A correction method for finding lower bounds of eigenvalues of the second‐order elliptic and Stokes operators

In this paper, for the second‐order elliptic and Stokes eigenvalue problems with variable coefficients, we propose a correction method to nonconforming eigenvalue approximations and prove that the corrected eigenvalues converge to the exact ones asymptotically from below. In particular, the asymptotic lower bound property of corrected eigenvalues is always valid whether the eigenfunctions are smooth or singular. Finally, we prove that the convergence order of corrected eigenvalues is still the same as that of uncorrected eigenvalues.     

Convergence of adaptive 3D BEM for weakly singular integral equations based on isotropic mesh‐refinement

We consider the adaptive lowest‐order boundary element method based on isotropic mesh refinement for the weakly‐singular integral equation for the three‐dimensional Laplacian. The proposed scheme resolves both, possible singularities of the solution as well as of the given data. The implementation thus only deals with discrete integral operators, that is, matrices. We prove that the usual adaptive mesh‐refining algorithm drives the corresponding error estimator to zero. Under an appropriate saturation assumption which is observed empirically, the sequence of discrete solutions thus tends to the exact solution within the energy norm. © 2013 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2013     

Mesh-dependent stability for finite element approximations of parabolic equations with mass lumping

In this paper, based on some mesh-dependent estimates on the extreme eigenvalues of a general finite element system defined on a simplicial mesh, novel and sharp bounds on the permissible time step size are derived for the mass lumping finite element approximations of parabolic equations. The bounds are dependent not only on the mesh size but also on the mesh shape. These results provide guidance to the stability of numerical solutions of parabolic problems in relation to the unstructured geometric meshing. Numerical experiments on both uniform meshes and adaptive meshes are presented to validate the theoretical analysis.     

Mesh-dependent stability for finite element approximations of parabolic equations with mass lumping

In this paper, based on some mesh-dependent estimates on the extreme eigenvalues of a general finite element system defined on a simplicial mesh, novel and sharp bounds on the permissible time step size are derived for the mass lumping finite element approximations of parabolic equations. The bounds are dependent not only on the mesh size but also on the mesh shape. These results provide guidance to the stability of numerical solutions of parabolic problems in relation to the unstructured geometric meshing. Numerical experiments on both uniform meshes and adaptive meshes are presented to validate the theoretical analysis.     

Sufficient conditions of non‐uniqueness for the Coulomb friction problem

We consider the Signorini problem with Coulomb friction in elasticity. Sufficient conditions of non‐uniqueness are obtained for the continuous model. These conditions are linked to the existence of real eigenvalues of an operator in a Hilbert space. We prove that, under appropriate conditions, real eigenvalues exist for a non‐local Coulomb friction model. Finite element approximation of the eigenvalue problem is considered and numerical experiments are performed. Copyright © 2003 John Wiley & Sons, Ltd.     

Guaranteed Error Bounds for Eigenvalues of Singular Sturm‐Liouville Problems

We develop a simple oscillation theory for singular Sturm‐Liouville problems and combine it with recent asymptotic results, and with the AWA interval‐arithmetic code for integration of initial value problems with guaranteed error bounds, to obtain eigenvalue approximations with guaranteed error bounds for a class of singular Sturm‐Liouville problems. We believe that this is the first time that this has been achieved for singular eigenvalue problems.     

Interaction of faults under slip‐dependent friction. Non‐linear eigenvalue analysis

We analyse the evolution of a system of finite faults by considering the non‐linear eigenvalue problems associated to static and dynamic solutions on unbounded domains. We restrict our investigation to the first eigenvalue (Rayleigh quotient). We point out its physical significance through a stability analysis and we give an efficient numerical algorithm able to compute it together with the corresponding eigenfunction. We consider the anti‐plane shearing on a system of finite faults under a slip‐dependent friction in a linear elastic domain, not necessarily bounded. The static problem is formulated in terms of local minima of the energy functional. We introduce the non‐linear (static) eigenvalue problem and we prove the existence of a first eigenvalue/eigenfunction characterizing the isolated local minima. For the dynamic problem, we discuss the existence of solutions with an exponential growth, to deduce a (dynamic) non‐linear eigenvalue problem. We prove the existence of a first dynamic eigenvalue and we analyse its behaviour with respect to the friction parameter. We deduce a mixed finite element discretization of the non‐linear spectral problem and we give a numerical algorithm to approach the first eigenvalue/eigenfunction. Finally we give some numerical results which include convergence tests, on a single fault and a two‐faults system, and a comparison between the non‐linear spectral results and the time evolution results. Copyright © 2004 John Wiley & Sons, Ltd.     

An iterative method based on equation decomposition for the fourth‐order singular perturbation problem

In this article, we propose an iterative method based on the equation decomposition technique ( 1 ) for the numerical solution of a singular perturbation problem of fourth‐order elliptic equation. At each step of the given method, we only need to solve a boundary value problem of second‐order elliptic equation and a second‐order singular perturbation problem. We prove that our approximate solution converges to the exact solution when the domain is a disc. Our numerical examples show the efficiency and accuracy of our method. Our iterative method works very well for singular perturbation problems, that is, the case of 0 < ε ? 1, and the convergence rate is very fast. © 2012 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2013     

Adaptive computation of smallest eigenvalues of self‐adjoint elliptic partial differential equations

We consider a new adaptive finite element (AFEM) algorithm for self‐adjoint elliptic PDE eigenvalue problems. In contrast to other approaches we incorporate the inexact solutions of the resulting finite‐dimensional algebraic eigenvalue problems into the adaptation process. In this way we can balance the costs of the adaptive refinement of the mesh with the costs for the iterative eigenvalue method. We present error estimates that incorporate the discretization errors, approximation errors in the eigenvalue solver and roundoff errors, and use these for the adaptation process. We show that it is also possible to restrict to very few iterations of a Krylov subspace solver for the eigenvalue problem on coarse meshes. Several examples are presented to show that this new approach achieves much better complexity than the previous AFEM approaches which assume that the algebraic eigenvalue problem is solved to full accuracy. Copyright © 2010 John Wiley & Sons, Ltd.     

Linear stability of solitary waves of the Green‐Naghdi equations

We investigate the eigenvalue problem obtained from linearizing the Green‐Naghdi equations about solitary wave solutions. Unlike weakly nonlinear water wave models, the physical system considered here has nonlinearity in its highest derivative term. This results in more detailed asymptotic analysis of the eigenvalue problem in the presence of a large parameter. Combining the technique of singular perturbation with the Evans function, we show that for solitary waves of small amplitude, the problem has no eigenvalues of positive real part and the Evans function is nonvanishing everywhere except the origin. This fact then leads to the linear stability of these solitary waves. © 2001 John Wiley & Sons, Inc.     

Two‐step Newton‐type methods for solving inverse eigenvalue problems

In this paper, we apply the two‐step Newton method to solve inverse eigenvalue problems, including exact Newton, Newton‐like, and inexact Newton‐like versions. Our results show that both two‐step Newton and two‐step Newton‐like methods converge cubically, and the two‐step inexact Newton‐like method is super quadratically convergent. Numerical implementations demonstrate the effectiveness of new algorithms.     

Investigations of nonstandard,Mickens‐type,finite‐difference schemes for singular boundary value problems in cylindrical or spherical coordinates

It is well known that standard finite‐difference schemes for singular boundary value problems involving the Laplacian have difficulty capturing the singular (??(1/r) or ??(log r)) behavior of the solution near the origin (r = 0). New nonstandard finite‐difference schemes that can capture this behavior exactly for certain singular boundary value problems encountered in theoretical aerodynamics are presented here. These schemes are special cases of nonstandard finite differences which have been extensively researched by Professor Ronald E. Mickens of Clark Atlanta University in their most general form. Several examples of these “Mickens‐type” finite differences that illustrate both their accuracy and utility for singular boundary value problems in both cylindrical and spherical co‐ordinates are investigated. The numerical results generated by the Mickens‐type schemes are compared favorably with solutions obtained from standard finite‐difference schemes. © 2003 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 19: 380–398, 2003.     

Finite element method for two‐dimensional time‐fractional tricomi‐type equations

In this article, we consider the finite element method (FEM) for two‐dimensional linear time‐fractional Tricomi‐type equations, which is obtained from the standard two‐dimensional linear Tricomi‐type equation by replacing the first‐order time derivative with a fractional derivative (of order α, with 1 <α< 2 ). The method is based on finite element method for space and finite difference method for time. We prove that the method is unconditionally stable, and the error estimate is presented. The comparison of the FEM results with the exact solutions is made, and numerical experiments reveal that the FEM is very effective. © 2012 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 2013     

Linear system solution by null‐space approximation and projection (SNAP)

Solutions of large sparse linear systems of equations are usually obtained iteratively by constructing a smaller dimensional subspace such as a Krylov subspace. The convergence of these methods is sometimes hampered by the presence of small eigenvalues, in which case, some form of deflation can help improve convergence. The method presented in this paper enables the solution to be approximated by focusing the attention directly on the ‘small’ eigenspace (‘singular vector’ space). It is based on embedding the solution of the linear system within the eigenvalue problem (singular value problem) in order to facilitate the direct use of methods such as implicitly restarted Arnoldi or Jacobi–Davidson for the linear system solution. The proposed method, called ‘solution by null‐space approximation and projection’ (SNAP), differs from other similar approaches in that it converts the non‐homogeneous system into a homogeneous one by constructing an annihilator of the right‐hand side. The solution then lies in the null space of the resulting matrix. We examine the construction of a sequence of approximate null spaces using a Jacobi–Davidson style singular value decomposition method, called restarted SNAP‐JD, from which an approximate solution can be obtained. Relevant theory is discussed and the method is illustrated by numerical examples where SNAP is compared with both GMRES and GMRES‐IR. Copyright © 2006 John Wiley & Sons, Ltd.     

Comparison of Swendsen‐Wang and heat‐bath dynamics

We prove that the spectral gap of the Swendsen‐Wang process for the Potts model on graphs with bounded degree is bounded from below by some constant times the spectral gap of any single‐spin dynamics. This implies rapid mixing for the two‐dimensional Potts model at all temperatures above the critical one, as well as rapid mixing at the critical temperature for the Ising model. After this we introduce a modified version of the Swendsen‐Wang algorithm for planar graphs and prove rapid mixing for the two‐dimensional Potts models at all non‐critical temperatures. © 2012 Wiley Periodicals, Inc. Random Struct. Alg., 42, 520–535, 2013     

Exponential meshes and three‐dimensional computation of a magnetic field

We describe the simulation of an exterior problem using a magnetic field deriving from magnetostatics, with a numerical method mixing the approaches of C. I. Goldstein and L.‐A. Ying. This method is based on the use of a graded mesh obtained by gluing homothetic layers in the exterior domain. On this mesh, we use an edge elements discretization and a recently proposed mixed formulation. In this paper, we provide both a theoretical and numerical study of the method. We establish an error estimate, describe the implementation, propose some preconditioning techniques and show the numerical results. We also compare these results with those obtained from an equivalent boundary elements approach. In this way, we retain that our method leads to a practical numerical implementation, a saving of storage, and turns out to be an alternative to the classical boundary elements method. © 2003 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 19: 595–637, 2003     

Adaptive iterative regularization schemes for two‐dimensional integral‐algebraic systems

The main idea of this paper is to utilize the adaptive iterative schemes based on regularization techniques for moderately ill‐posed problems that are obtained by a system of linear two‐dimensional Volterra integral equations with a singular matrix in the leading part. These problems may arise in the modeling of certain heat conduction processes as well as in the dynamic simulation packages such as compressible flow through a plant piping network. Owing to the ill‐posed nature of the first kind Volterra equation that appears in the system, we will focus on the two families of regularization algorithms, ie, the Landweber and Lavrentiev type methods, where we treat both the exact and perturbed data. Our aim is to work directly with the original Volterra equations without any kind of reduction. Two fast iterative algorithms with reasonable computational complexity are developed. Numerical experiments on a few test problems are used to illustrate the validity and efficiency of the proposed iterative methods in comparison with the classical regularization methods.     

A preconditioner for generalized saddle point problems: Application to 3D stationary Navier‐Stokes equations

In this article we consider the stationary Navier‐Stokes system discretized by finite element methods which do not satisfy the inf‐sup condition. These discretizations typically take the form of a variational problem with stabilization terms. Such a problem may be transformed by iteration methods into a sequence of linear, Oseen‐type variational problems. On the algebraic level, these problems belong to a certain class of linear systems with nonsymmetric system matrices (“generalized saddle point problems”). We show that if the underlying finite element spaces satisfy a generalized inf‐sup condition, these problems have a unique solution. Moreover, we introduce a block triangular preconditioner and we show how the eigenvalue bounds of the preconditioned system matrix depend on the coercivity constant and continuity bounds of the bilinear forms arising in the variational problem. Finally we prove that the stabilized P1‐P1 finite element method proposed by Rebollo is covered by our theory and we show that the condition number of the preconditioned system matrix is independent of the mesh size. Numerical tests with 3D stationary Navier‐Stokes flows confirm our results. © 2006 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 2006     

Relationship Between Geršgorin‐type Theorems for Certain Subclasses of H‐Matrices

It is well known that the eigenvalue inclusion domain can be obtained by Geršgorin theorem. It is also known that the Geršgorin theorem is equivalent to the statement that each strictly diagonally dominant (SDD) matrix is nonsingular. Similarly, statements about nonsingularity of some classes of matrices, which are generalizations of SDD class, produce new Geršgorin‐type theorems for eigenvalue inclusion domain. In this paper we will consider some subclasses of H‐matrices and corresponding (Geršgorin‐type) eigenvalue inclusion theorems. Finally, we will establish relationship between given inclusion domains.     

The hp‐version of the BEM with quasi‐uniform meshes for a three‐dimensional crack problem: The case of a smooth crack having smooth boundary curve

The article considers a three‐dimensional crack problem in linear elasticity with Dirichlet boundary conditions. The crack in this model problem is assumed to be a smooth open surface with smooth boundary curve. The hp‐version of the boundary element method with weakly singular operator is applied to approximate the unknown jump of the traction which is not L₂‐regular due to strong edge singularities. Assuming quasi‐uniform meshes and uniform distributions of polynomial degrees, we prove an a priori error estimate in the energy norm. The estimate gives an upper bound for the error in terms of the mesh size h and the polynomial degree p. It is optimal in h for any given data and quasi‐optimal in p for sufficiently smooth data. © 2007 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2008