A Multiscale Multilevel Monte Carlo Method for Multiscale Elliptic PDEs with Random Coefficients

We propose a multiscale multilevel Monte Carlo(MsMLMC) method to solve multiscale elliptic PDEs with random coefficients in the multi-query setting. Our method consists of offline and online stages. In the offline stage,we construct a small number of reduced basis functions within each coarse grid block, which can then be used to approximate the multiscale finite element basis functions. In the online stage, we can obtain the multiscale finite element basis very efficiently on a coarse grid by using the pre-computed multiscale basis.The MsMLMC method can be applied to multiscale RPDE starting with a relatively coarse grid, without requiring the coarsest grid to resolve the smallestscale of the solution. We have performed complexity analysis and shown that the MsMLMC offers considerable savings in solving multiscale elliptic PDEs with random coefficients. Moreover, we provide convergence analysis of the proposed method. Numerical results are presented to demonstrate the accuracy and efficiency of the proposed method for several multiscale stochastic problems without scale separation.     

Extrapolation Combined with Multigrid Method for Solving Finite Element Equations

An algorithm combining the MG method with two types of extrapolation is given for solving finite element equations with any initial triangulation. A high order approximation to the solution of PDEs can be obtained at the cost of order O(N) of computational work.     

基于PDE和几何曲率流驱动扩散的图像分析与处理

本文介绍由变分优化模型导出的偏微分方程(PDEs)模型与几何曲率流驱动扩散在图像恢复方面的应用，以及多种非线性异质扩散模型，讨论了PDEs模型在图像分析与处理方面的优点，理论与实验结果表明，要恢复得到商质量的图像，PDEs模型的利用是极为必要的．文中还介绍了求解PDEs模型的数值方案．其中，曲率计算是一个关键问题，其结果直接参与自适应扩散的控制．详细总结了基于有限差分和水平集方法，求解藕合非线性异质扩散模型方程的数值方案，追求高质量图像、高精度计算方法、降低计算复杂性是本文处理方法不断进步的发展动力。     

Uncertainty quantification for linear elastic bodies with two fluctuating input parameters

In this work, we present a numerical method for solving partial differential equations (PDEs) with stochastic coefficients for a linear elastic body. To this end, a stochastic finite element method is applied. We distinguish two different cases for an isotropic material with two fluctuating input parameters in order to analyse the optimal choice of input parameters. Using the GALERKIN projection, the final stochastic equation system is reduced to a system of deterministic PDEs. Subsequently, the solution is determined iteratively. Finally, a numerical example for a plate with a ring hole is presented. (© 2015 Wiley-VCH Verlag GmbH & Co. KGaA, Weinheim)     

Spectral domain embedding for elliptic PDEs in complex domains

Spectral methods are a class of methods for solving partial differential equations (PDEs). When the solution of the PDE is analytic, it is known that the spectral solutions converge exponentially as a function of the number of modes used. The basic spectral method works only for regular domains such as rectangles or disks. Domain decomposition methods/spectral element methods extend the applicability of spectral methods to more complex geometries. An alternative is to embed the irregular domain into a regular one. This paper uses the spectral method with domain embedding to solve PDEs on complex geometry. The running time of the new algorithm has the same order as that for the usual spectral collocation method for PDEs on regular geometry. The algorithm is extremely simple and can handle Dirichlet, Neumann boundary conditions as well as nonlinear equations.     

Three-dimensional invisible cloaks with arbitrary shapes based on partial differential equation

The method of designing electromagnetic invisible cloak is usually based on the form-invariance of Maxwell’s equations in coordinate transformation. By solving the partial differential equations (PDEs) that describe how the coordinates transform, three-dimensional (3-D) electromagnetic and acoustic invisible cloaks with arbitrary shapes can be designed provided the boundary conditions of the cloaks can be determined by the corresponding transformation. Full wave simulations based on finite element method verify the designed cloaks. The proposed method can be easily used in designing other transformation media such as matter-wave cloaks.     

High-order linearly implicit two-step peer – finite element methods for time-dependent PDEs

Linearly-implicit two-step peer methods are successfully applied in the numerical solution of ordinary differential and differential-algebraic equations. One of their strengths is that even high-order methods do not show order reduction in computations for stiff problems. With this property, peer methods commend themselves as time-stepping schemes in finite element calculations for time-dependent partial differential equations (PDEs).We have included a class of linearly-implicit two-step peer methods in the finite element software Kardos. There PDEs are solved following the Rothe method, i.e. first discretised in time, leading to linear elliptic problems in each stage of the peer method. We describe the construction of the methods and how they fit into the finite element framework. We also discuss the starting procedure of the two-step scheme and questions of local temporal error control.The implementation is tested for two-step peer methods of orders three to five on a selection of PDE test problems on fixed spatial grids. No order reduction is observed and the two-step methods are more efficient, at least competitive, in comparison with the linearly implicit one-step methods provided in Kardos.     

APPLICATION OF SUPERCONVERGENCE TO A MODEL FOR COMPRESSIBLE MISCIBLE DISPLACEMENT

A modification of a finite element method of Douglas and Roberts for approximating the solution of the equations describing compressible miscible displacement in a porous medium is proposed and analyzed. The pressure is treated by a parabolic mixed finite element method using a Raviart-Thomas space of index rover a quasiregular partition, An extension of the Darcy velocity along Gauss lines is used in the evaluation of the coefficients in the Galerkin procedure for the concentration. A simple computational procedure allows the superconvergence property of the fluid velocity to be retained in our total algorithm.     

A finite element method for elliptic problems with rapidly oscillating coefficients

In this paper, we consider solving second-order elliptic problems with rapidly oscillating coefficients. Under the assumption that the oscillating coefficients are periodic, on the basis of classical homogenization theory, we present a finite element method whose key is to combine a numerical approximation of the 1-order approximate solution of those equations and a numerical approximation of the classical boundary corrector of those equations from different meshes exploiting the need for different levels of resolution. Numerical experiments are included to illustrate the competitive behavior of the proposed finite element method.     

Extremal Eigenvalues of the Sturm-Liouville Problems with Discontinuous Coefficients

In this paper, an extremal eigenvalue problem to the Sturm-Liouville equations with discontinuous coefficients and volume constraint is investigated. Liouville transformation is applied to change the problem into an equivalent minimization problem. Finite element method is proposed and the convergence for the finite element solution is established. A monotonic decreasing algorithm is presented to solve the extremal eigenvalue problem. A global convergence for the algorithm in the continuous case is proved. A few numerical results are given to depict the efficiency of the method.     

复杂边界条件下任意变系数微分方程的半解析方法

利用有限元和矩阵函数的有关理论与变系数等效参数相结合,提出了一种求解变系数微分方程的解法,利用它能方便地处理由于各种原因导致其控制方程是变系数的微分方程,最后通过两个算例,取得了满意的结果.     

Wavelet-Galerkin method for solving parabolic equations in finite domains

A novel wavelet-Galerkin method tailored to solve parabolic equations in finite domains is presented. The emphasis of the paper is on the development of the discretization formulations that are specific to finite domain parabolic equations with arbitrary boundary conditions based on weak form functionals. The proposed method also deals with the development of algorithms for computing the associated connection coefficients at arbitrary points. Here the Lagrange multiplier method is used to enforce the essential boundary conditions. The numerical results on a two-dimensional transient heat conducting problem are used to validate the proposed wavelet-Galerkin algorithm as an effective numerical method to solve finite domain parabolic equations.     

Boosting the accuracy of finite difference schemes via optimal time step selection and non-iterative defect correction

In this article, we present a unified analysis of the simple technique for boosting the order of accuracy of finite difference schemes for time dependent partial differential equations (PDEs) by optimally selecting the time step used to advance the numerical solution and adding defect correction terms in a non-iterative manner. The power of the technique, which is applicable to time dependent, semilinear, scalar PDEs where the leading-order spatial derivative has a constant coefficient, is its ability to increase the accuracy of formally low-order finite difference schemes without major modification to the basic numerical algorithm. Through straightforward numerical analysis arguments, we explain the origin of the boost in accuracy and estimate the computational cost of the resulting numerical method. We demonstrate the utility of optimal time step (OTS) selection combined with non-iterative defect correction (NIDC) on several different types of finite difference schemes for a wide array of classical linear and semilinear PDEs in one and more space dimensions on both regular and irregular domains.     

Error estimates using the cell discretization method for second-order hyperbolic equations

The cell discretization algorithm provides approximate solutions to second-order hyperbolic equations with coefficients independent of time. We obtain error estimates that show general convergence for homogeneous problems using semi-discrete approximations. A polynomial implementation of the algorithm is described that is a nonconforming extension of the finite element method that can also produce the continuous approximations of an h–p finite element method. Numerical tests are made that confirm the theoretical estimates. © 1997 John Wiley & Sons, Inc. Numer Methods Partial Differential Eq 13: 531–548, 1997     

A mixed multiscale finite element method for elliptic problems with oscillating coefficients

The recently introduced multiscale finite element method for solving elliptic equations with oscillating coefficients is designed to capture the large-scale structure of the solutions without resolving all the fine-scale structures. Motivated by the numerical simulation of flow transport in highly heterogeneous porous media, we propose a mixed multiscale finite element method with an over-sampling technique for solving second order elliptic equations with rapidly oscillating coefficients. The multiscale finite element bases are constructed by locally solving Neumann boundary value problems. We provide a detailed convergence analysis of the method under the assumption that the oscillating coefficients are locally periodic. While such a simplifying assumption is not required by our method, it allows us to use homogenization theory to obtain the asymptotic structure of the solutions. Numerical experiments are carried out for flow transport in a porous medium with a random log-normal relative permeability to demonstrate the efficiency and accuracy of the proposed method.     

Dynamics and exact solutions of non-evolutionary partial differential equations

The article presents a new method for constructing exact solutions of non-evolutionary partial differential equations with two independent variables. The method is applied to the linear classical equations of mathematical physics: the Helmholtz equation and the variable type equation. The constructed method goes back to the theory of finite-dimensional dynamics proposed for evolutionary differential equations by B. Kruglikov, O. Lychagina and V. Lychagin. This theory is a natural development of the theory of dynamical systems. Dynamics make it possible to find families that depends on a finite number of parameters among all solutions of PDEs. The proposed method is used to construct exact particular solutions of linear differential equations (Helmholtz equations and equations of variable type).     

Algorithmic computation of generalized symmetries of nonlinear evolution and lattice equations

A straightforward algorithm for the symbolic computation of generalized (higher‐order) symmetries of nonlinear evolution equations and lattice equations is presented. The scaling properties of the evolution or lattice equations are used to determine the polynomial form of the generalized symmetries. The coefficients of the symmetry can be found by solving a linear system. The method applies to polynomial systems of PDEs of first order in time and arbitrary order in one space variable. Likewise, lattices must be of first order in time but may involve arbitrary shifts in the discretized space variable. The algorithm is implemented in Mathematica and can be used to test the integrability of both nonlinear evolution equations and semi‐discrete lattice equations. With our Integrability Package, generalized symmetries are obtained for several well‐known systems of evolution and lattice equations. For PDEs and lattices with parameters, the code allows one to determine the conditions on these parameters so that a sequence of generalized symmetries exists. The existence of a sequence of such symmetries is a predictor for integrability. This revised version was published online in June 2006 with corrections to the Cover Date.     

半导体器件瞬态模拟的对称正定混合元方法

提出具有对称正定特性的混合元格式求解非稳态半导体器件瞬态模拟问题。提出一个最小二乘混合元方法、一个新的具有分裂和对称正定性质的混合元格式和一个解经典混合元方程的对称正定失窃工格式求解电场位势和电场强度方程;提出一个最小二乘混合元格式求解关于电子与空穴浓度的非稳态对流扩散方程,浓度函数和流函数被同时求解;采用标准的有限元方法求解热传导方程。建立了误差分析理论。     

A dynamic multiscale lifting computation method using Daubechies wavelet

An important property of wavelet multiresolution analysis is the capability to represent functions in a dynamic multiscale manner, so the solution in the wavelet domain enables a hierarchical approximation to the exact solution. The typical problem that arises when using Daubechies wavelets in numerical analysis, especially in finite element analysis, is how to calculate the connection coefficients, an integral of products of wavelet scaling functions or derivative operators associated with these. The method to calculate multiscale connection coefficients for stiffness matrices and load vectors is presented for the first time. And the algorithm of multiscale lifting computation is developed. The numerical examples are given to verify the effectiveness of such a method.     

On modified method of simplest equation for obtaining exact and approximate solutions of nonlinear PDEs: The role of the simplest equation

The modified method of simplest equation is powerful tool for obtaining exact and approximate solutions of nonlinear PDEs. These solutions are constructed on the basis of solutions of more simple equations called simplest equations. In this paper we study the role of the simplest equation for the application of the modified method of simplest equation. We follow the idea that each function constructed as polynomial of a solution of a simplest equation is a solution of a class of nonlinear PDEs. We discuss three simplest equations: the equations of Bernoulli and Riccati and the elliptic equation. The applied algorithm is as follows. First a polynomial function is constructed on the basis of a simplest equation. Then we find nonlinear ODEs that have the constructed function as a particular solution. Finally we obtain nonlinear PDEs that by means of the traveling-wave ansatz can be reduced to the above ODEs. By means of this algorithm we make a first step towards identification of the above-mentioned classes of nonlinear PDEs.