Convergence Analysis of Spatially Adaptive Rothe Methods

This paper is concerned with the convergence analysis of the horizontal method of lines for evolution equations of the parabolic type. Following a semidiscretization in time by \(S\) -stage one-step methods, the resulting elliptic stage equations per time step are solved with adaptive space discretization schemes. We investigate how the tolerances in each time step must be tuned in order to preserve the asymptotic temporal convergence order of the time stepping also in the presence of spatial discretization errors. In particular, we discuss the case of linearly implicit time integrators and adaptive wavelet discretizations in space. Using concepts from regularity theory for partial differential equations and from nonlinear approximation theory, we determine an upper bound for the degrees of freedom for the overall scheme that are needed to adaptively approximate the solution up to a prescribed tolerance.     

CONSTRAINT-PRESERVING ENERGY-STABLE SCHEME FOR THE 2D SIMPLIFIED ERICKSEN-LESLIE SYSTEM

Here we consider the numerical approximations of the 2D simplified Ericksen-Leslie system.We first rewrite the system and get a new system.For the new system,we propose an easy-to-implement time discretization scheme which preserves the sphere constraint at each node,enjoys a discrete energy law,and leads to linear and decoupled elliptic equations to be solved at each time step.A discrete maximum principle of the schemc in the finite element form is also proved.Some numerical simulations are performed to validate the scheme and simulate the dynamic motion of liquid crystals.     

An efficient linear second order unconditionally stable direct discretization method for the phase-field crystal equation on surfaces

We develop an unconditionally stable direct discretization scheme for solving the phase-field crystal equation on surfaces. The surface is discretized by using an unstructured triangular mesh. Gradient, divergence, and Laplacian operators are defined on triangular meshes. The proposed numerical method is second-order accurate in space and time. At each time step, the proposed computational scheme results in linear elliptic equations to be solved, thus it is easy to implement the algorithm. It is proved that the proposed scheme satisfies a discrete energy-dissipation law. Therefore, it is unconditionally stable. A fast and efficient biconjugate gradients stabilized solver is used to solve the resulting discrete system. Numerical experiments are conducted to demonstrate the performance of the proposed algorithm.     

An adaptive least-squares collocation radial basis function method for the HJB equation

We present a novel numerical method for the Hamilton–Jacobi–Bellman equation governing a class of optimal feedback control problems. The spatial discretization is based on a least-squares collocation Radial Basis Function method and the time discretization is the backward Euler finite difference. A stability analysis is performed for the discretization method. An adaptive algorithm is proposed so that at each time step, the approximate solution can be constructed recursively and optimally. Numerical results are presented to demonstrate the efficiency and accuracy of the method.     

Nonlinear and adaptive frame approximation schemes for elliptic PDEs: Theory and numerical experiments

This article is concerned with adaptive numerical frame methods for elliptic operator equations. We show how specific noncanonical frame expansions on domains can be constructed. Moreover, we study the approximation order of best n‐term frame approximation, which serves as the benchmark for the performance of adaptive schemes. We also discuss numerical experiments for second order elliptic boundary value problems in polygonal domains where the discretization is based on recent constructions of boundary adapted wavelet bases on the interval. © 2008 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2009     

Time-adaptive Adomian decomposition-based numerical scheme for Euler equations

Time efficiency is one of the more critical concerns in computational fluid dynamics simulations of industrial applications. Extensive research has been conducted to improve the underlying numerical schemes to achieve time process reduction. Within this context, this paper presents a new time discretization method based on the Adomian decomposition technique for Euler equations. The obtained scheme is time-order adaptive; the order is automatically adjusted at each time step and over the space domain, leading to significant processing time reduction. The scheme is formulated in an appropriate recursive formula, and its efficiency is demonstrated through numerical tests by comparison to exact solutions and the popular Runge–Kutta-discontinuous Galerkin method.     

An efficient hybrid numerical method based on an additive scheme for solving coupled systems of singularly perturbed linear parabolic problems

We construct an efficient hybrid numerical method for solving coupled systems of singularly perturbed linear parabolic problems of reaction-diffusion type. The discretization of the coupled system is based on the use of an additive or splitting scheme on a uniform mesh in time and a hybrid scheme on a layer-adapted mesh in space. It is proven that the developed numerical method is uniformly convergent of first order in time and third order in space. The purpose of the additive scheme is to decouple the components of the vector approximate solution at each time step and thus make the computation more efficient. The numerical results confirm the theoretical convergence result and illustrate the efficiency of the proposed strategy.     

Performance and numerical behavior of the second‐order scheme of precise time‐step integration for transient dynamic analysis

Spurious high‐frequency responses resulting from spatial discretization in time‐step algorithms for structural dynamic analysis have long been an issue of concern in the framework of traditional finite difference methods. Such algorithms should be not only numerically dissipative in a controllable manner, but also unconditionally stable so that the time‐step size can be governed solely by the accuracy requirement. In this article, the issue is considered in the framework of the second‐order scheme of the precise integration method (PIM). Taking the Newmark‐β method as a reference, the performance and numerical behavior of the second‐order PIM for elasto‐dynamic impact‐response problems are studied in detail. In this analysis, the differential quadrature method is used for spatial discretization. The effects of spatial discretization, numerical damping, and time step on solution accuracy are explored by analyzing longitudinal vibrations of a shock‐excited rod with rectangular, half‐triangular, and Heaviside step impact. Both the analysis and numerical tests show that under the framework of the PIM, the spatial discretization used here can provide a reasonable number of model types for any given error tolerance. In the analysis of dynamic response, an appropriate spatial discretization scheme for a given structure is usually required in order to obtain an accurate and meaningful numerical solution, especially for describing the fine details of traction responses with sharp changes. Under the framework of the PIM, the numerical damping that is often required in traditional integration schemes is found to be unnecessary, and there is no restriction on the size of time steps, because the PIM can usually produce results with machine‐like precision and is an unconditionally stable explicit method. © 2007 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2007     

Numerical experiments on a hybrid WENO5 filter for shock‐capturing

In the present paper, a hybrid filter is introduced for high accurate numerical simulation of shock‐containing flows. The fourth‐order compact finite difference scheme is used for the spatial discretization and the third‐order Runge–Kutta scheme is used for the time integration. After each time‐step, the hybrid filter is applied on the results. The filter is composed of a linear sixth‐order filter and the dissipative part of a fifth‐order weighted essentially nonoscillatory scheme (WENO5). The classic WENO5 scheme and the WENO5 scheme with adaptive order (WENO5‐AO) are used to form the hybrid filter. Using a shock‐detecting sensor, the hybrid filter reduces to the linear sixth‐order filter in smooth regions for damping high frequency waves and reduces to the WENO5 filter at shocks in order to eliminate unwanted oscillations produced by the nondissipative spatial discretization method. The filter performance and accuracy of the results are examined through several test cases including the advection, Euler and Navier–Stokes equations. The results are compared with that of a hybrid second‐order filter and also that of the WENO5 and WENO5‐AO schemes.     

Application of Relaxation Scheme to Degenerate Variational Inequalities

In this paper we are concerned with the solution of degenerate variational inequalities. To solve this problem numerically, we propose a numerical scheme which is based on the relaxation scheme using non-standard time discretization. The approximate solution on each time level is obtained in the iterative way by solving the corresponding elliptic variational inequalities. The convergence of the method is proved.     

Inner solvers for interior point methods for large scale nonlinear programming

This paper deals with the solution of nonlinear programming problems arising from elliptic control problems by an interior point scheme. At each step of the scheme, we have to solve a large scale symmetric and indefinite system; inner iterative solvers, with an adaptive stopping rule, can be used in order to avoid unnecessary inner iterations, especially when the current outer iterate is far from the solution. In this work, we analyse the method of multipliers and the preconditioned conjugate gradient method as inner solvers for interior point schemes. We discuss the convergence of the whole approach, the implementation details and report the results of numerical experimentation on a set of large scale test problems arising from the discretization of elliptic control problems. A comparison with other interior point codes is also reported. This research was supported by the Italian Ministry for Education, University and Research (MIUR) projects: FIRB Project: “Parallel Nonlinear Numerical Optimization PN ² O” (grant n. RBAU01JYPN, ) and COFIN/PRIN04 Project “Numerical Methods and Mathematical Software for Applications” (grant n. 2004012559, ).     

Adaptive meshless refinement schemes for RBF-PUM collocation

In this paper we present an adaptive discretization technique for solving elliptic partial differential equations via a collocation radial basis function partition of unity method. In particular, we propose a new adaptive scheme based on the construction of an error indicator and a refinement algorithm, which used together turn out to be ad-hoc strategies within this framework. The performance of the adaptive meshless refinement scheme is assessed by numerical tests.     

Adaptive error control during gradient search for an elliptic optimization problem

In this article we describe a cost effective adaptive procedure for optimization of a quantity of interest of a solution of an elliptic problem with respect to parameters in the data, using a gradient search approach. The numerical error in both the quantity of interest and the computed gradient may affect the progression of the search algorithm, while the errors generally change at each step during the search algorithm. We address this by using an accurate a posteriori estimate for the error in a quantity of interest that indicates the effect of error on the computed gradient and so provides a measure for how to refine the discretization as the search proceeds. Specifically, we devise an adaptive algorithm to refine and unrefine the finite element mesh at each step in the search algorithm. We give basic examples and apply this technique to a model of a healing wound.     

On a method of Atkinson for evaluating domain integrals in the boundary element method

We have shown how to couple a numerical method due to Atkinson for computing particular solutions to a class of elliptic differential equations with a variety of boundary element methods, which alleviates the problem of domain discretization for solving inhomogeneous equations. When the inhomogeneous term is of the form typically used in the dual reciprocity method, Atkinson's formula is such that only boundary integrals need to be approximated numerically. If this method is coupled with the method of potentials, it results in a computational technique which requires neither boundary nor domain discretization. Some numerical results are given validating our approach.     

Optimal m-stage Runge-Kutta schemes for steady-state solutions of hyperbolic equations

A numerical scheme is developed to find optimal parameters and time step of m-stage Runge-Kutta (RK) schemes for accelerating the convergence to -steady-state solutions of hyperbolic equations. These optimal RK schemes can be applied to a spatial discretization over nonuniform grids such as Chebyshev spectral discretization. For each m given either a set of all eigenvalues or a geometric closure of all eigenvalues of the discretization matrix, a specially structured nonlinear minimax problem is formulated to find the optimal parameters and time step. It will be shown that each local solution of the minimax problem is also a global solution and therefore the obtained m-stage RK scheme is optimal. A numerical scheme based on a modified version of the projected Lagrangian method is designed to solve the nonlinear minimax problem. The scheme is generally applicable to any stage number m. Applications in solving nonsymmetric systems of linear equations are also discussed. © 1993 John Wiley & Sons, Inc.     

Analysis of the Yosida method for the incompressible Navier–Stokes equations

The Yosida method was introduced in (Quarteroni et al., to appear) for the numerical approximation of the incompressible unsteady Navier–Stokes equations. From the algebraic viewpoint, it can be regarded as an inexact factorization of the matrix arising from the space and time discretization of the problem. However, its differential interpretation resides on an elliptic stabilization of the continuity equation through the Yosida regularization of the Laplacian (see (Brezis, 1983, Ciarlet and Lions, 1991)). The motivation of this method as well as an extensive numerical validation were given in (Quarteroni et al., to appear).In this paper we carry out the analysis of this scheme. In particular, we consider a first-order time advancing unsplit method. In the case of the Stokes problem, we prove unconditional stability and moreover that the splitting error introduced by the Yosida scheme does not affect the overall accuracy of the solution, which remains linear with respect to the time step. Some numerical experiments, for both the Stokes and Navier–Stokes equations, are presented in order to substantiate our theoretical results.     

Efficient Implementation of a Spectral-Tau Method for a Class of Two-Point Boundary-Value and Initial-Boundary-Value Problems

A simple and efficient spectral method for solving the second, third order and fourth order elliptic equations with variable coefficients and nonlinear differential equations is presented. It is different from spectral-collocation method which leads to dense, ill-conditioned matrices. The spectral method in this paper solves for the coefficients of the solution in a Chebyshev series, leads to discrete systems with special structured matrices which can be factorized and solved efficiently. We also extend the method to boundary value problems in two space dimensions and solve 2-D separable equation with variable coefficients. As an application, we solve Cahn-Hilliard equation iteratively via first-order implicit time discretization scheme. Ample numerical results indicate that the proposed method is extremely accurate and efficient.     

Minimum time‐step criteria for the Galerkin finite element methods applied to one‐dimensional parabolic partial differential equations

The finite element method has been well established for numerically solving parabolic partial differential equations (PDEs). Also it is well known that a too large time step should not be chosen in order to obtain a stable and accurate numerical solution. In this article, accuracy analysis shows that a too small time step should not be chosen either for some time‐stepping schemes. Otherwise, the accuracy of the numerical solution cannot be improved or can even be worsened in some cases. Furthermore, the so‐called minimum time step criteria are established for the Crank‐Nicolson scheme, the Galerkin‐time scheme, and the backward‐difference scheme used in the temporal discretization. For the forward‐difference scheme, no minimum time step exists as far as the accuracy is concerned. In the accuracy analysis, no specific initial and boundary conditions are invoked so that such established criteria can be applied to the parabolic PDEs subject to any initial and boundary conditions. These minimum time step criteria are verified in a series of numerical experiments for a one‐dimensional transient field problem with a known analytical solution. The minimum time step criteria developed in this study are useful for choosing appropriate time steps in numerical simulations of practical engineering problems. © 2005 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2006     

High accuracy cubic spline approximation for two dimensional quasi-linear elliptic boundary value problems

We report a new 9 point compact discretization of order two in y- and order four in x-directions, based on cubic spline approximation, for the solution of two dimensional quasi-linear elliptic partial differential equations. We describe the complete derivation procedure of the method in details and also discuss how our discretization is able to handle Poisson’s equation in polar coordinates. The convergence analysis of the proposed cubic spline approximation for the nonlinear elliptic equation is discussed in details and we have shown under appropriate conditions the proposed method converges. Some physical examples and their numerical results are provided to justify the advantages of the proposed method.     

Numerical solution for the anisotropic Willmore flow of graphs

The Willmore flow is well known problem from the differential geometry. It minimizes the Willmore functional defined as integral of the mean-curvature square over given manifold. For the graph formulation, we derive modification of the Willmore flow with anisotropic mean curvature. We define the weak solution and we prove an energy equality. We approximate the solution numerically by the complementary finite volume method. To show the stability, we re-formulate the resulting scheme in terms of the finite difference method. By using simple framework of the finite difference method (FDM) we show discrete version of the energy equality. The time discretization is done by the method of lines and the resulting system of ODEs is solved by the Runge–Kutta–Merson solver with adaptive integration step. We also show experimental order of convergence as well as results of the numerical experiments, both for several different anisotropies.