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Abstract: The generalized Nash equilibrium problem (GNEP) is a kind of game to find strategies for a group of players such that each player’s objective function is optimized. Solutions for GNEPs are called generalized Nash equilibria (GNEs). In this paper, we propose a numerical method for finding GNEs of GNEPs of polynomials based on the polyhedral homotopy continuation and the Moment-SOS hierarchy of semidefinite relaxations. We show that our method can find all GNEs if they exist, or detect the nonexistence of GNEs, under some genericity assumptions. Some numerical experiments are made to demonstrate the efficiency of our method.

Due to the indefiniteness and poor spectral properties, the discretized linear algebraic system of the vector Laplacian by mixed finite element methods is hard to solve. A block diagonal preconditioner has been developed and shown to be an effective preconditioner by Arnold et al. (Acta Numer 15:1–155, 2006). The purpose of this paper is to propose alternative and effective block diagonal and approximate block factorization preconditioners for solving these saddle point systems. A variable V-cycle multigrid method with the standard point-wise Gauss–Seidel smoother is proved to be a good preconditioner for the discrete vector Laplacian operator. The major benefit of our approach is that the point-wise Gauss–Seidel smoother is more algebraic and can be easily implemented as a black-box smoother. This multigrid solver will be further used to build preconditioners for the saddle point systems of the vector Laplacian. Furthermore it is shown that Maxwell’s equations with the divergent free constraint can be decoupled into one vector Laplacian and one scalar Laplacian equation.

Due to the indefiniteness and poor spectral properties, the discretized linear algebraic system of the vector Laplacian by mixed finite element methods is hard to solve. A block diagonal preconditioner has been developed and shown to be an effective preconditioner by Arnold et al. (Acta Numer 15:1–155, 2006). The purpose of this paper is to propose alternative and effective block diagonal and approximate block factorization preconditioners for solving these saddle point systems. A variable V-cycle multigrid method with the standard point-wise Gauss–Seidel smoother is proved to be a good preconditioner for the discrete vector Laplacian operator. The major benefit of our approach is that the point-wise Gauss–Seidel smoother is more algebraic and can be easily implemented as a black-box smoother. This multigrid solver will be further used to build preconditioners for the saddle point systems of the vector Laplacian. Furthermore it is shown that Maxwell’s equations with the divergent free constraint can be decoupled into one vector Laplacian and one scalar Laplacian equation.

A V-cycle multigrid method for the Hellan–Herrmann–Johnson (HHJ) discretization of the Kirchhoff plate bending problems is developed in this paper. It is shown that the contraction number of the V-cycle multigrid HHJ mixed method is bounded away from one uniformly with respect to the mesh size. The uniform convergence is achieved for the V-cycle multigrid method with only one smoothing step and without full elliptic regularity assumption. The key is a stable decomposition of the kernel space which is derived from an exact sequence of the HHJ mixed method, and the strengthened Cauchy Schwarz inequality. Some numerical experiments are provided to confirm the proposed V-cycle multigrid method. The exact sequences of the HHJ mixed method and the corresponding commutative diagram is of some interest independent of the current context.

A V-cycle multigrid method for the Hellan–Herrmann–Johnson (HHJ) discretization of the Kirchhoff plate bending problems is developed in this paper. It is shown that the contraction number of the V-cycle multigrid HHJ mixed method is bounded away from one uniformly with respect to the mesh size. The uniform convergence is achieved for the V-cycle multigrid method with only one smoothing step and without full elliptic regularity assumption. The key is a stable decomposition of the kernel space which is derived from an exact sequence of the HHJ mixed method, and the strengthened Cauchy Schwarz inequality. Some numerical experiments are provided to confirm the proposed V-cycle multigrid method. The exact sequences of the HHJ mixed method and the corresponding commutative diagram is of some interest independent of the current context.

An efficient nonlinear multigrid method for a mixed finite element method of the Darcy-Forchheimer model is constructed in this paper. A Peaceman-Rachford type iteration is used as a smoother to decouple the nonlinearity from the divergence constraint. The nonlinear equation can be solved element-wise with a closed formulae. The linear saddle point system for the constraint is reduced into a symmetric positive definite system of Poisson type. Furthermore an empirical choice of the parameter used in the splitting is proposed and the resulting multigrid method is robust to the so-called Forchheimer number which controls the strength of the nonlinearity. By comparing the number of iterations and CPU time of different solvers in several numerical experiments, our multigrid method is shown to convergent with a rate independent of the mesh size and the Forchheimer number and with a nearly linear computational cost.

In this paper, we consider the use of H(div) elements in the velocity-pressure formulation to discretize Stokes equations in two dimensions. We address the error estimate of the element pair RT0-P0, which is known to be suboptimal, and render the error estimate optimal by the symmetry of the grids and by the superconvergence result of Lagrange inter-polant. By enlarging RT0 such that it becomes a modified BDM-type element, we develop a new discretization [Formula: see text]. We, therefore, generalize the classical MAC scheme on rectangular grids to triangular grids and retain all the desirable properties of the MAC scheme: exact divergence-free, solver-friendly, and local conservation of physical quantities. Further, we prove that the proposed discretization [Formula: see text] achieves the optimal convergence rate for both velocity and pressure on general quasi-uniform grids, and one and half order convergence rate for the vorticity and a recovered pressure. We demonstrate the validity of theories developed here by numerical experiments.

Variational models for image segmentation have many applications, but can be slow to compute. Recently, globally convex segmentation models have been introduced which are very reliable, but contain TV-regularizers, making them difficult to compute. The previously introduced Split Bregman method is a technique for fast minimization of L1 regularized functionals, and has been applied to denoising and compressed sensing problems. By applying the Split Bregman concept to image segmentation problems, we build fast solvers which can out-perform more conventional schemes, such as duality based methods and graph-cuts. The convex segmentation schemes also substantially outperform conventional level set methods, such as the Chan-Vese level set-based segmentation algorithm. We also consider the related problem of surface reconstruction from unorganized data points, which is used for constructing level set representations in 3 dimensions. The primary purpose of this paper is to examine the effectiveness of “Split Bregman” techniques for solving these problems, and to compare this scheme with more conventional methods.

This paper considers two nonlocal regularizations for image recovery, which exploit the spatial interactions in images. We get superior results using preprocessed data as input for the weighted functionals. Applications discussed include image deconvolution and tomographic reconstruction. The numerical results show our method outperforms some previous ones.

This paper considers two nonlocal regularizations for image recovery, which exploit the spatial interactions in images. We get superior results using preprocessed data as input for the weighted functionals. Applications discussed include image deconvolution and tomographic reconstruction. The numerical results show our method outperforms some previous ones.

We consider the variable coefficient Poisson equation with Dirichlet boundary conditions on irregular domains. We present numerical evidence for the accuracy of the solution and its gradients for different treatments at the interface using the Ghost Fluid Method for Poisson problems of Gibou et al. (J. Comput. Phys. 176:205–227, 2002; 202:577–601, 2005). This paper is therefore intended as a guide for those interested in using the GFM for Poisson-type problems (and by consequence diffusion-like problems and Stefan-type problems) by providing the pros and cons of the different choices for defining the ghost values and locating the interface. We found that in order to obtain second-order-accurate gradients, both a quadratic (or higher order) extrapolation for defining the ghost values and a quadratic (or higher order) interpolation for finding the interface location are required. In the case where the ghost values are defined by a linear extrapolation, the gradients of the solution converge slowly (at most first order in average) and the convergence rate oscillates, even when the interface location is defined by a quadratic interpolation. The same conclusions hold true for the combination of a quadratic extrapolation for the ghost cells and a linear interpolation. The solution is second-order accurate in all cases. Defining the ghost values with quadratic extrapolations leads to a non-symmetric linear system with a worse conditioning than that of the linear extrapolation case, for which the linear system is symmetric and better conditioned. We conclude that for problems where only the solution matters, the method described by Gibou, F., Fedkiw, R., Cheng, L.-T. and Kang, M. in (J. Comput. Phys. 176:205–227, 2002) is advantageous since the linear system that needs to be inverted is symmetric. In problems where the solution gradient is needed, such as in Stefan-type problems, higher order extrapolation schemes as described by Gibou, F. and Fedkiw, R. in (J. Comput. Phys. 202:577–601, 2005) are desirable.