Positive solutions and dynamics of a finite difference reaction–diffusion system

We investigate the dynamics and methods of computation for some nonlinear finite difference systems that are the discretized equations of a time-dependent and a steady-state reaction–diffusion problem. The formulation of the discrete equations for the time-dependent problem is based on the implicit method for parabolic equations, and the computational algorithm is based on the method of monotone iterations using upper and lower solutions as the initial iterations. The monotone iterative method yields improved upper and lower bounds of the solution in each iteration, and the sequence of iterations converges monotonically to a solution for both the time-dependent and the steady-state problems. An important consequence of this method is that it leads to a bifurcation point that determines the dynamic behavior of the time-dependent problem in relation to the corresponding steady-state problem. This bifurcation point also determines whether the steady-state problem has one or two non-negative solutions, and is explicitly given in terms of the physical parameters of the system and the type of boundary conditions. Numerical results are presented for both the time-dependent and the steady-state problems under various boundary conditions, including a test problem with known analytical solution. These numerical results exhibit the predicted dynamic behavior of the time-dependent solution given by the theoretical analysis. Also discussed are the numerical stability of the computational algorithm and the convergence of the finite difference solution to the corresponding continuous solution of the reaction–diffusion problem. © 1993 John Wiley & Sons, Inc.     

Block monotone iterative methods for numerical solutions of nonlinear elliptic equations

Summary. Two block monotone iterative schemes for a nonlinear algebraic system, which is a finite difference approximation of a nonlinear elliptic boundary-value problem, are presented and are shown to converge monotonically either from above or from below to a solution of the system. This monotone convergence result yields a computational algorithm for numerical solutions as well as an existence-comparison theorem of the system, including a sufficient condition for the uniqueness of the solution. An advantage of the block iterative schemes is that the Thomas algorithm can be used to compute numerical solutions of the sequence of iterations in the same fashion as for one-dimensional problems. The block iterative schemes are compared with the point monotone iterative schemes of Picard, Jacobi and Gauss-Seidel, and various theoretical comparison results among these monotone iterative schemes are given. These comparison results demonstrate that the sequence of iterations from the block iterative schemes converges faster than the corresponding sequence given by the point iterative schemes. Application of the iterative schemes is given to a logistic model problem in ecology and numerical ressults for a test problem with known analytical solution are given. Received August 1, 1993 / Revised version received November 7, 1994     

Hybrid Methods for Solving Simultaneously an Equilibrium Problem and Countably Many Fixed Point Problems in a Hilbert Space

This paper presents a framework of iterative methods for finding a common solution to an equilibrium problem and a countable number of fixed point problems defined in a Hilbert space. A general strong convergence theorem is established under mild conditions. Two hybrid methods are derived from the proposed framework in coupling the fixed point iterations with the iterations of the proximal point method or the extragradient method, which are well-known methods for solving equilibrium problems. The strategy is to obtain the strong convergence from the weak convergence of the iterates without additional assumptions on the problem data. To achieve this aim, the solution set of the problem is outer approximated by a sequence of polyhedral subsets.     

Implicit algorithms for solving the Cauchy problem for the equations of the dynamics of mechanical systems

It is shown that in the numerical solution of the Cauchy problem for systems of second-order ordinary differential equations, when solved for the highest-order derivative, it is possible to construct simple and economical implicit computational algorithms for step-by-step integration without using laborious iterative procedures based on processes of the Newton-Raphson iterative type. The initial problem must first be transformed to a new argument — the length of its integral curve. Such a transformation is carried out using an equation relating the initial parameter of the problem to the length of the integral curve. The linear acceleration method is used as an example to demonstrate the procedure of constructing an implicit algorithm using simple iterations for the numerical solution of the transformed Cauchy problem. Propositions concerning the computational properties of the iterative process are formulated and proved. Explicit estimates are given for an integration stepsize that guarantees the convergence of the simple iterations. The efficacy of the proposed procedure is demonstrated by the numerical solution of three problems. A comparative analysis is carried out of the numerical solutions obtained with and without parametrization of the initial problems in these three settings. As a qualitative test the problem of the celestial mechanics of the “Pleiades” is considered. The second example is devoted to modelling the non-linear dynamics of an elastic flexible rod fixed at one end as a cantilever and coiled in its initial (static) state into a ring by a bending moment. The third example demonstrates the numerical solution of the problem of the “unfolding” of a mechanical system consisting of three flexible rods with given control input.     

A block monotone iterative method for numerical solutions of nonlinear elliptic boundary value problems

The aim of this article is to develop a new block monotone iterative method for the numerical solutions of a nonlinear elliptic boundary value problem. The boundary value problem is discretized into a system of nonlinear algebraic equations, and a block monotone iterative method is established for the system using an upper solution or a lower solution as the initial iteration. The sequence of iterations can be computed in a parallel fashion and converge monotonically to a maximal solution or a minimal solution of the system. Three theoretical comparison results are given for the sequences from the proposed method and the block Jacobi monotone iterative method. The comparison results show that the sequence from the proposed method converges faster than the corresponding sequence given by the block Jacobi monotone iterative method. A simple and easily verified condition is obtained to guarantee a geometric convergence of the block monotone iterations. The numerical results demonstrate advantages of this new approach. © 2009 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2011     

The solvability of a coupled thermoviscoelastic contact problem with small Coulomb friction and linearized growth of frictional heat

A coupled thermoviscoelastic frictional contact problem is investigated. The contact is modelled by the Signorini condition for the displacement velocities and the friction by the Coulomb law. The heat generated by friction is described by a non‐linear boundary condition with at most linear growth. The weak formulation of the problem consists of a variational inequality for the elasticity part and a variational equation for the heat conduction part. In order to prove the existence of a solution to this problem we first use an approximation of the Signorini condition by the penalty method. The existence of a solution for the approximate problem is shown using the fixed‐point theorem of Schauder. This theorem is applied to the composition of the solution operator for the contact problem with given temperature field and the solution operator for the heat equation problem with known displacement field. To obtain this proof, the unique solvability of both problems is necessary. Due to this reason it is necessary to introduce the penalty method. While the penalized contact problem has a unique solution, this is not clear for the original contact problem. The solvability of the original frictional contact problem is verified by an investigation of the limit for vanishing penalty parameter. Copyright © 1999 John Wiley & Sons, Ltd.     

Iterative methods for interval inclusion of fixed points

The paper discusses a technique for handling numerical, iterative processes that combines the efficiency of ordinary floating-point iterations with the accuracy control that may be obtained by iterations in interval arithmetic. As illustration the technique is used for the solution of fixed point problems in one and several variables.     

Homogenization of contact problem with Coulomb's friction on periodic cracks

We consider the elasticity problem in a domain with contact on multiple periodic open cracks. The contact is described by the Signorini and Coulomb‐friction conditions. The problem is nonlinear, the dissipative functional depends on the unknown solution, and the existence of the solution for fixed period of the structure is usually proven by the fix‐point argument in the Sobolev spaces with a little higher regularity, H^1+α. We rescaled norms, trace, jump, and Korn inequalities in fractional Sobolev spaces with positive and negative exponents, using the unfolding technique, introduced by Griso, Cioranescu, and Damlamian. Then we proved the existence and uniqueness of the solution for friction and period fixed. Then we proved the continuous dependency of the solution to the problem with Coulomb's friction on the given friction and then estimated the solution using fixed‐point theorem. However, we were not able to pass to the strong limit in the frictional dissipative term. For this reason, we regularized the problem by adding a fourth‐order term, which increased the regularity of the solution and allowed the passing to the limit. This can be interpreted as micro‐polar elasticity.     

Shape and topology optimization of contact problems by level set methods

This paper deals with the numerical solution of a topology and shape optimization problems of an elastic body in unilateral contact with a rigid foundation. The contact problem with the prescribed friction is considered. The structural optimization problem consists in finding such shape of the boundary of the domain occupied by the body that the normal contact stress along the contact boundary of the body is minimized. In the paper shape as well as topological derivatives formulae of the cost functional are provided using material derivative and asymptotic expansion methods, respectively. These derivatives are employed to formulate necessary optimality condition for simultaneous shape and topology optimization. Level set based numerical algorithm for the solution of the shape optimization problem is proposed. Level set method is used to describe the position of the boundary of the body and its evolution on a fixed mesh. This evolution is governed by Hamilton – Jacobi equation. The speed vector field driving the propagation of the boundary of the body is given by the shape derivative of a cost functional with respect to the free boundary. Numerical examples are provided. (© 2008 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim)     

Pressure of a plane stamp of nearly circular cross section on an elastic half-space : PMM vol. 40, n 6, 1976, pp. 1143–1145

An approximate method of solving the contact problem of impressing a plane stamp of nearly circular cross section into an elastic half-space is suggested. The friction of the contact surface is neglected. A numerical algorithm for the method is produced. An elliptical and rectangular stamps are considered as examples.There is no general method of solving the problems for stamps of nearly circular cross section. Apart from the classical problem of a plane elliptical stamp, the literature gives solutions for the problems of polygonal stamps, with each problem however requiring a different approach. An approximate solution for the problem of impressing a stamp of nearly circular cross section into an elastic half-space is given in [1]. The method makes it possible to use the same approach to solve the contact problem for an arbitrary region of contact, and to construct an universal numerical algorithm. The program can be adapted to each particular case by making the corresponding changes in the procedure of computing the Fourier coefficients of the equation of the boundary of the area of contact. Below a numerical algorithm for the approximate method in question is given. A more effective formulation of the solution is given for the case of the elliptical stamp.     

The solution of three-dimensional friction contact problems

A variational method is developed for solving friction contact problems, in which the friction obeys Coulomb's of friction law in velocities, and numerical solutions of three-dimensional problems of the contact of a sphere, a cylinder of finite length and a cube with an elastic half-space are constructed. It is established that the maximum frictional forces correspond to a boundary point of the regions of adhesion and slippage. When the number of steps,increase this maximum decreases, and the distribution of the frictional forces becomes smoother. Certain undesirable effects that can arise during numerical implementation of the method – numerical artefacts – are described. These effects can occur in the numerical solution of problems with a different physical content, the mathematical structure of which is similar to the structure of the contact problems investigated, as the artefacts are caused by the presence of unilateral constraints and by the dependence on external effects of the region in which unilateral constraints with an equally sign occur. This problem is solved by an appropriate choice of the load-step zero approximations.     

A self-adaptive projection method for contact problems with the BEM

A self-adaptive algorithm, based on the projection and boundary integral methods, is designed and analyzed for frictionless contact problems in linear elasticity. Using the equivalence between the contact problem and a variational formulation with a projection fixed point problem of infinite dimensions, we develop an iterative algorithm that formulates the contact boundary condition into a sequence of Robin boundary conditions. In order to improve the performance of the method, we propose a self-adaptive rule which updates the penalty parameter automatically. As the iteration process is given by the displacement and the stress on the boundary of the domain, the unknowns of the problem are computed explicitly by using the boundary element method. Both theoretical results and numerical experiments show that the method presented is efficient and robust.     

A Dynamic Frictional Contact Problem with Normal Damped Response

We consider a mathematical model which describes the frictional contact between a viscoelastic body and a reactive foundation. The process is assumed to be dynamic and the contact is modeled with a general normal damped response condition and a local friction law. We present a variational formulation of the problem and prove the existence and uniqueness of the weak solution, using results on evolution equations with monotone operators and a fixed point argument. We then introduce and study a fully discrete numerical approximation scheme of the variational problem, in terms of the velocity variable. The numerical scheme has a unique solution. We derive error estimates under additional regularity assumptions on the data and the solution.     

Monotone iterations for numerical solutions of reaction-diffusion-convection equations with time delay

In this article we use the monotone method for the computation of numerical solutions of a nonlinear reaction-diffusion-convection problem with time delay. Three monotone iteration processes for a suitably formulated finite-difference system of the problem are presented. It is shown that the sequence of iteration from each of these iterative schemes converges from either above or below to a unique solution of the finite-difference system without any monotone condition on the nonlinear reaction function. An analytical comparison result among the three processes of iterations is given. Also given is the application of the iterative schemes to some model problems in population dynamics, including numerical results of a model problem with known analytical solution. © 1998 John Wiley & Sons, Inc. Numer Methods Partial Differential Eq 14: 339–351, 1998     

Nonlinear hybrid procedures and fixed point iterations

Let (x_n) and (?_n) be two vector sequences converging to a common limit. First, we shall define nonlinear hybrid procedures which consist of constructing a new vector sequence (y_n) with better convergence properties than (x_n) and (?_n). Then, this procedure is used for accelerating the convergence of a given sequence and applied to the construction of fixed point methods. New methods are derived. Finally, the connection between fixed point iterations and methods for the numerical integration of differential equations is also exploited. Numerical results are given.     

Convergence theorems for inertial KM-type algorithms

This paper deals with the convergence analysis of a general fixed point method which unifies KM-type (Krasnoselskii–Mann) iteration and inertial type extrapolation. This strategy is intended to speed up the convergence of algorithms in signal processing and image reconstruction that can be formulated as KM iterations. The convergence theorems established in this new setting improve known ones and some applications are given regarding convex feasibility problems, subgradient methods, fixed point problems and monotone inclusions.     

Analysis of a time discretization for an implicit variational inequality modelling dynamic contact problems with friction

Some dynamic contact problems with friction can be formulated as an implicit variational inequality. A time discretization of such an inequality is given here, thus giving rise to a so‐called incremental solution. The convergence of the incremental solution is established, and then the limit is shown to be the unique solution of the variational inequality. This paper contains therefore not only some new results concerning the numerical aspect of some models of contact and friction but also a constructive existence result. Copyright © 2001 John Wiley & Sons, Ltd.     

Preconditioners Based on Fundamental Solutions

We consider a new preconditioning technique for the iterative solution of linear systems of equations that arise when discretizing partial differential equations. The method is applied to finite difference discretizations, but the ideas apply to other discretizations too. If E is a fundamental solution of a differential operator P, we have E*(Pu) = u. Inspired by this, we choose the preconditioner to be a discretization of an approximate inverse K, given by a convolution-like operator with E as a kernel. We present analysis showing that if P is a first order differential operator, KP is bounded, and numerical results show grid independent convergence for first order partial differential equations, using fixed point iterations. For the second order convection-diffusion equation convergence is no longer grid independent when using fixed point iterations, a result that is consistent with our theory. However, if the grid is chosen to give a fixed number of grid points within boundary layers, the number of iterations is independent of the physical viscosity parameter. AMS subject classification (2000) 65F10, 65N22     

New reformulation and feasible semismooth Newton method for a class of stochastic linear complementarity problems

A class of stochastic linear complementarity problems (SLCPs) with finitely many realizations is considered. We first formulate the problem as a new constrained minimization problem. Then, we propose a feasible semismooth Newton method which yields a stationary point of the constrained minimization problem. We study the condition for the level set of the objective function to be bounded. As a result, the condition for the solution set of the constrained minimization problem is obtained. The global and quadratic convergence of the proposed method is proved under certain assumptions. Preliminary numerical results show that this method yields a reasonable solution with high safety and within a small number of iterations.     

非光滑约束问题的既约次梯度法

１引言 对带约束的不可微的非线性规划问题,由于不能使用梯度,求极小点就比较困难．本文给出解决此问题的一种有效的算法． ２　非光滑约束问题的既约次梯度法 １）非线性规划问题的Ｌａｅｒａｎｅ对偶理论 考虑下面非线性规划问题其中ｇ（ｘ）＝（ｇ１（ｘ）,…,ｇｒ（ｘ））Ｔ,ｈ（ｘ））＝（ｈ１（ｘ）,…,ｈｍ（ｘ））Ｔ,ｆ（ｘ）＝　　　　　　Ｒｎ中是Ｌｉｓｐｓｃｈｉｔｚ连续的ｉ＝１,２,…,ｒ,ｊ＝１,２,…,ｍ相应的Ｌａｇｒａｎｇｅ对偶问题为其中　　（ｕ,　）＝ｉｎｆＬ（ｘ;ｕ,ｖ）＝ｉｎｆ（ｆ（ｘ）＋ｕＴ…