Galerkin and subspace decomposition methods in space and time for the Navier-Stokes equations

The Galerkin method and the subspace decomposition method in space and time for the two-dimensional incompressible Navier-Stokes equations with the H²-initial data are considered. The subspace decomposition method consists of splitting the approximate solution as the sum of a low frequency component discretized by the small time step Δt and a high frequency one discretized by the large time step pΔt with p>1. The H²-stability and L²-error analysis for the subspace decomposition method are obtained. Finally, some numerical tests to confirm the theoretical results are provided.     

Stability and error analysis for spectral Galerkin method for the Navier–Stokes equations with L2 initial data

In this article we consider the spectral Galerkin method with the implicit/explicit Euler scheme for the two‐dimensional Navier–Stokes equations with the L² initial data. Due to the poor smoothness of the solution on [0,1), we use the the spectral Galerkin method based on high‐dimensional spectral space H_M and small time step Δt² on this interval. While on [1,∞), we use the spectral Galerkin method based on low‐dimensional spectral space H_m(m = O(M^1/2)) and large time step Δt. For the spectral Galerkin method, we provide the standard H²‐stability and the L²‐error analysis. © 2007 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 2007     

A two‐level method in space and time for the Navier‐Stokes equations

A two‐level method in space and time for the time‐dependent Navier‐Stokes equations is considered in this article. The approximate solution u_M∈H_M is decomposed into the large eddy component v∈H_m(m < M) and the small eddy component w∈H. We obtain the large eddy component v by solving a standard Galerkin equation in a coarse‐level subspace H_m with a time step length k, whereas the small eddy component w is derived by solving a linear equation in an orthogonal complement subspace H with a time step length pk, where p is a positive integer. The analysis shows that our two‐level scheme has long‐time stability and can reach the same accuracy as the standard Galerkin method in fine‐level subspace H_M for an appropriate configuration of p and m. Moreover, some numerical examples are provided to complement our theoretical analysis. © 2012 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2013     

Stability and error analysis for a spectral Galerkin method for the Navier‐Stokes equations with H2 or H1 initial data

In this article we consider a spectral Galerkin method with a semi‐implicit Euler scheme for the two‐dimensional Navier‐Stokes equations with H² or H¹ initial data. The H²‐stability analysis of this spectral Galerkin method shows that for the smooth initial data the semi‐implicit Euler scheme admits a large time step. The L²‐error analysis of the spectral Galerkin method shows that for the smoother initial data the numerical solution u exhibits faster convergence on the time interval [0, 1] and retains the same convergence rate on the time interval [1, ∞). © 2005 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2005.     

Global existence to a reaction–diffusion equation through a self‐similar‐like upper solution

A demonstration method is presented, which will ensure the existence of positive global solutions in time to the reaction–diffusion equation ?u_t+Δu+u^p=0 in ?ⁿ×[0, ∞), for exponents p?3 and space dimensions n?3. This method does not require the initial value to have a specific uniform smallness condition, but rather to satisfy a bell‐like form. The method is based on a specific upper solution, which models the diffusion process of the heat equation. The upper solution is not self‐similar, but does have a self‐similar‐like form. After transforming the reaction–diffusion problem into an equivalent one, whose initial value is uniformly very small, a local solution is obtained in the time interval [0, 1] by the use of this upper solution. This local solution is then extended to [0, ∞) through an infinite sequence of extensions. At each step, an appropriate change of variables will transform the extension into a problem nearly identical to the local problem in [0, 1]. These transformations exploit the diffusive and self‐similar‐like nature of the upper solution. Copyright © 2009 John Wiley & Sons, Ltd.     

Superconvergence of the direct discontinuous Galerkin method for a time‐fractional initial‐boundary value problem

A time‐fractional reaction–diffusion initial‐boundary value problem with periodic boundary condition is considered on Q ? Ω × [0, T] , where Ω is the interval [0, l] . Typical solutions of such problem have a weak singularity at the initial time t = 0. The numerical method of the paper uses a direct discontinuous Galerkin (DDG) finite element method in space on a uniform mesh, with piecewise polynomials of degree k ≥ 2 . In the temporal direction we use the L1 approximation of the Caputo derivative on a suitably graded mesh. We prove that at each time level of the mesh, our L1‐DDG solution is superconvergent of order k + 2 in L²(Ω) to a particular projection of the exact solution. Moreover, the L1‐DDG solution achieves superconvergence of order (k + 2) in a discrete L²(Q) norm computed at the Lobatto points, and order (k + 1) superconvergence in a discrete H¹(Q) seminorm at the Gauss points; numerical results show that these estimates are sharp.     

One‐level and two‐level finite element methods for the Boussinesq problem

Previous works on the convergence of numerical methods for the Boussinesq problem were conducted, while the optimal L²‐norm error estimates for the velocity and temperature are still lacked. In this paper, the backward Euler scheme is used to discrete the time terms, standard Galerkin finite element method is adopted to approximate the variables. The MINI element is used to approximate the velocity and pressure, the temperature field is simulated by the linear polynomial. Under some restriction on the time step, we firstly present the optimal L² error estimates of approximate solutions. Secondly, two‐level method based on Stokes iteration for the Boussinesq problem is developed and the corresponding convergence results are presented. By this method, the original problem is decoupled into two small linear subproblems. Compared with the standard Galerkin method, the two‐level method not only keeps good accuracy but also saves a lot of computational cost. Finally, some numerical examples are provided to support the established theoretical analysis.     

A layer adaptive B‐spline collocation method for singularly perturbed one‐dimensional parabolic problem with a boundary turning point

In this article, we develop a parameter uniform numerical method for a class of singularly perturbed parabolic equations with a multiple boundary turning point on a rectangular domain. The coefficient of the first derivative with respect to x is given by the formula a₀(x, t)x^p, where a₀(x, t) ≥ α > 0 and the parameter p ∈ [1,∞) takes the arbitrary value. For small values of the parameter ε, the solution of this particular class of problem exhibits the parabolic boundary layer in a neighborhood of the boundary x = 0 of the domain. We use the implicit Euler method to discretize the temporal variable on uniform mesh and a B‐spline collocation method defined on piecewise uniform Shishkin mesh to discretize the spatial variable. Asymptotic bounds for the derivatives of the solution are established by decomposing the solution into smooth and singular component. These bounds are applied in the convergence analysis of the proposed scheme on Shishkin mesh. The resulting method is boundary layer resolving and has been shown almost second‐order accurate in space and first‐order accurate in time. It is also shown that the proposed method is uniformly convergent with respect to the singular perturbation parameter ε. Some numerical results are given to confirm the predicted theory and comparison of numerical results made with a scheme consisting of a standard upwind finite difference operator on a piecewise uniform Shishkin mesh. © 2010 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 27: 1143–1164, 2011     

A priori error estimates of an extrapolated space‐time discontinuous galerkin method for nonlinear convection‐diffusion problems

We deal with the numerical solution of a scalar nonstationary nonlinear convection‐diffusion equation. We employ a combination of the discontinuous Galerkin finite element (DGFE) method for the space as well as time discretization. The linear diffusive and penalty terms are treated implicitly whereas the nonlinear convective term is treated by a special higher order explicit extrapolation from the previous time step, which leads to the necessity to solve only a linear algebraic problem at each time step. We analyse this scheme and derive a priori asymptotic error estimates in the L^∞(L²) –norm and the L²(H¹) –seminorm with respect to the mesh size h and time step τ. Finally, we present an efficient solution strategy and numerical examples verifying the theoretical results. © 2010 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 27: 1456–1482, 2010     

Parallel Galerkin domain decomposition procedures for parabolic equation on general domain

Parallel Galerkin domain decomposition procedures for parabolic equation on general domain are given. These procedures use implicit Galerkin method in the subdomains and simple explicit flux calculation on the interdomain boundaries by integral mean method or extrapolation method to predict the inner‐boundary conditions. Thus, the parallelism can be achieved by these procedures. These procedures are conservative both in the subdomains and across interboundaries. The explicit nature of the flux prediction induces a time‐step limitation that is necessary to preserve stability, but this constraint is less severe than that for a fully explicit method. L²‐norm error estimates are derived for these procedures. Compared with the work of Dawson and Dupont [Math Comp 58 (1992), 21–35], these L²‐norm error estimates avoid the loss of H^?1/2 factor. Experimental results are presented to confirm the theoretical results. © 2008 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2009     

Methods for the numerical solution of the Benjamin‐Bona‐Mahony‐Burgers equation

L^∞‐error estimates for finite element for Galerkin solutions for the Benjamin‐Bona‐Mahony‐Burgers (BBMB) equation are considered. A priori bound and the semidiscrete Galerkin scheme are studied using appropriate projections. For fully discrete Galerkin schemes, we consider the backward Euler method and analyze the corresponding error estimates. For a second order accuracy in time, we propose a three‐level backward method. © 2008 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2008     

Multi-level spectral Galerkin method for the Navier–Stokes equations, II: time discretization

A fully discrete multi-level spectral Galerkin method in space–time for the two-dimensional nonstationary Navier–Stokes problem is considered. The method is a multi-scale method in which the fully nonlinear Navier–Stokes problem is only solved on the lowest-dimensional space with the largest time step Δt ₁; subsequent approximations are generated on a succession of higher-dimensional spaces with small time step Δt _j by solving a linearized Navier–Stokes problem about the solution on the previous level. Some error estimates are also presented for the J-level spectral Galerkin method. The scaling relations of the dimensional numbers and time mesh widths that lead to optimal accuracy of the approximate solution in H ¹-norm and L ²-norm are investigated, i.e., m _j∼m _j−1 ^3/2 , Δt _j∼Δt _j−1 ^3/2 , j=2,. . .,J. We demonstrate theoretically that a fully discrete J-level spectral Galerkin method is significantly more efficient than the standard one-level spectral Galerkin method. Mathematics subject classifications (2000) 35L70, 65N30, 76D06 Subsidized by the Special Funds for Major State Basic Research Projects G1999032801-07, NSF of China 10371095 and the City University of Hong Kong Research Project 7001093, NSF of China 50323001.     

Approximation of time‐dependent,viscoelastic fluid flow: Crank‐Nicolson,finite element approximation

In this article we analyze a fully discrete approximation to the time dependent viscoelasticity equations with an Oldroyd B constitutive equation in ? , = 2, 3. We use a Crank‐Nicolson discretization for the time derivatives. At each time level a linear system of equations is solved. To resolve the nonlinearities we use a three‐step extrapolation for the prediction of the velocity and stress at the new time level. The approximation is stabilized by using a discontinuous Galerkin approximation for the constitutive equation. For the mesh parameter, h, and the temporal step size, Δt, sufficiently small and satisfying Δt ≤ Ch , existence of the approximate solution is proven. A priori error estimates for the approximation in terms of Δt and h are also derived. © 2003 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 20: 248–283, 2004     

Ritz–Galerkin method for solving a parabolic equation with non‐local and time‐dependent boundary conditions

The paper is devoted to the investigation of a parabolic partial differential equation with non‐local and time‐dependent boundary conditions arising from ductal carcinoma in situ model. Approximation solution of the present problem is implemented by the Ritz–Galerkin method, which is a first attempt at tackling parabolic equation with such non‐classical boundary conditions. In the process of dealing with the difficulty caused by integral term in non‐local boundary condition, we use a trick of introducing the transition function G(x,t) to convert non‐local boundary to another non‐classical boundary, which can be handled with the Ritz–Galerkin method. Illustrative examples are included to demonstrate the validity and applicability of the technique in this paper. Copyright © 2015 John Wiley & Sons, Ltd.     

Scale‐free graphs of increasing degree

We study a scale‐free random graph process in which the number of edges added at each step increases. This differs from the standard model in which a fixed number, m, of edges are added at each step. Let f(t) be the number of edges added at step t. In the standard scale‐free model, f(t) = m constant, whereas in this paper we consider f(t) = [t^c],c > 0. Such a graph process, in which the number of edges grows non‐linearly with the number of vertices is said to have accelerating growth. We analyze both an undirected and a directed process. The power law of the degree sequence of these processes exhibits widely differing behavior. For the undirected process, the terminal vertex of each edge is chosen by preferential attachment based on vertex degree. When f(t) = m constant, this is the standard scale‐free model, and the power law of the degree sequence is 3. When f(t) = [t^c],c < 1, the degree sequence of the process exhibits a power law with parameter x = (3 ? c)/(1 ? c). As c → 0, x → 3, which gives a value of x = 3, as in standard scale‐free model. Thus no more slowly growing monotone function f(t) alters the power law of this model away from x = 3. When c = 1, so that f(t) = t, the expected degree of all vertices is t, the vertex degree is concentrated, and the degree sequence does not have a power law. For the directed process, the terminal vertex is chosen proportional to in‐degree plus an additive constant, to allow the selection of vertices of in‐degree zero. For this process when f(t) = m is constant, the power law of the degree sequence is x = 2 + 1/m. When f(t) = [t^c], c > 0, the power law becomes x = 1 + 1/(1 + c), which naturally extends the power law to [1,2]. © 2011 Wiley Periodicals, Inc. Random Struct. Alg., 38, 396–421, 2011     

A note on the efficiency of the conjugate gradient method for a class of time‐dependent problems

We discuss the efficiency of the conjugate gradient (CG) method for solving a sequence of linear systems; Auⁿ⁺¹ = uⁿ, where A is assumed to be sparse, symmetric, and positive definite. We show that under certain conditions the Krylov subspace, which is generated when solving the first linear system Au¹ = u⁰, contains the solutions {uⁿ} for subsequent time steps. The solutions of these equations can therefore be computed by a straightforward projection of the right‐hand side onto the already computed Krylov subspace. Our theoretical considerations are illustrated by numerical experiments that compare this method with the order‐optimal scheme obtained by applying the multigrid method as a preconditioner for the CG‐method at each time step. Copyright © 2007 John Wiley & Sons, Ltd.     

Error Estimates for Finite Element Approximations of a Viscous Wave Equation

We consider a family of fully discrete finite element schemes for solving a viscous wave equation, where the time integration is based on the Newmark method. A rigorous stability analysis based on the energy method is developed. Optimal error estimates in both time and space are obtained. For sufficiently smooth solutions, it is demonstrated that the maximal error in the L ²-norm over a finite time interval converges optimally as O(h ^p+1 + Δt ^s ), where p denotes the polynomial degree, s = 1 or 2, h the mesh size, and Δt the time step.     

Anomalous scaling for three‐dimensional Cahn‐Hilliard fronts

We prove the stability of the one‐dimensional kink solution of the Cahn‐Hilliard equation under d‐dimensional perturbations for d ≥ 3. We also establish a novel scaling behavior of the large‐time asymptotics of the solution. The leading asymptotics of the solution is characterized by a length scale proportional to t^1/3 instead of the usual t^1/2 scaling typical to parabolic problems. © 2004 Wiley Periodicals, Inc.     

A Crank‐Nicolson Petrov‐Galerkin method with quadrature for semi‐linear parabolic problems

We propose and analyze an application of a fully discrete C² spline quadrature Petrov‐Galerkin method for spatial discretization of semi‐linear parabolic initial‐boundary value problems on rectangular domains. We prove second order in time and optimal order H¹ norm convergence in space for the extrapolated Crank‐Nicolson quadrature Petrov‐Galerkin scheme. We demonstrate numerically both L² and H¹ norm optimal order convergence of the scheme even if the nonlinear source term is not smooth. © 2005 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2005.     

A new frequency‐uniform coercive boundary integral equation for acoustic scattering

A new boundary integral operator is introduced for the solution of the soundsoft acoustic scattering problem, i.e., for the exterior problem for the Helmholtz equation with Dirichlet boundary conditions. We prove that this integral operator is coercive in L²(Γ) (where Γ is the surface of the scatterer) for all Lipschitz star‐shaped domains. Moreover, the coercivity is uniform in the wavenumber k = ω/c, where ω is the frequency and c is the speed of sound. The new boundary integral operator, which we call the “star‐combined” potential operator, is a slight modification of the standard combined potential operator, and is shown to be as easy to implement as the standard one. Additionally, to the authors' knowledge, it is the only second‐kind integral operator for which convergence of the Galerkin method in L²(Γ) is proved without smoothness assumptions on Γ except that it is Lipschitz. The coercivity of the star‐combined operator implies frequency‐explicit error bounds for the Galerkin method for any approximation space. In particular, these error estimates apply to several hybrid asymptoticnumerical methods developed recently that provide robust approximations in the high‐frequency case. The proof of coercivity of the star‐combined operator critically relies on an identity first introduced by Morawetz and Ludwig in 1968, supplemented further by more recent harmonic analysis techniques for Lipschitz domains. © 2011 Wiley Periodicals, Inc.