A new stable,explicit, and generic third-order method for simulating conductive heat transfer

In this paper we introduce a new type of explicit numerical algorithm to solve the spatially discretized linear heat or diffusion equation. After discretizing the space variables as in standard finite difference methods, this novel method does not approximate the time derivatives by finite differences, but use three stage constant-neighbor and linear neighbor approximations to decouple the ordinary differential equations and solve them analytically. In the final expression for the new values of the variable, the time step size appears not in polynomial or rational, but in exponential form with negative coefficients, which can guarantee unconditional stability. The scheme contains a free parameter p. We show that the convergence of the method is third-order in the time step size regardless of the values of p, and, according to von Neumann stability analysis, the method is stable for a wide range of p. We validate the new method by testing the results in a case where the analytical solution exists, then we demonstrate the competitiveness by comparing its performance with several other numerical solvers.     

Analysis of a new BEM‐FEM coupling for two‐dimensional fluid‐solid interaction

In this work we present a new numerical method, based on a coupling of finite and boundary elements, to solve a fluid‐solid interaction problem in the plane. The discrete method uses classical Lagrange finite elements adapted to curved boundaries for the field variable and spectral approximation of the unknowns on the artificial boundary. We provide error estimates for this Galerkin scheme and propose a full discretization based on elementary quadrature formulae, showing that the perturbation due to numerical integration preserves the optimal rate of convergence. We also suggest an iterative method to solve the complicated linear systems arising from this type of schemes. © 2005 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2005     

乘法半群上的线性方程组与晶体对势的反演

用乘法半群上的线性方程组来求解晶体原子间对势反演的逆问题.这种方法是解决此类问题的一般性方法.本文还给出了一个计算实例.     

一类线性抛物型方程组的特征有限元方法

本文应用特征有限元方法处理一类一维有界区域上的抛物型方程组,由于是第一类边界条件,对对流项系数作出假设,则避免了处理区域外的情况,最后给出收敛性定理.从误差结果看出,应用特征有限元可以增加时间步长,而不降低精度,数值实验也证实了这一点.     

混合边界条件下的三维定常 旋转Navier-Stokes方程的原始变量有限元计算

本文利用原始变量有限元法求解混合边界条件下的三维定常旋转Navier-Stokes方程,证明了离散问题解的存在唯一性,得到了有限元解的最优误差估计.给出了求解原始变量有限元逼近解的简单迭代算法,并证明了算法的收敛性.针对三维情况下计算资源的限制,采用压缩的行存储格式存储刚度矩阵的非零元素,并利用不完全的LU分解作预处理的GMRES方法求解线性方程组.最后分析了简单迭代和牛顿迭代的优劣对比,数值算例表明在同样精度下简单迭代更节约计算时间.     

An Explanation of the Non‐unique Behaviour of a Textile Probe in the Drape Experiment ‐ Numerical Stability Analysis

The paper proves, that the ambiguous behaviour of a textile probe in the drape experiment is connected with many possible equilibrium states. This experiment is usually used for the evaluation of the drapeability of textiles. We treat a textile surface in our mathematical model as a two‐dimensional Cosserat continuum, which equilibrium equations can be easily formulated. To solve the boundary value problem, which assures equilibrium, we use the finite element method in connection with the arc‐length method. This strategy allows us to trace the highly non‐linear behaviour of the system. This nonlinearity is responsible for the non‐unique behaviour of a textile probe in drape. In our investigation we calculate some of the possible final configurations of a round textile probe supported on the round table. Such configurations can be observed in the drape experiment.     

Boundary equations in the finite transfer method for solving differential equation systems

The finite transfer method is going to be used to solve a p system of linear ordinary differential equations. The complete problem is extended by adding the p boundary equations involved. It is chosen a fourth order scheme to obtain finite transfer expressions. A recurrence strategy is used in these equations and permits one to relate different points in the domain where boundary equations are defined. Finally a 2p algebraic system of equations is noted and solved. To show the efficiency and accuracy, the method is applied to determine the structural behavior of a bending beam with different supports and to solve a differential equation of second degree with different boundary conditions.     

A new method to solve the second-order linear difference equations with constant coefficients

In this paper, we give a new and straightforward method to solve the non-homogeneous second-order linear difference equations with constant coefficients. It is new because it does not require the uniqueness theorem of the solution of the problem of initial values. Neither does it require a fundamental system of solutions, nor the method of variation of parameters. Moreover, we get a unique formula that expresses the general solution independently of the multiplicities of the roots of the characteristic equation.     

On the solution of elliptic partial differential equations on regions with corners II: Detailed analysis

In this paper we investigate the solution of boundary value problems on polygonal domains for elliptic partial differential equations. Previously, we observed that when the boundary value problems are formulated as boundary integral equations of classical potential theory, the solutions are representable by series of elementary functions, to arbitrary order, for all but finitely many values of the angles. Here, we extend this observation to all values of the angles. We show that the solutions near corners are representable, to arbitrary order, by linear combinations of certain non-integer powers and non-integer powers multiplied by logarithms.     

Multigrid solution of high order discretisation for three-dimensional biharmonic equation with Dirichlet boundary conditions of second kind

In this paper, we propose two compact finite difference approximations for three-dimensional biharmonic equation with Dirichlet boundary conditions of second kind. In these methods there is no need to define special formulas near the boundaries and boundary conditions are incorporated with these techniques. The unknown solution and its second derivatives are carried as unknowns at grid points. We derive second-order and fourth-order approximations on a 27 point compact stencil. Classical iteration methods such as Gauss–Seidel and SOR for solving the linear system arising from the second-order and fourth-order discretisation suffer from slow convergence. In order to overcome this problem we use multigrid method which exhibit grid-independent convergence and solve the linear system of equations in small amount of computer time. The fourth-order finite difference approximations are used to solve several test problems and produce high accurate numerical solutions.     

On the existence of maximum principles in parabolic finite element equations

In 1973, H. Fujii investigated discrete versions of the maximum principle for the model heat equation using piecewise linear finite elements in space. In particular, he showed that the lumped mass method allows a maximum principle when the simplices of the triangulation are acute, and this is known to generalize in two space dimensions to triangulations of Delauney type. In this note we consider more general parabolic equations and first show that a maximum principle cannot hold for the standard spatially semidiscrete problem. We then show that for the lumped mass method the above conditions on the triangulation are essentially sharp. This is in contrast to the elliptic case in which the requirements are weaker. We also study conditions for the solution operator acting on the discrete initial data, with homogeneous lateral boundary conditions, to be a contraction or a positive operator.

     

A non-overlapping domain decomposition for low-frequency time-harmonic Maxwell’s equations in unbounded domains

In this paper, we are concerned with a non-overlapping domain decomposition method for solving the low-frequency time-harmonic Maxwell’s equations in unbounded domains. This method can be viewed as a coupling of finite elements and boundary elements in unbounded domains, which are decomposed into two subdomains with a spherical artificial boundary. We first introduce a discretization for the coupled variational problem by combining Nédélec edge elements of the lowest order and curvilinear elements. Then we design a D-N alternating method for solving the discrete problem. In the method, one needs only to solve the finite element problem (in a bounded domain) and calculate some boundary integrations, instead of solving a boundary integral equation. It will be shown that such iterative algorithm converges with a rate independent of the mesh size. The work of Qiya Hu was supported by Natural Science Foundation of China G10371129.     

Navier边界条件下湖方程的边界层问题

考虑光滑区域上二维粘性湖方程在Navier边界条件下的无粘极限问题,证明了具有Navier边界条件粘性湖方程的边界层在Sobolev空间中是非线性稳定的,验证了具有较弱强度的边界层的渐近展开的合理性.     

偏微分方程的函数论方法及应用和计算

本文主要介绍了偏微分方程一些边值问题的函数论方法。首先给出了边值问题的适定提法；其次研究了多复变函数、Ｃｌｉｆｆｏｒｄ代数、某类抛物型方程、一些复合型方程组和双曲型方程组各种边值问题的可解性；进而使用一阶椭圆型方程组间断边值问题的结果，解决了渗流理论、空气动力学与弹性力学中提出的若干自由边界问题；最后还讨论了某些椭圆边值问题与拟共形映射的近似解法。从此文可以看出；函数论方法在处理偏微分方程的一些优     

An artificial boundary method for the Hull-White model of American interest rate derivatives

The Hull-White (HW) model is a widely used one-factor interest rate model because of its analytical tractability on liquidly traded derivatives, super-calibration ability to the initial term structure and elegant tree-building procedure. As an explicit finite difference scheme, lattice method is subject to some stability criteria, which may deteriorate the computational efficiency for early exercisable derivatives. This paper proposes an artificial boundary method based on the partial differential equations (PDEs) to price interest rate derivatives with early exercise (American) feature under the HW model. We construct conversion factors to extract the market information from the zero-coupon curve and then reduce the infinite computational domain into a finite one by using an artificial boundary on which an exact boundary condition is derived. We then develop an implicit θ-scheme with unconditional stability to solve the PDE in the reduced bounded domain. With a finite computational domain, the optimal exercise strategy can be determined efficiently. Our numerical examples show that the proposed scheme is accurate, robust to the truncation size, and more efficient than the popular lattice method for accurate derivative prices. In addition, the singularity-separating technique is incorporated into the artificial boundary method to enhance accuracy and flexibility of the numerical scheme.     

Nonconforming h-p spectral element methods for elliptic problems

In this paper we show that we can use a modified version of the h-p spectral element method proposed in [6,7,13,14] to solve elliptic problems with general boundary conditions to exponential accuracy on polygonal domains using nonconforming spectral element functions. A geometrical mesh is used in a neighbourhood of the corners. With this mesh we seek a solution which minimizes the sum of a weighted squared norm of the residuals in the partial differential equation and the squared norm of the residuals in the boundary conditions in fractional Sobolev spaces and enforce continuity by adding a term which measures the jump in the function and its derivatives at inter-element boundaries, in fractional Sobolev norms, to the functional being minimized. In the neighbourhood of the corners, modified polar coordinates are used and a global coordinate system elsewhere. A stability estimate is derived for the functional which is minimized based on the regularity estimate in [2]. We examine how to parallelize the method and show that the set of common boundary values consists of the values of the function at the corners of the polygonal domain. The method is faster than that proposed in [6,7,14] and the h-p finite element method and stronger error estimates are obtained.     

Absolute value programming

We investigate equations, inequalities and mathematical programs involving absolute values of variables such as the equation Ax+B|x| = b, where A and B are arbitrary m× n real matrices. We show that this absolute value equation is NP-hard to solve, and that solving it with B = I solves the general linear complementarity problem. We give sufficient optimality conditions and duality results for absolute value programs as well as theorems of the alternative for absolute value inequalities. We also propose concave minimization formulations for absolute value equations that are solved by a finite succession of linear programs. These algorithms terminate at a local minimum that solves the absolute value equation in almost all solvable random problems tried.     

A symmetric boundary element method for the Stokes problem in multiple connected domains

We consider a symmetric Galerkin boundary element method for the Stokes problem with general boundary conditions including slip conditions. The boundary value problem is reformulated as Steklov–Poincaré boundary integral equation which is then solved by a standard approximation scheme. An essential tool in our approach is the invertibility of the single layer potential which requires the definition of appropriate factor spaces due to the topology of the domain. Here we describe a modified boundary element approach to solve Dirichlet boundary value problems in multiple connected domains. A suitable extension of the standard single layer potential leads to an operator which is elliptic on the original function space. Copyright © 2003 John Wiley & Sons, Ltd.     

A finite element convergence analysis for 3D Stokes equations in case of variational crimes

We investigate a finite element discretization of the Stokes equations with nonstandard boundary conditions, defined in a bounded three-dimensional domain with a curved, piecewise smooth boundary. For tetrahedral triangulations of this domain we prove, under general assumptions on the discrete problem and without any additional regularity assumptions on the weak solution, that the discrete solutions converge to the weak solution. Examples of appropriate finite element spaces are given.     

MULTILEVEL AUGMENTATION METHODS FOR SOLVING OPERATOR EQUATIONS

We introduce multilevel augmentation methods for solving operator equations based on direct sum decompositions of the range space of the operator and the solution space of the operator equation and a matrix splitting scheme. We establish a general setting for the analysis of these methods, showing that the methods yield approximate solutions of the same convergence order as the best approximation from the subspace. These augmentation methods allow us to develop fast, accurate and stable nonconventional numerical algorithms for solving operator equations. In particular, for second kind equations, special splitting techniques are proposed to develop such algorithms. These algorithms are then applied to solve the linear systems resulting from matrix compression schemes using wavelet-like functions for solving Fredholm integral equations of the second kind. For this special case, a complete analysis for computational complexity and convergence order is presented. Numerical examples are included to demonstra