Finite element methods with numerical quadrature for elliptic problems with smooth interfaces

The purpose of this paper is to study the effect of the numerical quadrature on the finite element approximation to the exact solution of elliptic equations with discontinuous coefficients. Due to low global regularity of the solution, it seems difficult to achieve optimal order of convergence with classical finite element methods [Z. Chen, J. Zou, Finite element methods and their convergence for elliptic and parabolic interface problems, Numer. Math. 79 (1998) 175-202]. We derive error estimates in finite element method with quadrature for elliptic interface problems in a two-dimensional convex polygonal domain. Optimal order error estimates in L² and H¹ norms are shown to hold even if the regularity of the solution is low on the whole domain. Finally, numerical experiment for two dimensional test problem is presented in support of our theoretical findings.     

Finite element simulations of window Josephson junctions

This paper deals with the numerical simulation of the steady state two dimensional window Josephson junctions by finite element method. The model is represented by a sine-Gordon type composite PDE problem. Convergence and error analysis of the finite element approximation for this semilinear problem are presented. An efficient and reliable Newton-preconditioned conjugate gradient algorithm is proposed to solve the resulting nonlinear discrete system. Regular solution branches are computed using a simple continuation scheme. Numerical results associated with interesting physical phenomena are reported. Interface relaxation methods, which by taking advantage of special properties of the composite PDE, can further reduce the overall computational cost are proposed. The implementation and the associated numerical experiments of a particular interface relaxation scheme are also presented and discussed.     

Continuous-discontinuous finite element method for convection-diffusion problems with characteristic layers

We study convergence properties of a numerical method for convection-diffusion problems with characteristic layers on a layer-adapted mesh. The method couples standard Galerkin with an h-version of the nonsymmetric discontinuous Galerkin finite element method with bilinear elements. In an associated norm, we derive the error estimate as well as the supercloseness result that are uniform in the perturbation parameter. Applying a post-processing operator for the discontinuous Galerkin method, we construct a new numerical solution with enhanced convergence properties.     

On the approximate solution of nonlinear variational inequalities

Summary Nonlinear locally coercive variational inequalities are considered and especially the minimal surface over an obstacle. Optimal or nearly optimal error estimates are proved for a direct discretization of the problem with linear finite elements on a regular triangulation of the not necessarily convex domain. It is shown that the solution may be computed by a globally convergent relaxation method. Some numerical results are presented.     

Additive Schwarz algorithms for parabolic convection-diffusion equations

Summary In this paper, we consider the solution of linear systems of algebraic equations that arise from parabolic finite element problems. We introduce three additive Schwarz type domain decomposition methods for general, not necessarily selfadjoint, linear, second order, parabolic partial differential equations and also study the convergence rates of these algorithms. The resulting preconditioned linear system of equations is solved by the generalized minimal residual method. Numerical results are also reported.This work was supported in part by the National Science Foundation under Grant NSF-CCR-8903003 at the Courant Institute, New York University and in part by the National Science Foundation under contract number DCR-8521451 and ECS-8957475 at Yale University     

Discontinuous Least-Squares finite element method for the Div-Curl problem

In this paper, we consider the div-curl problem posed on nonconvex polyhedral domains. We propose a least-squares method based on discontinuous elements with normal and tangential continuity across interior faces, as well as boundary conditions, weakly enforced through a properly designed least-squares functional. Discontinuous elements make it possible to take advantage of regularity of given data (divergence and curl of the solution) and obtain convergence also on nonconvex domains. In general, this is not possible in the least-squares method with standard continuous elements. We show that our method is stable, derive a priori error estimates, and present numerical examples illustrating the method.     

A GLOBAL-LOCAL FINITE ELEMENT METHOD IN SPACE-TIME FOR A HYPERBOLIC PROBLEM

ABSTRACT

A finite element method for solving the wave equation with couples boundary conditions is presented. In this approach finite elements are applied globally with respect to space and simultaneously but locally with respect to time. This gives rise to a single-step method in time. The method is a practical and economic one and the numerical results obtained compare favourably with the available analytic solution.     

An adaptive multigrid scheme for Bose-Einstein condensates in a periodic potential

We present a novel multigrid-continuation method for treating parameter-dependent problems. The proposed algorithm which can be flexibly implemented is a generalization of the two-grid discretization schemes [C.-S. Chien, B.-W. Jeng, A two-grid discretization scheme for semilinear elliptic eigenvalue problems, SIAM J. Sci. Comput. 27 (2006) 1287-1304]. That is, approximating points on a solution curve do not necessarily lie on the same fine grid. We apply the algorithm to compute energy levels and superfluid densities of Bose-Einstein condensates (BEC) in a periodic potential. Both positive and negative scattering lengths are considered in our numerical experiments. For positive scattering length, if the chemical potential is large enough, and the domain is properly chosen, the results show that the number of peaks of the first few energy states of the 2D BEC in a periodic potential depends on the wave number of the periodic potential. Moreover, for bright solitons the number of peaks of the ground state solutions is and , where the periodic potential is expressed in terms of the sine or the cosine functions, respectively. However, these formulae do not hold if the scattering length is negative. The numerical study is extended to the two-component, 1D and 2D BEC in a periodic potential.     

Numerical solution of electromagnetic scattering from a large partly covered cavity

The paper focuses on the numerical study of electromagnetic scattering from two-dimensional (2D) large partly covered cavities, which is described by the Helmholtz equation with a nonlocal boundary condition on the aperture. The classical five-point finite difference method is applied for the discretization of the Helmholtz equation and a linear approximation is used for the nonlocal boundary condition. We prove the existence and uniqueness of the numerical solution when the medium in the cavity is y-direction layered or the number of the mesh points on the aperture is large enough. The fast algorithm proposed in Bao and Sun (2005) [2] for open cavity models is extended to solving the partly covered cavity problem with (vertically) layered media. A preconditioned Krylov subspace method is proposed to solve the partly covered cavity problem with a general medium, in which a layered medium model is used as a preconditioner of the general model. Numerical results for several types of partly covered cavities with different wave numbers are reported and compared with those by ILU-type preconditioning algorithms. Our numerical experiments show that the proposed preconditioning algorithm is more efficient for partly covered cavity problems, particularly with large wave numbers.     

Guaranteed error bounds for finite element approximations of noncoercive elliptic problems and their applications

In this paper, we discuss with guaranteed a priori and a posteriori error estimates of finite element approximations for not necessarily coercive linear second order Dirichlet problems. Here, ‘guaranteed’ means we can get the error bounds in which all constants included are explicitly given or represented as a numerically computable form. Using the invertibility condition of concerning elliptic operator, guaranteed a priori and a posteriori error estimates are formulated. This kind of estimates plays essential and important roles in the numerical verification of solutions for nonlinear elliptic problems. Several numerical examples that confirm the actual effectiveness of the method are presented.     

Projektive Newton-Verfahren und Anwendungen auf nichtlineare Randwertaufgaben

Summary In this paper we consider the following Newton-like methods for the solution of nonlinear equations. In each step of the Newton method the linear equations are solved approximatively by a projection method. We call this a Projective Newton method. For a fixed projection method the approximations often are the same as those of the Newton method applied to a nonlinear projection method. But the efficiency can be increased by adapting the accuracy of the projection method to the convergence of the approximations. We investigate the convergence and the order of convergence for these methods. The results are applied to some Projective Newton methods for nonlinear two point boundary value problems. Some numerical results indicate the efficiency of these methods.

     

Numerical verifications of solutions for elliptic equations in nonconvex polygonal domains

Summary In this paper, methods for numerical verifications of solutions for elliptic equations in nonconvex polygonal domains are studied. In order to verify solutions using computer, it is necessary to determine some constants which appear in a priori error estimations. We propose some methods for determination of these constants. In numerical examples, calculating these constants for anL-shaped domain, we verify the solution of a nonlinear elliptic equation.     

Pole condition: A numerical method for Helmholtz-type scattering problems with inhomogeneous exterior domain

This paper presents a new numerical method for the solution of exterior Helmholtz scattering problems, which is applicable to inhomogeneous exterior domains and a wide class of geometries. The algorithm is based on the pole condition, which is a general radiation condition and allows a treatment of exterior Helmholtz problems without an explicit knowledge of Green's functions or a series representation. Our algorithm is based on a numerical approximation of the singularities of a Laplace transform of the exterior solution. Numerical examples illustrate the performance of the method.     

A posteriori error estimators for nonconforming finite element methods of the linear elasticity problem

In this work we derive and analyze a posteriori error estimators for low-order nonconforming finite element methods of the linear elasticity problem on both triangular and quadrilateral meshes, with hanging nodes allowed for local mesh refinement. First, it is shown that equilibrated Neumann data on interelement boundaries are simply given by the local weak residuals of the numerical solution. The first error estimator is then obtained by applying the equilibrated residual method with this set of Neumann data. From this implicit estimator we also derive two explicit error estimators, one of which is similar to the one proposed by Dörfler and Ainsworth (2005) [24] for the Stokes problem. It is established that all these error estimators are reliable and efficient in a robust way with respect to the Lamé constants. The main advantage of our error estimators is that they yield guaranteed, i.e., constant-free upper bounds for the energy-like error (up to higher order terms due to data oscillation) when a good estimate for the inf-sup constant is available, which is confirmed by some numerical results.     

On the balancing principle for some problems of Numerical Analysis

We discuss a choice of weight in penalization methods. The motivation for the use of penalization in computational mathematics is to improve the conditioning of the numerical solution. One example of such improvement is a regularization, where a penalization substitutes an ill-posed problem for a well-posed one. In modern numerical methods for PDEs a penalization is used, for example, to enforce a continuity of an approximate solution on non-matching grids. A choice of penalty weight should provide a balance between error components related with convergence and stability, which are usually unknown. In this paper we propose and analyze a simple adaptive strategy for the choice of penalty weight which does not rely on a priori estimates of above mentioned components. It is shown that under natural assumptions the accuracy provided by our adaptive strategy is worse only by a constant factor than one could achieve in the case of known stability and convergence rates. Finally, we successfully apply our strategy for self-regularization of Volterra-type severely ill-posed problems, such as the sideways heat equation, and for the choice of a weight in interior penalty discontinuous approximation on non-matching grids. Numerical experiments on a series of model problems support theoretical results.     

Theoretical and Numerical Analysis of a Class of Nonlinear Elliptic Equations

In this paper we show the existence of weak solutions for a nonlinear elliptic equation with arbitrary growth of the non linearity and data measure. A numerical algorithm to compute a numerical approximation of the weak solution is described and analyzed. In a first step a super-solution is computed using a domain decomposition method. Numerical examples are presented and commented. This work was supported by the French Grant “Action Intégrée MA/02/33”.     

The finite element method for a boundary value problem with strong singularity

The existence and uniqueness of the R_ν-generalized solution for the third-boundary-value problem and the non-self-adjoint second-order elliptic equation with strong singularity are established. We construct a finite element method with a basis containing singular functions. The rate of convergence of the approximate solution to the R_ν-generalized solution in the norm of the Sobolev weighted space is established and, finally, results of numerical experiments are presented.     

An adaptive stabilized finite element method for the generalized Stokes problem

In this work we present an adaptive strategy (based on an a posteriori error estimator) for a stabilized finite element method for the Stokes problem, with and without a reaction term. The hierarchical type estimator is based on the solution of local problems posed on appropriate finite dimensional spaces of bubble-like functions. An equivalence result between the norm of the finite element error and the estimator is given, where the dependence of the constants on the physics of the problem is explicited. Several numerical results confirming both the theoretical results and the good performance of the estimator are given.     

Runge–Kutta convolution quadrature methods for well-posed equations with memory

Runge–Kutta based convolution quadrature methods for abstract, well-posed, linear, and homogeneous Volterra equations, non necessarily of sectorial type, are developed. A general representation of the numerical solution in terms of the continuous one is given. The error and stability analysis is based on this representation, which, for the particular case of the backward Euler method, also shows that the numerical solution inherits some interesting qualitative properties, such as positivity, of the exact solution. Numerical illustrations are provided.     

Static condensation,partial orthogonalization of basis functions,and ILU preconditioning in the hp-FEM

Static condensation of internal degrees of freedom, partial orthogonalization of basis functions, and ILU preconditioning are techniques used to facilitate the solution of discrete problems obtained in the hp-FEM. This paper shows that for symmetric linear (not necessarily positive-definite) problems, under mild technical assumptions, these three techniques are completely equivalent. In fact, the same matrices can be obtained by the same arithmetic operations. The study can be extended to nonsymmetric problems naturally.