Second order fully discrete defect‐correction scheme for nonstationary conduction‐convection problem at high Reynolds number

This survey enfolds rigorous analysis of the defect‐correction finite element (FE) method for the time‐dependent conduction‐convection problem which based on the Crank‐Nicolson scheme. The method consists of two steps: solve a nonlinear problem with an added artificial viscosity term on a FE grid and correct the solutions on the same grid using a linearized defect‐correction technique. The stability and optimal error estimate of the fully discrete scheme are derived. As a consequence, the effectiveness of the method to deal with high Reynolds number is illustrated in several numerical experiments. © 2016 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 33: 681–703, 2017     

A comparison of abstract versions of deflation,balancing and additive coarse grid correction preconditioners

In this paper we consider various preconditioners for the conjugate gradient (CG) method to solve large linear systems of equations with symmetric positive definite system matrix. We continue the comparison between abstract versions of the deflation, balancing and additive coarse grid correction preconditioning techniques started in (SIAM J. Numer. Anal. 2004; 42 :1631–1647; SIAM J. Sci. Comput. 2006; 27 :1742–1759). There the deflation method is compared with the abstract additive coarse grid correction preconditioner and the abstract balancing preconditioner. Here, we close the triangle between these three methods. First of all, we show that a theoretical comparison of the condition numbers of the abstract additive coarse grid correction and the condition number of the system preconditioned by the abstract balancing preconditioner is not possible. We present a counter example, for which the condition number of the abstract additive coarse grid correction preconditioned system is below the condition number of the system preconditioned with the abstract balancing preconditioner. However, if the CG method is preconditioned by the abstract balancing preconditioner and is started with a special starting vector, the asymptotic convergence behavior of the CG method can be described by the so‐called effective condition number with respect to the starting vector. We prove that this effective condition number of the system preconditioned by the abstract balancing preconditioner is less than or equal to the condition number of the system preconditioned by the abstract additive coarse grid correction method. We also provide a short proof of the relationship between the effective condition number and the convergence of CG. Moreover, we compare the A‐norm of the errors of the iterates given by the different preconditioners and establish the orthogonal invariants of all three types of preconditioners. Copyright © 2008 John Wiley & Sons, Ltd.     

On a Chebyshev accelerated splitting iteration method with application to two‐by‐two block linear systems

The Chebyshev accelerated preconditioned modified Hermitian and skew‐Hermitian splitting (CAPMHSS) iteration method is presented for solving the linear systems of equations, which have two‐by‐two block coefficient matrices. We derive an iteration error bound to show that the new method is convergent as long as the eigenvalue bounds are not underestimated. Even when the spectral information is lacking, the CAPMHSS iteration method could be considered as an exponentially converging iterative scheme for certain choices of the method parameters. In this case, the convergence rate is independent of the parameters. Besides, the linear subsystems in each iteration can be solved inexactly, which leads to the inexact CAPMHSS iteration method. The iteration error bound of the inexact method is derived also. We discuss in detail the implementation of CAPMHSS for solving two models arising from the Galerkin finite‐element discretizations of distributed control problems and complex symmetric linear systems. The numerical results show the robustness and the efficiency of the new methods.     

A multigrid‐based shifted Laplacian preconditioner for a fourth‐order Helmholtz discretization

In this paper, an iterative solution method for a fourth‐order accurate discretization of the Helmholtz equation is presented. The method is a generalization of that presented in (SIAM J. Sci. Comput. 2006; 27 :1471–1492), where multigrid was employed as a preconditioner for a Krylov subspace iterative method. The multigrid preconditioner is based on the solution of a second Helmholtz operator with a complex‐valued shift. In particular, we compare preconditioners based on a point‐wise Jacobi smoother with those using an ILU(0) smoother, we compare using the prolongation operator developed by de Zeeuw in (J. Comput. Appl. Math. 1990; 33 :1–27) with interpolation operators based on algebraic multigrid principles, and we compare the performance of the Krylov subspace method Bi‐conjugate gradient stabilized with the recently introduced induced dimension reduction method, IDR(s). These three improvements are combined to yield an efficient solver for heterogeneous problems. Copyright © 2009 John Wiley & Sons, Ltd.     

Marching schemes for inverse acoustic scattering problems

Summary For the numerical solution of inverse Helmholtz problems the boundary value problem for a Helmholtz equation with spatially variable wave number has to be solved repeatedly. For large wave numbers this is a challenge. In the paper we reformulate the inverse problem as an initial value problem, and describe a marching scheme for the numerical computation that needs only n² log n operations on an n × n grid. We derive stability and error estimates for the marching scheme. We show that the marching solution is close to the low-pass filtered true solution. We present numerical examples that demonstrate the efficacy of the marching scheme.     

Two‐level Fourier analysis of multigrid for higher‐order finite‐element discretizations of the Laplacian

In this paper, we employ local Fourier analysis (LFA) to analyze the convergence properties of multigrid methods for higher‐order finite‐element approximations to the Laplacian problem. We find that the classical LFA smoothing factor, where the coarse‐grid correction is assumed to be an ideal operator that annihilates the low‐frequency error components and leaves the high‐frequency components unchanged, fails to accurately predict the observed multigrid performance and, consequently, cannot be a reliable analysis tool to give good performance estimates of the two‐grid convergence factor. While two‐grid LFA still offers a reliable prediction, it leads to more complex symbols that are cumbersome to use to optimize parameters of the relaxation scheme, as is often needed for complex problems. For the purposes of this analytical optimization as well as to have simple predictive analysis, we propose a modification that is “between” two‐grid LFA and smoothing analysis, which yields reasonable predictions to help choose correct damping parameters for relaxation. This exploration may help us better understand multigrid performance for higher‐order finite element discretizations, including for Q₂‐Q₁ (Taylor‐Hood) elements for the Stokes equations. Finally, we present two‐grid and multigrid experiments, where the corrected parameter choice is shown to yield significant improvements in the resulting two‐grid and multigrid convergence factors.     

An Efficient Cartesian Grid-Based Method for Scattering Problems with Inhomogeneous Media

Boundary integral equations provide a powerful tool for the solution of scattering problems. However, often a singular kernel arises, in which case the standard quadratures will give rise to unavoidable deteriorations in numerical precision, thus special treatment is needed to handle the singular behavior. Especially, for inhomogeneous media, it is difficult if not impossible to find out an analytical expression for Green’s function. In this paper, an efficient fourth-order accurate Cartesian grid-based method is proposed for the two-dimensional Helmholtz scattering and transmission problems with inhomogeneous media. This method provides an alternative approach to indirect integral evaluation by solving equivalent interface problems on Cartesian grid with a modified fourth-order accurate compact finite difference scheme and a fast Fourier transform preconditioned conjugate gradient (FFT-PCG) solver. A remarkable point of this method is that there is no need to know analytical expressions for Green’s function. Numerical experiments are provided to demonstrate the advantage of the current approach, including its simplicity in implementation, its high accuracy and efficiency.     

Artificial damping in multigrid methods

When the solution and problem coefficients are highly oscillatory, the computed solution may not show characteristics of the original physical problem unless the numerical mesh is sufficiently fine. In the case, the coarse grid problem of a multigrid (MG) algorithm must be still huge and poorly-conditioned, and therefore, it is hard to solve by either a direct method or an iterative scheme. This article suggests a MG algorithm for such problems in which the coarse grid problem is slightly modified by an artificial damping (compressibility) term. It has been numerically observed that the artificial damping, even if slight, makes the coarse grid problem much easier to solve, without deteriorating the overall convergence rate of the MG method. For most problems, 2–6 times speed up have been observed.     

Numerical treatment of degenerate diffusion equations via Feller's boundary classification,and applications

A numerical method is devised to solve a class of linear boundary‐value problems for one‐dimensional parabolic equations degenerate at the boundaries. Feller theory, which classifies the nature of the boundary points, is used to decide whether boundary conditions are needed to ensure uniqueness, and, if so, which ones they are. The algorithm is based on a suitable preconditioned implicit finite‐difference scheme, grid, and treatment of the boundary data. Second‐order accuracy, unconditional stability, and unconditional convergence of solutions of the finite‐difference scheme to a constant as the time‐step index tends to infinity are further properties of the method. Several examples, pertaining to financial mathematics, physics, and genetics, are presented for the purpose of illustration. © 2011 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2011     

A multigrid-based preconditioned Krylov subspace method for the Helmholtz equation with PML

In this paper, we generalize the complex shifted Laplacian preconditioner to the complex shifted Laplacian-PML preconditioner for the Helmholtz equation with perfectly matched layer (Helmholtz-PML equation). The Helmholtz-PML equation is discretized by an optimal 9-point difference scheme, and the preconditioned linear system is solved by the Krylov subspace method, especially by the biconjugate gradient stabilized method (Bi-CGSTAB). The spectral analysis of the linear system is given, and a new matrix-based interpolation operator is proposed for the multigrid method, which is used to approximately invert the preconditioner. The numerical experiments are presented to illustrate the efficiency of the preconditioned Bi-CGSTAB method with the multigrid based on the new interpolation operator, also, numerical results are given for comparing the performance of the new interpolation operator with that of classic bilinear interpolation operator and the one suggested in Erlangga et al. (2006) [10].     

A PRECONDITIONER FOR COUPLING SYSTEM OF NATURAL BOUNDARY ELEMENT AND COMPOSITE GRID FINITE ELEMENT

1. IntroductionThe coupling of boundary elemellts and finite elements is of great imPortance for the nu-mercal treatment of boundary value problems posed on unbounded domains. It permits us tocombine the advanages of boundary elements for treating domains extended to infinity withthose of finite elemenis in treating the comP1icated bounded domains.The standard procedure of coupling the boundary elemeni and finite elemeni methods isdescribed as follows. First, the (unbounded) domain is divided…     

A posteriori error estimates for discontinuous Galerkin method to the elasticity problem

This work concerns with the discontinuous Galerkin (DG) method for the time‐dependent linear elasticity problem. We derive the a posteriori error bounds for semidiscrete and fully discrete problems, by making use of the stationary elasticity reconstruction technique which allows to estimate the error for time‐dependent problem through the error estimation of the associated stationary elasticity problem. For fully discrete scheme, we make use of the backward‐Euler scheme and an appropriate space‐time reconstruction. The technique here can be applicable for a variety of DG methods as well.     

A shift‐adaptive meshfree method for solving a class of initial‐boundary value problems with moving boundaries in one‐dimensional domain

A new shift‐adaptive meshfree method for solving a class of time‐dependent partial differential equations (PDEs) in a bounded domain (one‐dimensional domain) with moving boundaries and nonhomogeneous boundary conditions is introduced. The radial basis function (RBF) collocation method is combined with the finite difference scheme, because, unlike with Kansa's method, nonlinear PDEs can be converted to a system of linear equations. The grid‐free property of the RBF method is exploited, and a new adaptive algorithm is used to choose the location of the collocation points in the first time step only. In fact, instead of applying the adaptive algorithm on the entire domain of the problem (like with other existing adaptive algorithms), the new adaptive algorithm can be applied only on time steps. Furthermore, because of the radial property of the RBFs, the new adaptive strategy is applied only on the first time step; in the other time steps, the adaptive nodes (obtained in the first time step) are shifted. Thus, only one small system of linear equations must be solved (by LU decomposition method) rather than a large linear or nonlinear system of equations as in Kansa's method (adaptive strategy applied to entire domain), or a large number of small linear systems of equations in the adaptive strategy on each time step. This saves a lot in time and memory usage. Also, Stability analysis is obtained for our scheme, using Von Neumann stability analysis method. Results show that the new method is capable of reducing the number of nodes in the grid without compromising the accuracy of the solution, and the adaptive grading scheme is effective in localizing oscillations due to sharp gradients or discontinuities in the solution. The efficiency and effectiveness of the proposed procedure is examined by adaptively solving two difficult benchmark problems, including a regularized long‐wave equation and a Korteweg‐de Vries problem. © 2016Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 32: 1622–1646, 2016     

Solving parabolic problems using local defect correction in combination with the finite volume method

We present a method for solving partial differential equations characterized by highly localized properties in which the local defect correction (LDC) algorithm for time‐dependent problems is combined with a finite volume discretization. At each time step, LDC computes a numerical solution on a composite grid, a union of a global uniform coarse grid and a local uniform fine grid. The main feature of the method is that the discrete conservation property, typical of the finite volume approach is preserved on the composite grid. © 2006 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2006     

A note on the mesh independence of convergence bounds for additive Schwarz preconditioned GMRES

Additive Schwarz preconditioners, when including a coarse grid correction, are said to be optimal for certain discretized partial differential equations, in the sense that bounds on the convergence of iterative methods are independent of the mesh size h. Cai and Zou (Numer. Linear Algebra Appl. 2002; 9 :379–397) showed with a one‐dimensional example that in the absence of a coarse grid correction the usual GMRES bound has a factor of the order of . In this paper we consider the same example and show that for that example the behavior of the method is not well represented by the above‐mentioned bound: We use an a posteriori bound for GMRES from (SIAM Rev. 2005; 47 :247–272) and show that for that example a relevant factor is bounded by a constant. Furthermore, for a sequence of meshes, the convergence curves for that one‐dimensional example, and for several two‐dimensional model problems, are very close to each other; thus, the number of preconditioned GMRES iterations needed for convergence for a prescribed tolerance remains almost constant. Copyright © 2008 John Wiley & Sons, Ltd.     

INITIAL VALUE TECHNIQUES FOR THE HELMHOLTZ AND MAXWELL EQUATIONS

We study the initial value problem of the Helmholtz equation with spatially variable wave number. We show that it can be stabilized by suppressing the evanescent waves. The stabilized Helmholtz equation can be solved numerically by a marching scheme combined with FFT. The resulting algorithm has complexity n^2 log n on a n x n grid. We demonstrate the efficacy of the method by numerical examples with caustics. For the Maxwell equation the same treatment is possible after reducing it to a second order system. We show how the method can be used for inverse problems arising in acoustic tomography and microwave imaging.     

Modified variational iteration method for solving Helmholtz equations

In this paper, we apply the modified variational iteration method (MVIM) for solving the Helmholtz equations. The proposed modification is made by introducing He's polynomials in the correction functional. The suggested algorithm is quite efficient and is practically well suited for use in these problems. The proposed iterative scheme finds the solution without any discretization, linearization, or restrictive assumptions. Several examples are given to verify the reliability and efficiency of the method. The fact that the proposed technique solves nonlinear problems without using the Adomian's polynomials can be considered as a clear advantage of this algorithm over the decomposition method.     

A semi‐discrete defect correction finite element method for unsteady incompressible magnetohydrodynamics equations

In this report, we give a semi‐discrete defect correction finite element method for the unsteady incompressible magnetohydrodynamics equations. The defect correction method is an iterative improvement technique for increasing the accuracy of a numerical solution without applying a grid refinement. Firstly, the nonlinear magnetohydrodynamics equations is solved with an artificial viscosity term. Then, the numerical solutions are improved on the same grid by a linearized defect‐correction technique. Then, we give the numerical analysis including stability analysis and error analysis. The numerical analysis proves that our method is stable and has an optimal convergence rate. In order to show the effect of our method, some numerical results are shown. Copyright © 2017 John Wiley & Sons, Ltd.     

Stability and convergence of two‐grid Crank‐Nicolson extrapolation scheme for the time‐dependent natural convection equations

In this paper, we consider the Crank‐Nicolson extrapolation scheme for the 2D/3D unsteady natural convection problem. Our numerical scheme includes the implicit Crank‐Nicolson scheme for linear terms and the recursive linear method for nonlinear terms. Standard Galerkin finite element method is used to approximate the spatial discretization. Stability and optimal error estimates are provided for the numerical solutions. Furthermore, a fully discrete two‐grid Crank‐Nicolson extrapolation scheme is developed, the corresponding stability and convergence results are derived for the approximate solutions. Comparison from aspects of the theoretical results and computational efficiency, the two‐grid Crank‐Nicolson extrapolation scheme has the same order as the one grid method for velocity and temperature in H¹‐norm and for pressure in L²‐norm. However, the two‐grid scheme involves much less work than one grid method. Finally, some numerical examples are provided to verify the established theoretical results and illustrate the performances of the developed numerical schemes.