A defect-correction method for unsteady conduction-convection problems II: Time discretization

In this paper, a fully discrete defect-correction mixed finite element method (MFEM) for solving the non-stationary conduction-convection problems in two dimension, which is leaded by combining the Back Euler time discretization with the two-step defect correction in space, is presented. In this method, we solve the nonlinear equations with an added artificial viscosity term on a finite element grid and correct these solutions on the same grid using a linearized defect-correction technique. The stability and the error analysis are derived. The theory analysis shows that our method is stable and has a good convergence property. Some numerical results are also given, which show that this method is highly efficient for the unsteady conduction-convection problems.     

The L.P.D.E.M., a mixed finite difference method for elliptic problems

Summary A mixed finite difference method is analyzed for solving certain elliptic problems. This method, called L.P.D.E.M. (Locally exact Partial Differential Equation Method) was initially proposed in the frame of hydrodynamic lubrication. Convergence is obtained. Relations between this scheme and homogenization theory are also discussed. For a one-dimensional elliptic equation with no zero-order term and in conservative form, this method is an exact one. Some numerical results will also be given.     

An FEM identification procedure for a wing section within a class of finite Laurent series

This paper concerns a determination procedure for conformal mapping of a wing through a finite element computation of potential function associated with the flow of 2-dimensional perfect fluid around the given wing section. Through our numerical procedure a family of mappings is obtained in the forms of finite Laurent series for an initial wing section input. Each member of the family describes a wing section located in a neighboring domain of the input one. Some of them could be expected as modified versions of the original wing section input, although they could not recover completely it.Inputting the shape of wing section has ambiguity in practical cases of wing sections such as the NACA23012 wing section. We would like to postulate that our identification procedure should be employed in the determination process of numerical profiles of the wing section considered, since identified ones are significantly easier in numerical processing than the original input shape.     

Weighted quadrature rules for finite element methods

We discuss the numerical integration of polynomials times non-polynomial weighting functions in two dimensions arising from multiscale finite element computations. The proposed quadrature rules are significantly more accurate than standard quadratures and are better suited to existing finite element codes than formulas computed by symbolic integration. We validate this approach by introducing the new quadrature formulas into a multiscale finite element method for the two-dimensional reaction–diffusion equation.     

Local and parallel finite element algorithms for the stokes problem

Based on two-grid discretizations, some local and parallel finite element algorithms for the Stokes problem are proposed and analyzed in this paper. These algorithms are motivated by the observation that for a solution to the Stokes problem, low frequency components can be approximated well by a relatively coarse grid and high frequency components can be computed on a fine grid by some local and parallel procedure. One technical tool for the analysis is some local a priori estimates that are also obtained in this paper for the finite element solutions on general shape-regular grids. Y. He was partially subsidized by the NSF of China 10671154 and the National Basic Research Program under the grant 2005CB321703; A. Zhou was partially supported by the National Science Foundation of China under the grant 10425105 and the National Basic Research Program under the grant 2005CB321704; J. Li was partially supported by the NSF of China under the grant 10701001. J. Xu was partially supported by Alexander von Humboldt Research Award for Senior US Scientists, NSF DMS-0609727 and NSFC-10528102.     

On the finite element approximation of a cascade flow problem

Summary The finite element analysis of a cascade flow problem with a given velocity circulation round profiles is presented. The nonlinear problem for the stream function with nonstandard boundary conditions is discretized by conforming linear triangular elements. We deal with the properties of the discrete problem and study the convergence of the method both for polygonal and nonpolygonal domains, including the effect of numerical integration.     

A posteriori error estimators for the Stokes equations II non-conforming discretizations

Summary We present an a posteriori error estimator for the non-conforming Crouzeix-Raviart discretization of the Stokes equations which is based on the local evaluation of residuals with respect to the strong form of the differential equation. The error estimator yields global upper and local lower bounds for the error of the finite element solution. It can easily be generalized to the stationary, incompressible Navier-Stokes equations and to other non-conforming finite element methods. Numerical examples show the efficiency of the proposed error estimator.     

Boundary element discretization of Poincar\'e--Steklov operators

Summary. The construction of a discretization of Poincar\'e--Steklov operators with the boundary element method is given providing the same mapping properties as the finite element discretization of these operators. Received October 1992 / Revised version received April 14, 1994     

Error analysis of upwind‐discretizations for the steady‐state incompressible Navier–Stokes equations

Within the framework of finite element methods, the paper investigates a general approximation technique for the nonlinear convective term of the Navier–Stokes equations. The approach is based on an upwind method of finite volume type. It is proved that the discrete convective term satisfies a well‐known collection of sufficient conditions for convergence of the finite element solution. This revised version was published online in June 2006 with corrections to the Cover Date.     

A local superconvergence analysis of the finite element method for the Stokes equations by local projections

In this paper, we focus on a local superconvergence analysis of the finite element method for the Stokes equations by local projections. The local and global superconvergence results of finite element solutions are provided for the Stokes problem under some corresponding regularity assumptions. Conclusion can be drawn that the local superconvergence has advantages over the global superconvergence in two important aspects. On the one hand, it offsets theoretical limitation in practical applications. On the other hand, interior estimates are derived on the base of local properties of the domain without global smoothness for the exact solution and prior regularity of the problem globally over the whole domain.     

Incomplete block-matrix factorization iterative methods for convection-diffusion problems

Standard Galerkin finite element methods or finite difference methods for singular perturbation problems lead to strongly unsymmetric matrices, which furthermore are in general notM-matrices. Accordingly, preconditioned iterative methods such as preconditioned (generalized) conjugate gradient methods, which have turned out to be very successful for symmetric and positive definite problems, can fail to converge or require an excessive number of iterations for singular perturbation problems.This is not so much due to the asymmetry, as it is to the fact that the spectrum can have both eigenvalues with positive and negative real parts, or eigenvalues with arbitrary small positive real parts and nonnegligible imaginary parts. This will be the case for a standard Galerkin method, unless the meshparameterh is chosen excessively small. There exist other discretization methods, however, for which the corresponding bilinear form is coercive, whence its finite element matrix has only eigenvalues with positive real parts; in fact, the real parts are positive uniformly in the singular perturbation parameter.In the present paper we examine the streamline diffusion finite element method in this respect. It is found that incomplete block-matrix factorization methods, both on classical form and on an inverse-free (vectorizable) form, coupled with a general least squares conjugate gradient method, can work exceptionally well on this type of problem. The number of iterations is sometimes significantly smaller than for the corresponding almost symmetric problem where the velocity field is close to zero or the singular perturbation parameter =1.The 2 ^nd author's research was sponsored by Control Data Corporation through its PACER fellowship program.The 3 ^rd author's research was supported by the Netherlands organization for scientific research (NWO).On leave from the Institute of Mathematics, Academy of Science, 1090 Sofia, P.O. Box 373, Bulgaria.     

Young measure approximation in micromagnetics

Summary. Modeling of micromagnetic phenomena typically faces the minimization of a non-convex problem, which gives rise to highly oscillatory magnetization structures. Mathematically, this necessitates to extend the notion of Lebesgue-type solutions to Young-measure valued solutions. The present work proposes and analyzes a conforming finite element method that is based on an active set strategy to compute efficiently discrete solutions of the generalized minimization problem. Computational experiments are given to show the efficiency of the scheme. Received January 20, 2000 / Published online May 30, 2001     

An adaptive stabilized finite element method for the generalized Stokes problem

In this work we present an adaptive strategy (based on an a posteriori error estimator) for a stabilized finite element method for the Stokes problem, with and without a reaction term. The hierarchical type estimator is based on the solution of local problems posed on appropriate finite dimensional spaces of bubble-like functions. An equivalence result between the norm of the finite element error and the estimator is given, where the dependence of the constants on the physics of the problem is explicited. Several numerical results confirming both the theoretical results and the good performance of the estimator are given.     

The analysis of a finite element method for the Navier–Stokes equations with compressibility

Summary. A finite element formulation is developed for the two dimensional nonlinear time dependent compressible Navier–Stokes equations on a bounded domain. The existence and uniqueness of the solution to the numerical formulation is proved. An error estimate for the numerical solution is obtained. Received September 9, 1997 / Revised version received August 12, 1999 / Published online July 12, 2000     

Analysis of a splitting method for incompressible inviscid rotational flow problems

This paper is devoted to analyze a splitting method for solving incompressible inviscid rotational flows. The problem is first recast into the velocity–vorticity–pressure formulation by introducing the additional vorticity variable, and then split into three consecutive subsystems. For each subsystem, the L²$L^2$ least-squares finite element approach is applied to attain accurate numerical solutions. We show that for each time step this splitting least-squares approach exhibits an optimal rate of convergence in the H¹$H^1$ norm for velocity and pressure, and a suboptimal rate in the L²$L^2$ norm for vorticity. A numerical example in two dimensions is presented, which confirms the theoretical error estimates.     

Fast parallel solvers for symmetric boundary element domain decomposition equations

Summary. The boundary element method (BEM) is of advantage in many applications including far-field computations in magnetostatics and solid mechanics as well as accurate computations of singularities. Since the numerical approximation is essentially reduced to the boundary of the domain under consideration, the mesh generation and handling is simpler than, for example, in a finite element discretization of the domain. In this paper, we discuss fast solution techniques for the linear systems of equations obtained by the BEM (BE-equations) utilizing the non-overlapping domain decomposition (DD). We study parallel algorithms for solving large scale Galerkin BE–equations approximating linear potential problems in plane, bounded domains with piecewise homogeneous material properties. We give an elementary spectral equivalence analysis of the BEM Schur complement that provides the tool for constructing and analysing appropriate preconditioners. Finally, we present numerical results obtained on a massively parallel machine using up to 128 processors, and we sketch further applications to elasticity problems and to the coupling of the finite element method (FEM) with the boundary element method. As shown theoretically and confirmed by the numerical experiments, the methods are of algebraic complexity and of high parallel efficiency, where denotes the usual discretization parameter. Received August 28, 1996 / Revised version received March 10, 1997     

Continuous interior penalty finite element method for the time-dependent Navier–Stokes equations: space discretization and convergence

This paper focuses on the numerical analysis of a finite element method with stabilization for the unsteady incompressible Navier–Stokes equations. Incompressibility and convective effects are both stabilized adding an interior penalty term giving L ²-control of the jump of the gradient of the approximate solution over the internal faces. Using continuous equal-order finite elements for both velocities and pressures, in a space semi-discretized formulation, we prove convergence of the approximate solution. The error estimates hold irrespective of the Reynolds number, and hence also for the incompressible Euler equations, provided the exact solution is smooth.     

Stability and accuracy of adapted finite element methods for singularly perturbed problems

The stability and accuracy of a standard finite element method (FEM) and a new streamline diffusion finite element method (SDFEM) are studied in this paper for a one dimensional singularly perturbed connvection-diffusion problem discretized on arbitrary grids. Both schemes are proven to produce stable and accurate approximations provided that the underlying grid is properly adapted to capture the singularity (often in the form of boundary layers) of the solution. Surprisingly the accuracy of the standard FEM is shown to depend crucially on the uniformity of the grid away from the singularity. In other words, the accuracy of the adapted approximation is very sensitive to the perturbation of grid points in the region where the solution is smooth but, in contrast, it is robust with respect to perturbation of properly adapted grid inside the boundary layer. Motivated by this discovery, a new SDFEM is developed based on a special choice of the stabilization bubble function. The new method is shown to have an optimal maximum norm stability and approximation property in the sense that where u _N is the SDFEM approximation in linear finite element space V ^N of the exact solution u. Finally several optimal convergence results for the standard FEM and the new SDFEM are obtained and an open question about the optimal choice of the monitor function for the moving grid method is answered. This work was supported in part by NSF DMS-0209497 and NSF DMS-0215392 and the Changjiang Professorship through Peking University.     

A framework for obtaining guaranteed error bounds for finite element approximations

We give an overview of our recent progress in developing a framework for the derivation of fully computable guaranteed posteriori error bounds for finite element approximation including conforming, non-conforming, mixed and discontinuous finite element schemes. Whilst the details of the actual estimator are rather different for each particular scheme, there is nonetheless a common underlying structure at work in all cases. We aim to illustrate this structure by treating conforming, non-conforming and discontinuous finite element schemes in a single framework. In taking a rather general viewpoint, some of the finer details of the analysis that rely on the specific properties of each particular scheme are obscured but, in return, we hope to allow the reader to ‘see the wood despite the trees’.