New a priori analysis of first‐order system least‐squares finite element methods for parabolic problems

We provide new insights into the a priori theory for a time‐stepping scheme based on least‐squares finite element methods for parabolic first‐order systems. The elliptic part of the problem is of general reaction‐convection‐diffusion type. The new ingredient in the analysis is an elliptic projection operator defined via a nonsymmetric bilinear form, although the main bilinear form corresponding to the least‐squares functional is symmetric. This new operator allows to prove optimal error estimates in the natural norm associated to the problem and, under additional regularity assumptions, in the L² norm. Numerical experiments are presented which confirm our theoretical findings.     

Least‐squares method for the Oseen equation

This article studies the least‐squares finite element method for the linearized, stationary Navier–Stokes equation based on the stress‐velocity‐pressure formulation in d dimensions (d = 2 or 3). The least‐squares functional is simply defined as the sum of the squares of the L² norm of the residuals. It is shown that the homogeneous least‐squares functional is elliptic and continuous in the norm. This immediately implies that the a priori error estimate of the conforming least‐squares finite element approximation is optimal in the energy norm. The L² norm error estimate for the velocity is also established through a refined duality argument. Moreover, when the right‐hand side f belongs only to , we derive an a priori error bound in a weaker norm, that is, the norm. © 2016 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 32: 1289–1303, 2016     

On the subdomain‐Galerkin/least squares method for 2‐ and 3‐D mixed elliptic problems with reaction terms

In this article we apply the subdomain‐Galerkin/least squares method, which is first proposed by Chang and Gunzburger for first‐order elliptic systems without reaction terms in the plane, to solve second‐order non‐selfadjoint elliptic problems in two‐ and three‐dimensional bounded domains with triangular or tetrahedral regular triangulations. This method can be viewed as a combination of a direct cell vertex finite volume discretization step and an algebraic least‐squares minimization step in which the pressure is approximated by piecewise linear elements and the flux by the lowest order Raviart‐Thomas space. This combined approach has the advantages of both finite volume and least‐squares methods. Among other things, the combined method is not subject to the Ladyzhenskaya‐Babus?ka‐Brezzi condition, and the resulting linear system is symmetric and positive definite. An optimal error estimate in the H¹(Ω) × H(div; Ω) norm is derived. An equivalent residual‐type a posteriori error estimator is also given. © 2002 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 18: 738–751, 2002; Published online in Wiley InterScience (www.interscience.wiley.com); DOI 10.1002/num.10030.     

Optimal uniform error estimates for moving least‐squares collocation with application to option pricing under jump‐diffusion processes

In this study, we derive optimal uniform error bounds for moving least‐squares (MLS) mesh‐free point collocation (also called finite point method) when applied to solve second‐order elliptic partial integro‐differential equations (PIDEs). In the special case of elliptic partial differential equations (PDEs), we show that our estimate improves the results of Cheng and Cheng (Appl. Numer. Math. 58 (2008), no. 6, 884–898) both in terms of the used error norm (here the uniform norm and there the discrete vector norm) and the obtained order of convergence. We then present optimal convergence rate estimates for second‐order elliptic PIDEs. We proceed by some numerical experiments dealing with elliptic PDEs that confirm the obtained theoretical results. The article concludes with numerical approximation of the linear parabolic PIDE arising from European option pricing problem under Merton's and Kou's jump‐diffusion models. The presented computational results (including the computation of option Greeks) and comparisons with other competing approaches suggest that the MLS collocation scheme is an efficient and reliable numerical method to solve elliptic and parabolic PIDEs arising from applied areas such as financial engineering.     

The large time behavior of solutions to 3D Navier–Stokes equations with nonlinear damping

This paper studies the Cauchy problem of the 3D Navier–Stokes equations with nonlinear damping term | u | ^β?1u (β ≥ 1). For β ≥ 3, we derive a decay rate of the L²‐norm of the solutions. Then, the large time behavior is given by comparing the equation with the classic 3D Navier–Stokes equations. Copyright © 2011 John Wiley & Sons, Ltd.     

Analysis of a two‐stage least‐squares finite element method for the planar elasticity problem

A new first‐order formulation for the two‐dimensional elasticity equations is proposed by introducing additional variables which, called stresses here, are the derivatives of displacements. The resulted stress–displacement system can be further decomposed into two dependent subsystems, the stress system and the displacement system recovered from the stresses. For constructing finite element approximations to these subsystems with appropriate boundary conditions, a two‐stage least‐squares procedure is introduced. The analysis shows that, under suitable regularity assumptions, the rates of convergence of the least‐squares approximations for all the unknowns are optimal both in the H¹‐norm and in L²‐norm. Also, numerical experiments with various Poisson's ratios are examined to demonstrate the theoretical estimates. Copyright © 1999 John Wiley & Sons, Ltd.     

Convergence of the interpolated coefficient finite element method for the two‐dimensional elliptic sine‐Gordon equations

An interpolated coefficient finite element method is presented and analyzed for the two‐dimensional elliptic sine‐Gordon equations with Dirichlet boundary conditions. It is proved that the discretization scheme admits at least one solution, and that a subsequence of the approximation solutions converges to an exact solution in L²‐norm as the mesh size tends to zero. © 2009 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2011     

Error analysis of the L2 least‐squares finite element method for incompressible inviscid rotational flows

In this article we analyze the L² least‐squares finite element approximations to the incompressible inviscid rotational flow problem, which is recast into the velocity‐vorticity‐pressure formulation. The least‐squares functional is defined in terms of the sum of the squared L² norms of the residual equations over a suitable product function space. We first derive a coercivity type a priori estimate for the first‐order system problem that will play the crucial role in the error analysis. We then show that the method exhibits an optimal rate of convergence in the H¹ norm for velocity and pressure and a suboptimal rate of convergence in the L² norm for vorticity. A numerical example in two dimensions is presented, which confirms the theoretical error estimates. © 2004 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2004     

An analysis for the compressible Stokes equations by first‐order system of least‐squares finite element method

This article applies the first‐order system least‐squares (fosls) finite element method developed by Cai, Manteuffel and McCormick to the compressible Stokes equations. By introducing a new dependent velocity flux variable, we recast the compressible Stokes equations as a first‐order system. Then it is shown that the ellipticity and continuity hold for the least‐squares functionals employing the mixture of H^?1 and L², so that the fosls finite element methods yield best approximations for the velocity flux and velocity. © 2001 John Wiley & Sons, Inc. Numer Methods Partial Differential Eq 17:689–699, 2001     

The generalized centro‐symmetric and least squares generalized centro‐symmetric solutions of the matrix equation AYB + CYTD = E

An n×n real matrix P is said to be a symmetric orthogonal matrix if P = P^?1 = P^T. An n × n real matrix Y is called a generalized centro‐symmetric with respect to P, if Y = PYP. It is obvious that every matrix is also a generalized centro‐symmetric matrix with respect to I. In this work by extending the conjugate gradient approach, two iterative methods are proposed for solving the linear matrix equation and the minimum Frobenius norm residual problem over the generalized centro‐symmetric Y, respectively. By the first (second) algorithm for any initial generalized centro‐symmetric matrix, a generalized centro‐symmetric solution (least squares generalized centro‐symmetric solution) can be obtained within a finite number of iterations in the absence of round‐off errors, and the least Frobenius norm generalized centro‐symmetric solution (the minimal Frobenius norm least squares generalized centro‐symmetric solution) can be derived by choosing a special kind of initial generalized centro‐symmetric matrices. We also obtain the optimal approximation generalized centro‐symmetric solution to a given generalized centro‐symmetric matrix Y₀ in the solution set of the matrix equation (minimum Frobenius norm residual problem). Finally, some numerical examples are presented to support the theoretical results of this paper. Copyright © 2011 John Wiley & Sons, Ltd.     

First‐order system least squares for the Oseen equations

Following earlier work for Stokes equations, a least squares functional is developed for two‐ and three‐dimensional Oseen equations. By introducing a velocity flux variable and associated curl and trace equations, ellipticity is established in an appropriate product norm. The form of Oseen equations examined here is obtained by linearizing the incompressible Navier–Stokes equations. An algorithm is presented for approximately solving steady‐state, incompressible Navier–Stokes equations with a nested iteration‐Newton‐FOSLS‐AMG iterative scheme, which involves solving a sequence of Oseen equations. Some numerical results for Kovasznay flow are provided. Copyright © 2006 John Wiley & Sons, Ltd.     

Superconvergence of the split least‐squares method for second‐order hyperbolic equations

This article studies superconvergence phenomena of the split least‐squares mixed finite element method for second‐order hyperbolic equations. By selecting the least‐squares functional properly, the procedure can be split into two independent symmetric positive definite subprocedures, one of which is for the primitive unknown and the other is for the flux. Based on interpolation operators and an auxiliary projection, superconvergent H¹ error estimates for the primary variable u and L² error estimates for the introduced flux variable σ are obtained under the standard quasiuniform assumptions on finite element partition. A numerical example is given to show the performance of the introduced scheme. © 2013 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 30: 222‐238, 2014     

Superconvergence of tetrahedral quadratic finite elements for a variable coefficient elliptic equation

For a variable coefficient elliptic boundary value problem in three dimensions, using the properties of the bubble function and the element cancelation technique, we derive the weak estimate of the first type for tetrahedral quadratic elements. In addition, the estimate for the W^1,1‐seminorm of the discrete derivative Green's function is also given. Finally, we show that the derivatives of the finite element solution u_h and the corresponding interpolant Π₂u are superclose in the pointwise sense of the L^∞‐norm. © 2012 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2013     

The stability of rarefaction wave for Navier–Stokes equations in the half‐line

This paper studies the stability of the rarefaction wave for Navier–Stokes equations in the half‐line without any smallness condition. When the boundary value is given for velocity u∥_{x = 0} = u_? and the initial data have the state (v₊, u₊) at x→ + ∞, if u_?<u₊, it is excepted that there exists a solution of Navier–Stokes equations in the half‐line, which behaves as a 2‐rarefaction wave as t→ + ∞. Matsumura–Nishihara have proved it for barotropic viscous flow (Quart. Appl. Math. 2000; 58:69–83). Here, we generalize it to the isentropic flow with more general pressure. Copyright © 2011 John Wiley & Sons, Ltd.     

The existence of a nontrivial solution to p‐Laplacian equations in with supercritical growth

In this paper, we consider the p‐Laplacian equations in with supercritical growth where △ _pu = div( | ? u | ^{p ? 2} ? u),1 < p < N is the p‐Laplacian operator. Under certain assumptions on V (x) and f(u) that will be given in Section 1, we prove that the problem has at least a nontrivial solution by using variational methods combined with perturbation arguments. The solutions to subcritical p‐Laplacian equations are estimated applying the L ^∞ norm. Copyright © 2012 John Wiley & Sons, Ltd.     

Existence of semilinear elliptic equations with prescribed limiting behaviour

In this paper, we consider semilinear elliptic equations of the form Δu + f(u) = 0 over a quarter space with Dirichlet boundary conditions. Given a suitable positive root z of f, we show how to construct a non‐negative bounded solution u converging to a one‐dimensional limiting profile V with V . This is established using Perron's method by constructing sub‐solutions and super‐solutions and employing a sliding argument. Copyright © 2016 John Wiley & Sons, Ltd.     

Quantitative unique continuation for Neumann problems of elliptic equations with weight

Let P(ω, ?) be an elliptic operator with weight ω, and let u be a solution in some Lipschitz domains to ?P(ω, ?u)+W?u+Vu=0 with sharp singular potentials W and V. The weighted doubling estimates, the weighted three‐ball inequalities and the unique continuation at the boundary for solution u of the Neumann problem are established in this paper. Copyright © 2009 John Wiley & Sons, Ltd.     

Solution of large‐scale weighted least‐squares problems

A sequence of least‐squares problems of the form min_y∥G^1/2(A^T y?h)∥₂, where G is an n×n positive‐definite diagonal weight matrix, and A an m×n (m?n) sparse matrix with some dense columns; has many applications in linear programming, electrical networks, elliptic boundary value problems, and structural analysis. We suggest low‐rank correction preconditioners for such problems, and a mixed solver (a combination of a direct solver and an iterative solver). The numerical results show that our technique for selecting the low‐rank correction matrix is very effective. Copyright © 2002 John Wiley & Sons, Ltd.     

Algorithm and MATLAB package for some nonlinear 2D evolution equations

We will present LiScM2, a MATLAB package for numerical solutions of some partial differential evolution equations of the form u_t + Lu = N (u, ∇u), with boundary and initial conditions, where L is a 2D linear elliptic operator (Laplace operator for this version) and N is a nonlinear part. (© 2008 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim)     

Finite volume element method for monotone nonlinear elliptic problems

In this article, we consider the finite volume element method for the monotone nonlinear second‐order elliptic boundary value problems. With the assumptions which guarantee that the corresponding operator is strongly monotone and Lipschitz‐continuous, and with the minimal regularity assumption on the exact solution, that is, u∈H¹(Ω), we show that the finite volume element method has a unique solution, and the finite volume element approximation is uniformly convergent with respect to the H¹ ‐norm. If u∈H^1+ε(Ω),0 < ε ≤ 1, we develop the optimal convergence rate \begin{align*}\mathcal{O}(h^{\epsilon})\end{align*} in the H¹ ‐norm. Moreover, we propose a natural and computationally easy residual‐based H¹ ‐norm a posteriori error estimator and establish the global upper bound and local lower bounds on the error. © 2012 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2013