Finite element approximation for equations of magnetohydrodynamics

We consider the equations of stationary incompressible magnetohydrodynamics posed in three dimensions, and treat the full coupled system of equations with inhomogeneous boundary conditions. We prove the existence of solutions without any conditions on the data. Also we discuss a finite element discretization and prove the existence of a discrete solution, again without any conditions on the data. Finally, we derive error estimates for the nonlinear case.

     

Convergence of a non-stiff boundary integral method for interfacial flows with surface tension

Boundary integral methods to simulate interfacial flows are very sensitive to numerical instabilities. In addition, surface tension introduces nonlinear terms with high order spatial derivatives into the interface dynamics. This makes the spatial discretization even more difficult and, at the same time, imposes a severe time step constraint for stable explicit time integration methods.

A proof of the convergence of a reformulated boundary integral method for two-density fluid interfaces with surface tension is presented. The method is based on a scheme introduced by Hou, Lowengrub and Shelley [ J. Comp. Phys. 114 (1994), pp. 312-338] to remove the high order stability constraint or stiffness. Some numerical filtering is applied carefully at certain places in the discretization to guarantee stability. The key of the proof is to identify the most singular terms of the method and to show, through energy estimates, that these terms balance one another.

The analysis is at a time continuous-space discrete level but a fully discrete case for a simple Hele-Shaw interface is also studied. The time discrete analysis shows that the high order stiffness is removed and also provides an estimate of how the CFL constraint depends on the curvature and regularity of the solution.

The robustness of the method is illustrated with several numerical examples. A numerical simulation of an unstably stratified two-density interfacial flow shows the roll-up of the interface; the computations proceed up to a time where the interface is about to pinch off and trapped bubbles of fluid are formed. The method remains stable even in the full nonlinear regime of motion. Another application of the method shows the process of drop formation in a falling single fluid.

     

两类变时间步长的非线性Galerkin算法的稳定性

1．引言近年来,随着计算机的飞速发展,人们越来越关心非线性发展方程解的渐进行为．为了较精确地描述解在时间t→∞时的渐进行为,人们发展了一类惯性算法,即非线性Galerkin算法．该算法是将来解空间分解为低维部分和高维部分,相应的方程可以分别投影到它们上面,它的解也相应地分解为两部分,大涡分量和小涡分量;然后核算法给出大涡分量和小涡分量之间依赖关系的一种近似,以便容易求出相应的近似解．许多研究表明,非线性Galerkin算法比通常的Galerkin算法节省可观的计算量．当数值求解微分方程时,计算机只能对已知数据进行有限位…     

Total variation diminishing Runge-Kutta schemes

In this paper we further explore a class of high order TVD (total variation diminishing) Runge-Kutta time discretization initialized in a paper by Shu and Osher, suitable for solving hyperbolic conservation laws with stable spatial discretizations. We illustrate with numerical examples that non-TVD but linearly stable Runge-Kutta time discretization can generate oscillations even for TVD (total variation diminishing) spatial discretization, verifying the claim that TVD Runge-Kutta methods are important for such applications. We then explore the issue of optimal TVD Runge-Kutta methods for second, third and fourth order, and for low storage Runge-Kutta methods.

     

Approximation of the solution of certain nonlinear ODEs with linear complexity

We study the positive stationary solutions of a standard finite-difference discretization of the semilinear heat equation with nonlinear Neumann boundary conditions. We prove that there exists a unique solution of such a discretization, which approximates the unique positive stationary solution of the “continuous” equation. Furthermore, we exhibit an algorithm computing an ε-approximation of such a solution by means of a homotopy continuation method. The cost of our algorithm is linear in the number of nodes involved in the discretization and the logarithm of the number of digits of approximation required.     

A new stabilizing technique for boundary integral methods for water waves

Boundary integral methods to compute interfacial flows are very sensitive to numerical instabilities. A previous stability analysis by Beale, Hou and Lowengrub reveals that a very delicate balance among terms with singular integrals and derivatives must be preserved at the discrete level in order to maintain numerical stability. Such balance can be preserved by applying suitable numerical filtering at certain places of the discretization. While this filtering technique is effective for two-dimensional (2-D) periodic fluid interfaces, it does not apply to nonperiodic fluid interfaces. Moreover, using the filtering technique alone does not seem to be sufficient to stabilize 3-D fluid interfaces.

Here we introduce a new stabilizing technique for boundary integral methods for water waves which applies to nonperiodic and 3-D interfaces. A stabilizing term is added to the boundary integral method which exactly cancels the destabilizing term produced by the point vortex method approximation to the leading order. This modified boundary integral method still has the same order of accuracy as the point vortex method. A detailed stability analysis is presented for the point vortex method for 2-D water waves. The effect of various stabilizing terms is illustrated through careful numerical experiments.

     

The Euler approximation in state constrained optimal control

We analyze the Euler approximation to a state constrained control problem. We show that if the active constraints satisfy an independence condition and the Lagrangian satisfies a coercivity condition, then locally there exists a solution to the Euler discretization, and the error is bounded by a constant times the mesh size. The proof couples recent stability results for state constrained control problems with results established here on discrete-time regularity. The analysis utilizes mappings of the discrete variables into continuous spaces where classical finite element estimates can be invoked.

     

两个带变时间步的两重网格算法的稳定性分析

对用于求解非线性发展方程的两个带变时间步的两重网格算法，对空间变量用有限元离散，对时间变量分别用一阶精度Euler显式和二阶精度半隐式差分格式离散，然后构造两重网格算法，通过深入的稳定性分析，得出本文的算法优于标准全离散有限元算法。     

Adaptive multilevel methods in space and time for parabolic problems-the periodic case

The aim of this paper is to display numerical results that show the interest of some multilevel methods for problems of parabolic type. These schemes are based on multilevel spatial splittings and the use of different time steps for the various spatial components. The spatial discretization we investigate is of spectral Fourier type, so the approximate solution naturally splits into the sum of a low frequency component and a high frequency one. The time discretization is of implicit/explicit Euler type for each spatial component. Based on a posteriori estimates, we introduce adaptive one-level and multilevel algorithms. Two problems are considered: the heat equation and a nonlinear problem. Numerical experiments are conducted for both problems using the one-level and the multilevel algorithms. The multilevel method is up to 70% faster than the one-level method.

     

Stabilized wavelet approximations of the Stokes problem

We propose a new consistent, residual-based stabilization of the Stokes problem. The stabilizing term involves a pseudo-differential operator, defined via a wavelet expansion of the test pressures. This yields control on the full -norm of the resulting approximate pressure independently of any discretization parameter. The method is particularly well suited for being applied within an adaptive discretization strategy. We detail the realization of the stabilizing term through biorthogonal spline wavelets, and we provide some numerical results.

     

Delay-independent stability of Euler method for nonlinear one-dimensional diffusion equation with constant delay

This paper is concerned with delay-independent asymptotic stability of a numerical process that arises after discretization of a nonlinear one-dimensional diffusion equation with a constant delay by the Euler method. Explicit sufficient and necessary conditions for the Euler method to be asymptotically stable for all delays are derived. An additional restriction on spatial stepsize is required to preserve the asymptotic stability due to the presence of the delay. A numerical experiment is implemented to confirm the results.      

Error Estimation for Discontinuous Galerkin Solutions of Two-Dimensional Hyperbolic Problems

We analyze the discretization errors of discontinuous Galerkin solutions of steady two-dimensional hyperbolic conservation laws on unstructured meshes. We show that the leading term of the error on each element is a linear combination of orthogonal polynomials of degrees p and p+1. We further show that there is a strong superconvergence property at the outflow edge(s) of each element where the average discretization error converges as O(h ^2p+1) compared to a global rate of O(h ^p+1). Our analyses apply to both linear and nonlinear conservation laws with smooth solutions. We show how to use our theory to construct efficient and asymptotically exact a posteriori discretization error estimates and we apply these to some examples.     

A continuous space-time finite element method for the wave equation

We consider a finite element method for the nonhomogeneous second-order wave equation, which is formulated in terms of continuous approximation functions in both space and time, thereby giving a unified treatment of the spatial and temporal discretizations. Our analysis uses primarily energy arguments, which are quite common for spatial discretizations but not for time.

We present a priori nodal (in time) superconvergence error estimates without any special time step restrictions. Our method is based on tensor-product spaces for the full discretization.

     

Convolution quadrature time discretization of fractional diffusion-wave equations

We propose and study a numerical method for time discretization of linear and semilinear integro-partial differential equations that are intermediate between diffusion and wave equations, or are subdiffusive. The method uses convolution quadrature based on the second-order backward differentiation formula. Second-order error bounds of the time discretization and regularity estimates for the solution are shown in a unified way under weak assumptions on the data in a Banach space framework. Numerical experiments illustrate the theoretical results.

     

Numerical method for generalized time fractional KdV-type equation

In this article, an efficient numerical method for linearized and nonlinear generalized time-fractional KdV-type equations is proposed by combining the finite difference scheme and Petrov–Galerkin spectral method. The scale and weight functions involved in generalized fractional derivative cause too much difficulty in discretization and numerical analysis. Fortunately, motivated by finite difference method for fractional differential equation on graded mesh, the stability and convergence of the constructed method are established rigorously. It is proved that the full discretization schemes of generalized time-fractional KdV-type equation is unconditionally stable in linear case. While for nonlinear case, it is stable under a CFL condition and for not small ϵ, coefficient of the high-order spatial differential term. In addition, the full discretization schemes with respect to linear and nonlinear cases respectively converge to the associated exact solutions with orders and , where τ, α, N and m accordingly indicate the time step size, the order of the fractional derivative, polynomial degree, and regularity of the exact solution. Numerical experiments are carried out to support the theoretical results.     

Construction and asymptotic stability of structurally stable internal layer solutions

We introduce a geometric/asymptotic method to treat structurally stable internal layer solutions. We consider asymptotic expansions of the internal layer solutions and the critical eigenvalues that determine their stability. Proofs of the existence of exact solutions and eigenvalue-eigenfunctions are outlined.

Multi-layered solutions are constructed by a new shooting method through a sequence of pseudo Poincaré mappings that do not require the transversality of the flow to cross sections. The critical eigenvalues are determined by a coupling matrix that generates the SLEP matrix. The transversality of the shooting method is related to the nonzeroness of the critical eigenvalues.

An equivalent approach is given to mono-layer solutions. They can be determined by the intersection of a fast jump surface and a slow switching curve, which reduces Fenichel's transversality condition to the slow manifold. The critical eigenvalue is determined by the angle of the intersection.

We present three examples. The first treats the critical eigenvalues of the system studied by Angenent, Mallet-Paret & Peletier. The second shows that a key lemma in the SLEP method may not hold. The third is a perturbed activator-inhibitor system that can have any number of mono-layer solutions. Some of the solutions can only be found with the new shooting method.

     

Blow-up vs. spurious steady solutions

In this paper, we study the blow-up problem for positive solutions of a semidiscretization in space of the heat equation in one space dimension with a nonlinear flux boundary condition and a nonlinear absorption term in the equation. We obtain that, for a certain range of parameters, the continuous problem has blow-up solutions but the semidiscretization does not and the reason for this is that a spurious attractive steady solution appears.

     

Existence-uniqueness and long time behavior for a class of nonlocal nonlinear parabolic evolution equations

We establish existence and uniqueness of solutions for a general class of nonlocal nonlinear evolution equations. An application of this theory to a class of nonlinear reaction-diffusion problems that arise in population dynamics is presented. Furthermore, conditions on the initial population density for this class of problems that result in finite time extinction or persistence of the population is discussed. Numerical evidence corroborating our theoretical results is given.

     

A posteriori error estimates for upwind finite volume schemes for nonlinear conservation laws in multi dimensions

In this paper we shall derive a posteriori error estimates in the -norm for upwind finite volume schemes for the discretization of nonlinear conservation laws on unstructured grids in multi dimensions. This result is mainly based on some fundamental a priori error estimates published in a recent paper by C. Chainais-Hillairet. The theoretical results are confirmed by numerical experiments.