A New Reduced-Order fve Algorithm Based on POD Method for Viscoelastic Equations

A proper orthogonal decomposition (POD) technique is used to reduce the finite volume element (FVE) method for two-dimensional (2D) viscoelastic equations. A reduced-order fully discrete FVE algorithm with fewer degrees of freedom and sufficiently high accuracy based on POD method is established. The error estimates of the reduced-order fully discrete FVE solutions and the implementation for solving the reduced-order fully discrete FVE algorithm are provided. Some numerical examples are used to illustrate that the results of numerical computation are consistent with theoretical conclusions. Moreover, it is shown that the reduced-order fully discrete FVE algorithm is one of the most effective numerical methods by comparing with corresponding numerical results of finite element formulation and finite difference scheme and that the reduced-order fully discrete FVE algorithm based on POD method is feasible and efficient for solving 2D viscoelastic equations.     

MIXED FINITE ELEMENT METHODS FOR FRACTIONAL NAVIER-STOKES EQUATIONS

This paper gives the detailed numerical analysis of mixed finite element method for fractional Navier-Stokes equations.The proposed method is based on the mixed finite element method in space and a finite difference scheme in time.The stability analyses of semi-discretization scheme and fully discrete scheme are discussed in detail.Furthermore,We give the convergence analysis for both semidiscrete and flly discrete schemes and then prove that the numerical solution converges the exact one with order O(h2+k),where h and k:respectively denote the space step size and the time step size.Finally,numerical examples are presented to demonstrate the effectiveness of our numerical methods.     

Implicit Solution of a Two-Dimensional Parabolic Inverse Problem with Temperature Overspecification

Three different implicit finite difference schemes for solving the two-dimensional parabolic inverse problem with temperature overspecification are considered. These schemes are developed for indentifying the control parameter which produces, at any given time, a desired temperature distribution at a given point in the spatial domain. The numerical methods discussed, are based on the second-order (5,1) Backward Time Centered Space (BTCS) implicit formula, and the second-order (5,5) Crank-Nicolson implicit finite difference formula and the fourth-order (9,9) implicit scheme. These finite difference schemes are unconditionally stable. The (9,9) implicit formula takes a huge amount of CPU time, but its fourth-order accuracy is significant. The results of a numerical experiment are presented, and the accuracy and central processor (CPU) times needed for each of the methods are discussed and compared. The implicit finite difference schemes use more central processor times than the explicit finite difference techniques, but they are stable for every diffusion number.     

Superconvergence of splitting positive definite mixed finite element for parabolic optimal control problems

In this paper, we investigate the superconvergence of fully discrete splitting positive definite mixed finite element (MFE) methods for parabolic optimal control problems. For the space discretization, the state and co-state are approximated by the lowest order Raviart–Thomas MFE spaces and the control variable is approximated by piecewise constant functions. The time discretization of the state and co-state are based on finite difference methods. We derive the superconvergence between the projections of exact solutions and numerical solutions or the exact solutions and postprocessing numerical solutions for the control, state and co-state. A numerical example is provided to validate the theoretical results.     

Numerical solutions of Burgers–Huxley equation by exact finite difference and NSFD schemes

In this paper, numerical solution of the Burgers–Huxley (BH) equation is presented based on the nonstandard finite difference (NSFD) scheme. At first, two exact finite difference schemes for BH equation obtained. Moreover an NSFD scheme is presented for this equation. The positivity, boundedness and local truncation error of the scheme are discussed. Finally, the numerical results of the proposed method with those of some available methods compared.     

Finite volume and finite element methods for solving a one-dimensional space-fractional Boussinesq equation

In this paper, a new one-dimensional space-fractional Boussinesq equation is proposed. Two novel numerical methods with a nonlocal operator (using nodal basis functions) for the space-fractional Boussinesq equation are derived. These methods are based on the finite volume and finite element methods, respectively. Finally, some numerical results using fractional Boussinesq equation with the maximally positive skewness and the maximally negative skewness are given to demonstrate the strong potential of these approaches. The novel simulation techniques provide excellent tools for practical problems. These new numerical models can be extended to two- and three-dimensional fractional space-fractional Boussinesq equations in future research where we plan to apply these new numerical models for simulating the tidal water table fluctuations in a coastal aquifer.     

Error estimates for approximate solutions to Bellman equations associated with controlled jump-diffusions

We derive error estimates for approximate (viscosity) solutions of Bellman equations associated to controlled jump-diffusion processes, which are fully nonlinear integro-partial differential equations. Two main results are obtained: (i) error bounds for a class of monotone approximation schemes, which under some assumptions includes finite difference schemes, and (ii) bounds on the error induced when the original Lévy measure is replaced by a finite measure with compact support, an approximation process that is commonly used when designing numerical schemes for integro-partial differential equations. Our proofs use and extend techniques introduced by Krylov and Barles-Jakobsen. This work is supported by the European network HYKE, contract HPRN-CT-2002-00282. The research of E. R. Jakobsen is supported by the Research Council of Norway through grant no 151608/432. The research of K. H. Karlsen is supported by an Outstanding Young Investigators Award from the Research Council of Norway. This work was done while C. La Chioma visited the Centre of Mathematics for Applications (CMA) at the University of Oslo, Norway.     

Superconvergence analysis of fully discrete finite element methods for semilinear parabolic optimal control problems

We study the superconvergence property of fully discrete finite element approximation for quadratic optimal control problems governed by semilinear parabolic equations with control constraints. The time discretization is based on difference methods, whereas the space discretization is done using finite element methods. The state and the adjoint state are approximated by piecewise linear functions and the control is approximated by piecewise constant functions. First, we define a fully discrete finite element approximation scheme for the semilinear parabolic control problem. Second, we derive the superconvergence properties for the control, the state and the adjoint state. Finally, we do some numerical experiments for illustrating our theoretical results.     

不可压缩流动的并行数值方法

不可压缩流动的数值模拟是计算流体力学的重要组成部分. 基于有限元离散方法, 本文设计了不可压缩Navier-Stokes (N-S)方程支配流的若干并行数值算法. 这些并行算法可归为两大类: 一类是基于两重网格离散方法, 首先在粗网格上求解非线性的N-S方程, 然后在细网格的子区域上并行求解线性化的残差方程, 以校正粗网格的解; 另一类是基于新型完全重叠型区域分解技巧, 每台处理器用一局部加密的全局多尺度网格计算所负责子区域的局部有限元解. 这些并行算法实现简单, 通信需求少, 具有良好的并行性能, 能获得与标准有限元方法相同收敛阶的有限元解. 理论分析和数值试验验证了并行算法的高效性     

A finite volume element formulation and error analysis for the non-stationary conduction–convection problem

The non-stationary conduction–convection problem including the velocity vector field and the pressure field as well as the temperature field is studied with a finite volume element (FVE) method. A fully discrete FVE formulation and the error estimates between the fully discrete FVE solutions and the accuracy solution are provided. It is shown by numerical examples that the results of numerical computation are consistent with theoretical conclusions. Moreover, it is shown that the FVE method is feasible and efficient for finding the numerical solutions of the non-stationary conduction–convection problem and is one of the most effective numerical methods by comparing the results of the numerical simulations of the FVE formulation with those of the numerical simulations of the finite element method and the finite difference scheme for the non-stationary conduction–convection problem.     

Analysis of a fully discrete local discontinuous Galerkin method for time-fractional fourth-order problems

In this paper, we propose and analyze a fully discrete local discontinuous Galerkin (LDG) finite element method for time-fractional fourth-order problems. The method is based on a finite difference scheme in time and local discontinuous Galerkin methods in space. Stability is ensured by a careful choice of interface numerical fluxes. We prove that our scheme is unconditional stable and convergent. Numerical examples are shown to illustrate the efficiency and accuracy of our scheme.     

A monotone scheme for Hamilton–Jacobi equations via the nonstandard finite difference method

A usual way of approximating Hamilton–Jacobi equations is to couple space finite element discretization with time finite difference discretization. This classical approach leads to a severe restriction on the time step size for the scheme to be monotone. In this paper, we couple the finite element method with the nonstandard finite difference method, which is based on Mickens' rule of nonlocal approximation. The scheme obtained in this way is unconditionally monotone. The convergence of the new method is discussed and numerical results that support the theory are provided. Copyright © 2009 John Wiley & Sons, Ltd.     

抛物方程的时空有限元方法

讨论了一类半线性抛物方程的自适应有限元方法,即空间连续、时间间断的时空有限元方法。利用有限元方法和有限差分方法相结合的技巧,不对时空网格施加限制条件,证明弱解的存在唯一,并且给出了时间最大模、空间L2模,即L∞(L2)模的误差估计,同时给出了数值分析结果,并对理论结果作了验证。     

Discrete artificial boundary conditions for nonlinear Schrödinger equations

In this work we construct and analyze discrete artificial boundary conditions (ABCs) for different finite difference schemes to solve nonlinear Schrödinger equations. These new discrete boundary conditions are motivated by the continuous ABCs recently obtained by the potential strategy of Szeftel. Since these new nonlinear ABCs are based on the discrete ABCs for the linear problem we first review the well-known results for the linear Schrödinger equation. We present our approach for a couple of finite difference schemes, including the Crank–Nicholson scheme, the Dùran–Sanz-Serna scheme, the DuFort–Frankel method and several split-step (fractional-step) methods such as the Lie splitting, the Strang splitting and the relaxation scheme of Besse. Finally, several numerical tests illustrate the accuracy and stability of our new discrete approach for the considered finite difference schemes.     

The upwind finite difference fractional steps methods for two‐phase compressible flow in porous media

The upwind finite difference fractional steps methods are put forward for the two‐phase compressible displacement problem. Some techniques, such as calculus of variations, multiplicative commutation rule of difference operators, decomposition of high‐order difference operators, and prior estimates, are adopted. Optimal order estimates in L² norm are derived to determine the error in the approximate solution. This method has already been applied to the numerical simulation of seawater intrusion and migration‐accumulation of oil resources. © 2002 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 19: 67–88, 2003     

粘弹性方程全离散化有限体积元格式及数值模拟

本文利用有限体积元方法研究二维粘弹性方程, 给出一种时间二阶精度的全离散化有限体积元格式, 并给出这种全离散化有限体积元解的误差估计, 最后用数值例子验证数值结果与理论结果是相吻合的. 通过与有限元方法和有限差分方法相比较, 进一步说明了全离散化有限体积元格式是求解二维粘弹性方程数值解的最有效方法之一.     

孤立波数值方法综述(Ⅰ)

This paper is devoted to introduce the history of numerical study of solitons and the main results for K. D. V. equation, R, L. W. equation, Klein-Gordon equation, Sine-Gordon equation and so on. The technique for constructing difference schemes based on conservation and characteristic is discussed. The two main methods for analysis of stability is given too. Then several finite element methods are discuaaed. The final part of this paper is for various. spectral methods.     

孤立波数值方法综述(Ⅰ)

This paper is devoted to introduce the history of numerical study of solitons and the main results for K. D. V. equation, R. L. W. equation, Klein-Gordon equation, Sine-Gordon equation and so on.The technique for constructing difference schemes based on conservation and characteristic is discussed. The two main methods for analysis of stability is given too. Then several finite element methods are discussed. The final part of this paper is for various-spectral methods.     

A numerical approach for solving an extended Fisher-Kolomogrov-Petrovskii-Piskunov equation

In the present paper a numerical method, based on finite differences and spline collocation, is presented for the numerical solution of a generalized Fisher integro-differential equation. A composite weighted trapezoidal rule is manipulated to handle the numerical integrations which results in a closed-form difference scheme. A number of test examples are solved to assess the accuracy of the method. The numerical solutions obtained, indicate that the approach is reliable and yields results compatible with the exact solutions and consistent with other existing numerical methods. Convergence and stability of the scheme have also been discussed.     

An Engquist-Osher type finite difference scheme with a discontinuous flux function in space

An Engquist-Osher type finite difference scheme is derived for dealing with scalar conservation laws having a flux that is spatially dependent through a possibly discontinuous coefficient. The new monotone difference scheme is based on introducing a new interface numerical flux function, which is called a generalized Engquist-Osher flux. By means of this scheme, the existence and uniqueness of weak solutions to the scalar conservation laws are obtained and the convergence theorem is established. Some numerical examples are presented and the corresponding numerical results are displayed to illustrate the efficiency of the methods.