Finite Element Approximation of a Rigid Punch Indenting a Membrane

Optimal order H¹ and L error bounds are obtained for a continuouspiecewise linear finite element approximation of an obstacleproblem, where the obstacle's height as well as the contactzone, _c, are a priori unknown. The problem models the indentationof a membrane by a rigid punch. For R², given ,g R⁺ and an obstacle defined over E we consider the minimization of |v|²_1,+gµover (v, µ) H¹₀() x R subject to v+µ on E. In additionwe show under certain nondegeneracy conditions that dist (_c,^h_c)Ch ln 1/h, where ^h_c is the finite element approximation to_c. Finally we show that the resulting algebraic problem canbe solved using a projected SOR algorithm.     

Fitted and Unfitted Finite-Element Methods for Elliptic Equations with Smooth Interfaces

This paper considers the finite-element approximation of theelliptic interface problem: -?(u) + cu = f in Rⁿ (n = 2 or3), with u = 0 on , where is discontinuous across a smoothsurface in the interior of . First we show that, if the meshis isoparametrically fitted to using simplicial elements ofdegree k - 1, with k 2, then the standard Galerkin method achievesthe optimal rate of convergence in the H¹ and L² norms overthe approximations _l⁴ of _l where _{l 2}. Second, since itmay be computationally inconvenient to fit the mesh to , weanalyse a fully practical piecewise linear approximation ofa related penalized problem, as introduced by Babuska (1970),based on a mesh that is independent of . We show that, by choosingthe penalty parameter appropriately, this approximation convergesto u at the optimal rate in the H¹ norm over _l⁴ and in the L²norm over any interior domain _l^* satisfying _l^* _l^** _l⁴ for somedomain _l^**. Present address: School of Mathematical and Physical Sciences,University of Sussex, Brighton BN1 9QH     

Rate of convergence of numerical approximations to homoclinic bifurcation points

For x=f (x, ), x Rⁿ, R, having a hyperbolic or semihyperbolicequilibrium p(), we study the numerical approximation of parametervalues ^* at which there is an orbit homoclinic to p(). We approximate^* by solving a finite-interval boundary value problem on J=[T_–,T₊], T_–<0<T₊, with boundary conditions that sayx(T_–) and x(T₊) are in approximations to appropriate invariantmanifolds of p(). A phase condition is also necessary to makethe solution unique. Using a lemma of Xiao-Biao Lin, we improve,for certain phase conditions, existing estimates on the rateof convergence of the computed homoclinic bifurcation parametervalue , to the true value ^*. The estimates we obtain agree withthe rates of convergence observed in numerical experiments.Unfortunately, the phase condition most commonly used in numericalwork is not covered by our results.     

Discontinuous Galerkin finite element approximation of quasilinear elliptic boundary value problems I: the scalar case

^** Email: Paul.Houston{at}mcs.le.ac.uk^*** Email: Janice.Robson{at}comlab.ox.ac.uk^**** Email: Endre.Suli{at}comlab.ox.ac.uk We develop a one-parameter family of hp-version discontinuousGalerkin finite element methods, parameterised by [–1,1], for the numerical solution of quasilinear elliptic equationsin divergence form on a bounded open set ^d, d 2. In particular,we consider the analysis of the family for the equation –·{µ(x, |u|)u} = f(x) subject to mixed Dirichlet–Neumannboundary conditions on . It is assumed that µ is a real-valuedfunction, µ C( x [0, )), and thereexist positive constants m_µ and M_µ such that m_µ(t– s) µ(x, t)t – µ(x, s)s M_µ(t– s) for t s 0 and all x . Using a result from the theory of monotone operators for any valueof [–1, 1], the corresponding method is shown to havea unique solution u_DG in the finite element space. If u C¹() H^k(), k 2, then with discontinuous piecewise polynomials ofdegree p 1, the error between u and u_DG, measured in the brokenH¹()-norm, is (h^s–1/p^k–3/2), where 1 s min {p+ 1, k}.     

Finite-Element Approximation of a Plasma Equilibrium Problem

The plasma problem studied is: given R⁺ find (, d, u) R ?R ? H¹() such that Let ₁ < ₂ be the first two eigenvalues of the associatedlinear eigenvalue problem: find $$\left(\lambda ,\phi \right)\in\mathrm{R;}\times {\hbox{ H }}_{0}^{1}\left(\Omega \right)$$such that For ₀(0,₂) it is well known that there exists a unique solution(₀, d₀, u₀) to the above problem. We show that the standard continuous piecewise linear Galerkinfinite-element approximatinon $$\left({\lambda }_{0},{\hbox{d }}_{0}^{k},{u}_{0}^{h}\right)$$, for ₀(0,₂), converges atthe optimal rate in the H¹, L², and L norms as h, the mesh length,tends to 0. In addition, we show that dist (, ^h)Ch² ln 1/h,where $${\Gamma }^{\left(h\right)}=\left\{x\in \Omega :{u}_{0}^{\left(h\right)}\left(x\right)=0\right\}$$.Finally we consider a more practical approximation involvingnumerical integration.     

Total Flux Estimates for a Finite-Element Approximation of Elliptic Equations

An elliptic boundary-value problem on a domain with prescribedDirichlet data on _I is approximated using a finite-elementspace of approximation power h^K in the L² norm. It is shownthat the total flux across _I can be approximated with an errorof O(h^K) when is a curved domain in Rⁿ (n = 2 or 3) and isoparametricelements are used. When is a polyhedron, an O(h^2K–2)approximation is given. We use these results to study the finite-elementapproximation of elliptic equations when the prescribed boundarydata on _I is the total flux. Present address: School of Mathematical and Physical Sciences,University of Sussex, Brighton, Sussex BN1 9QH.     

Convergence of a finite-element approximation of surfactant spreading on a thin film in the presence of van der Waals forces

We consider a fully practical finite-element approximationof the following system of nonlinear degenerate parabolic equations: (u)/(t) + . (u² [(v)]) - (1)/(3) .(u³ w)= 0, w = - c u - u^-+ a u^-3 , (v)/(t) + . (u v [(v)]) - v - .(u² v w) = 0. The above models a surfactant-driven thin-film flow in the presenceof both attractive, a>0, and repulsive, >0 with >3,van der Waals forces; where u is the height of the film, v isthe concentration of the insoluble surfactant monolayer and(v):=1-v is the typical surface tension. Here 0 and c>0 arethe inverses of the surface Peclet number and the modified capillarynumber. In addition to showing stability bounds for our approximation,we prove convergence, and hence existence of a solution to thisnonlinear degenerate parabolic system, (i) in one space dimensionwhen >0; and, moreover, (ii) in two space dimensions if inaddition 7. Furthermore, iterative schemes for solving the resultingnonlinear discrete system are discussed. Finally, some numericalexperiments are presented.     

On Mason's conjecture concerning interpolation by polynomials in z and z-1 on an annulus

A polynomial of degree n in z^–1 and n – 1 in z isdefined by an interpolation projection from the space A(N) of functions f analytic in thecircular annulus ^–1<|z| and continuous on its boundaries|z|=^–1, . The points of interpolation are chosen to coincidewith the n roots of zⁿ=–n and the n roots of zⁿ=^–n.We prove Mason's conjecture that the corresponding Lebesguefunction attains its maximal value on the inner circle. We alsoestimate the bound of the Lebesgue constant . It is proved that the following estimate for theoperator norm holds: where _n, is the Lebesgue constant of Gronwall for equally spacedinterpolation on a circle by a polynomial of degree n.     

Boundary integral methods for singularly perturbed boundary value problems

In this paper we consider boundary integral methods appliedto boundary value problems for the positive definite Helmholtz-typeproblem –U + ²U = 0 in a bounded or unbounded domain,with the parameter real and possibly large. Applications arisein the implementation of space–time boundary integralmethods for the heat equation, where is proportional to 1/(t),and t is the time step. The corresponding layer potentials arisingfrom this problem depend nonlinearly on the parameter and havekernels which become highly peaked as , causing standard discretizationschemes to fail. We propose a new collocation method with arobust convergence rate as . Numerical experiments on a modelproblem verify the theoretical results.     

Total Flux Estimates for a Finite-Element Approximation of Parabolic Equations

An initial-boundary-value problem for a parabolic equation ina domain x (0, T) with prescribed Dirichlet data on is approximatedusing a continuous-time Galerkin finite-element scheme. It isshown that the total flux across ₁= can be approximated withan error of O(h^k) when is a curved domain in Rⁿ (n = 2 or 3)and isoparametric elements having approximation power h^k inthe L² norm are used.     

Decomposition of weighted Triebel-Lizorkin and Besov spaces on the ball

Weighted Triebel–Lizorkin and Besov spaces on the unitball B^d in ^d with weights w_µ(x)=(1–|x|²)^µ–1/2,µ0, are introduced and explored. A decomposition schemeis developed in terms of almost exponentially localized polynomialelements (needlets) {}, {} and it is shown that the membershipof a distribution to the weighted Triebel–Lizorkin orBesov spaces can be determined by the size of the needlet coefficients{f, } in appropriate sequence spaces.     

Convergence of Univariate Quasi-Interpolation Using Multiquadrics

Quasi-interpolants to a function f: RR on an infinite regularmesh of spacing h can be defined by where :RR is a function with fast decay for large argument. In the approach employing the radial-basis-function : RR, thefunction is a finite linear combination of basis functions(|•–jh|) (jZ). Choosing Hardy's multiquadrics (r)=(r²+c²)^?,we show that sufficiently fast-decaying exist that render quasi-interpolationexact for linear polynomials f. Then, approximating f C²(R),we obtain uniform convergence of s to f as (h, c)0, and convergenceof s' to f' as (h, c²/h)0. However, when c stays bounded awayfrom 0 as h0, there are f C(R) for which s does not convergeto f as h0. We also show that, for all which vanish at infinity but arenot integrable over R, there are no finite linear combinations of the given basis functions allowing the construction of admissiblequasi-interpolants. This includes the case of the inverse multiquadncs(r)=(r²+c²)^–?.     

Convergence of a fully discrete approximation for advected mean curvature flows

Let (t) be a closed curve in R² which propagates in its normaldirection n with velocity V = --q.n-g, where is the mean curvatureof (t) and g and q are given represent, respectively, a forcingterm and a vector field. In this paper we prove that such flowscan be approximated by numerical solutions of advection Allen-Cahnequations. It is shown that the zero level set of the fullydiscrete solution using explicit time stepping converges evenpast singularities to the true interface provided that no fatteningoccurs and , h² O(⁴), where h and denote the mesh size andthe time step. For smooth flows an optimal O(²)-rate of convergenceis derived provided , h² O(⁵). The analysis is based on constructingfully discrete barriers via an explicit parabolic projectionand Lipschitz dependence of the viscosity solutions with respectto perturbations of data.     

Correction: Abelian Varieties defined over their Fields of Moduli, I

Bull London Math. Soc, 4 (1972), 370–372. The proof of the theorem contains an error. Before giving acorrect proof, we state two lemmas. LEMMA 1. Let K/k be a cyclic Galois extension of degree m, let generate Gal (K/k), and let (A, I, ) be defined over K. Supposethat there exists an isomorphism :(A,I,) (A, I, ) over K suchthat v^m–1 ... = 1, where v is the canonical isomorphism(A^m, I^m, ^m) (A, I, ). Then (A, I, ) has a model over k, whichbecomes isomorphic to (A, I, ) over K. Proof. This follows easily from [7], as is essentially explainedon p. 371. LEMMA 2. Let G be an abelian pro-finite group and let : G Q/Z be a continuous character of G whose image has order p.Then either: (a) there exist subgroups G' and H of G such that H is cyclicof order p^m for some m, (G') = 0, and G = G' x H, or (b) for any m > 0 there exists a continuous character m ofG such that p^m _m = . Proof. If (b) is false for a given m, then there exists an element G, of order p^r for some r m, such that () ¦ 0. (Considerthe sequence dual to 0 Ker (p^m) G ^pm G). There exists an opensubgroup G_o of G such that (G₀) = 0 and has order p^r in G/G₀.Choose H to be the subgroup of G generated by , and then aneasy application to G/G₀ of the theory of finite abelian groupsshows the existence of G' (note that () ¦ 0 implies that is not a p-th. power in G). We now prove the theorem. The proof is correct up to the statement(iv) (except that (i) should read: F' k₁ F'ab). To removea minor ambiguity in the proof of (iv), choose to be an elementof Gal (F'_ab/k₂) whose image $$\stackrel{\&macr;}{\sigma}$$ in Gal (k₁/k₂) generates this last group. The error occursin the statement that the canonical map v : A^P A acts on pointsby sending a^p a; it, of course, sends a a. The proof is correct, however, in the case that it is possibleto choose so that ^p = 1 (in Gal (F'/k₂)). By applying Lemma 2 to G = Gal (F'_ab/k₂) and the map G Gal(k₁/k₂) one sees that only the following two cases have to beconsidered. (a) It is possible to choose so that ^pm = 1, for some m, andG = G' x H where G' acts trivially on k₁ and H is generatedby . (b) For any m > 0 there exists a field K, F'ab K k₁ k₂is a cyclic Galois extension of degree p^m. In the first case, we let K F'_ab be the fixed field of G'.Then (A, I, ), regarded as being defined over K, has a modelover k₂. Indeed, if m = 1, then this was observed above, butwhen m > 1 the same argument applies. In the second case, let : (A, I, ) (A$$\stackrel{\&macr;}{\sigma}$$, I$$\stackrel{\&macr;}{\sigma }$$, $$\stackrel{\&macr;}{\sigma}$$) be an isomorphism defined over k₁ and let v ... ^p–1 = µ(R). If is replaced by for some Aut_k1((A, I, )) then is replacedby ^P. Thus, as µ(R) is finite, we may assume that ^pm–1= 1 for some m. Choose K, as in (b), to be of degree p^m overk₂. Let _m be a generator of Gal (K/k₂) whose restriction tok₁ is $$\stackrel{\&macr;}{\sigma }$$. Then : (A, I, ) (A^{$$\stackrel{\&macr;}{\sigma }$$}, I^{$$\stackrel{\&macr;}{\sigma}$$}, ^{$$\stackrel{\&macr;}{\sigma }$$} = (A^{$$\stackrel{\&macr;}{\sigma}$$m}, I^{$$\stackrel{\&macr;}{\sigma }$$m}, ^{$$\stackrel{\&macr;}{\sigma}$$m} is an isomorphism defined over K and v ^mpm–1, ... ^m =^pm–1 = 1, and so, by) Lemma 1, (A, I, ) has a model overk₂ which becomes isomorphic to (A, I, over K. The proof may now be completed as before. Addendum: Professor Shimura has pointed out to me that the claimon lines 25 and 26 of p. 371, viz that µ(R) is a puresubgroup of _R^*t, does not hold for all rings R. Thus this condition,which appears to be essential for the validity of the theorem,should be included in the hypotheses. It holds, for example,if µ(R) is a direct summand of µ(F).     

Error Bounds for Hermite Interpolation by Quadratic Splines on an {alpha}-Triangulation

For l, an -triangulation F of a planar domain is such that,for every T F, there holds 1 R_T/2r_T , where R_T (resp. r_T)denotes the radius of the circumscribed (resp. inscribed) circleof the triangle T. When T is varying in F the centre of itsinscribed circle is varying in a compact interior to T and itsorthogonal projections on the sides are varying in compact intervalsinterior to these sides. Precise results are given about thesizes of these compacts and are used for the computation oferror constants in the problem of Hermite interpolation by Powell-Sabinquadratic finite elements, bringing to the fore their dependenceon the parameter .     

Convergence of a Finite-Difference Scheme for Second-Order Hyperbolic Equations with Variable Coefficients

We study the convergence of a finite-difference scheme for thefirst initial-boundary-value problem for linear second-orderhyperbolic equations with variable coefficients. Using the bilinearversion of the Bramble-Hilbert lemma we prove that the convergencerate in the discrete energy norm is of the order h^–2 ifthe exact solution belongs to the Sobolev space W₂(Q) with 2<<4.     

A note on least-squares mixed finite elements in relation to standard and mixed finite elements

^** Email: brandts{at}science.uva.nl The least-squares mixed finite-element method for second-orderelliptic problems yields an approximation u_h V_h H₀¹() of thepotential u together with an approximation p_{h h} H(div ; )of the vector field p = – Au. Comparing u_h with the standardfinite-element approximation of u in V_h, and p_h with the mixedfinite-element approximation of p, it turns out that they arehigher-order perturbations of each other. In other words, theyare ‘superclose’. Refined a priori bounds and superconvergenceresults can now be proved. Also, the local mass conservationerror is of higher order than could be concluded from the standarda priori analysis.     

An Order of Convergence for Some Radial Basis Functions

The quasi-interpolant to a function f : RⁿR on an infinite regulargrid of spacing h can be defined by where : RⁿR is a function which decays quickly for large argument.In the case of radial basis functions has the form where : R⁺R is known as a radial basis function and, in general,?_j R (j = 1,...,m) and x^j Rⁿ (j = 1,...,m), though here onlythe particular case x^j Zⁿ (j = 1,..., m) is considered. Thispaper concentrates on the case (r) = r, a generalization oflinear interpolation, although some of the analysis is moregeneral. It is proved that, if n is odd, then there is a function such that the maximum difference between a sufficiently smoothfunction and its quasi-interpolant is bounded by a constantmultiple of hⁿ⁺¹. This is done by first showing that such aquasi-interpolation formula can reproduce polynomials of degreen.     

Upwind difference approximations for degenerate parabolic convection-diffusion equations with a discontinuous coefficient

We analyse approximate solutions generated by an upwind differencescheme (of Engquist–Osher type) for nonlinear degenerateparabolic convection–diffusion equations where the nonlinearconvective flux function has a discontinuous coefficient (x)and the diffusion function A(u) is allowed to be strongly degenerate(the pure hyperbolic case is included in our setup). The mainproblem is obtaining a uniform bound on the total variationof the difference approximation u, which is a manifestationof resonance. To circumvent this analytical problem, we constructa singular mapping (, ·) such that the total variationof the transformed variable z = (, u) can be bounded uniformlyin . This establishes strong L¹ compactness of z and, since(, ·) is invertible, also u. Our singular mapping isnovel in that it incorporates a contribution from the diffusionfunction A(u). We then show that the limit of a converging sequenceof difference approximations is a weak solution as well as satisfyinga Krukov-type entropy inequality. We prove that the diffusionfunction A(u) is Hölder continuous, implying that the constructedweak solution u is continuous in those regions where the diffusionis nondegenerate. Finally, some numerical experiments are presentedand discussed.     

Local error estimates for radial basis function interpolation of scattered data

Introducing a suitable variational formulation for the localerror of scattered data interpolation by radial basis functions(r), the error can be bounded by a term depending on the Fouriertransform of the interpolated function f and a certain ‘Krigingfunction’, which allows a formulation as an integral involvingthe Fourier transform of . The explicit construction of locallywell-behaving admissible coefficient vectors makes the Krigingfunction bounded by some power of the local density h of datapoints. This leads to error estimates for interpolation of functionsf whose Fourier transform f is ‘dominated’ by thenonnegative Fourier transform of (x) = (||x||) in the sense . Approximation orders are arbitrarily high for interpolationwith Hardy multiquadrics, inverse multiquadrics and Gaussiankernels. This was also proven in recent papers by Madych andNelson, using a reproducing kernel Hilbert space approach andrequiring the same hypothesis as above on f, which limits thepractical applicability of the results. This work uses a differentand simpler analytic technique and allows to handle the casesof interpolation with (r) = r^s for s R, s > 1, s 2N, and(r) = r^s log r for s 2N, which are shown to have accuracy O(h^s/2)