Consistency results on Newmark methods for dynamical contact problems

The paper considers the time integration of frictionless dynamical contact problems between viscoelastic bodies in the frame of the Signorini condition. Among the numerical integrators, interest focuses on the classical Newmark method, the improved energy dissipative version due to Kane et al., and the contact-stabilized Newmark method recently suggested by Deuflhard et al. In the absence of contact, any such variant is equivalent to the Störmer–Verlet scheme, which is well-known to have consistency order 2. In the presence of contact, however, the classical approach to discretization errors would not show consistency at all because of the discontinuity at the contact. Surprisingly, the question of consistency in the constrained situation has not been solved yet. The present paper fills this gap by means of a novel proof technique using specific norms based on earlier perturbation results due to the authors. The corresponding estimation of the local discretization error requires the bounded total variation of the solution. The results have consequences for the construction of an adaptive timestep control, which will be worked out subsequently in a forthcoming paper.     

Exponential stability of numerical solutions for a class of stochastic age-dependent capital system with Poisson jumps

Recently, numerical solutions of stochastic differential equations have received a great deal of attention. Numerical approximation schemes are invaluable tools for exploring their properties. In this paper, we introduce a class of stochastic age-dependent (vintage) capital system with Poisson jumps. We also give the discrete approximate solution with an implicit Euler scheme in time discretization. Using Gronwall’s lemma and Barkholder-Davis-Gundy’s inequality, some criteria are obtained for the exponential stability of numerical solutions to the stochastic age-dependent capital system with Poisson jumps. It is proved that the numerical approximation solutions converge to the analytic solutions of the equations under the given conditions, where information on the order of approximation is provided. These error bounds imply strong convergence as the timestep tends to zero. A numerical example is used to illustrate the theoretical results.     

On time integration error estimation and adaptive time stepping in structural dynamics

In this paper we present two error estimators resp. indicators for the time integration in structural dynamics. Based on the equivalence between the standard Newmark scheme and a Galerkin formulation in time [1] for linear problems a global time integration error estimator based on duality [3] can also be derived for the Newmark scheme. This error estimator is compared to an error indicator based on a finite difference approach in time [2]. Finally an adaptive time stepping scheme using the global estimator and the local indicator is presented. (© 2004 WILEY‐VCH Verlag GmbH & Co. KGaA, Weinheim)     

Stability analysis of the cell centered finite-volume M<Emphasis Type="SmallCaps">uscl</Emphasis> method on unstructured grids

The goal of this study is to apply the Muscl scheme to the linear advection equation on general unstructured grids and to examine the eigenvalue stability of the resulting linear semi-discrete equation. Although this semi-discrete scheme is in general stable on cartesian grids, numerical calculations of spectra show that this can sometimes fail for generalizations of the Muscl method to unstructured three-dimensional grids. This motivates our investigation of the influence of the slope reconstruction method and stencil on the eigenvalue stability of the Muscl scheme. A theoretical stability analysis of the first order upwind scheme proves that this method is stable on arbitrary grids. In contrast, a general theoretical result is very difficult to obtain for the Muscl scheme. We are able to identify a local property of the slope reconstruction that is strongly related to the appearance of unstable eigenmodes. This property allows to identify the reconstruction methods that are best suited for stable discretizations. The explicit numerical computation of spectra for a large number of two- and three-dimensional test cases confirms and completes the theoretical results.     

Numerical Analysis of a Dynamic Contact Problem with History-Dependent Operators

In this paper, we study a dynamic contact model with long memory which allows both the convex potential and nonconvex superpotentials to depend on history-dependent operators. The deformable body consists of a viscoelastic material with long memory and the process is assumed to be dynamic. The contact involves a nonmonotone Clarke subdifferential boundary condition and the friction is modeled by a version of the Coulomb's law of dry friction with the friction bound depending on the total slip. We introduce and study a fully discrete scheme of the problem, and derive error estimates for numerical solutions. Under appropriate solution regularity assumptions, an optimal order error estimate is derived for the linear finite element method. This theoretical result is illustrated numerically.     

Numerical study of a regularized barotropic vorticity model of geophysical flow

We study a Crank–Nicolson in time, finite element in space, numerical scheme for a Bardina regularization of the barotropic vorticity (BV) model. We derive the regularized model from the simplified Bardina model in primitive variables, present a numerical algorithm for it, and prove the algorithm is unconditionally stable with respect to the timestep size and optimally convergent in both space and time. Numerical experiments are provided that verify the theoretical convergence rates, and also that test the model/scheme on a benchmark double‐gyre wind forcing experiment. For the latter test, we find the proposed model/scheme gives a good coarse mesh approximation to the highly resolved direct numerical simulation of the BV model, and compares favorably to related regularization model results. © 2015 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 31: 1492–1514, 2015     

Relative error propagation in the recursive solution of linear recurrence relations

This paper is concerned with the numerical solution of the general initial value problem for linear recurrence relations. An error analysis of direct recursion is given, based on relative rather than absolute error, and a theory of relative stability developed.Miller's algorithm for second order homogeneous relations is extended to more general cases, and the propagation of errors analysed in a similar manner. The practical significance of the theoretical results is indicated by applying them to particular classes of problem.     

Second order unconditionally convergent and energy stable linearized scheme for MHD equations

In this paper, we propose an efficient numerical scheme for magnetohydrodynamics (MHD) equations. This scheme is based on a second order backward difference formula for time derivative terms, extrapolated treatments in linearization for nonlinear terms. Meanwhile, the mixed finite element method is used for spatial discretization. We present that the scheme is unconditionally convergent and energy stable with second order accuracy with respect to time step. The optimal L ² and H ¹ fully discrete error estimates for velocity, magnetic variable and pressure are also demonstrated. A series of numerical tests are carried out to confirm our theoretical results. In addition, the numerical experiments also show the proposed scheme outperforms the other classic second order schemes, such as Crank-Nicolson/Adams-Bashforth scheme, linearized Crank-Nicolson’s scheme and extrapolated Gear’s scheme, in solving high physical parameters MHD problems.     

Asymptotic expansion and extrapolation for the Eigenvalue approximation of the biharmonic eigenvalue problem by Ciarlet–Raviart scheme

We propose and analyze the Ciarlet–Raviart mixed scheme for solving the biharmonic eigenvalue problem with bilinear finite elements. We derive a higher order convergence rate for eigenvalue and eigenfunction approximations. Furthermore, we give an asymptotic expansion of the eigenvalue error, from which an efficient extrapolation and an a posteriori error estimate for the eigenvalue are given. Finally, numerical experiments illustrating the theoretical results are reported. This author was supported by China Postdoctoral Sciences Foundation.     

Simulation of Rayleigh waves in cracked plates

The aim of this paper is to develop new numerical procedures to detect micro cracks, or superficial imperfections, in thin plates using excitation by Rayleigh waves. We shall consider a unilateral contact problem between the two sides of the crack in an elastic plate subjected to suitable boundary conditions in order to reproduce a single Rayleigh wave cycle. An approximate solution of this problem will be calculated by using one of the Newmark methods for time discretization and a finite element method for space discretization. To deal with the nonlinearity due to the contact condition, an iterative algorithm involving one multiplier will be used; this multiplier will be approximated by using Newton's techniques. Finally, we will show numerical simulations for both cracked and non‐cracked plates. Copyright © 2006 John Wiley & Sons, Ltd.     

Analysis and numerical solution of a piezoelectric frictional contact problem

We consider a mathematical model which describes the frictional contact between an electro-elastic–visco-plastic body and a conductive foundation. The contact is modelled with normal compliance and a version of Coulomb’s law of dry friction, in which the stiffness and the friction coefficients depend on the electric potential. We derive a variational formulation of the problem and we prove an existence and uniqueness result. The proof is based on a recent existence and uniqueness result on history-dependent quasivariational inequalities obtained in [15]. Then we introduce a fully discrete scheme for solving the problem and, under certain solution regularity assumptions, we derive an optimal order error estimate. Finally, we present some numerical results in the study of a two-dimensional test problem which describes the process of contact in a microelectromechanical switch.     

Optimal error estimates of a decoupled scheme based on two-grid finite element for mixed Navier-Stokes/Darcy Model

Although the two-grid finite element decoupled scheme for mixed Navier-Stokes/Darcy model in literatures has given the numerical results of optimal convergence order, the theoretical analysis only obtain the optimal error order for the porous media flow and a non-optimal error order for the fluid flow. In this article, we give a more rigorous of the error analysis for the fluid flow and obtain the optimal error estimates of the velocity and the pressure.     

A scheme of adaptive control

A new scheme of adaptive control is proposed. This scheme does not require a priori knowledge of the structure of the plant to be controlled. The principal part of the scheme is a procedure which decides the order of the model of the plant. A criterion for the order determination is developed. Using this criterion, we can decide whether to keep the current controller or to adopt a new controller based on the information gathered during the operation of the system. The effectiveness of the scheme is illustrated by a numerical example. The Institute of Statistical Mathematics     

A Multistep Scheme for Decoupled Forward-Backward Stochastic Differential Equations

Upon a set of backward orthogonal polynomials, we propose a novel multi-step numerical scheme for solving the decoupled forward-backward stochastic differential equations (FBSDEs). Under Lipschtiz conditions on the coefficients of the FBSDEs, we first get a general error estimate result which implies zero-stability of the proposed scheme, and then we further prove that the convergence rate of the scheme can be of high order for Markovian FBSDEs. Some numerical experiments are presented to demonstrate the accuracy of the proposed multi-step scheme and to numerically verify the theoretical results.     

On the compact difference scheme for the two-dimensional coupled nonlinear Schrödinger equations

A high-order finite difference method for the two-dimensional coupled nonlinear Schrödinger equations is considered. The proposed scheme is proved to preserve the total mass and energy in a discrete sense and the solvability of the scheme is shown by using a fixed point theorem. By converting the scheme in the point-wise form into a matrix–vector form, we use the standard energy method to establish the optimal error estimate of the proposed scheme in the discrete L²-norm. The convergence order is proved to be of a fourth-order in space and a second-order in time, respectively. Finally, some numerical examples are given in order to confirm our theoretical results for the numerical method. The numerical results are compared with exact solutions and other existing method. The comparison between our numerical results and those of Sun and Wangreveals that our method improves the accuracy of space and time directions.     

凹角区域双曲外问题的精确人工边界条件

研究一类凹角区域双曲型外问题的数值方法.先用Newmark方法对时间进行离散化,在每个时间步求解一个椭圆外问题.然后引入人工边界,并获得精确的人工边界条件.给出半离散化问题的变分问题,证明了变分问题的适定性,并给出了误差估计.最后给出数值例子,以示该方法的可行性与有效性.     

An efficient numerical approach to solve Schrödinger equations with space fractional derivative

We design and analyze an efficient numerical approach to solve the coupled Schrödinger equations with space‐fractional derivative. The numerical scheme is based on leap‐frog in time direction and Fourier method in spatial direction. The advantage of the numerical scheme is that only a linear equation needs to be solved for each time step size, and we proved that the energy and mass of space‐fractional coupled Schrödinger equations (SFCSEs) are conserved in the case of full‐discrete scheme. Moreover, we also analyze the error estimate of the numerical scheme, and numerical solutions converge with the order in L² norm. Numerical examples are illustrated to verify the theoretical results.     

An efficient spectral method and rigorous error analysis based on dimension reduction scheme for fourth order problems

In this paper, we propose an effective spectral method based on dimension reduction scheme for fourth order problems in polar geometric domains. First, the original problem is decomposed into a series of one‐dimensional fourth order problems by polar coordinate transformation and the orthogonal properties of Fourier basis function. Then the weak form and the corresponding discrete scheme of each one‐dimensional fourth order problem are derived by introducing polar conditions and appropriate weighted Sobolev spaces. In addition, we define the projection operators in the weighted Sobolev space and give its approximation properties, and further prove the error estimation of each one‐dimensional fourth order problem. Finally, we provide some numerical examples, and the numerical results show the effectiveness of our algorithm and the correctness of the theoretical results.     

Weak Galerkin finite element method for a class of time fractional generalized Burgers' equation

In this article, we use the weak Galerkin (WG) finite element method to study a class of time fractional generalized Burgers' equation. The existence of numerical solutions and the stability of fully discrete scheme are proved. Meanwhile, by applying the energy method, an optimal order error estimate in discrete L² norm is established. Numerical experiments are presented to validate the theoretical analysis.     

A new two-point scheme for multiple roots of nonlinear equations

In most of the earlier research for multiple zeros, in order to obtain a new iteration function from the existing scheme, the usual practice is to make no change at the first substep. In this paper, we explore the idea that what are the advantages if the flexibility of choice is also given at the first substep. Therefore, we present a new two-point sixth-order scheme for multiple roots (m>1). The main advantages of our scheme over the existing schemes are flexibility at both substeps, simple body structure, smaller residual error, smaller error difference between two consecutive iterations, and smaller asymptotic error constant. The development of the scheme is based on midpoint formula and weight functions of two variables. We compare our methods with the existing methods of the same order with real-life applications as well as standard test problems. From the numerical results, we find that our methods can be considered as better alternates for the existing methods of the same order. Finally, dynamical study of the proposed schemes is presented that confirms the theoretical results.