An ADI Petrov–Galerkin method with quadrature for parabolic problems

We propose and analyze a fully discrete Laplace modified alternating direction implicit quadrature Petrov–Galerkin (ADI‐QPG) method for solving parabolic initial‐boundary value problems on rectangular domains. We prove optimal order convergence results for a restricted class of the associated elliptic operator and demonstrate accuracy of our scheme with numerical experiments for some parabolic problems with variable coefficients.© 2008 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2009     

A Crank‐Nicolson Petrov‐Galerkin method with quadrature for semi‐linear parabolic problems

We propose and analyze an application of a fully discrete C² spline quadrature Petrov‐Galerkin method for spatial discretization of semi‐linear parabolic initial‐boundary value problems on rectangular domains. We prove second order in time and optimal order H¹ norm convergence in space for the extrapolated Crank‐Nicolson quadrature Petrov‐Galerkin scheme. We demonstrate numerically both L² and H¹ norm optimal order convergence of the scheme even if the nonlinear source term is not smooth. © 2005 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2005.     

A quadrature finite element Galerkin scheme for a biharmonic problem on a rectangular polygon

A quadrature Galerkin scheme with the Bogner–Fox–Schmit element for a biharmonic problem on a rectangular polygon is analyzed for existence, uniqueness, and convergence of the discrete solution. It is known that a product Gaussian quadrature with at least three‐points is required to guarantee optimal order convergence in Sobolev norms. In this article, optimal order error estimates are proved for a scheme based on the product two‐point Gaussian quadrature by establishing a relation with an underdetermined orthogonal spline collocation scheme. © 2007 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2008     

Dirac delta methods for Helmholtz transmission problems

In this paper we use a boundary integral method with single layer potentials to solve a class of Helmholtz transmission problems in the plane. We propose and analyze a novel and very simple quadrature method to solve numerically the equivalent system of integral equations which provides an approximation of the solution of the original problem with linear convergence (quadratic in some special cases). Furthermore, we also investigate a modified quadrature approximation based on the ideas of qualocation methods. This new scheme is again extremely simple to implement and has order three in weak norms.      

A backward Euler alternating direction implicit difference scheme for the three‐dimensional fractional evolution equation

A backward Euler alternating direction implicit (ADI) difference scheme is formulated and analyzed for the three‐dimensional fractional evolution equation. In our method, the Riemann‐Liouville fractional integral term is treated by means of first order convolution quadrature suggested by Lubich. Meanwhile, an ADI technique is adopted to reduce the multidimensional problem to a series of one‐dimensional problems. A fully discrete difference scheme is constructed with space discretization by finite difference method. Two new inner products and corresponding norms are defined to analyze the scheme. The verification of stability and convergence is based on the nonnegative character of the real quadratic form associated with the convolution quadrature. Numerical experiments are reported to demonstrate the efficiency of our scheme.     

A high order finite volume method for one dimensional nonlocal reactive flows of parabolic type

In this paper, we consider a high order finite volume approximation of one‐dimensional nonlocal reactive flows of parabolic type. The method is obtained by discretizing in space by arbitrary order vertex‐centered finite volumes, followed by a modified Simpson quadrature scheme for the time stepping. Compared to the existed finite volume methods, this new finite volume scheme could achieve the desired accuracy with less data storage by employing higher‐order trial spaces. The finite volume approximations are proved to possess optimal order convergence rates in the H¹‐norm and L²‐norm, which are also confirmed by numerical tests. Copyright © 2015 John Wiley & Sons, Ltd.     

A Petrov‐Galerkin method with quadrature for semi‐linear second‐order hyperbolic problems

We propose and analyze a Crank–Nicolson quadrature Petrov–Galerkin (CNQPG) ‐spline method for solving semi‐linear second‐order hyperbolic initial‐boundary value problems. We prove second‐order convergence in time and optimal order H² norm convergence in space for the CNQPG scheme that requires only linear algebraic solvers. We demonstrate numerically optimal order H^k, k = 0,1,2, norm convergence of the scheme for some test problems with smooth and nonsmooth nonlinearities. © 2006 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2006     

一种求解非线性方程组的3p阶迭代方法

本文将一种改进的二步迭代算法作为预测,将高斯-勒让德求积公式作为校正,提出了一种求解非线性方程组的具有3p收敛阶的迭代方法.最后给出了一些数值实例,将本文的实验结果与现有的几种迭代方法的实验结果作了比较分析,验证了本文所提出的结果.     

Numerical analysis of a non‐singular boundary integral method: Part II: The general case

In order to numerically solve the interior and the exterior Dirichlet problems for the Laplacian operator, we have presented in a previous paper a method which consists in inverting, on a finite element space, a non‐singular integral operator for circular domains. This operator was described as a geometrical perturbation of the Steklov operator, and we have precisely defined the relation between the geometrical perturbation and the dimension of the finite element space, in order to obtain a stable and convergent scheme in which there are non‐singular integrals. We have also presented another point of view under which the method can be considered as a special quadrature formula method for the standard piecewise linear Galerkin approximation of the weakly singular single‐layer potential. In the present paper, we extend the results given in the previous paper to more general cases for which the Laplace problem is set on any ??^∞ domains. We prove that the properties of stability and convergence remain valid. Copyright © 2002 John Wiley & Sons, Ltd.     

Interpolating Wavelets applied to the Navier-Stokes equations

We propose a Wavelet-Galerkin scheme for the stationary Navier-Stokes equations based on the application of interpolating wavelets. To overcome the problems of nonlinearity, we apply the machinery of interpolating wavelets presented in [2] in order to obtain problem-adapted quadrature rules. Finally, we apply Newton's method to approximate the solution in the given ansatz space, using as inner solver a steepest descendent scheme. To obtain approximations of a higher accuracy, we apply our scheme in a multi-scale context. Special emphasize will be given for the convergence of the scheme and wavelet preconditioning. (© 2006 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim)     

Radial basis collocation method and quasi‐Newton iteration for nonlinear elliptic problems

This work presents a radial basis collocation method combined with the quasi‐Newton iteration method for solving semilinear elliptic partial differential equations. The main result in this study is that there exists an exponential convergence rate in the radial basis collocation discretization and a superlinear convergence rate in the quasi‐Newton iteration of the nonlinear partial differential equations. In this work, the numerical error associated with the employed quadrature rule is considered. It is shown that the errors in Sobolev norms for linear elliptic partial differential equations using radial basis collocation method are bounded by the truncation error of the RBF. The combined errors due to radial basis approximation, quadrature rules, and quasi‐Newton and Newton iterations are also presented. This result can be extended to finite element or finite difference method combined with any iteration methods discussed in this work. The numerical example demonstrates a good agreement between numerical results and analytical predictions. The numerical results also show that although the convergence rate of order 1.62 of the quasi‐Newton iteration scheme is slightly slower than rate of order 2 in the Newton iteration scheme, the former is more stable and less sensitive to the initial guess. © 2007 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2008     

Numerical analysis of a non‐singular boundary integral method: Part I. The circular case

In order to numerically solve the interior and the exterior Dirichlet problems for the Laplacian operator, we present here a method which consists in inverting, on a finite element space, a non‐singular integral operator. This operator is a geometrical perturbation of the Steklov operator, and we precisely define the relation between the geometrical perturbation and the dimension of the finite element space, in order to obtain a stable and convergent scheme. Furthermore, this numerical scheme does not give rise to any singular integral. The scheme can also be considered as a special quadrature formula method for the standard piecewise linear Galerkin approximation of the weakly singular single layer potential, the special quadrature formula being defined by the introduction of a neighbouring curve. In the present paper, we prove stability and we give error estimates of our numerical scheme when the Laplace problem is set on a disk. We will extend our results to any domains by using compact perturbation arguments, in a second paper. Copyright © 2001 John Wiley & Sons, Ltd.     

Quadrature Based Optimal Iterative Methods with Applications in High-Precision Computing

We present a simple yet effective and applicable scheme, based on quadrature, for constructing optimal iterative methods. According to the, still unproved, Kung-Traub conjecture an optimal iterative method based on $n+1$ evaluations could achieve a maximum convergence order of $2^n$. Through quadrature, we develop optimal iterative methods of orders four and eight. The scheme can further be applied to develop iterative methods of even higher orders. Computational results demonstrate that the developed methods are efficient as compared with many well known methods.     

Multilevel preconditioners for a quadrature Galerkin solution of a biharmonic problem

Efficient multilevel preconditioners are developed and analyzed for the quadrature finite element Galerkin approximation of the biharmonic Dirichlet problem. The quadrature scheme is formulated using the Bogner–Fox–Schmit rectangular element and the product two‐point Gaussian quadrature. The proposed additive and multiplicative preconditioners are uniformly spectrally equivalent to the operator of the quadrature scheme. The preconditioners are implemented by optimal algorithms, and they are used to accelerate convergence of the preconditioned conjugate gradient method. Numerical results are presented demonstrating efficiency of the preconditioners. © 2005 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 2006     

High‐order numerical solution of second‐order one‐dimensional hyperbolic telegraph equation using a shifted Gegenbauer pseudospectral method

We present a high‐order shifted Gegenbauer pseudospectral method (SGPM) to solve numerically the second‐order one‐dimensional hyperbolic telegraph equation provided with some initial and Dirichlet boundary conditions. The framework of the numerical scheme involves the recast of the problem into its integral formulation followed by its discretization into a system of well‐conditioned linear algebraic equations. The integral operators are numerically approximated using some novel shifted Gegenbauer operational matrices of integration. We derive the error formula of the associated numerical quadratures. We also present a method to optimize the constructed operational matrix of integration by minimizing the associated quadrature error in some optimality sense. We study the error bounds and convergence of the optimal shifted Gegenbauer operational matrix of integration. Moreover, we construct the relation between the operational matrices of integration of the shifted Gegenbauer polynomials and standard Gegenbauer polynomials. We derive the global collocation matrix of the SGPM, and construct an efficient computational algorithm for the solution of the collocation equations. We present a study on the computational cost of the developed computational algorithm, and a rigorous convergence and error analysis of the introduced method. Four numerical test examples have been carried out to verify the effectiveness, the accuracy, and the exponential convergence of the method. The SGPM is a robust technique, which can be extended to solve a wide range of problems arising in numerous applications. © 2015 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 32: 307–349, 2016     

A new combined finite element‐upwind finite volume method for convection‐dominated diffusion problems

In this article, we develop a combined finite element‐weighted upwind finite volume method for convection‐dominated diffusion problems in two dimensions, which discretizes the diffusion term with the standard finite element scheme, and the convection and source terms with the weighted upwind finite volume scheme. The developed method leads to a totally new scheme for convection‐dominated problems, which overcomes numerical oscillation, avoids numerical dispersion, and has high‐order accuracy. Stability analyses of the scheme are given for the problems with constant coefficients. Numerical experiments are presented to illustrate the stability and optimal convergence of our proposed method. © 2015 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 32: 799–818, 2016     

Numerical solution of exterior Maxwell problems by Galerkin BEM and Runge–Kutta convolution quadrature

In this paper we consider time-dependent electromagnetic scattering problems from conducting objects. We discretize the time-domain electric field integral equation using Runge–Kutta convolution quadrature in time and a Galerkin method in space. We analyze the involved operators in the Laplace domain and obtain convergence results for the fully discrete scheme. Numerical experiments indicate the sharpness of the theoretical estimates.     

A Discretizing Levenberg-Marquardt Scheme for Solving Nonlinear Ill-Posed Integral Equations

To reduce the computational cost, we propose a regularizing modified Levenberg-Marquardt scheme via multiscale Galerkin method for solving nonlinear ill-posed problems. Convergence results for the regularizing modified Levenberg-Marquardt scheme for the solution of nonlinear ill-posed problems have been proved. Based on these results, we propose a modified heuristic parameter choice rule to terminate the regularizing modified Levenberg-Marquardt scheme. By imposing certain conditions on the noise, we derive optimal convergence rates on the approximate solution under special source conditions. Numerical results are presented to illustrate the performance of the regularizing modified Levenberg-Marquardt scheme under the modified heuristic parameter choice.     

A fully discrete H 1-Galerkin method with quadrature for nonlinear advection–diffusion–reaction equations

We propose and analyze a fully discrete H ¹-Galerkin method with quadrature for nonlinear parabolic advection–diffusion–reaction equations that requires only linear algebraic solvers. Our scheme applied to the special case heat equation is a fully discrete quadrature version of the least-squares method. We prove second order convergence in time and optimal H ¹ convergence in space for the computer implementable method. The results of numerical computations demonstrate optimal order convergence of scheme in H ^k for k = 0, 1, 2. Support of the Australian Research Council is gratefully acknowledged.     

High-order splitting schemes for semilinear evolution equations

We first derive necessary and sufficient stiff order conditions, up to order four, for exponential splitting schemes applied to semilinear evolution equations. The main idea is to identify the local splitting error as a sum of quadrature errors. The order conditions of the quadrature rules then yield the stiff order conditions in an explicit fashion, similarly to that of Runge–Kutta schemes. Furthermore, the derived stiff conditions coincide with the classical non-stiff conditions. Secondly, we propose an abstract convergence analysis, where the linear part of the vector field is assumed to generate a group or a semigroup and the nonlinear part is assumed to be smooth and to satisfy a set of compatibility requirements. Concrete applications include nonlinear wave equations and diffusion-reaction processes. The convergence analysis also extends to the case where the nonlinear flows in the exponential splitting scheme are approximated by a sufficiently accurate one-step method.