An optimal order multigrid method for biharmonic,C 1 finite element equations

Summary In this paper, we study a special multigrid method for solving large linear systems which arise from discretizing biharmonic problems by the Hsieh-Clough-Tocher,C ¹ macro finite elements or several otherC ¹ finite elements. Since the multipleC ¹ finite element spaces considered are not nested, the nodal interpolation operator is used to transfer functions between consecutive levels in the multigrid method. This method converges with the optimal computational order.     

Multigrid algorithms for a vertex–centered covolume method for elliptic problems

Summary. We analyze V–cycle multigrid algorithms for a class of perturbed problems whose perturbation in the bilinear form preserves the convergence properties of the multigrid algorithm of the original problem. As an application, we study the convergence of multigrid algorithms for a covolume method or a vertex–centered finite volume element method for variable coefficient elliptic problems on polygonal domains. As in standard finite element methods, the V–cycle algorithm with one pre-smoothing converges with a rate independent of the number of levels. Various types of smoothers including point or line Jacobi, and Gauss-Seidel relaxation are considered. Received August 19, 1999 / Revised version received July 10, 2000 / Published online June 7, 2001     

Theoretical aspects of the application of convolution quadrature to scattering of acoustic waves

In this paper we address several theoretical questions related to the numerical approximation of the scattering of acoustic waves in two or three dimensions by penetrable non-homogeneous obstacles using convolution quadrature (CQ) techniques for the time variable and coupled boundary element method/finite element method for the space variable. The applicability of CQ to waves requires polynomial type bounds for operators related to the operator Δ − s ² in the right half complex plane. We propose a new systematic way of dealing with this problem, both at the continuous and semidiscrete-in-space cases. We apply the technique to three different situations: scattering by a group of sound-soft and -hard obstacles, by homogeneous and non-homogeneous obstacles.     

W m,2 -Fehlerabschätzungen für Galerkin-Näherungen schwach elliptischer quasilinearer Randwertprobleme 2m-ter Ordnung

Summary For weak elliptic quasilinear boundary value problems of order 2m inn dimensionsW ^m,2 -error estimates for the Galerkin method are established, in whichL -norms of certain derivatives of the Galerkin approximations still occur. The order of these derivatives depends on several conditions on the coefficients of the differential operator. With the help of appropriate a priori bounds for the discrete solutions asymptotic error estimates for the finite element method may be obtained from this. This procedure yields quasioptimal results in several cases. Finally some examples are discussed.

     

Inf-sup stable non-conforming finite elements of arbitrary order on triangles

We introduce a family of scalar non-conforming finite elements of arbitrary order k≥1 with respect to the H¹-norm on triangles. Their vector-valued version generates together with a discontinuous pressure approximation of order k−1 an inf-sup stable finite element pair of order k for the Stokes problem in the energy norm. For k=1 the well-known Crouzeix-Raviart element is recovered.     

Multigrid methods for the computation of singular solutions and stress intensity factors II: Crack singularities

We consider the Poisson equation −Δu=f with homogeneous Dirichlet boundary condition on a two-dimensional polygonal domain Ω with cracks. Multigrid methods for the computation of singular solutions and stress intensity factors using piecewise linear functions are analyzed. The convergence rate for the stress intensity factors is whenfεL ²(Ω) and whenfεH ¹(Ω). The convergence rate in the energy norm is in the first case and in the second case. The costs of these multigrid methods are proportional to the number of elements in the triangulation. The general case wherefεH ^m (Ω) is also discussed. The work of the first author was partially supported by NSF under grant DMS-96-00133     

Non-relativistic global limits of entropy solutions to the isentropic relativistic Euler equations

We consider in this paper the relativistic Euler equations in isentropic fluids with the equation of state p = κ²ρ, where κ, the sound speed, is a constant less than the speed of light c. We discuss the convergence of the entropy solutions as c→∞. The analysis is based on the geometric properties of nonlinear wave curves and the Glimm’s method.     

Error estimates of the lumped mass finite element method for semilinear elliptic problems

We are concerned with the semilinear elliptic problems. We first investigate the L²-error estimate for the lumped mass finite element method. We then use the cascadic multigrid method to solve the corresponding discrete problem. On the basis of the finite element error estimates, we prove the optimality of the proposed multigrid method. We also report some numerical results to support the theory.     

Auxiliary space preconditioning in H 0(curl; Ω)

We adapt the principle of auxiliary space preconditioning as presented in [J. Xu, The auxiliary space method and optimal multigrid preconditioning techniques for unstructured grids, Computing, 56 (1996), pp. 215–235.] to H (curl; ω)-elliptic variational problems discretized by means of edge elements. The focus is on theoretical analysis within the abstract framework of subspace correction. Employing a Helmholtz-type splitting of edge element vector fields we can establish asymptotic h-uniform optimality of the preconditioner defined by our auxiliary space method. This author was fully supported by Hong Kong RGC grant (Project No. 403403) This author acknowledges the support from a Direct Grant of CUHK during his visit at The Chinese University of Hong Kong.     

On the Lie algebra of holomorphic infinitesimal isometries of some classical complex symmetric Banach manifolds

The Banach-Lie algebras ℌ ^κ of all holomorphic infinitesimal isometries of the classical symmetric complex Banach manifolds of compact type (κ = 1) and non compact type (κ = −1) associated with a complex JB*-triple Z are considered and the Lie ideal structure of ℌ ^κ is studied.      

<Emphasis Type="Italic">hp</Emphasis>-Discontinuous Galerkin methods for strongly nonlinear elliptic boundary value problems

In this paper, we have analyzed a one parameter family of hp-discontinuous Galerkin methods for strongly nonlinear elliptic boundary value problems with Dirichlet boundary conditions. These methods depend on the values of the parameter , where θ = + 1 corresponds to the nonsymmetric and θ = −1 corresponds to the symmetric interior penalty methods when and f(u,∇u) = −f, that is, for the Poisson problem. The error estimate in the broken H ¹ norm, which is optimal in h (mesh size) and suboptimal in p (degree of approximation) is derived using piecewise polynomials of degree p ≥ 2, when the solution . In the case of linear elliptic problems also, this estimate is optimal in h and suboptimal in p. Further, optimal error estimate in the L ² norm when θ = −1 is derived. Numerical experiments are presented to illustrate the theoretical results. Supported by DST-DAAD (PPP-05) project.     

A basic norm equivalence for the theory of multilevel methods

Summary Subspace decompositions of finite element spaces based onL ₂-like orthogonal projections play an important role for the construction and analysis of multigrid like iterative methods. Recently several authors have proved the equivalence of the associated discrete norms with theH ¹-norm. The present paper gives an elementary, self-contained derivation of this result which is based on the use ofK-functionals known from the theory of interpolation spaces.     

A characterization of mapping unstructured grids onto structured grids and using multigrid as a preconditioner

Many problems based on unstructured grids provide a natural multigrid framework due to using an adaptive gridding procedure. When the grids are saved, even starting from just a fine grid problem poses no serious theoretical difficulties in applying multigrid. A more difficult case occurs when a highly unstructured grid problem is to be solved with no hints how the grid was produced. Here, there may be no natural multigrid structure and applying such a solver may be quite difficult to do. Since unstructured grids play a vital role in scientific computing, many modifications have been proposed in order to apply a fast, robust multigrid solver. One suggested solution is to map the unstructured grid onto a structured grid and then apply multigrid to a sequence of structured grids as a preconditioner. In this paper, we derive both general upper and lower bounds on the condition number of this procedure in terms of computable grid parameters. We provide examples to illuminate when this preconditioner is a useful (e. g.,p orh-p formulated finite element problems on semi-structured grids) or should be avoided (e.g., typical computational fluid dynamics (CFD) or boundary layer problems). We show that unless great care is taken, this mapping can lead to a system with a high condition number which eliminates the advantage of the multigrid method. This work was partially supported by ONR Grant # N0014-91-J-1576.     

Inequalities of Maximum of Partial Sums and Weak Convergence for a Class of Weak Dependent Random Variables

In this paper, we establish a Rosenthal-type inequality of the maximum of partial sums for ρ^- -mixing random fields. As its applications we get the Hájeck -Rènyi inequality and weak convergence of sums of ρ^- -mixing sequence. These results extend related results for NA sequence and p^＊ -mixing random fields,     

Modified Mini finite element for the Stokes problem in ℝ2 or ℝ3

We analyze a modified version of the Mini finite element (or the Mini* finite element) for the Stokes problem in ℝ² or ℝ³. The cross‐grid element of order one in ℝ³ is also analyzed. The stability is verified with the aid of the macroelement technique introduced by Stenberg. Each of these methods converges with first order in h as the Mini element does. Numerical tests are given for the Mini* element in comparison with the Mini element when Ω is a unit square on ℝ². This revised version was published online in June 2006 with corrections to the Cover Date.     

Correlation structure of intermittency in the parabolic Anderson model

Consider the Cauchy problem ∂u(x, t)/∂t = ℋu(x, t) (x∈ℤ^d, t≥ 0) with initial condition u(x, 0) ≡ 1 and with ℋ the Anderson Hamiltonian ℋ = κΔ + ξ. Here Δ is the discrete Laplacian, κ∈ (0, ∞) is a diffusion constant, and ξ = {ξ(x): x∈ℤ ^d } is an i.i.d.random field taking values in ℝ. G?rtner and Molchanov (1990) have shown that if the law of ξ(0) is nondegenerate, then the solution u is asymptotically intermittent. In the present paper we study the structure of the intermittent peaks for the special case where the law of ξ(0) is (in the vicinity of) the double exponential Prob(ξ(0) > s) = exp[−e ^{s /θ}] (s∈ℝ). Here θ∈ (0, ∞) is a parameter that can be thought of as measuring the degree of disorder in the ξ-field. Our main result is that, for fixed x, y∈ℤ ^d and t→∈, the correlation coefficient of u(x, t) and u(y, t) converges to ∥w _ρ∥⁻² _ℓ2Σ_{z ∈ℤd} w _ρ(x+z)w _ρ(y+z). In this expression, ρ = θ/κ while w _ρ:ℤ^d→ℝ⁺ is given by w _ρ = (v _ρ)^{⊗ d} with v _ρ: ℤ→ℝ⁺ the unique centered ground state (i.e., the solution in ℓ²(ℤ) with minimal l ²-norm) of the 1-dimensional nonlinear equation Δv + 2ρv log v = 0. The uniqueness of the ground state is actually proved only for large ρ, but is conjectured to hold for any ρ∈ (0, ∞). empty It turns out that if the right tail of the law of ξ(0) is thicker (or thinner) than the double exponential, then the correlation coefficient of u(x, t) and u(y, t) converges to δ _{x, y} (resp.the constant function 1). Thus, the double exponential family is the critical class exhibiting a nondegenerate correlation structure. Received: 5 March 1997 / Revised version: 21 September 1998     

Characteristics difference method for incompressible miscible flow in porous media

Two-phase ,incompressible miscible flow in porous media is governed by a system ofnonlinear partial differential equations. The pressure equation ,which is e11iptic in appearance ,isdiseretizod by a standard five-points difference method, The concentration equation is treated byan impliclt finite difference method that appbes a form of the method of characterlstics to thetransport terms. A class of biquadlatle interpolation is introduced for the method of chracteristics.Convergence rate is proved to be O(△t h^2)。     

Zur numerischen Lösung des ersten biharmonischen Randwertproblems

Summary The system of equations resulting from a mixed finite element approximation of the first biharmonic boundary value problem is solved by various preconditioned Uzawa-type iterative methods. The preconditioning matrices are based on simple finite element approximations of the Laplace operator and some factorizations of the corresponding matrices. The most efficient variants of these iterative methods require asymptoticallyO(h ^–0,5In ^–1) iterations andO(h ^–p–0,5In ^–1) arithmetic operations only, where denotes the relative accuracy andh is a mesh-size parameter such that the number of unknowns grows asO(h ^–p ),h0.

     

On representation of the solution of the Neumann problem in a domain with peak by the harmonic simple layer potential

The problem of finding a solution of the Neumann problem for the Laplacian in the form of a simple layer potential Vρ with unknown density ρ is known to be reducible to a boundary integral equation of the second kind to be solved for density. The Neumann problem is examined in a bounded n-dimensional domain Ω⁺ (n > 2) with a cusp of an outward isolated peak either on its boundary or in its complement Ω⁻ = R ⁿ \Ω⁺. Let Γ be the common boundary of the domains Ω^±, Tr(Γ) be the space of traces on Γ of functions with finite Dirichlet integral over R ⁿ , and Tr(Γ)* be the dual space to Tr(Γ). We show that the solution of the Neumann problem for a domain Ω⁻ with a cusp of an inward peak may be represented as Vρ⁻, where ρ⁻ ∈ Tr(Γ)* is uniquely determined for all Ψ⁻ ∈ Tr(Γ)*. If Ω⁺ is a domain with an inward peak and if Ψ⁺ ∈ Tr(Γ)*, Ψ⁺ ⊥ 1, then the solution of the Neumann problem for Ω⁺ has the representation u ⁺ = Vρ⁺ for some ρ⁺ ∈ Tr(Γ)* which is unique up to an additive constant ρ₀, ρ₀ = V ⁻¹(1). These results do not hold for domains with outward peak.