Guodong Zhang

Guodong Zhang, Xiaoming He, Xiaofeng Yang

In this paper, we consider numerical approximations for solving the nonlinear magneto-hydrodynamical system, that couples the Navier-Stokes equations and Maxwell equations together. A challenging issue to solve this model numerically is about the time marching problem, i.e., how to develop suitable temporal discretizations for the nonlinear terms in order to preserve the energy stability at the discrete level. We solve this issue in this paper by developing a linear, fully decoupled, first order time-stepping scheme, by combining the projection method and some subtle implicit-explicit treatments for nonlinear coupling terms. We further prove that the scheme is unconditional energy stable and derive the optimal error estimates rigorously. Various numerical experiments are implemented to demonstrate the stability and the accuracy in simulating some benchmark simulations, including the Kelvin-Helmholtz shear instability and the magnetic-frozen phenomenon in the lid-driven cavity.

Guodong Zhang, Xuchan Bao, Laurent Lessard et al.

The theory of integral quadratic constraints (IQCs) allows the certification of exponential convergence of interconnected systems containing nonlinear or uncertain elements. In this work, we adapt the IQC theory to study first-order methods for smooth and strongly-monotone games and show how to design tailored quadratic constraints to get tight upper bounds of convergence rates. Using this framework, we recover the existing bound for the gradient method~(GD), derive sharper bounds for the proximal point method~(PPM) and optimistic gradient method~(OG), and provide \emph{for the first time} a global convergence rate for the negative momentum method~(NM) with an iteration complexity $\mathcal{O}(κ^{1.5})$, which matches its known lower bound. In addition, for time-varying systems, we prove that the gradient method with optimal step size achieves the fastest provable worst-case convergence rate with quadratic Lyapunov functions. Finally, we further extend our analysis to stochastic games and study the impact of multiplicative noise on different algorithms. We show that it is impossible for an algorithm with one step of memory to achieve acceleration if it only queries the gradient once per batch (in contrast with the stochastic strongly-convex optimization setting, where such acceleration has been demonstrated). However, we exhibit an algorithm which achieves acceleration with two gradient queries per batch.

Yicong Ma, Jinchao Xu, Guodong Zhang

In this paper, we carry out the error analysis for the structure-preserving discretization of the incompressible MHD system. This system, as a coupled system of Navier-Stokes equations and Maxwell's equations, is nonlinear. We use its energy estimate and the underlying physical structure to facilitate the error analysis. Under certain CFL conditions, we prove the optimal order of convergence. To support the theoretical results, we also present numerical tests.