Finite Element Approximation of a Rigid Punch Indenting a Membrane

Optimal order H¹ and L error bounds are obtained for a continuouspiecewise linear finite element approximation of an obstacleproblem, where the obstacle's height as well as the contactzone, _c, are a priori unknown. The problem models the indentationof a membrane by a rigid punch. For R², given ,g R⁺ and an obstacle defined over E we consider the minimization of |v|²_1,+gµover (v, µ) H¹₀() x R subject to v+µ on E. In additionwe show under certain nondegeneracy conditions that dist (_c,^h_c)Ch ln 1/h, where ^h_c is the finite element approximation to_c. Finally we show that the resulting algebraic problem canbe solved using a projected SOR algorithm.     

Fitted and Unfitted Finite-Element Methods for Elliptic Equations with Smooth Interfaces

This paper considers the finite-element approximation of theelliptic interface problem: -?(u) + cu = f in Rⁿ (n = 2 or3), with u = 0 on , where is discontinuous across a smoothsurface in the interior of . First we show that, if the meshis isoparametrically fitted to using simplicial elements ofdegree k - 1, with k 2, then the standard Galerkin method achievesthe optimal rate of convergence in the H¹ and L² norms overthe approximations _l⁴ of _l where _{l 2}. Second, since itmay be computationally inconvenient to fit the mesh to , weanalyse a fully practical piecewise linear approximation ofa related penalized problem, as introduced by Babuska (1970),based on a mesh that is independent of . We show that, by choosingthe penalty parameter appropriately, this approximation convergesto u at the optimal rate in the H¹ norm over _l⁴ and in the L²norm over any interior domain _l^* satisfying _l^* _l^** _l⁴ for somedomain _l^**. Present address: School of Mathematical and Physical Sciences,University of Sussex, Brighton BN1 9QH     

Total Flux Estimates for a Finite-Element Approximation of Elliptic Equations

An elliptic boundary-value problem on a domain with prescribedDirichlet data on _I is approximated using a finite-elementspace of approximation power h^K in the L² norm. It is shownthat the total flux across _I can be approximated with an errorof O(h^K) when is a curved domain in Rⁿ (n = 2 or 3) and isoparametricelements are used. When is a polyhedron, an O(h^2K–2)approximation is given. We use these results to study the finite-elementapproximation of elliptic equations when the prescribed boundarydata on _I is the total flux. Present address: School of Mathematical and Physical Sciences,University of Sussex, Brighton, Sussex BN1 9QH.     

Discrete methods in the study of an inverse problem for Laplace's equation

Let u be harmonic in the interior of a rectangle and satisfythe third-kind boundary condition u_n + yu = where 0, y 0with supports included in the bottom and in the top side of, respectively. Recovering y from a knowledge of and of thetrace of u on the bottom is a nonlinear inverse problem ofinterest in the field of nondestructive evaluation. A convergentGalerkin method for approximating y is proposed and tested innumerical experiments.     

Finite-Element Approximation of Elliptic Equations with a Neumann or Robin Condition on a Curved Boundary

This paper considers a finite-element approximation of a second-orderself adjoint elliptic equation in a region Rⁿ (with n=2 or 3)having a curved boundary on which a Neumann or Robin conditionis prescribed. If the finite-element space defined over , a union of elements, has approximation power h^kin the L² norm, and if the region of integration is approximatedby ^h with dist (, ^h)Ch^k, then it is shown that one retains optimalrates of convergence for the error in the H¹ and L² norms, whetherQ^h is fitted or unfitted , provided that the numerical integration scheme has sufficientaccuracy.     

Finite Element Methods for a Model for Full Waveform Acoustic Logging

A model is defined to simulate the propagation of waves in aradially symmetric, isotropic, composite system consisting ofa fluid-filled well bore ^f through a fluid-saturated poroussolid ^p. Biot's equations of motion are chosen to describe thepropagation of waves in ^p, while the standard equation of motionfor compressible inviscid fluids is used for ^f, with appropriateboundary conditions at the contact surface between ^f and ^p.Also, absorbing boundary conditions for the artificial boundariesof ^p are derived for the model, their effect being to make themtransparent for waves arriving normally First, results on the existence and uniqueness of the solutionof the differential problem are given and then a discrete-time,explicit finite element procedure is defined and analysed, withfinite element spaces suited for radially symmetric problemsbeing used for the spatial discretisation.     

Convergence of a finite-element approximation of surfactant spreading on a thin film in the presence of van der Waals forces

We consider a fully practical finite-element approximationof the following system of nonlinear degenerate parabolic equations: (u)/(t) + . (u² [(v)]) - (1)/(3) .(u³ w)= 0, w = - c u - u^-+ a u^-3 , (v)/(t) + . (u v [(v)]) - v - .(u² v w) = 0. The above models a surfactant-driven thin-film flow in the presenceof both attractive, a>0, and repulsive, >0 with >3,van der Waals forces; where u is the height of the film, v isthe concentration of the insoluble surfactant monolayer and(v):=1-v is the typical surface tension. Here 0 and c>0 arethe inverses of the surface Peclet number and the modified capillarynumber. In addition to showing stability bounds for our approximation,we prove convergence, and hence existence of a solution to thisnonlinear degenerate parabolic system, (i) in one space dimensionwhen >0; and, moreover, (ii) in two space dimensions if inaddition 7. Furthermore, iterative schemes for solving the resultingnonlinear discrete system are discussed. Finally, some numericalexperiments are presented.     

Finite-Element Approximation of a Plasma Equilibrium Problem

The plasma problem studied is: given R⁺ find (, d, u) R ?R ? H¹() such that Let ₁ < ₂ be the first two eigenvalues of the associatedlinear eigenvalue problem: find $$\left(\lambda ,\phi \right)\in\mathrm{R;}\times {\hbox{ H }}_{0}^{1}\left(\Omega \right)$$such that For ₀(0,₂) it is well known that there exists a unique solution(₀, d₀, u₀) to the above problem. We show that the standard continuous piecewise linear Galerkinfinite-element approximatinon $$\left({\lambda }_{0},{\hbox{d }}_{0}^{k},{u}_{0}^{h}\right)$$, for ₀(0,₂), converges atthe optimal rate in the H¹, L², and L norms as h, the mesh length,tends to 0. In addition, we show that dist (, ^h)Ch² ln 1/h,where $${\Gamma }^{\left(h\right)}=\left\{x\in \Omega :{u}_{0}^{\left(h\right)}\left(x\right)=0\right\}$$.Finally we consider a more practical approximation involvingnumerical integration.     

Boundary integral methods for singularly perturbed boundary value problems

In this paper we consider boundary integral methods appliedto boundary value problems for the positive definite Helmholtz-typeproblem –U + ²U = 0 in a bounded or unbounded domain,with the parameter real and possibly large. Applications arisein the implementation of space–time boundary integralmethods for the heat equation, where is proportional to 1/(t),and t is the time step. The corresponding layer potentials arisingfrom this problem depend nonlinearly on the parameter and havekernels which become highly peaked as , causing standard discretizationschemes to fail. We propose a new collocation method with arobust convergence rate as . Numerical experiments on a modelproblem verify the theoretical results.     

Discontinuous Galerkin finite element approximation of quasilinear elliptic boundary value problems I: the scalar case

^** Email: Paul.Houston{at}mcs.le.ac.uk^*** Email: Janice.Robson{at}comlab.ox.ac.uk^**** Email: Endre.Suli{at}comlab.ox.ac.uk We develop a one-parameter family of hp-version discontinuousGalerkin finite element methods, parameterised by [–1,1], for the numerical solution of quasilinear elliptic equationsin divergence form on a bounded open set ^d, d 2. In particular,we consider the analysis of the family for the equation –·{µ(x, |u|)u} = f(x) subject to mixed Dirichlet–Neumannboundary conditions on . It is assumed that µ is a real-valuedfunction, µ C( x [0, )), and thereexist positive constants m_µ and M_µ such that m_µ(t– s) µ(x, t)t – µ(x, s)s M_µ(t– s) for t s 0 and all x . Using a result from the theory of monotone operators for any valueof [–1, 1], the corresponding method is shown to havea unique solution u_DG in the finite element space. If u C¹() H^k(), k 2, then with discontinuous piecewise polynomials ofdegree p 1, the error between u and u_DG, measured in the brokenH¹()-norm, is (h^s–1/p^k–3/2), where 1 s min {p+ 1, k}.     

Approximation of Ground State Eigenvalues and Eigenfunctions of Dirichlet Laplacians

Let be a bounded connected open set in R^N, N 2, and let –0be the Dirichlet Laplacian defined in L²(). Let > 0 be thesmallest eigenvalue of –, and let > 0 be its correspondingeigenfunction, normalized by ||||₂ = 1. For sufficiently small>0 we let R() be a connected open subset of satisfying Let – 0 be the Dirichlet Laplacian on R(), and let >0and >0 be its ground state eigenvalue and ground state eigenfunction,respectively, normalized by ||||₂=1. For functions f definedon , we let Sf denote the restriction of f to R(). For functionsg defined on R(), we let Tg be the extension of g to satisfying 1991 Mathematics SubjectClassification 47F05.     

Logarithmic Convexity for Supremum Norms of Harmonic Functions

We prove the following convexity property for supremum normsof harmonic functions. Let be a domain in Rⁿ, ₀ and E a subdomainand a compact sebset of ,respectively. Then there exists a constant = (E, ₀, ) (0, 1) such that for all harmonic functions u on, the inequality is valid.The case of concentric balls E plays a key role in the proof.For positive harmonic funcitons ono osuch balls, we determinethe sharp constant in the inequlity.     

Convergence of a fully discrete approximation for advected mean curvature flows

Let (t) be a closed curve in R² which propagates in its normaldirection n with velocity V = --q.n-g, where is the mean curvatureof (t) and g and q are given represent, respectively, a forcingterm and a vector field. In this paper we prove that such flowscan be approximated by numerical solutions of advection Allen-Cahnequations. It is shown that the zero level set of the fullydiscrete solution using explicit time stepping converges evenpast singularities to the true interface provided that no fatteningoccurs and , h² O(⁴), where h and denote the mesh size andthe time step. For smooth flows an optimal O(²)-rate of convergenceis derived provided , h² O(⁵). The analysis is based on constructingfully discrete barriers via an explicit parabolic projectionand Lipschitz dependence of the viscosity solutions with respectto perturbations of data.     

A bifurcation problem governed by the boundary condition II

In this work we consider the problem u = a(x)u^p in on , where is a smooth bounded domain, isthe outward unit normal to , is regarded as a parameter and0 < p < 1. We consider both cases where a(x) > 0 in or a(x) is allowed to vanish in a whole subdomain ₀ of . Ourmain results include existence of non-negative non-trivial solutionsin the range 0 < < ₁, where ₁ is characterized by meansof an eigenvalue problem, uniqueness and bifurcation from infinityof such solutions for small , and the appearance of dead coresfor large enough .     

Convergence of Univariate Quasi-Interpolation Using Multiquadrics

Quasi-interpolants to a function f: RR on an infinite regularmesh of spacing h can be defined by where :RR is a function with fast decay for large argument. In the approach employing the radial-basis-function : RR, thefunction is a finite linear combination of basis functions(|•–jh|) (jZ). Choosing Hardy's multiquadrics (r)=(r²+c²)^?,we show that sufficiently fast-decaying exist that render quasi-interpolationexact for linear polynomials f. Then, approximating f C²(R),we obtain uniform convergence of s to f as (h, c)0, and convergenceof s' to f' as (h, c²/h)0. However, when c stays bounded awayfrom 0 as h0, there are f C(R) for which s does not convergeto f as h0. We also show that, for all which vanish at infinity but arenot integrable over R, there are no finite linear combinations of the given basis functions allowing the construction of admissiblequasi-interpolants. This includes the case of the inverse multiquadncs(r)=(r²+c²)^–?.     

On the Behaviour of the First Eigenfunction of the p-Laplacian Near its Critical Points

In this paper, the behaviour of the positive eigenfunction of in u_| = 0, p > 1, isstudied near its critical points. Under some convexity and symmetryassumptions on , is seen to have a unique critical point atx = 0; also, the behaviour of both and is determined nearby.Positive solutions u to some general problems –_pu = f(u)in , u_| = 0, are also considered, with some convexity restrictionson u. 2000 Mathematics Subject Classification 35B05 (primary),35J65, 35J70 (secondary).     

On Transitive Permutation Groups with Primitive Subconstituents

Let G be a transitive permutation group on a set such that,for , the stabiliser G induces on each of its orbits in \{}a primitive permutation group (possibly of degree 1). Let Nbe the normal closure of G in G. Then (Theorem 1) either N factorisesas N=GG for some , , or all unfaithful G-orbits, if any exist,are infinite. This result generalises a theorem of I. M. Isaacswhich deals with the case where there is a finite upper boundon the lengths of the G-orbits. Several further results areproved about the structure of G as a permutation group, focussingin particular on the nature of certain G-invariant partitionsof . 1991 Mathematics Subject Classification 20B07, 20B05.     

An Access Theorem for Continuous Functions

Let f be a continuous function on an open subset of R² suchthat for every x there exists a continuous map : [–1,1] with (0) = x and f increasing on [–1, 1]. Thenfor every there exists a continuous map : [0, 1) suchthat (0) = y, f is increasing on [0; 1), and for every compactsubset K of , max{t : (t) K} < 1. This result gives an answerto a question posed by M. Ortel. Furthermore, an example showsthat this result is not valid in higher dimensions.     

Rate of convergence of numerical approximations to homoclinic bifurcation points

For x=f (x, ), x Rⁿ, R, having a hyperbolic or semihyperbolicequilibrium p(), we study the numerical approximation of parametervalues ^* at which there is an orbit homoclinic to p(). We approximate^* by solving a finite-interval boundary value problem on J=[T_–,T₊], T_–<0<T₊, with boundary conditions that sayx(T_–) and x(T₊) are in approximations to appropriate invariantmanifolds of p(). A phase condition is also necessary to makethe solution unique. Using a lemma of Xiao-Biao Lin, we improve,for certain phase conditions, existing estimates on the rateof convergence of the computed homoclinic bifurcation parametervalue , to the true value ^*. The estimates we obtain agree withthe rates of convergence observed in numerical experiments.Unfortunately, the phase condition most commonly used in numericalwork is not covered by our results.     

A Remark on Zero and Peak Sets on Weakly Pseudoconvex Domains

Let be a relatively compact, smoothly bounded, pseudoconvexdomain of a Stein manifold, and let A() be the algebra of allcontinuous functions on which are holomorphic on . It is shown that a zero set on for A()is a peak set for A().