Analysis of multiscale methods for time-harmonic Maxwell's equations

We shortly revisit the Heterogeneous Multiscale Method (HMM) for the time-harmonic Maxwell's equations in locally periodic media as introduced in [1]. The optimal a priori bounds in the H (curl) and H⁻¹ norm predicted theoretically are justified by a numerical example in this contribution. The setting consists of a periodic inverse permeability, inspired by [2], and as reference solution a computation on a fine (well-resolved) grid is used. (© 2016 Wiley-VCH Verlag GmbH & Co. KGaA, Weinheim)     

Energy conservation and super convergence analysis of the EC‐S‐FDTD schemes for Maxwell equations with periodic boundaries

This paper is concerned with new energy analysis of the two dimensional Maxwell's equations and the symmetric energy‐conserved splitting finite difference time domain (EC‐S‐FDTD) method with the periodic boundary (PB) condition. New energy identities of the Maxwell's equations in terms of H¹ and H² norms are proposed and interpreted by considering the physical meanings of the H¹ and H² semi‐norms in the identities. It is found from these new identities that the first and second curls of the electromagnetic fields are conserved in terms their magnitudes. By the energy methods, the numerical energy identities of the symmetric EC‐S‐FDTD method are derived and shown to converge to the continuous energy identities of the Maxwell's equations. This proves that the symmetric EC‐S‐FDTD scheme is unconditionally stable and energy conserved in the discrete H¹ and H² norms. Also by the energy methods, it is proved that the symmetric EC‐S‐FDTD method with PB condition is of second order (super) convergence in the discrete H¹ and H² norms. Numerical experiments are carried out and confirm the analysis on energy conservation, stability and super convergence.     

Periodic solutions in unbounded domains for the Boussinesq system

Assuming that the external forces of the system are small enough, the reference temperature being a periodic function, we study the existence, the uniqueness and the regularity of time-periodic solutions for the Boussinesq equations in several classes of unbounded domains of Rn. Our analysis is based on the framework of weak-Lp spaces.     

L p Estimates for Maxwell's Equations with Source Term

The goal of this paper is to establish interior and global L ^p -type estimates for the solutions of Maxwell's equations with source term in a domain filled with two different materials separated by a ² interface. The usual elliptic estimates cannot be applied directly, due to the singularity of the dielectric permittivity. A special curl-div decomposition is introduced for the electric field to reduce the problem to an elliptic equation in divergence form with jump coefficients. The potential analysis and the jump condition lead to the interior L ^p estimates which are superior to the straightforward Nash-Moser estimates. The reduction procedure is expected to be useful for future numerical simulation. Because of the natural physical requirements, the boundary condition is nonlocal and involves a first order pseudo-differential operator, the boundary estimate is established by delicate new maximum principles and Riesz convexity arguments. These estimates are then employed to solve a nonlinear optics problem that arises in the modeling of surface enhanced second-harmonic generation of nonlinear diffractive optics in periodic structures (gratings).     

Periodic solutions of the Navier–Stokes equations in a perturbed half‐space and an aperture domain

We shall construct a periodic strong solution of the Navier–Stokes equations for some periodic external force in a perturbed half‐space and an aperture domain of the dimension n?3. Our proof is based on L^p–L^q estimates of the Stokes semigroup. We apply L^p–L^q estimates to the integral equation which is transformed from the original equation. As a result, we obtain the existence and uniqueness of periodic strong solutions. Copyright © 2005 John Wiley & Sons, Ltd.     

Local Expansions of Periodic Spline Interpolation with Some Applications

In this paper we prove some asymptotic expansions of the error of interpolation on equally spaced nodes with periodic smoothest splines of arbitrary degree on a uniform partition. We obtain a local expansion in terms of derivatives of the interpolate. Afterwards we apply this result to the asymptotic study of the numerical solution of periodic integral equations of the second kind by means of ϵ – collocation methods. We show some new superconvergence results and give particular forms of these expansions depending on the choices of the parameter ϵ. We finally give some numerical experiments, which corroborate the theory.     

A P0–P0 weak Galerkin finite element method for solving singularly perturbed reaction–diffusion problems

This paper investigates the lowest-order weak Galerkin finite element (WGFE) method for solving reaction–diffusion equations with singular perturbations in two and three space dimensions. The system of linear equations for the new scheme is positive definite, and one might readily get the well-posedness of the system. Our numerical experiments confirmed our error analysis that our WGFE method of the lowest order could deliver numerical approximations of the order O(h^1/2) and O(h) in H¹ and L² norms, respectively.     

Wavelet approximation methods for pseudodifferential equations II: Matrix compression and fast solution

This is the second part of two papers which are concerned with generalized Petrov-Galerkin schemes for elliptic periodic pseudodifferential equations in ⁿ . This setting covers classical Galerkin methods, collocation, and quasi-interpolation. The numerical methods are based on a general framework of multiresolution analysis, i.e. of sequences of nested spaces which are generated by refinable functions. In this part, we analyse compression techniques for the resulting stiffness matrices relative to wavelet-type bases. We will show that, although these stiffness matrices are generally not sparse, the order of the overall computational work which is needed to realize a certain accuracy is of the formO(N(logN) ^b ), whereN is the number of unknowns andb 0 is some real number.Dedicated to Charles A. Micchelli on the occasion of his fiftieth birthdayThe third author has been supported by a grant of the Deutsche Forschungsgemeinschaft under Grant No. Ko 634/32-1.     

Numerical methods for 2D weakly singular Volterra integral equations of the second kind

The paper is dedicated to the numerical solution of 2D weakly singular Volterra integral equations with two different kernels. In order to weaken a singularity influence on the numerical computations we transform these equations in both cases into equivalent equations. The piecewise polynomial approximation of the exact solution is then applied. For numerical computing of weakly singular integrals we construct the special Gauss-type cubature formula based on a nonuniform grid. Also we suggest the practical mesh which is less nonuniform than standard graded mesh tk = (k/N)^{r /(1–α)} T, and at the same time it gives an equivalent approximation error for the functions from C^r,α (0, T ]. (© 2008 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim)     

Nonoverlapping domain decomposition characteristic finite differences for three‐dimensional convection‐diffusion equations

One domain decomposition method modified with characteristic differences is presented for non‐periodic three‐dimensional equations by multiply‐type quadratic interpolation and variant time‐step technique. This method consists of reduced‐scale, two‐dimensional computation on subdomain interface boundaries and fully implicit subdomain computation in parallel. A computational algorithm is outlined and an error estimate in discrete l²‐ norm is established by introducing new inner products and norms. Finally, numerical examples are given to illustrate the theoretical results, efficiency and parallelism of this method. © 2010 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 28: 17‐37, 2012     

An L2 finite element approximation for the incompressible Navier–Stokes equations

This paper utilizes the Picard method and Newton's method to linearize the stationary incompressible Navier–Stokes equations and then uses an LL* approach, which is a least-squares finite element method applied to the dual problem of the corresponding linear system. The LL* approach provides an L²-approximation to a given problem, which is not typically available with conventional finite element methods for nonlinear second-order partial differential equations. We first show that the proposed combination of linearization scheme and LL* approach provides an L²-approximation to the stationary incompressible Navier–Stokes equations. The validity of L²-approximation is proven through the analysis of the weak problem corresponding to the linearized Navier–Stokes equations. Then, the convergence is analyzed, and numerical results are presented.     

Two energy-conserving and compact finite difference schemes for two-dimensional Schrödinger-Boussinesq equations

In this paper, we study two compact finite difference schemes for the Schrödinger-Boussinesq (SBq) equations in two dimensions. The proposed schemes are proved to preserve the total mass and energy in the discrete sense. In our numerical analysis, besides the standard energy method, a “cut-off” function technique and a “lifting” technique are introduced to establish the optimal H¹ error estimates without any restriction on the grid ratios. The convergence rate is proved to be of O(τ² + h⁴) with the time step τ and mesh size h. In addition, a fast finite difference solver is designed to speed up the numerical computation of the proposed schemes. The numerical results are reported to verify the error estimates and conservation laws.

     

Spectral collocation methods for nonlinear weakly singular Volterra integro‐differential equations

In this paper, a spectral collocation approximation is proposed for neutral and nonlinear weakly singular Volterra integro‐differential equations (VIDEs) with non‐smooth solutions. We use some suitable variable transformations to change the original equation into a new equation, so that the solution of the resulting equation possesses better regularity, and the the Jacobi orthogonal polynomial theory can be applied conveniently. Under reasonable assumptions on the nonlinearity, we carry out a rigorous error analysis in L^∞ norm and weighted L² norm. To perform the numerical simulations, some test examples (linear and nonlinear) are considered with nonsmooth solutions, and numerical results are presented. Further more, the comparative study of the proposed methods with some existing numerical methods is provided.     

DISCONTINUOUS FORCING OF PERIODIC SOLUTIONS IN C1 VECTOR FIELDS WITH APPLICATIONS TO POPULATION MODELS

Averaging methods are used to compare solutions of two-dimensional systems of ordinary differential equations with constant or periodic forcing. The asymptotic separation of solutions of the periodically forced equations from the solutions of the constantly forced equations is proportional to the L¹ norm of the periodic forcing terms. This result is applied to population models of Kolmogorov-type with climax fitness functions where forcing represents stocking or harvesting of a population. The asymptotic behavior of such systems may be controlled, to some extent, by varying the period and/or amplitude of the forcing functions.     

Periodic orbits and unstable manifolds for ordinary differential equations

Consider the unstable manifold of a hyperbolic periodic orbit of an ordinary differential equation under C¹ perturbations of the vector field and under approximation by a one-step numerical method, which is at least first order. Trajectories bounded backwards in time near the periodic orbit perturb Hausdorff continuously. This result as applied to numerical perturbations improves on Alouges-Debussche [1], who give only continuity of the unstable maniford, and on Beyn [3], who gives continuity of trajectories only when the periodic orbit is unstable. As a corollary, we find that attractors perturb Hausdorff continuously when the attractor equals a union of locally continuous unstable manifolds of invariant sets     

Fast Fourier Transform Solvers and Preconditioners for Quadratic Spline Collocation

Quadratic Spline Collocation (QSC) methods of optimal order of convergence have been recently developed for the solution of elliptic Partial Differential Equations (PDEs). In this paper, linear solvers based on Fast Fourier Transforms (FFT)are developed for the solution of the QSC equations. The complexity of the FFT solvers is O(N ² log N), where N is the gridsize in one dimension. These direct solvers can handle PDEs with coefficients in one variable or constant, and Dirichlet, Neumann, alternating Dirichlet-Neumann or periodic boundary conditions, along at least one direction of a rectangular domain. General variable coefficient PDEs are handled by preconditioned iterative solvers. The preconditioner is the QSC matrix arising from a constant coefficient PDE. The convergence analysis of the preconditioner is presented. It is shown that, under certain conditions, the convergence rate is independent of the gridsize. The preconditioner is solved by FFT techniques, and integrated with one-step or acceleration methods, giving rise to asymptotically almost optimal linear solvers, with complexity O(N ² log N). Numerical experiments verify the effectiveness of the solvers and preconditioners, even on problems more general than the analysis assumes. The development and analysis of FFT solvers and preconditioners is extended to QSC equations corresponding to systems of elliptic PDEs.     

Numerical solution of nonlinear partial quadratic integro‐differential equations of fractional order via hybrid of block‐pulse and parabolic functions

In this paper, an effective numerical approach based on a new two‐dimensional hybrid of parabolic and block‐pulse functions (2D‐PBPFs) is presented for solving nonlinear partial quadratic integro‐differential equations of fractional order. Our approach is based on 2D‐PBPFs operational matrix method together with the fractional integral operator, described in the Riemann–Liouville sense. The main characteristic behind this approach is to reduce such problems to those of solving systems of algebraic equations, which greatly simplifies the problem. By using Newton's iterative method, this system is solved, and the solution of fractional nonlinear partial quadratic integro‐differential equations is achieved. Convergence analysis and an error estimate associated with the proposed method is obtained, and it is proved that the numerical convergence order of the suggested numerical method is O(h³) . The validity and applicability of the method are demonstrated by solving three numerical examples. Numerical examples are presented in the form of tables and graphs to make comparisons with the exact solutions much easier.     

Conjugate gradient-boundary element solution using multiple reciprocity method for distributed elliptic optimal control problems

This paper deals with the numerical solution of optimal control problems, where the state equations are given by the fourth order elliptic partial differential equations. An iterative algorithm for this class of problems is developed. This new proposal is obtained by combining the Conjugate Gradient Method (CGM) with the Boundary Element Method (BEM) and Multiple Reciprocity Method (MRM). The local error estimates based on the stability of this scheme in the H² norm, L² norm and L^∞ norm are obtained. Finally, the numerical results on a test case show that this method is correct and feasible.     

Superconvergence of Solution Derivatives of the Shortley–Weller Difference Approximation to Elliptic Equations with Singularities Involving the Mixed Type of Boundary Conditions

This paper presents a superconvergence analysis for the Shortley–Weller finite difference approximation of second-order self-adjoint elliptic equations with unbounded derivatives on a polygonal domain with the mixed type of boundary conditions. In this analysis, we first formulate the method as a special finite element/volume method. We then analyze the convergence of the method in a finite element framework. An O(h ^1.5)-order superconvergence of the solution derivatives in a discrete H ¹ norm is obtained. Finally, numerical experiments are provided to support the theoretical convergence rate obtained.     

C n -almost automorphic solutions for partial neutral functional differential equations

In this work, we study the existence of C ⁿ -almost periodic solutions and C ⁿ -almost automorphic solutions (n?≥?1), for partial neutral functional differential equations. We prove that the existence of a bounded integral solution on ?⁺ implies the existence of C ⁿ -almost periodic and C ⁿ -almost automorphic strict solutions. When the exponential dichotomy holds for the homogeneous linear equation, we show the uniqueness of C ⁿ -almost periodic and C ⁿ -almost automorphic strict solutions.