An adaptive perfectly matched layer technique for 3-D time-harmonic electromagnetic scattering problems

An adaptive perfectly matched layer (PML) technique for solving the time harmonic electromagnetic scattering problems is developed. The PML parameters such as the thickness of the layer and the fictitious medium property are determined through sharp a posteriori error estimates. Combined with the adaptive finite element method, the adaptive PML technique provides a complete numerical strategy to solve the scattering problem in the framework of FEM which produces automatically a coarse mesh size away from the fixed domain and thus makes the total computational costs insensitive to the thickness of the PML absorbing layer. Numerical experiments are included to illustrate the competitive behavior of the proposed adaptive method.

     

An adaptive anisotropic perfectly matched layer method for 3-D time harmonic electromagnetic scattering problems

We develop an anisotropic perfectly matched layer (PML) method for solving the time harmonic electromagnetic scattering problems in which the PML coordinate stretching is performed only in one direction outside a cuboid domain. The PML parameters such as the thickness of the layer and the absorbing medium property are determined through sharp a posteriori error estimates. Combined with the adaptive finite element method, the proposed adaptive anisotropic PML method provides a complete numerical strategy to solve the scattering problem in the framework of FEM which produces automatically a coarse mesh size away from the fixed domain and thus makes the total computational costs insensitive to the choice of the thickness of the PML layer. Numerical experiments are included to illustrate the competitive behavior of the proposed adaptive method.     

An accurate a posteriori error estimator for the Steklov eigenvalue problem and its applications

In this paper, a type of accurate a posteriori error estimator is proposed for the Steklov eigenvalue problem based on the complementary approach, which provides an asymptotic exact estimate for the approximate eigenpair. Besides, we design a type of cascadic adaptive finite element method for the Steklov eigenvalue problem based on the proposed a posteriori error estimator. In this new cascadic adaptive scheme, instead of solving the Steklov eigenvalue problem in each adaptive space directly, we only need to do some smoothing steps for linearized boundary value problems on a series of adaptive spaces and solve some Steklov eigenvalue problems on a low dimensional space. Furthermore, the proposed a posteriori error estimator provides the way to refine mesh and control the number of smoothing steps for the cascadic adaptive method. Some numerical examples are presented to validate the efficiency of the algorithm in this paper.

     

Steklov eigenvalue problem and its applications An accurate a posteriori error estimator for the

In this paper, a type of accurate a posteriori error estimator is proposed for the Steklov eigenvalue problem based on the complementary approach, which provides an asymptotic exact estimate for the approximate eigenpair. Besides, we design a type of cascadic adaptive finite element method for the Steklov eigenvalue problem based on the proposed a posteriori error estimator. In this new cascadic adaptive scheme, instead of solving the Steklov eigenvalue problem in each adaptive space directly, we only need to do some smoothing steps for linearized boundary value problems on a series of adaptive spaces and solve some Steklov eigenvalue problems on a low dimensional space. Furthermore, the proposed a posteriori error estimator provides the way to refine meshes and control the number of smoothing steps for the cascadic adaptive method. Some numerical examples are presented to validate the efficiency of the algorithm in this paper.     

An overfilled cavity problem for Maxwell's equations

This paper is concerned with the mathematical analysis of the scattering of a time‐harmonic electromagnetic plane wave by an open and overfilled cavity that is embedded in a perfect electrically conducting infinite ground plane, where the electromagnetic wave propagation is governed by the Maxwell equations. Above the flat ground surface and the open aperture of the cavity, the space is assumed to be filled with a homogeneous medium with a constant permittivity and permeability, whereas the interior of the cavity is filled with some inhomogeneous medium with a variable permittivity and permeability. The scattering problem is modeled as a boundary value problem over a bounded domain, with transparent boundary condition proposed on the hemisphere enclosing the inhomogeneity represented by the cavity. The existence and uniqueness of the weak solution for the model problem are established by using a variational approach. The perfectly matched layer (PML) method is investigated to truncate the unbounded electromagnetic cavity scattering problem. It is shown that the truncated PML problem attains a unique solution. An explicit error estimate is given between the solution of the original scattering problem and that of the truncated PML problem. The error estimate implies that the PML solution converges exponentially to the original cavity scattering problem by increasing either the PML medium parameter or the PML layer thickness. The convergence result is expected to be useful for determining the PML medium parameter in the computational electromagnetic scattering problem. Copyright © 2012 John Wiley & Sons, Ltd.     

A posteriori error analysis of an augmented fully mixed formulation for the nonisothermal Oldroyd–Stokes problem

In this article, we consider an augmented fully mixed variational formulation that has been recently proposed for the nonisothermal Oldroyd–Stokes problem, and develop an a posteriori error analysis for the 2‐D and 3‐D versions of the associated mixed finite element scheme. More precisely, we derive two reliable and efficient residual‐based a posteriori error estimators for this problem on arbitrary (convex or nonconvex) polygonal and polyhedral regions. The reliability of the proposed estimators draws mainly upon the uniform ellipticity of the bilinear forms of the continuous formulation, suitable assumptions on the domain and the data, stable Helmholtz decompositions, and the local approximation properties of the Clément and Raviart–Thomas operators. On the other hand, inverse inequalities, the localization technique based on bubble functions, and known results from previous works are the main tools yielding the efficiency estimate. Finally, several numerical results confirming the properties of the a posteriori error estimators and illustrating the performance of the associated adaptive algorithms are reported.     

An adaptive weak Galerkin finite element method with hierarchical bases for the elliptic problem

Based on a posteriori error estimator with hierarchical bases, an adaptive weak Galerkin finite element method (WGFEM) is proposed for the elliptic problem with mixed boundary conditions. For the posteriori error estimator, we are only required to solve a linear algebraic system with diagonal entries corresponding to the degree of freedoms, which significantly reduces the computational cost. The upper and lower bounds of the error estimator are shown to addresses the reliability and efficiency of the adaptive approach. Numerical simulations are provided to demonstrate the effectiveness and robustness of the proposed method.     

Adaptive Hybridized Interior Penalty Discontinuous Galerkin Methods for H(curl)-Elliptic Problems

We develop and analyze an adaptive hybridized Interior Penalty Discontinuous Galerkin (IPDG-H) method for H(curl)-elliptic boundary value problems in 2D or 3D arising from a semi-discretization of the eddy currents equations. The method can be derived from a mixed formulation of the given boundary value problem and involves a Lagrange multiplier that is an approximation of the tangential traces of the primal variable on the interfaces of the underlying triangulation of the computational domain. It is shown that the IPDG-H technique can be equivalently formulated and thus implemented as a mortar method. The mesh adaptation is based on a residual-type a posteriori error estimator consisting of element and face residuals. Within a unified framework for adaptive finite element methods, we prove the reliability of the estimator up to a consistency error. The performance of the adaptive symmetric IPDG-H method is documented by numerical results for representative test examples in 2D.     

An A Posteriori Error Estimate for a Stabilized FEM in the Stokes Flow

We derive an a posteriori error estimate for a stabilized version of the finite element method applied to the Stokes problem on a two‐dimensional polygonal domain, as well as on a three‐dimensional polyhedral domain. We consider the Douglas‐Wang technique for stabilization. Special attention is payed to the sources of the constants in the estimate, as these play a crucial role in practical applications to adaptive refinements, as we also show. The proposed technique is based on estimating the residual components.     

An adaptive time stepping method with efficient error control for second-order evolution problems

This work is concerned with time stepping fnite element methods for abstract second order evolution problems.We derive optimal order a posteriori error estimates and a posteriori nodal superconvergence error estimates using the energy approach and the duality argument.With the help of the a posteriori error estimator developed in this work,we will further propose an adaptive time stepping strategy.A number of numerical experiments are performed to illustrate the reliability and efciency of the a posteriori error estimates and to assess the efectiveness of the proposed adaptive time stepping method.     

Front-fixing FEMs for the pricing of American options based on a PML technique

In this paper, efficient numerical methods are developed for the pricing of American options governed by the Black–Scholes equation. The front-fixing technique is first employed to transform the free boundary of optimal exercise prices to some a priori known temporal line for a one-dimensional parabolic problem via the change of variables. The perfectly matched layer (PML) technique is then applied to the pricing problem for the effective truncation of the semi-infinite domain. Finite element methods using the respective continuous and discontinuous Galerkin discretization are proposed for the resulting truncated PML problems related to the options and Greeks. The free boundary is determined by Newton’s method coupled with the discrete truncated PML problem. Stability and nonnegativeness are established for the approximate solution to the truncated PML problem. Under some weak assumptions on the PML medium parameters, it is also proved that the solution of the truncated PML problem converges to that of the unbounded Black–Scholes equation in the computational domain and decays exponentially in the perfectly matched layer. Numerical experiments are conducted to test the performance of the proposed methods and to compare them with some existing methods.     

A posteriori error estimates in quantities of interest for the finite element heterogeneous multiscale method

We present an “a posteriori” error analysis in quantities of interest for elliptic homogenization problems discretized by the finite element heterogeneous multiscale method. The multiscale method is based on a macro‐to‐micro formulation, where the macroscopic physical problem is discretized in a macroscopic finite element space, and the missing macroscopic data are recovered on‐the‐fly using the solutions of corresponding microscopic problems. We propose a new framework that allows to follow the concept of the (single‐scale) dual‐weighted residual method at the macroscopic level in order to derive a posteriori error estimates in quantities of interests for multiscale problems. Local error indicators, derived in the macroscopic domain, can be used for adaptive goal‐oriented mesh refinement. These error indicators rely only on available macroscopic and microscopic solutions. We further provide a detailed analysis of the data approximation error, including the quadrature errors. Numerical experiments confirm the efficiency of the adaptive method and the effectivity of our error estimates in the quantities of interest. © 2013 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2013     

An adaptive C~0IPG method for the Helmholtz transmission eigenvalue problem

The interior penalty methods using C~0 Lagrange elements(C~0 IPG) developed in the recent decade for the fourth order problems are an interesting topic at present. In this paper, we discuss the adaptive proporty of C~0 IPG method for the Helmholtz transmission eigenvalue problem. We give the a posteriori error indicators for primal and dual eigenfunctions, and prove their reliability and efficiency. We also give the a posteriori error indicator for eigenvalues and design a C~0 IPG adaptive algorithm. Numerical experiments show that this algorithm is efficient and can get the optimal convergence rate.     

Numerical solution of nonlinear diffraction problems

An adaptive finite element method is developed for solving Maxwell's equations in a nonlinear periodic structure. The medium or computational domain is truncated by a perfect matched layer (PML) technique. Error estimates are established. Numerical examples are provided, which illustrate the efficiency of the method.     

Numerical analysis of a PML model for time-dependent Maxwell’s equations

In this paper, we study a perfectly matched layer model for the three-dimensional time-dependent Maxwell’s equations. We develop both semi- and fully-discrete finite element methods for solving the truncated PML problem by Nedelec edge elements. Optimal convergence rates are proved for both semi- and fully-discrete schemes. To our knowledge, this is the first error analysis obtained for time domain finite element method for PML models.     

A POSTERIORI ERROR ESTIMATE OF OPTIMAL CONTROL PROBLEM OF PDE WITH INTEGRAL CONSTRAINT FOR STATE

In this paper, we study adaptive finite element discretization schemes for an optimal control problem governed by elliptic PDE with an integral constraint for the state. We derive the equivalent a posteriori error estimator for the finite element approximation, which particularly suits adaptive multi-meshes to capture different singularities of the control and the state. Numerical examples are presented to demonstrate the efficiency of a posteriori error estimator and to confirm the theoretical results.     

Gradient recovery type a posteriori error estimates of virtual element method for an elliptic variational inequality of the second kind

In this paper, gradient recovery type a posteriori error estimators of virtual element discretization are derived for a simplified friction problem, which is a typical elliptic variational inequality of the second kind. Both the reliability and the efficiency of the error estimators are proved. In addition, one numerical example is presented to show the efficiency of the adaptive VEM based on the derived error estimators.     

AN ADAPTIVE INVERSE ITERATION FEM FOR THE INHOMOGENEOUS DIELECTRIC WAVEGUIDES

We introduce an adaptive finite element method for computing electromagnetic guided waves in a closed, inhomogeneous, pillared three-dimensional waveguide at a given frequency based on the inverse iteration method. The problem is formulated as a generalized eigenvalue problems. By modifying the exact inverse iteration algorithm for the eigenvalue problem, we design a new adaptive inverse iteration finite element algorithm. Adaptive finite element methods based on a posteriori error estimate are known to be successful in resolving singularities of eigenfunctions which deteriorate the finite element convergence. We construct a posteriori error estimator for the electromagnetic guided waves problem. Numerical results are reported to illustrate the quasi-optimal performance of our adaptive inverse iteration finite element method.     

Convergence of an Anisotropic Perfectly Matched Layer Method for Helmholtz Scattering Problems

The anisotropic perfectly matched layer (APML) defines a continuous vector field outside a rectangle domain and performs the complex coordinate stretching along the vector field. Inspired by [Z. Chen et al., Inverse Probl. Imag., 7, (2013):663--678] and based on the idea of the shortest distance, we propose a new approach to construct the vector field which still allows us to prove the exponential decay of the stretched Green function without the constraint on the thickness of the PML layer. Moreover, by using the reflection argument, we prove the stability of the PML problem in the PML layer and the convergence of the PML method. Numerical experiments are also included.     

An adaptive strategy for elliptic problems including a posteriori controlled boundary approximation

We derive a posteriori error estimates for the approximation of linear elliptic problems on domains with piecewise smooth boundary. The numerical solution is assumed to be defined on a Finite Element mesh, whose boundary vertices are located on the boundary of the continuous problem. No assumption is made on a geometrically fitting shape.

A posteriori error estimates are given in the energy norm and the -norm, and efficiency of the adaptive algorithm is proved in the case of a saturated boundary approximation. Furthermore, a strategy is presented to compute the effect of the non-discretized part of the domain on the error starting from a coarse mesh. This especially implies that parts of the domain, where the measured error is small, stay non-discretized. The presented algorithm includes a stable path following to supply a sufficient polygonal approximation of the boundary, the reliable computation of the a posteriori estimates and a mesh adaptation based on Delaunay techniques. Numerical examples illustrate that errors outside the initial discretization will be detected.