Contractivity and Analyticity in l p of Some Approximation of the Heat Equation

We consider the lumped mass method with piecewise linear finite elements in two dimensions. When the triangulation is of Delaunay type it is known that the discrete scheme satisfies a maximum principle. In this work we pursue the analysis and prove that the discrete semi-group is l ^p contractive in a sector, which implies smoothing effects and provide some resolvent estimates.     

Maximum principle for the finite element solution of time‐dependent anisotropic diffusion problems

Preservation of the maximum principle is studied for the combination of the linear finite element method in space and the θ ‐method in time for solving time‐dependent anisotropic diffusion problems. It is shown that the numerical solution satisfies a discrete maximum principle when all element angles of the mesh measured in the metric specified by the inverse of the diffusion matrix are nonobtuse, and the time step size is bounded below and above by bounds proportional essentially to the square of the maximal element diameter. The lower bound requirement can be removed when a lumped mass matrix is used. In two dimensions, the mesh and time step conditions can be replaced by weaker Delaunay‐type conditions. Numerical results are presented to verify the theoretical findings. © 2013 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2013     

Numerical approximation of the conservative Allen–Cahn equation by operator splitting method

In this paper, a second‐order fast explicit operator splitting method is proposed to solve the mass‐conserving Allen–Cahn equation with a space–time‐dependent Lagrange multiplier. The space–time‐dependent Lagrange multiplier can preserve the volume of the system and keep small features. Moreover, we analyze the discrete maximum principle and the convergence rate of the fast explicit operator splitting method. The proposed numerical scheme is of spectral accuracy in space and of second‐order accuracy in time, which greatly improves the computational efficiency. Numerical experiments are presented to confirm the accuracy, efficiency, mass conservation, and stability of the proposed method. Copyright © 2017 John Wiley & Sons, Ltd.     

Discrete minimum and maximum principles for finite element approximations of non-monotone elliptic equations

Summary. Uniform lower and upper bounds for positive finite-element approximations to semilinear elliptic equations in several space dimensions subject to mixed Dirichlet-Neumann boundary conditions are derived. The main feature is that the non-linearity may be non-monotone and unbounded. The discrete minimum principle provides a positivity-preserving approximation if the discretization parameter is small enough and if some structure conditions on the non-linearity and the triangulation are assumed. The discrete maximum principle also holds for degenerate diffusion coefficients. The proofs are based on Stampacchias truncation technique and on a variational formulation. Both methods are settled on careful estimates on the truncation operator.Mathematics Subject Classification (2000): 65N30, 65N12     

Unconditionally maximum principle preserving finite element schemes for the surface Allen–Cahn type equations

In this paper, we present two types of unconditionally maximum principle preserving finite element schemes to the standard and conservative surface Allen–Cahn equations. The surface finite element method is applied to the spatial discretization. For the temporal discretization of the standard Allen–Cahn equation, the stabilized semi-implicit and the convex splitting schemes are modified as lumped mass forms which enable schemes to preserve the discrete maximum principle. Based on the above schemes, an operator splitting approach is utilized to solve the conservative Allen–Cahn equation. The proofs of the unconditionally discrete maximum principle preservations of the proposed schemes are provided both for semi- (in time) and fully discrete cases. Numerical examples including simulations of the phase separations and mean curvature flows on various surfaces are presented to illustrate the validity of the proposed schemes.     

A maximum principle for combinatorial Yamabe flow

This article studies a discrete geometric structure on triangulated manifolds and an associated curvature flow (combinatorial Yamabe flow). The associated evolution of curvature appears to be like a heat equation on graphs, but it can be shown to not satisfy the maximum principle. The notion of a parabolic-like operator is introduced as an operator which satisfies the maximum principle, but may not be parabolic in the usual sense of operators on graphs. A maximum principle is derived for the curvature of combinatorial Yamabe flow under certain assumptions on the triangulation, and hence the heat operator is shown to be parabolic-like. The maximum principle then allows a characterization of the curvature as well was a proof of long term existence of the flow.     

One-to-one piecewise linear mappings over triangulations

We call a piecewise linear mapping from a planar triangulation to the plane a convex combination mapping if the image of every interior vertex is a convex combination of the images of its neighbouring vertices. Such mappings satisfy a discrete maximum principle and we show that they are one-to-one if they map the boundary of the triangulation homeomorphically to a convex polygon. This result can be viewed as a discrete version of the Radó-Kneser-Choquet theorem for harmonic mappings, but is also closely related to Tutte's theorem on barycentric mappings of planar graphs.

     

A lumped mass finite element method for vibration analysis of elastic plate-plate structures

The fully discrete lumped mass finite element method is proposed for vibration analysis of elastic plate-plate structures. In the space directions, the longitudinal displacements on plates are discretized by conforming linear elements, and the transverse displacements are discretized by the Morley element. By means of the second order central difference for discretizing the time derivative and the technique of lumped masses, a fully discrete lumped mass finite element method is obtained, and two approaches to choosing the initial functions are also introduced. The error analysis for the method in the energy norm is established, and some numerical examples are included to validate the theoretical analysis.     

Discrete maximum principle for interior penalty discontinuous Galerkin methods

A class of linear elliptic operators has an important qualitative property, the so-called maximum principle. In this paper we investigate how this property can be preserved on the discrete level when an interior penalty discontinuous Galerkin method is applied for the discretization of a 1D elliptic operator. We give mesh conditions for the symmetric and for the incomplete method that establish some connection between the mesh size and the penalty parameter. We then investigate the sharpness of these conditions. The theoretical results are illustrated with numerical examples.     

THE LOWER APPROXIMATION OF EIGENVALUE BY LUMPED MASS FINITE ELEMENT METHOD

In the present paper, we investigate properties of lumped mass finite element method (LFEM hereinafter) eigenvalues of elliptic problems. We propose an equivalent formulation of LFEM and prove that LFEM eigenvalues are smaller than the standard finite element method (SFEM hereinafter) eigenvalues. It is shown, for model eigenvalue problems with uniform meshes, that LFEM eigenvalues are not greater than exact solutions and that they are increasing functions of the number of elements of the triangulation, and numerical examples show that this result equally holds for general problems.     

Discrete and continuous maximum principles for parabolic and elliptic operators

The major qualitative properties of linear parabolic and elliptic operators/PDEs are the different maximum principles (MPs). Another important property is the stabilization property (SP), which connects these two types of operators/PDEs. This means that under some assumptions the solution of the parabolic PDE tends to an equilibrium state when t→∞, which is the solution of the corresponding elliptic PDE. To solve PDEs we need to use some numerical methods, and it is a natural requirement that these qualitative properties are preserved on the discrete level. In this work we investigate this question when a two-level discrete mesh operator is used as the discrete model of the parabolic operator (which is a one-step numerical procedure for solving the parabolic PDE) and a matrix as a discrete elliptic operator (which is a linear algebraic system of equations for solving the elliptic PDE). We clarify the relation between the discrete parabolic maximum principle (DPMP), the discrete elliptic maximum principle (DEMP) and the discrete stabilization property (DSP). The main result is that the DPMP implies the DSP and the DEMP.     

Optimal control of heterogeneous systems: Basic theory

A general model of a heterogeneous control system is introduced in the form of a first order distributed system with nonlocal dynamics and exogenous side-conditions. The heterogeneity is represented by a parameter taking values in an abstract measurable space, so that both continuous and discrete heterogeneity, as well as probabilistic heterogeneity without density, are included. A distributed and a lumped controls are involved, the latter appearing also in the side conditions. An existence theorem is proved for the uncontrolled system, and the sensitivity of the solution with respect to the control variables is estimated. The main result is an optimality condition in the form of the Pontryagin local maximum principle. A global maximum principle holds for the distributed control under an additional condition that rules out discrete measurable heterogeneity spaces. A number of possible applications are outlined: age-structured systems, size-structured systems, (nonlocal) advection-reaction equations, static parametric heterogeneity in epidemiology, and two-stage control systems with uncertain switching time.     

基于非协调元的区域分解法──强重迭情形

基于非协调元的区域分解法──强重迭情形黄建国（上海交通大学应用数学系）ＡＤＯＭＡＩＮＤＥＣＯＭＰＯＳＩＴＩＯＮＭＥＴＨＯＤＦＯＲＮＯＮＣＯＮＦＯＲＭＩＮＧＦＩＮＩＴＥＥＬＥＭＥＮＴ──ＴＨＥＣＡＳＥＯＦＳＴＲＯＮＧＯＶＥＲＬＡＰ￥ＨｕａｎｇＪｉａｎ...     

An explicit staggered-grid method for numerical simulation of large-scale natural gas pipeline networks

We present an explicit second order staggered finite difference (FD) discretization scheme for forward simulation of natural gas transport in pipeline networks. By construction, this discretization approach guarantees that the conservation of mass condition is satisfied exactly. The mathematical model is formulated in terms of density, pressure, and mass flux variables, and as a result permits the use of a general equation of state to define the relation between the gas density and pressure for a given temperature. In a single pipe, the model represents the dynamics of the density by propagation of a non-linear wave according to a variable wave speed. We derive compatibility conditions for linking domain boundary values to enable efficient, explicit simulation of gas flows propagating through a network with pressure changes created by gas compressors. We compare our staggered grid method with an explicit operator splitting method and a lumped element scheme, and perform numerical experiments to validate the convergence order of the new discretization approach. In addition, we perform several computations to investigate the influence of non-ideal equation of state models and temperature effects on pipeline simulations with boundary conditions on various time and space scales.     

On spectral properties of the discrete Schrödinger operator with pure imaginary finite potential

In this paper, we consider the spectral properties of the discrete Schrödinger operator in the space of square integrable two-sided sequences with a pure imaginary potential of finite rank with zero mean value. We show that if such potentials are small, then the spectrum of the operator under study coincides with the spectrum of the unperturbed operator, and the operator itself is similar to a self-adjoint operator.     

Fueter polynomials in discrete Clifford analysis

Discrete Clifford analysis is a higher dimensional discrete function theory, based on skew Weyl relations. The basic notions are discrete monogenic functions, i.e. Clifford algebra valued functions in the kernel of a discrete Dirac operator. In this paper, we introduce the discrete Fueter polynomials, which form a basis of the space of discrete spherical monogenics, i.e. discrete monogenic, homogeneous polynomials. Their definition is based on a Cauchy–Kovalevskaya extension principle. We present the explicit construction for this discrete Fueter basis, in arbitrary dimension m and for arbitrary homogeneity degree k.     

A Discrete Laplace–Beltrami Operator for Simplicial Surfaces

We define a discrete Laplace–Beltrami operator for simplicial surfaces (Definition 16). It depends only on the intrinsic geometry of the surface and its edge weights are positive. Our Laplace operator is similar to the well known finite-elements Laplacian (the so called “cotan formula”) except that it is based on the intrinsic Delaunay triangulation of the simplicial surface. This leads to new definitions of discrete harmonic functions, discrete mean curvature, and discrete minimal surfaces. The definition of the discrete Laplace–Beltrami operator depends on the existence and uniqueness of Delaunay tessellations in piecewise flat surfaces. While the existence is known, we prove the uniqueness. Using Rippa’s Theorem we show that, as claimed, Musin’s harmonic index provides an optimality criterion for Delaunay triangulations, and this can be used to prove that the edge flipping algorithm terminates also in the setting of piecewise flat surfaces. Research for this article was supported by the DFG Research Unit 565 “Polyhedral Surfaces” and the DFG Research Center Matheon “Mathematics for key technologies” in Berlin.     

Multiscale method based on discontinuous Galerkin methods for homogenization problems

We propose a multiscale method for elliptic problems with highly oscillating coefficients based on a coupling of macro and micro methods in the framework of the heterogeneous multiscale method. The macro method, defined on a macroscopic triangulation, aims at recovering the effective (homogenized) solution of an unknown macro model. The unspecified data of this model are computed by micro methods on sampling domains during the macro assembly process. In this Note, we show how to construct such a coupling with a discontinuous macro finite element space. We show that the flux information needed in this formulation in order to impose weak interelement continuity can be recovered from the known micro calculations on the sampling domains. A fully discrete analysis is presented. To cite this article: A. Abdulle, C. R. Acad. Sci. Paris, Ser. I 346 (2008).     

三维血吸虫病模型的离散算子数值解法及理论分析

本文基于积分守恒性质,应用离散算子方法,给出了三维血吸虫病模型第一齐次边值问题的离散格式,同时证明了数值解的非负性和有界性,较好地体现了这一问题的实际背景,另外给出了最优L~2模误差估计。     

Numerical analysis and applications of Fokker-Planck equations for stochastic dynamical systems with multiplicative α-stable noises

In this paper, we study the nonlocal Fokker-Planck equations (FPEs) associated with Lévy-driven scalar stochastic dynamical systems. We first derive the Fokker-Planck equation for the case of multiplicative symmetric α-stable noises, by the adjoint operator method. Then we construct a finite difference scheme to simulate the nonlocal FPE on either bounded or infinite domain. It is shown that the semi-discrete scheme satisfies the discrete maximum principle and converges. Some experiments are conducted to validate the numerical method. Finally, we extend the results to the asymmetric case and present an application to the nonlinear filtering problem.