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 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.     

Upwind difference approximations for degenerate parabolic convection-diffusion equations with a discontinuous coefficient

We analyse approximate solutions generated by an upwind differencescheme (of Engquist–Osher type) for nonlinear degenerateparabolic convection–diffusion equations where the nonlinearconvective flux function has a discontinuous coefficient (x)and the diffusion function A(u) is allowed to be strongly degenerate(the pure hyperbolic case is included in our setup). The mainproblem is obtaining a uniform bound on the total variationof the difference approximation u, which is a manifestationof resonance. To circumvent this analytical problem, we constructa singular mapping (, ·) such that the total variationof the transformed variable z = (, u) can be bounded uniformlyin . This establishes strong L¹ compactness of z and, since(, ·) is invertible, also u. Our singular mapping isnovel in that it incorporates a contribution from the diffusionfunction A(u). We then show that the limit of a converging sequenceof difference approximations is a weak solution as well as satisfyinga Krukov-type entropy inequality. We prove that the diffusionfunction A(u) is Hölder continuous, implying that the constructedweak solution u is continuous in those regions where the diffusionis nondegenerate. Finally, some numerical experiments are presentedand discussed.     

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.     

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.     

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.     

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.     

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.     

An Order of Convergence for Some Radial Basis Functions

The quasi-interpolant to a function f : RⁿR on an infinite regulargrid of spacing h can be defined by where : RⁿR is a function which decays quickly for large argument.In the case of radial basis functions has the form where : R⁺R is known as a radial basis function and, in general,?_j R (j = 1,...,m) and x^j Rⁿ (j = 1,...,m), though here onlythe particular case x^j Zⁿ (j = 1,..., m) is considered. Thispaper concentrates on the case (r) = r, a generalization oflinear interpolation, although some of the analysis is moregeneral. It is proved that, if n is odd, then there is a function such that the maximum difference between a sufficiently smoothfunction and its quasi-interpolant is bounded by a constantmultiple of hⁿ⁺¹. This is done by first showing that such aquasi-interpolation formula can reproduce polynomials of degreen.     

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

An initial-boundary-value problem for a parabolic equation ina domain x (0, T) with prescribed Dirichlet data on is approximatedusing a continuous-time Galerkin finite-element scheme. It isshown that the total flux across ₁= can be approximated withan error of O(h^k) when is a curved domain in Rⁿ (n = 2 or 3)and isoparametric elements having approximation power h^k inthe L² norm are used.     

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)^–?.     

Interpolation by Polynomials in z and z-1 on an Annulus

A polynomial of degree n in z^–1 and n–1 in z isdefined by an interpolation projection from the space of functionsanalytic in the annulus r|z|R and continuous on its boundary.The points of interpolation are chosen to coincide with then roots of zⁿ=Rⁿeⁱⁿ (0<<2/n) and the n roots of zⁿ=rⁿ.The behaviour of the corresponding Lebesgue function is studied,and an estimate for the operator norm is obtained. The resultsof the present paper give a partial affirmative answer to twoconjectures suggested earlier by Mason on the basis of numericalcomputations.     

Smoothing properties and approximation of time derivatives for parabolic equations: constant time steps

We study smoothing properties and approximation of time derivativesfor time discretization schemes with constant time steps fora homogeneous parabolic problem formulated as an abstract initial-valueproblem in a Banach space. The time stepping schemes are basedon using rational functions r(z) e^–z which are A()-stablefor suitable [0, /2] and satisfy |r()| < 1, and the approximationsof time derivatives are based on using difference quotientsin time. Both smooth and non-smooth data error estimates ofoptimal order for the approximation of time derivatives areproved. Further, we apply the results to obtain error estimatesof time derivatives in the supremum norm for fully discretemethods based on discretizing the spatial variable by a finite-elementmethod.     

Metric Entropy of Convex Hulls in Hilbert Spaces

We show in this note the following statement which is an improvementover a result of R. M. Dudley and which is also of independentinterest. Let X be a set of a Hilbert space with the propertythat there are constants , >0, and for each n N, the setX can be covered by at most n balls of radius n^–. Then,for each n N, the convex hull of X can be covered by 2ⁿ ballsof radius . The estimate is best possible for all n N, apart from the value c=c(, , X).In other words, let N(, X), >0, be the minimal number ofballs of radius covering the set X. Then the above result isequivalent to saying that if N(, X)=O(^–1/) as 0, thenfor the convex hull conv (X) of X, N(, conv (X)) =O(exp(^–2/(12))). Moreover, we give an interplay between several coveringparameters based on coverings by balls (entropy numbers) andcoverings by cylindrical sets (Kolmogorov numbers). 1991 MathematicsSubject Classification 41A46.     

Local error estimates for radial basis function interpolation of scattered data

Introducing a suitable variational formulation for the localerror of scattered data interpolation by radial basis functions(r), the error can be bounded by a term depending on the Fouriertransform of the interpolated function f and a certain ‘Krigingfunction’, which allows a formulation as an integral involvingthe Fourier transform of . The explicit construction of locallywell-behaving admissible coefficient vectors makes the Krigingfunction bounded by some power of the local density h of datapoints. This leads to error estimates for interpolation of functionsf whose Fourier transform f is ‘dominated’ by thenonnegative Fourier transform of (x) = (||x||) in the sense . Approximation orders are arbitrarily high for interpolationwith Hardy multiquadrics, inverse multiquadrics and Gaussiankernels. This was also proven in recent papers by Madych andNelson, using a reproducing kernel Hilbert space approach andrequiring the same hypothesis as above on f, which limits thepractical applicability of the results. This work uses a differentand simpler analytic technique and allows to handle the casesof interpolation with (r) = r^s for s R, s > 1, s 2N, and(r) = r^s log r for s 2N, which are shown to have accuracy O(h^s/2)     

The Isolated Points of G{rho} and the w*-Strongly Exposed Points of P{rho}(G)0

Let G be a separable locally compact group and let be its dualspace with Fell's topology. It is well known that the set P(G)of continuous positive-definite functions on G can be identifiedwith the set of positive linear functionals on the group C^*-algebraC^*(G). We show that if is discrete in , then there exists anonzero positive-definite function associated with such that is a w^*-strongly exposed point of P(G)₀, where P(G)₀={f P(G):f(e)1. Conversely, if some nonzero positive-definite function associatedwith is a w^*-strongly exposed point of P(G)₀, then is isolatedin . Consequently, G is compact if and only if, for every ,there exists a nonzero positive-definite function associatedwith that is a w^*-strongly exposed point of P(G)₀. If, in addition,G is unimodular and , then is isolated in if and only if somenonzero positive-definite function associated with is a w^*-stronglyexposed point of P(G)₀, where is the left regular representationof G and is the reduced dual space of G. We prove that if B(G)has the Radon–Nikodym property, then the set of isolatedpoints of (so square-integrable if G is unimodular) is densein . It is also proved that if G is a separable SIN-group, thenG is amenable if and only if there exists a closed point in. In particular, for a countable discrete non-amenable groupG (for example the free group F₂ on two generators), there isno closed point in its reduced dual space .     

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.     

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}.