Nyström methods and extrapolation for solving Steklov eigensolutions and its application in elasticity

Based on potential theory, Steklov eigensolutions of elastic problems can be converted into eigenvalue problems of boundary integral equations (BIEs). The kernels of these BIEs are characterized by logarithmic and Hilbert singularities. In this article, the Nyström methods are presented for obtaining eigensolutions (λ⁽ⁱ⁾,u⁽ⁱ⁾), which have to deal with the two kinds of singularities simultaneously. The solutions possess high accuracy orders O(h³) and an asymptotic error expansion with odd powers. Using h³ ‐Richardson extrapolation algorithms, we can greatly improve the accuracy orders to O(h⁵). Furthermore, a generalized Fourier series is constructed by the eigensolutions, and then solving the elasticity displacement and traction problems involves just calculating the coefficients of the series. A class of elasticity problems with boundary Γ is solved with high convergence rate O(h⁵). The efficiency is illustrated by a numerical example. © 2012 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 2012     

Mechanical quadrature methods and their splitting extrapolations for boundary integral equations of first kind on open arcs

This paper presents the mechanical quadrature methods (MQMs) for solving boundary integral equations (BIEs) of the first kind on open arcs. The spectral condition number of MQMs is only O(h⁻¹), where h is the maximal mesh width. The errors of MQMs have multivariate asymptotic expansions, accompanied with for all mesh widths h_i. Hence, once discrete equations with coarse meshes are solved in parallel, the accuracy order of numerical approximations can be greatly improved by splitting extrapolation algorithms (SEAs). Moreover, a posteriori asymptotic error estimates are derived, which can be used to formulate self-adaptive algorithms. Numerical examples are also provided to support our algorithms and analysis. Furthermore, compared with the existing algorithms, such as Galerkin and collocation methods, the accuracy order of the MQMs is higher, and the discrete matrix entries are explicit, to prove that the MQMs in this paper are more promising and beneficial to practical applications.     

Mechanical quadrature methods and their extrapolation for solving first kind Abel integral equations

This paper presents high accuracy mechanical quadrature methods for solving first kind Abel integral equations. To avoid the ill-posedness of problem, the first kind Abel integral equation is transformed to the second kind Volterra integral equation with a continuous kernel and a smooth right-hand side term expressed by weakly singular integrals. By using periodization method and modified trapezoidal integration rule, not only high accuracy approximation of the kernel and the right-hand side term can be easily computed, but also two quadrature algorithms for solving first kind Abel integral equations are proposed, which have the high accuracy O(h²)$\mathrm{O}(h^2)$ and asymptotic expansion of the errors. Then by means of Richardson extrapolation, an approximation with higher accuracy order O(h³)$\mathrm{O}(h^3)$ is obtained. Moreover, an a posteriori error estimate for the algorithms is derived. Some numerical results show the efficiency of our methods.     

Extrapolation of the Nédélec element for the Maxwell equations by the mixed finite element method

In this paper, we use the integral-identity argument to obtain asymptotic error expansions for the mixed finite element approximation of the Maxwell equations on a rectangular mesh. The extrapolation method is applied to improve the accuracy of the approximation via an interpolation postprocessing technique. With the extrapolation, the approximation accuracy can be improved from O(h) to O(h ⁴) in the L ²-norm. Illustrative numerical results are given to demonstrate the higher order accuracy of the extrapolation method. This research was supported by the National Natural Science Foundation of China (No.10471103), Social Science Foundation of the Ministry of Education of China (06JA630047), Tianjin Natural Science Foundation (07JCYBJC14300).     

Splitting extrapolation algorithm for first kind boundary integral equations with singularities by mechanical quadrature methods

The accuracy of numerical solutions near singular points is crucial for numerical methods. In this paper we develop an efficient mechanical quadrature method (MQM) with high accuracy. The following advantages of MQM show that it is very promising and beneficial for practical applications: (1) the O(h_max³) O(h_{\rm {max}}^{3}) convergence rate; (2) the O(h_max⁵)O(h_{\rm {max}}^{5}) convergence rate after splitting extrapolation; (3) Cond = O(h_min^-1)O(h_{\rm {min}}^{-1}); (4) the explicit discrete matrix entries. In this paper, the above theoretical results are briefly addressed and then verified by numerical experiments. The solutions of MQM are more accurate than those of other methods. Note that for the discontinuous model in Li et al. (Eng Anal Bound Elem 29:59–75, 2005), the highly accurate solutions of MQM may even compete with those of the collocation Trefftz method.     

On the use of splines for the numerical solution of nonlinear two-point boundary value problems

Cubic splines on splines and quintic spline interpolations are used to approximate the derivative terms in a highly accurate scheme for the numerical solution of two-point boundary value problems. The storage requirement is essentially the same as for the usual trapezoidal rule but the local accuracy is improved fromO(h ³) to eitherO(h ⁶) orO(h ⁷), whereh is the net size. The use of splines leads to solutions that reflect the smoothness of the slopes of the differential equations.     

Exponential spline solutions for a class of two point boundary value problems over a semi-infinite range

In this paper, we developed numerical methods of order O(h ²) and O(h ⁴) based on exponential spline function for the numerical solution of class of two point boundary value problems over a Semi-infinite range. The present approach gives better approximations over all the existing finite difference methods. Properties of the infinite linear system are established. Convergence analysis and a bound on the approximate solution are discussed. Test problem with various kinds of boundary conditions is included to illustrate the practical usefulness and superiority of our methods.     

E-stable methods for exponentially decreasing solutions of second order initial value problems

In this paperE-stable methods ofO(h ⁴),O(h ⁸) andO(h ¹²) are derived for the direct numerical integration of initial value problems of second order differential equations with exponentially decreasing solutions. Numerical results are presented for both linear and nonlinear problems.     

Compact difference schemes for heat equation with Neumann boundary conditions (II)

This is the further work on compact finite difference schemes for heat equation with Neumann boundary conditions subsequent to the paper, [Sun, Numer Methods Partial Differential Equations (NMPDE) 25 (2009), 1320–1341]. A different compact difference scheme for the one‐dimensional linear heat equation is developed. Truncation errors of the proposed scheme are O(τ² + h⁴) for interior mesh point approximation and O(τ² + h³) for the boundary condition approximation with the uniform partition. The new obtained scheme is similar to the one given by Liao et al. (NMPDE 22 (2006), 600–616), while the major difference lies in no extension of source terms to outside the computational domain any longer. Compared with ones obtained by Zhao et al. (NMPDE 23 (2007), 949–959) and Dai (NMPDE 27 (2011), 436–446), numerical solutions at all mesh points including two boundary points are computed in our new scheme. The significant advantage of this work is to provide a rigorous analysis of convergence order for the obtained compact difference scheme using discrete energy method. The global accuracy is O(τ² + h⁴) in discrete maximum norm, although the spatial approximation order at the Neumann boundary is one lower than that for interior mesh points. The analytical techniques are important and can be successfully used to solve the open problem presented by Sun (NMPDE 25 (2009), 1320–1341), where analyzed theoretical convergence order of the scheme by Liao et al. (NMPDE 22 (2006), 600–616) is only O(τ² + h^3.5) while the numerical accuracy is O(τ² + h⁴), and convergence order of theoretical analysis for the scheme by Zhao et al. (NMPDE 23 (2007), 949–959) is O(τ² + h^2.5), while the actual numerical accuracy is O(τ² + h³). Following the procedure used for the new obtained difference scheme in this work, convergence orders of these two schemes can be proved rigorously to be O(τ² + h⁴) and O(τ² + h³), respectively. Meanwhile, extension to the case involving the nonlinear reaction term is also discussed, and the global convergence order O(τ² + h⁴) is proved. A compact ADI difference scheme for solving two‐dimensional case is derived. Finally, several examples are given to demonstrate the numerical accuracy of new obtained compact difference schemes. © 2012 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2013     

An <Emphasis Type="BoldItalic">O</Emphasis>(<Emphasis Type="BoldItalic">h</Emphasis><Superscript><Emphasis Type="Bold">6</Emphasis></Superscript>) numerical solution of general nonlinear fifth-order two point boundary value problems

A sixth-order numerical scheme is developed for general nonlinear fifth-order two point boundary-value problems. The standard sextic spline for the solution of fifth order two point boundary-value problems gives only O(h ²) accuracy and leads to non-optimal approximations. In order to derive higher orders of accuracy, high order perturbations of the problem are generated and applied to construct the numerical algorithm. O(h ⁶) global error estimates obtained for these problems. The convergence properties of the method is studied. This scheme has been applied to the system of nonlinear fifth order two-point boundary value problem too. Numerical results are given to illustrate the efficiency of the proposed method computationally. Results from the numerical experiments, verify the theoretical behavior of the orders of convergence.     

Local and parallel algorithms for fourth order problems discretized by the Morley–Wang–Xu element method

This paper systematically studies numerical solution of fourth order problems in any dimensions by use of the Morley–Wang–Xu (MWX) element discretization combined with two-grid methods (Xu and Zhou (Math Comp 69:881–909, 1999)). Since the coarse and fine finite element spaces are nonnested, two intergrid transfer operators are first constructed in any dimensions technically, based on which two classes of local and parallel algorithms are then devised for solving such problems. Following some ideas in (Xu and Zhou (Math Comp 69:881–909, 1999)), the intrinsic derivation of error analysis for nonconforming finite element methods of fourth order problems (Huang et al. (Appl Numer Math 37:519–533, 2001); Huang et al. (Sci China Ser A 49:109–120, 2006)), and the error estimates for the intergrid transfer operators, we prove that the discrete energy errors of the two classes of methods are of the sizes O(h + H ²) and O(h + H ²(H/h)^(d−1)/2), respectively. Here, H and h denote respectively the mesh sizes of the coarse and fine finite element triangulations, and d indicates the space dimension of the solution region. Numerical results are performed to support the theory obtained and to compare the numerical performance of several local and parallel algorithms using different intergrid transfer operators.     

Extrapolation and superconvergence of the Steklov eigenvalue problem

On the basis of a transform lemma, an asymptotic expansion of the bilinear finite element is derived over graded meshes for the Steklov eigenvalue problem, such that the Richardson extrapolation can be applied to increase the accuracy of the approximation, from which the approximation of O(h ^3.5) is obtained. In addition, by means of the Rayleigh quotient acceleration technique and an interpolation postprocessing method, the superconvergence of the bilinear finite element is presented over graded meshes for the Steklov eigenvalue problem, and the approximation of O(h ³) is gained. Finally, numerical experiments are provided to demonstrate the theoretical results.     

Asymptotic expansions of finite element solutions to Robin problems in H 3 and their application in extrapolation cascadic multigrid method

For the Poisson equation with Robin boundary conditions,by using a few techniques such as orthogonal expansion(M-type),separation of the main part and the finite element projection,we prove for the first time that the asymptotic error expansions of bilinear finite element have the accuracy of O(h3)for u∈H3.Based on the obtained asymptotic error expansions for linear finite elements,extrapolation cascadic multigrid method(EXCMG)can be used to solve Robin problems effectively.Furthermore,by virtue of Richardson not only the accuracy of the approximation is improved,but also a posteriori error estimation is obtained.Finally,some numerical experiments that confirm the theoretical analysis are presented.     

Remark on the phase shift in the Kuzmak-Whitham ansatz

We consider one-phase (formal) asymptotic solutions in the Kuzmak-Whitham form for the nonlinear Klein-Gordon equation and for the Korteweg-de Vries equation. In this case, the leading asymptotic expansion term has the form X(S(x, t)/h+Φ(x, t), I(x, t), x, t) +O(h), where h ≪ 1 is a small parameter and the phase S}(x, t) and slowly changing parameters I(x, t) are to be found from the system of “averaged” Whitham equations. We obtain the equations for the phase shift Φ(x, t) by studying the second-order correction to the leading term. The corresponding procedure for finding the phase shift is then nonuniform with respect to the transition to a linear (and weakly nonlinear) case. Our observation, which essentially follows from papers by Haberman and collaborators, is that if we incorporate the phase shift Φ into the phase and adjust the parameter Ĩ by setting $ \tilde S $ \tilde S = S +hΦ+O(h ²),Ĩ = I + hI ₁ + O(h ²), then the functions $ \tilde S $ \tilde S (x, t, h) and Ĩ(x, t, h) become solutions of the Cauchy problem for the same Whitham system but with modified initial conditions. These functions completely determine the leading asymptotic term, which is X($ \tilde S $ \tilde S (x, t, h)/h, Ĩ(x, t, h), x, t) + O(h).     

Superconvergent interpolants for collocation methods applied to Volterra integro-differential equations with delay

Standard software based on the collocation method for differential equations delivers a continuous approximation (called the collocation solution) which augments the high order discrete approximate solution that is provided at mesh points. This continuous approximation is less accurate than the discrete approximation. For ‘non-standard’ Volterra integro-differential equations with constant delay, that often arise in modeling predator-prey systems in Ecology, the collocation solution is C ⁰ continuous. The accuracy is O(h ^s+1) at off-mesh points and O(h ^2s ) at mesh points where s is the number of Gauss points used per subinterval and h refers to the stepsize. We will show how to construct C ¹ interpolants with an accuracy at off-mesh points and mesh points of the same order (2s). This implies that even for coarse mesh selections we achieve an accurate and smooth approximate solution. Specific schemes are presented for s=2, 3, and numerical results demonstrate the effectiveness of the new interpolants.     

The limit of the Boussinesq system of Rayleigh-Bénard convection as the Prandtl number approaches infinity

In this paper, the initial layer problem and infinite Prandtl number limit of Rayleigh-Bénard convection is studied by the asymptotic expansion methods of singular perturbation theory and the classical energy methods. For ill-prepared initial data, an exact approximating solution with expansions up to any order are given and the convergence rates O(ɛ ^m+1/2) and the optimal convergence rates O(ɛ ^m+1) are obtained respectively. This improves the result of J.G. SHI.     

Supraconvergence and Supercloseness of a Scheme for Elliptic Equations on Nonuniform Grids

In this paper, we study the convergence of a finite difference scheme on nonuniform grids for the solution of second-order elliptic equations with mixed derivatives and variable coefficients in polygonal domains subjected to Dirichlet boundary conditions. We show that the scheme is equivalent to a fully discrete linear finite element approximation with quadrature. It exhibits the phenomenon of supraconvergence, more precisely, for s ∈ [1,2] order O(h ^s )-convergence of the finite difference solution, and its gradient is shown if the exact solution is in the Sobolev space H ^1+s (Ω). In the case of an equation with mixed derivatives in a domain containing oblique boundary sections, the convergence order is reduced to O(h ^3/2?ε) with ε > 0 if u ∈ H ³(Ω). The second-order accuracy of the finite difference gradient is in the finite element context nothing else than the supercloseness of the gradient. For s ∈ {1,2}, the given error estimates are strictly local.     

Fourth-order finite difference scheme for a system of quasilinear elliptic equations

The system of two quasilinear elliptic equations is approximated by the method of lines, which has the truncation error O(h²) at points neighboring the boundary and O(h⁴) at the most interior points. It is proved that the global error of the method is O(h⁴) at all mesh points. The two-point boundary value problem for the system of ordinary differential equations that arises from the method of lines is solved by the O(h⁴) convergent finite difference scheme, suitable to the equations of the form u_xx = f(x, u) without the first derivative u_x. The system of algebraic equations obtained by the full discretization is solved by Gauss elimination method for three diagonal matrices combined with the method of iterations. A numerical example is presented.     

Extrapolation methods to compute hypersingular integral in boundary element methods

The composite trapezoidal rule for the computation of Hadamard finite-part integrals in boundary element methods with the hypersingular kernel 1/sin 2(x-s) is discussed,and the main part of the asymptotic expansion of error function is obtained.Based on the main part of the asymptotic expansion,a series is constructed to approach the singular point.An extrapolation algorithm is presented and the convergence rate is proved.Some numerical results are also presented to confirm the theoretical results and show the efficiency of the algorithms.     

Finite difference schemes for the fourth-order parabolic equations with different boundary value conditions

In this paper, the fourth-order parabolic equations with different boundary value conditions are studied. Six kinds of boundary value conditions are proposed. Several numerical differential formulae for the fourth-order derivative are established by the quartic interpolation polynomials and their truncation errors are given with the aid of the Taylor expansion with the integral remainders. Effective difference schemes are presented for the third Dirichlet boundary value problem, the first Neumann boundary value problem and the third Neumann boundary value problem, respectively. Some new embedding inequalities on the discrete function spaces are presented and proved. With the method of energy analysis, the unique solvability, unconditional stability and unconditional convergence of the difference schemes are proved. The convergence orders of derived difference schemes are all O(τ² + h²) in appropriate norms. Finally, some numerical examples are provided to confirm the theoretical results.