the optimization-based limiter, which can be used to enforce cell average admissibility in discontinuous Galerkin (DG) schemes, and pointwise admissibility can be further enforced by the Zhang-Shu positivity-preserving limiter. We apply the limiter to high-order DG schemes and present numerical results for a few representative MHD problems.

Tianmin Yu, Shixin Zheng, Jianfeng Lu et al.

This paper introduces two explicit schemes to sample matrices from Gibbs distributions on $\mathcal S^{n,p}_+$, the manifold of real positive semi-definite (PSD) matrices of size $n\times n$ and rank $p$. Given an energy function $\mathcal E:\mathcal S^{n,p}_+\to \mathbb{R}$ and certain Riemannian metrics $g$ on $\mathcal S^{n,p}_+$, these schemes rely on an Euler-Maruyama discretization of the Riemannian Langevin equation (RLE) with Brownian motion on the manifold. We present numerical schemes for RLE under two fundamental metrics on $\mathcal S^{n,p}_+$: (a) the metric obtained from the embedding of $\mathcal S^{n,p}_+ \subset \mathbb{R}^{n\times n} $; and (b) the Bures-Wasserstein metric corresponding to quotient geometry. We also provide examples of energy functions with explicit Gibbs distributions that allow numerical validation of these schemes.

Emmanuel Gil Torres, Matt Jacobs, Xiangxiong Zhang

We prove an explicit local linear rate for ADMM solving the isotropic Total Variation (TV) norm compressed sensing problem in multiple dimensions, by analyzing the auxiliary variable in the equivalent Douglas-Rachford splitting on a dual problem. Numerical verification on large 3D problems and real MRI data will be shown. Though the proven rate is not sharp, it is close to the observed ones in numerical tests. The proven rate is not sharp, but it provides an explicit upper bound that appears close to the observed convergence rate in numerical experiments, although we do not claim this behavior holds in general.

Xiangxiong Zhang, Haomin Zhou

We compute the ground state $u$ of the Gross--Pitaevskii equation (GPE) via Wasserstein gradient descent in diffeomorphism space. We represent the density $ρ=u^2$ as the push-forward of a fixed reference measure through a parameterized transport map $T_θ$, realized by a boundary-preserving Neural ODE. The Wasserstein gradient flow on probability densities then lifts to natural gradient descent in the finite-dimensional parameter space, with metric tensor given by the pullback of the Wasserstein metric. The method is entirely mesh-free and preserves the unit-mass constraint without normalization. We present numerical experiments in dimensions $d=1,2,3$ and demonstrate that the parameterized Wasserstein gradient flow (PWGF) output can be used to initialize the $H^1$ Sobolev gradient flow, reducing the initial energy gap by a factor of $7$ in 2D and $4.5$ in 3D compared to trivial initial conditions.

Hao Li, Xiangxiong Zhang

We show that the fourth order accurate finite difference implementation of continuous finite element method with tensor product of quadratic polynomial basis is monotone thus satisfies the discrete maximum principle for solving a scalar variable coefficient equation $-\nabla\cdot(a\nabla u)+cu=f$ under a suitable mesh constraint.