Legendre-Laguerre coupled spectral element methods for second- and fourth-order equations on the half line

Some Legendre spectral element/Laguerre spectral coupled methods are proposed to numerically solve second- and fourth-order equations on the half line. The proposed methods are based on splitting the infinite domain into two parts, then using the Legendre spectral element method in the finite subdomain and Laguerre method in the infinite subdomain. C⁰ or C¹-continuity, according to the problem under consideration, is imposed to couple the two methods. Rigorous error analysis is carried out to establish the convergence of the method. More importantly, an efficient computational process is introduced to solve the discrete system. Several numerical examples are provided to confirm the theoretical results and the efficiency of the method.     

A fully diagonalized spectral method using generalized Laguerre functions on the half line

A fully diagonalized spectral method using generalized Laguerre functions is proposed and analyzed for solving elliptic equations on the half line. We first define the generalized Laguerre functions which are complete and mutually orthogonal with respect to an equivalent Sobolev inner product. Then the Fourier-like Sobolev orthogonal basis functions are constructed for the diagonalized Laguerre spectral method of elliptic equations. Besides, a unified orthogonal Laguerre projection is established for various elliptic equations. On the basis of this orthogonal Laguerre projection, we obtain optimal error estimates of the fully diagonalized Laguerre spectral method for both Dirichlet and Robin boundary value problems. Finally, numerical experiments, which are in agreement with the theoretical analysis, demonstrate the effectiveness and the spectral accuracy of our diagonalized method.     

Fourth-order difference equation for the associated Meixner and Charlier polynomials

An explicit representation of the associated Meixner polynomials (with a real association parameter γ?0) is given in terms of hypergeometric functions. This representation allows to derive the fourth-order difference equation verified by these polynomials. Appropriate limits give the fourth-order difference equation for the associated Charlier polynomials and the fourth-order differential equations for the associated Laguerre and Hermite polynomials.     

A fourth-order finite difference scheme for two-dimensional nonlinear elliptic partial differential equations

A finite difference scheme for the two-dimensional, second-order, nonlinear elliptic equation is developed. The difference scheme is derived using the local solution of the differential equation. A 13-point stencil on a uniform mesh of size h is used to derive the finite difference scheme, which has a truncation error of order h⁴. Well-known iterative methods can be employed to solve the resulting system of equations. Numerical results are presented to demonstrate the fourth-order convergence of the scheme. © 1995 John Wiley & Sons, Inc.     

Fourth-order finite difference method for three-dimensional elliptic equations with nonlinear first-derivative terms

We present a 19-point fourth-order finite difference method for the nonlinear second-order system of three-dimensional elliptic equations Au _xx + Bu _yy + Cu _zz = f , where A , B , C , are M × M diagonal matrices, on a cubic region R subject to the Dirichlet boundary conditions u (x, y, z) = u ⁽⁰⁾(x, y, z) on ?R. We establish, under appropriate conditions, O(h⁴) convergence of the difference method. Numerical examples are given to illustrate the method and its fourth-order convergence. © 1992 John Wiley & Sons, Inc.     

Uniform approximation by polynomial solutions of second-order elliptic equations, and the corresponding Dirichlet problem

Conditions for the uniform approximability of functions by polynomial solutions of second-order elliptic equations with constant complex coefficients on compact sets of special form in ?² are studied. The results obtained are of analytic character. Conditions of solvability and uniqueness for the corresponding Dirichlet problem are also studied. It is proved that the polynomial approximability on the boundary of a domain is not generally equivalent to the solvability of the corresponding Dirichlet problem.     

First eigenvalues and comparison of Green’s functions for elliptic operators on manifolds or domains

Given a complete Riemannian manifoldM (or a regionU inR ^N ) and two second-order elliptic operators L₁, L₂ in M (resp.U, conditions, mainly in terms of proximity near infinity (resp. near ?U) between these operators, are found which imply that their Green’s functions are equivalent in size. For the case of a complete manifold with a given reference pointO the conditions are as follows:L ₁ andL ₂ are weakly coercive and locally well-behaved, there is an integrable and nonincreasing positive function Ф on [0, ∞[ such that the “distance” (to be defined) betweenL ₁ andL ₂ in each ballB(x, 1 ) ?M is less than Ф(d(x, O)). At the same time a continuity property of the bottom of the spectrum of such elliptic operators is proved. Generalizations are discussed. Applications to the domain case lead to Dini-type criteria for Lipschitz domains (or, more generally, Hölder-type domains).     

A fourth-order difference method for elliptic equations with nonlinear first derivative terms

We present a nine-point fourth-order finite difference method for the nonlinear second-order elliptic differential equation Au_xx + Bu_yy = f(x, y, u, u_x, u_y) on a rectangular region R subject to Dirichlet boundary conditions u(x, y) = g(x, y) on ?R. We establish, under appropriate conditions O(h⁴)-convergence of the finite difference scheme. Numerical examples are given to illustrate the method and its fourth-order convergence.     

Similitude operators generated by nonlocal problems for second-order elliptic equations

The spectral properties and properties of the L²-solutions of the nonlocal problem for second-order linear elliptic nondivergent-type equations that represent an isospectral disturbance of the Dirichlet problem are investigated.Translated from Ukrayins'kyy Matematychnyy Zhurnal, Vol. 44, No. 9, pp. 1174–1181, September, 1992.     

Well-Conditioned Spectral Collocation Methods for Problems in Unbounded Domains

Based on the generalized Laguerre and Hermite functions, we construct two types of Birkhoff-type interpolation basis functions. The explicit expressions are derived, and fast and stable algorithms are provided for computing these basis functions. As applications, some well-conditioned collocation methods are proposed for solving various second-order differential equations in unbounded domains. Numerical experiments illustrate that our collocation methods are more efficient than the standard Laguerre/Hermite collocation approaches.     

The P-version of the mixed-finite element method for nonlinear second-order elliptic problems

The p-version of the mixed finite element method is considered for nonlinear second-order elliptic problems. Existence and uniqueness of the approximation are demonstrated and optimal order error estimates in L² are derived for the three relevant functions. Error estimates for the scalar function are also given in L^q, 2 ? q ? + ∞. © 1996 John Wiley & Sons, Inc.     

Solution of boundary-value problems for elliptic equations in the space of distributions

We extend the well-known approach to solution of generalized boundary-value problems for second-order elliptic and parabolic equations and for second-order strongly elliptic systems of variational type to the case of a general normal boundary-value problem for an elliptic equation of order2m. The representation of a distribution from (C ^∞ (S))’ is established and is usedfor the proof of convergence of an approximate method of solution of a normal elliptic boundary-value problem in unnormed spaces of distributions.     

Mixed methods of nonlinear second-order elliptic problems in three variables

Mixed finite element methods for treating the Dirichlet problem for fully nonlinear second-order elliptic operators in divergence form are extended to cover the three-dimensional case. Existence and uniqueness of the approximation are proved, and optimal error estimates in L² are demonstrated for both the scalar and vector functions approximated by the method. Error estimates for the pressure variable are also derived in L^q; the result is optimal in order for 2 ≤ q ≤ 6 and less than optimal for 6 < q ≤ + ∞. Newton's method can be used to solve the nonlinear algebraic equations. © 1996 John Wiley & Sons, Inc.     

Order h4 difference methods for a class of singular two space elliptic boundary value problems

In this article, we derive difference methods of O(h⁴) for solving the system of two space nonlinear elliptic partial differential equations with variable coefficients having mixed derivatives on a uniform square grid using nine grid points. We obtain two sets of fouth-order difference methods; one in the absence of mixed derivatives, second when the coefficients of u_xy are not equal to zero and the coefficients of u_xx and u_yy are equal. There do not exist fourth-order schemes involving nine grid points for the general case. The method having two variables has been tested on two-dimensional viscous, incompressible steady-state Navier-Stokes' model equations in polar coordinates. The proposed difference method for scalar equation is also applied to the Poisson's equation in polar coordinates. Some numerical examples are provided to illustrate the fourth-order convergence of the proposed methods.     

Analysis of expanded mixed methods for fourth-order elliptic problems

The recently proposed expanded mixed formulation for numerical solution of second-order elliptic problems is here extended to fourth-order elliptic problems. This expanded formulation for the differential problems under consideration differs from the classical formulation in that three variables are treated, i.e., the displacement, the stress, and the moment tensors. It works for the case where the coefficient of the differential equations is small and does not need to be inverted, or for the case in which the stress tensor of the equations does not need to be symmetric. Based on this new formulation, various mixed finite elements for fourth-order problems are considered; error estimates of quasi-optimal or optimal order depending upon the mixed elements are derived. Implementation techniques for solving the linear system arising from these expanded mixed methods are discussed, and numerical results are presented. © 1997 John Wiley & Sons, Inc. Numer Methods Partial Differential Eq 13: 483–503, 1997     

Existence of Solutions of Some Degenerate Nonlinear Elliptic Fourth-order Equations with L 1 -data

This article deals with a class of degenerate nonlinear elliptic fourth-order equations with L 1 -right-hand sides. Equations of the given class have divergence form and their coefficients satisfy a strengthened ellipticity condition with two different weights associated, respectively, to the first- and the second-order derivatives of unknown function. Under suitable hypotheses on the weighted functions involved we establish solvability in a Sobolev space of Dirichlet problem for equations under consideration.     

The Fourth-order Bessel–type Differential Equation

The Bessel-type functions, structured as extensions of the classical Bessel functions, were defined by Everitt and Markett in 1994. These special functions are derived by linear combinations and limit processes from the classical orthogonal polynomials, classical Bessel functions and the Krall Jacobi-type and Laguerre-type orthogonal polynomials. These Bessel-type functions are solutions of higher-order linear differential equations, with a regular singularity at the origin and an irregular singularity at the point of infinity of the complex plane.

There is a Bessel-type differential equation for each even-order integer; the equation of order two is the classical Bessel differential equation. These even-order Bessel-type equations are not formal powers of the classical Bessel equation.

When the independent variable of these equations is restricted to the positive real axis of the plane they can be written in the Lagrange symmetric (formally self-adjoint) form of the Glazman–Naimark type, with real coefficients. Embedded in this form of the equation is a spectral parameter; this combination leads to the generation of self-adjoint operators in a weighted Hilbert function space. In the second-order case one of these associated operators has an eigenfunction expansion that leads to the Hankel integral transform.

This article is devoted to a study of the spectral theory of the Bessel-type differential equation of order four; considered on the positive real axis this equation has singularities at both end-points. In the associated Hilbert function space these singular end-points are classified, the minimal and maximal operators are defined and all associated self-adjoint operators are determined, including the Friedrichs self-adjoint operator. The spectral properties of these self-adjoint operators are given in explicit form.

From the properties of the domain of the maximal operator, in the associated Hilbert function space, it is possible to obtain a virial theorem for the fourth-order Bessel-type differential equation.

There are two solutions of this fourth-order equation that can be expressed in terms of classical Bessel functions of order zero and order one. However it appears that additional, independent solutions essentially involve new special functions not yet defined. The spectral properties of the self-adjoint operators suggest that there is an eigenfunction expansion similar to the Hankel transform, but details await a further study of the solutions of the differential equation.     

四阶椭圆问题的C0非协调元

基于泡函数,本文构造了二维四阶椭圆问题的三个C⁰非协调单元, 其中一个是三角形单元,另两个是矩形单元. 我们证明一个单元是一阶收敛,另两个单元是二阶收敛.     

Interior maximum norm estimates for finite element discretizations of the Stokes equations

Interior estimates are proved in the L ^∞ norm for stable finite element discretizations of the Stokes equations on translation invariant meshes. These estimates yield information about the quality of the finite element solution in subdomains a positive distance from the boundary. While they have been established for second-order elliptic problems, these interior, or local, maximum norm estimates for the Stokes equations are new. By applying finite differenciation methods on a translation invariant mesh, we obtain optimal convergence rates in the mesh size h in the maximum norm. These results can be used for analyzing superconvergence in finite element methods for the Stokes equations.     

Efficient Laguerre and Hermite Spectral Methods for Odd-Order Differential Equations in Unbounded Domains

Laguerre dual-Petrov-Galerkin spectral methods and Hermite Galerkin spectral methods for solving odd-order differential equations in unbounded domains are proposed. Some Sobolev bi-orthogonal basis functions are constructed which lead to the diagonalization of discrete systems. Numerical results demonstrate the effectiveness of the suggested approaches.