Segmented Lanczos-Chebyshev reduction method for convection dominated flows

It has been noted repeatedly in computational fluid mechanics literature that upwind-facing “essential” boundary condition poses difficulty for the Galerkin finite element method (and central difference method). Essentially three main remedies have been proposed to correct the spurious “wiggles” which may appear under these circumstances: mesh refinement, alternative numerical formulations, and special boundary layer treatment [1].Here, we seek an alternative formulation which has the same effect as special boundary layer functions based on piecewise polynomial solution via the segmented Lanczos-Chebyshev reduction method.     

A finite difference analysis of a streamline diffusion method on a Shishkin mesh

We consider streamline diffusion finite element methods applied to a singularly perturbed convection–diffusion two‐point boundary value problem whose solution has a single boundary layer. To analyse the convergence of these methods, we rewrite them as finite difference schemes. We first consider arbitrary meshes, then, in analysing the scheme on a Shishkin mesh, we consider two formulations on the fine part of the mesh: the usual streamline diffusion upwinding and the standard Galerkin method. The error estimates are given in the discrete L _∞ norm; in particular we give the first analysis that shows precisely how the error depends on the user-chosen parameter _τ0 specifying the mesh. When _τ0 is too small, the error becomes O(1), but for _τ0 above a certain threshold value, the error is small and increases either linearly or quadratically as a function of . Numerical tests support our theoretical results. This revised version was published online in August 2006 with corrections to the Cover Date.     

On the coupling of LDG-FEM and BEM methods for the three dimensional magnetostatic problem

We present two new coupling models for the three dimensional magnetostatic problem. In the first model, we propose a new coupled formulation, prove that it is well posed and solves Maxwell’s equations in the whole space. In the second, we propose a new coupled formulation for the Local Discontinuous Galerkin method, the finite element method and the boundary element method. This formulation is obtained by coupling the LDG method inside a bounded domain Ω₁ with the FEM method inside a layer where Ω is a bounded domain which is made up of material of permeability μ and such that , and with a boundary element method involving Calderon’s equations. We prove that our formulation is consistent and well posed and we present some a priori error estimates for the method.     

A combined nodal continuous-discontinuous finite element formulation for the Maxwell problem

Continuous Galerkin formulations are appealing due to their low computational cost, whereas discontinuous Galerkin formulation facilitate adaptative mesh refinement and are more accurate in regions with jumps of physical parameters. Since many electromagnetic problems involve materials with different physical properties, this last point is very important. For this reason, in this article we have developed a combined cG-dG formulation for Maxwell’s problem that allows arbitrary finite element spaces with functions continuous in patches of finite elements and discontinuous on the interfaces of these patches. In particular, the second formulation we propose comes from a novel continuous Galerkin formulation that reduces the amount of stabilization introduced in the numerical system. In all cases, we have performed stability and convergence analyses of the methods. The outcome of this work is a new approach that keeps the low CPU cost of recent nodal continuous formulations with the ability to deal with coefficient jumps and adaptivity of discontinuous ones. All these methods have been tested using a problem with singular solution and another one with different materials, in order to prove that in fact the resulting formulations can properly deal with these problems.     

Application of the discontinuous Galerkin finite element method in small deformation regimes

In this paper, a finite element formulation is defined in the framework of the discontinuous Galerkin method. Discontinuous Galerkin (dG) methods are classically used in fluid mechanics, however recently their application in solid mechanics has become more vivid among scientists. Of special interest is their application in elliptic problems with constraints such as incompressibility which leads to volumetric locking phenomenon and also in some structural models of shells, plates and beams with compatibility constraints, which brings about shear locking [1]. While classical standard Galerkin methods must be continuous, dG methods can be applied for discontinuities across element boundaries, where a jump of a value (displacement) can be observed. In the present work, a dG method is applied to a linear elastic bar, where a weak discontinuity is allowed in the bar. (© 2015 Wiley-VCH Verlag GmbH & Co. KGaA, Weinheim)     

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.     

Two-level pressure projection finite element methods for Navier-Stokes equations with nonlinear slip boundary conditions

The two-level pressure projection stabilized finite element methods for Navier-Stokes equations with nonlinear slip boundary conditions are investigated in this paper, whose variational formulation is the Navier-Stokes type variational inequality problem of the second kind. Based on the P₁-P₁ triangular element and using the pressure projection stabilized finite element method, we solve a small Navier-Stokes type variational inequality problem on the coarse mesh with mesh size H and solve a large Stokes type variational inequality problem for simple iteration or a large Oseen type variational inequality problem for Oseen iteration on the fine mesh with mesh size h. The error analysis obtained in this paper shows that if h=O(H²), the two-level stabilized methods have the same convergence orders as the usual one-level stabilized finite element methods, which is only solving a large Navier-Stokes type variational inequality problem on the fine mesh. Finally, numerical results are given to verify the theoretical analysis.     

A parameter robust Petrov–Galerkin scheme for advection–diffusion–reaction equations

In this paper, a singularly perturbed convection diffusion boundary value problem, with discontinuous diffusion coefficient is examined. In addition to the presence of boundary layers, strong and weak interior layers can also be present due to the discontinuities in the diffusion coefficient. A priori layer adapted piecewise uniform meshes are used to resolve any layers present in the solution. Using a Petrov–Galerkin finite element formulation, a fitted finite difference operator is shown to produce numerical approximations on this fitted mesh, which are uniformly second order (up to logarithmic terms) globally convergent in the pointwise maximum norm.     

Mixed FEM and BEM coupling for the three‐dimensional magnetostatic problem

We present two new mixed finite element methods coupled with a boundary method for the three dimensional magnetostatic problem. Such formulations are obtained by coupling a finite element method inside a bounded domain with a boundary integral method involving either the Calderon equations or the inverse of Dirichlet Neumann operator to treat the exterior domain. First, we present the formulations and then prove that our mixed formulations are well posed and that they lead to a convergent Galerkin method. Finally, we give numerical results for a sphere immersed in a homogeneous (source) field in the two formulations. © 2003 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 19: 443–462, 2003     

Adaptive finite element solution of the porous medium equation in pressure formulation

The pressure formulation of the porous medium equation has been commonly used in theoretical studies due to its much better regularities than the original formulation. The goal here is to study its use in the adaptive moving mesh finite element solution. The free boundary is traced explicitly through Darcy's law. The method is shown numerically second‐order in space and first‐order in time in the pressure variable. Moreover, the convergence order of the error in the location of the free boundary is almost second‐order in the maximum norm. However, numerical results also show that the convergence order in the original variable stays between first‐order and second‐order in L¹ norm or between 0.5th‐order and first‐order in L² norm. Nevertheless, the current method can offer some advantages over numerical methods based on the original formulation for situations with large exponents or when a more accurate location of the free boundary is desired.     

Finite element methods for symmetric hyperbolic equations

A finite difference method for the solution of symmetric positive differential equations has already been developped (Katsanis [4]). The finite difference solutions where shown to converge at the rateO(ith ^1/2) ash approaches zero,h being the maximum distance between two adjacent mesh points. Here we try to get a better rate of convergence, using a Rayleigh Ritz Galerkin method. We first give a “weak” formulation of the equations, slightly different from the usual one (Friedrichs [3]), in order to take into account the boundary conditions. We define a finite dimensional subspaceV _h ofH ¹(Ω), in which we look for an approximate solutionu _h . We show that when the exact solutionu is smooth enough, we get the error estimate: $$\left| {u - u_h } \right|L^2 (\Omega ) \leqq C\mathop {\inf }\limits_{v_h \in V_h } \left\{ {\left\| {u - v_h } \right\|H^1 (\Omega ) + \mathop {\sup }\limits_{w_h \in V_h } \frac{{\int\limits_\Gamma {\left| {u - v_h } \right|\left| {w_h } \right|d\Gamma } }}{{\left| {w_h } \right|L^2 (\Omega )}}} \right\}$$ where |·| denotes the Euclidean norm inR ^P . Thus, as is the case for elliptic or parabolic equations, the problem of estimating the error is reduced to questions in approximation theory. When those results are applied to finite element methods, with polynomial approximations of degree ≦k over eachn-simplex we obtain a rate of convergence ofO(h ^k) ash approaches zero,h being the supremum of the diameters of then-simplices.     

The impact of smooth W-grids in the numerical solution of singular perturbation two-point boundary value problems

This paper develops a semi-analytic technique for generating smooth nonuniform grids for the numerical solution of singularly perturbed two-point boundary value problems. It is based on the usual idea of mapping a uniform grid to the desired nonuniform grid. We introduce the W-grid, which depends on the perturbation parameter ? ? 1. For problems on [0, 1] with a boundary layer at one end point, the local mesh width h_i = x_i+1 − x_i, with 0 = x₀ < x₁ < ? < x_N = 1, is condensed at either 0 or 1. Two simple 2nd order finite element and finite difference methods are combined with the new mesh, and computational experiments demonstrate the advantages of the smooth W-grid compared to the well-known piecewise uniform Shishkin mesh. For small ?, neither the finite difference method nor the finite element method produces satisfactory results on the Shishkin mesh. By contrast, accuracy is vastly improved on the W-grid, which typically produces the nominal 2nd order behavior in L², for large as well as small values of N, and over a wide range of values of ?. We conclude that the smoothness of the mesh is of crucial importance to accuracy, efficiency and robustness.     

An adaptive wavelet space‐time SUPG method for hyperbolic conservation laws

This article concerns with incorporating wavelet bases into existing streamline upwind Petrov‐Galerkin (SUPG) methods for the numerical solution of nonlinear hyperbolic conservation laws which are known to develop shock solutions. Here, we utilize an SUPG formulation using continuous Galerkin in space and discontinuous Galerkin in time. The main motivation for such a combination is that these methods have good stability properties thanks to adding diffusion in the direction of streamlines. But they are more expensive than explicit semidiscrete methods as they have to use space‐time formulations. Using wavelet bases we maintain the stability properties of SUPG methods while we reduce the cost of these methods significantly through natural adaptivity of wavelet expansions. In addition, wavelet bases have a hierarchical structure. We use this property to numerically investigate the hierarchical addition of an artificial diffusion for further stabilization in spirit of spectral diffusion. Furthermore, we add the hierarchical diffusion only in the vicinity of discontinuities using the feature of wavelet bases in detection of location of discontinuities. Also, we again use the last feature of the wavelet bases to perform a postprocessing using a denosing technique based on a minimization formulation to reduce Gibbs oscillations near discontinuities while keeping other regions intact. Finally, we show the performance of the proposed combination through some numerical examples including Burgers’, transport, and wave equations as well as systems of shallow water equations.© 2017 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 33: 2062–2089, 2017     

Accurate velocity reconstruction for Discontinuous Galerkin approximations of two-phase porous media flows

We consider Discontinuous Galerkin approximations of two-phase, immiscible porous media flows in the global pressure/fractional flow formulation with capillary pressure. A sequential approach is used with a backward Euler step for the saturation equation, equal-order interpolation for the pressure and the saturation, and without any limiters. An accurate total velocity field is recovered from the global pressure equation to be used in the saturation equation. Numerical experiments show the advantages of the proposed reconstruction. To cite this article: A. Ern et al., C. R. Acad. Sci. Paris, Ser. I 347 (2009).     

On the coupled NBEM and FEM for a class of nonlinear exterior Dirichlet problem in R~(2*)

In this paper, based on the natural boundary reduction advanced by Feng and Yu, we couple the finite element approach with the natural boundary element method to study the weak solvability and Galerkin approximation of a class of nonlinear exterior boundary value problems. The analysis is mainly based on the variational formulation with constraints. We prove the error estimate of the finite element solution and obtain     

On the coupled NBEM and FEM for a class of nonlinear exterior Dirichlet problem in R 2

In this paper, based on the natural boundary reduction advanced by Feng and Yu, we couple the finite element approach with the natural boundary element method to study the weak solvability and Galerkin approximation of a class of nonlinear exterior boundary value problems. The analysis is mainly based on the variational formulation with constraints. We prove the error estimate of the finite element solution and obtain the asymptotic rate of convergence. Finally, we also give a numerical example.

     

Theory of differential equations in discontinuous piecewise‐defined functions

A truly general and systematic theory of finite element methods (FEM) should be formulated using, as trial and test functions, piecewise‐defined functions that can be fully discontinuous across the internal boundary, which separates the elements from each other. Some of the most relevant work addressing such formulations is contained in the literature on discontinuous Galerkin (dG) methods and on Trefftz methods. However, the formulations of partial differential equations in discontinuous functions used in both of those fields are indirect approaches, which are based on the use of Lagrange multipliers and mixed methods, in the case of dG methods, and the frame, in the case of Trefftz method. This article addresses this problem from a different point of view and proposes a theory, formulated in discontinuous piecewise‐defined functions, which is direct and systematic, and furthermore it avoids the use of Lagrange multipliers or a frame, while mixed methods are incorporated as particular cases of more general results implied by the theory. When boundary value problems are formulated in discontinuous functions, well‐posed problems are boundary value problems with prescribed jumps (BVPJ), in which the boundary conditions are complemented by suitable jump conditions to be satisfied across the internal boundary of the domain‐partition. One result that is presented in this article shows that for elliptic equations of order 2m, with m ≥ 1, the problem of establishing conditions for existence of solution for the BVPJ reduces to that of the “standard boundary value problem,” without jumps, which has been extensively studied. Actually, this result is an illustration of a more general one that shows that the same happens for any differential equation, or system of such equations that is linear, independently of its type and with possibly discontinuous coefficients. This generality is achieved by means of an algebraic framework previously developed by the author and his collaborators. A fundamental ingredient of this algebraic formulation is a kind of Green's formulas that simplify many problems (some times referred to as Green‐Herrera formulas). An important practical implication of our approach is worth mentioning: “avoiding the introduction of the Lagrange multipliers, or the ‘frame’ in the case of Trefftz‐methods, significantly reduces the number of degrees of freedom to be dealt with.” © 2006 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2007     

解一类半线性外边值问题的自然边界元与有限元耦合法

In this paper, we combine a finite element approach with the natural boundary element method to stduy the weak solvability and Galerkin approximations of a class of semilinear exterior boundary value problems. Our analysis is mainly based on the variational formulation with constraints. We discuss the error estimate of the finite element solution and obtain the asymptotic rate of convergence O（h^n) Finally, we also give two numerical examples.     

Constraint programming for computing non-stationary (R, S) inventory policies

This paper proposes a constraint programming model for computing the finite horizon single-item inventory problem with stochastic demands in discrete time periods with service-level constraints under the non-stationary version of the “periodic review, order-up-to-level” policy (i.e., non-stationary (R, S) or, simply (R_n, S_n)). It is observed that the modeling process is more natural and the required number of variables is smaller compared to the MIP formulation of the same problem. The computational tests show that the CP approach is more tractable than the conventional MIP formulation. Two different domain reduction methods are proposed to improve the computational performance of solution algorithms. The numerical experiments confirmed the effectiveness of these methods.     

Weak solvability of interior transmission problems via mixed finite elements and Dirichlet-to-Neumann mappings

We study the weak solvability of an interior linear-nonlinear transmission problem arising in steady heat transfer and potential theory. For the variational formulation, we use a Dirichlet-to-Neumann mapping on the interface, which is obtained from the application of the boundary integral method to the linear domain, and we utilize a mixed finite element method in the nonlinear region. Existence and uniqueness of solution for the continuous formulation are provided and general approximation results for a fully discrete Galerkin method are derived. In particular, a compatibility condition between the mesh sizes involved is deduced in order to conclude the solvability and stability of this Galerkin scheme.