OPTIMIZATION APPROACH FOR THE MONGE-AMPèRE EQUATION

In this paper, we introduce and study a method for the numerical solution of the elliptic Monge-Ampère equation with Dirichlet boundary conditions. We formulate the Monge-Ampère equation as an optimization problem. The latter involves a Poisson Problem which is solved by the finite element Galerkin method and the minimum is computed by the conjugate gradient algorithm. We also present some numerical experiments.     

THE ARTIFICIAL BOUNDARY CONDITION FOR EXTERIOR OSEEN EQUATION IN 2-D SPACE

A finite element method for the solution of Oseen equation in exterior domain is proposed. In this method, a circular artificial boundary is introduced to make the computational domain finite. Then, the exact relation between the normal stress and the prescribed velocity field on the artificial boundary can be obtained analytically. This relation can serve as an boundary condition for the boundary value problem defined on the finite domain bounded by the artificial boundary. Numerical experiment is presented to demonstrate the performance of the method.     

A FEM-BEM FORMULATION FOR AN EXTERIOR QUASILINEAR ELLIPTIC PROBLEM IN THE PLANE

In this paper, the finite element method and the boundary element method are combined to solve numerically an exterior quasilinear elliptic problem. Based on an appropriate transformation and the Fourier series expansion, the exact quasilinear artificial boundary conditions and a series of the corresponding approximations for the given problem are presented. Then the original problem is reduced into an equivalent problem defined in a bounded computational domain. We provide error estimate for the Galerkin method. Numerical results are presented to illustrate the theoretical results.     

THE COUPLING OF NATURAL BOUNDARY ELEMENT AND FINITE ELEMENT METHOD FOR 2D HYPERBOLIC EQUATIONS

In this paper, we investigate the coupling of natural boundary element and finite element methods of exterior initial boundary value problems for hyperbolic equations. The governing equation is first discretized in time, leading to a time-step scheme, where an exterior elliptic problem has to be solved in each time step. Second, a circular artificial boundary FR consisting of a circle of radius R is introduced, the original problem in an unbounded domain is transformed into the nonlocal boundary value problem in abounded subdomain. And the natural integral equation and the Poisson integral formula are obtained in the infinite domainΩ2 outside circle of radius R. The coupled variational formulation is given. Only the function itself, not its normal derivative at artificial boundary ΓR, appears in the variational equation, so that the unknown numbers are reducedand the boundary element stiffness matrix has a few different elements. Such a coupled method is superior to the one based on direct boundary element method. This paper discusses finite element discretization for variational problem and its corresponding numerical technique, and the convergence for the numerical solutions. Finally, the numerical example is presented to illustrate feasibility and efficiency of this method.     

NUMERICAL SOLUTIONS OF PARABOLIC PROBLEMS ON UNBOUNDED 3-D SPATIAL DOMAIN

In this paper,the numerical solutions of heat equation on 3-D unbounded spatial do-main are considered. n artificial boundary Γ is introduced to finite the computationaldomain.On the artificial boundary Γ,the exact boundary condition and a series of approx-imating boundary conditions are derived,which are called artificial boundary conditions.By the exact or approximating boundary condition on the artificial boundary,the originalproblem is reduced to an initial-boundary value problem on the bounded computationaldomain,which is equivalent or approximating to the original problem.The finite differencemethod and finite element method are used to solve the reduced problems on the finitecomputational domain.The numerical results demonstrate that the method given in thispaper is effective and feasible.     

RECOVERY BASED FINITE ELEMENT METHOD FOR BIHARMONIC EQUATION IN 2D

We design and numerically validate a recovery based linear finite element method for solving the biharmonic equation.The main idea is to replace the gradient operator▽on linear finite element space by G(▽)in the weak formulation of the biharmonic equation,where G is the recovery operator which recovers the piecewise constant function into the linear finite element space.By operator G,Laplace operator△is replaced by▽·G(▽).Furthermore,the boundary condition on normal derivative▽u-n is treated by the boundary penalty method.The explicit matrix expression of the proposed method is also introduced.Numerical examples on the uniform and adaptive meshes are presented to illustrate the correctness and effectiveness of the proposed method.     

ALTERNATING-DIRECTION MULTISTEP PRECONDITIONED ITERATIVE METHODS FOR SEMICONDUCTOR PROBLEM WITH HEAT-CONDUCTION

The model of transient behavior of semiconductor with heat-conduction is an initial and boundary problem. Alternating-direction multistep preconditioned iterative methods and theory analyses are given in this paper. Electric potential equation is approximated by mixed finite element method, concentration and heat-conduction equations are approximated by Galerkin alternating-direction multistep methods. Error estimates of optimal order in L2 are demonstrated.     

A TRIANGULAR FINITE VOLUME ELEMENT METHOD FOR A SEMILINEAR ELLIPTIC EQUATION

In this paper we extend the idea of interpolated coefficients for a semilinear problem to the triangular finite volume element method. We first introduce triangular finite volume element method with interpolated coefficients for a boundary value problem of semilinear elliptic equation. We then derive convergence estimate in Hi-norm, L2-norm and L∞-norm, respectively. Finally an example is given to illustrate the effectiveness of the proposed method.     

On the coupled NBEM and FEM for a class of nonlinear exterior Dirichlet problem in R~(2*)

In this paper, based on the natural boundary reduction advanced by Feng and Yu, we couple the finite element approach with the natural boundary element method to study the weak solvability and Galerkin approximation of a class of nonlinear exterior boundary value problems. The analysis is mainly based on the variational formulation with constraints. We prove the error estimate of the finite element solution and obtain     

Analytic and Experimental Studies of the Errors in Numerical Methods for the Valuation of Options

The value of a European option satisfies the Black-Scholes equation with appropriately specified final and boundary conditions.We transform the problem to an initial boundary value problem in dimensionless form.There are two parameters in the coefficients of the resulting linear parabolic partial differential equation.For a range of values of these parameters,the solution of the problem has a boundary or an initial layer.The initial function has a discontinuity in the first-order derivative,which leads to the appearance of an interior layer.We construct analytically the asymptotic solution of the equation in a finite domain.Based on the asymptotic solution we can determine the size of the artificial boundary such that the required solution in a finite domain in x and at the final time is not affected by the boundary.Also,we study computationally the behaviour in the maximum norm of the errors in numerical solutions in cases such that one of the parameters varies from finite (or pretty large) to small values,while the other parameter is fixed and takes either finite (or pretty large) or small values. Crank-Nicolson explicit and implicit schemes using centered or upwind approximations to the derivative are studied.We present numerical computations,which determine experimentally the parameter-uniform rates of convergence.We note that this rate is rather weak,due probably to mixed sources of error such as initial and boundary layers and the discontinuity in the derivative of the solution.     

Front-fixing FEMs for the pricing of American options based on a PML technique

In this paper, efficient numerical methods are developed for the pricing of American options governed by the Black–Scholes equation. The front-fixing technique is first employed to transform the free boundary of optimal exercise prices to some a priori known temporal line for a one-dimensional parabolic problem via the change of variables. The perfectly matched layer (PML) technique is then applied to the pricing problem for the effective truncation of the semi-infinite domain. Finite element methods using the respective continuous and discontinuous Galerkin discretization are proposed for the resulting truncated PML problems related to the options and Greeks. The free boundary is determined by Newton’s method coupled with the discrete truncated PML problem. Stability and nonnegativeness are established for the approximate solution to the truncated PML problem. Under some weak assumptions on the PML medium parameters, it is also proved that the solution of the truncated PML problem converges to that of the unbounded Black–Scholes equation in the computational domain and decays exponentially in the perfectly matched layer. Numerical experiments are conducted to test the performance of the proposed methods and to compare them with some existing methods.     

A weak Galerkin finite element method for a coupled Stokes‐Darcy problem

In this article, we introduce and analyze a weak Galerkin finite element method for numerically solving the coupling of fluid flow with porous media flow. Flows are governed by the Stokes equations in primal velocity‐pressure formulation and Darcy equation in the second order primary formulation, respectively, and the corresponding transmission conditions are given by mass conservation, balance of normal forces, and the Beavers‐Joseph‐Saffman law. By using the weak Galerkin approach, we consider the two‐dimensional problem with the piecewise constant elements for approximations of the velocity, pressure, and hydraulic head. Stability and optimal error estimates are obtained. Finally, we provide several numerical results illustrating the good performance of the proposed scheme and confirming the optimal order of convergence provided by the weak Galerkin approximation. © 2017 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 33: 1352–1373, 2017     

Weak solvability of interior transmission problems via mixed finite elements and Dirichlet-to-Neumann mappings

We study the weak solvability of an interior linear-nonlinear transmission problem arising in steady heat transfer and potential theory. For the variational formulation, we use a Dirichlet-to-Neumann mapping on the interface, which is obtained from the application of the boundary integral method to the linear domain, and we utilize a mixed finite element method in the nonlinear region. Existence and uniqueness of solution for the continuous formulation are provided and general approximation results for a fully discrete Galerkin method are derived. In particular, a compatibility condition between the mesh sizes involved is deduced in order to conclude the solvability and stability of this Galerkin scheme.     

FINITE ELEMENT NONLINEAR GALERKIN COUPLING METHOD FOR THE EXTERIOR STEADY NAVIER-STOKES PROBLEM

1.IntroductionNonlinearGalerkinmethodsaremultilevelschemesforthedissipativeevolutionpartialdifferentialequations.Theycorrespondtothesplittingsoftheunknownu:u=y z)wherethecomponentsareofdifferentorderofmagnitudewithrespecttoaparameterrelatedtothespati...     

定常不可压Navier—Stokes方程迎风格式

本文利用齐次定解条件对定常不可压Navier—Stokes方程的非线性项进行处理,给出了相应的一种迎风Galerkin有限元算法;针对这种迎风Galerkin有限元算法,在迎风参数满足一定条件下,利用其三项式具有的一些很好性质,更简单地证明了该问题解的存在唯一性。     

三维热传导型半导体问题的交替方向特征有限元方法及理论分析

１．引言 三维热传导型半导体器件瞬态问题的数学模型由四个非线性偏微分方程描述 ［１,２］．工程研究中一般考虑绝流边条件,由于绝流条件可以看作一反射条件来处理、为了数值分析方便,我们在此考虑三维周期问题： 其中,　＝［０,１］３,未知函数是电子位势　;电子,空穴浓度ｅ,ｐ;温度函数Ｔ．方程（１,１）－（１.４）中出现的系数均有正的上下界,且是　周期的． ａ＝Ｑ／ε,Ｑ,ε分别表示电子负荷和介电系数,均为正常数．Ｎ（ｘ）是给定的函数．Ｄｓ（ｘ）为扩散系数,μｓ（ｘ）为迁移率,ｓ＝ｅ,Ｐ．Ｒ（ｅ,ｐ,Ｔ）…     

Coupling of mixed finite element and stabilized boundary element methods for a fluid–solid interaction problem in 3D

We introduce and analyze the coupling of a mixed finite element and a boundary element for a three‐dimensional time‐harmonic fluid–solid interaction problem. We consider a formulation in which the Cauchy stress tensor and the rotation are the main variables in the elastic structure and use the usual pressure formulation in the acoustic fluid. The mixed variational formulation in the solid is completed with boundary integral equations relating the Cauchy data of the acoustic problem on the coupling interface. A crucial point in our formulation is the stabilization technique introduced by Hiptmair and coworkers to avoid the well‐known instability issue appearing in the boundary element method treatment of the exterior Helmholtz problem. The main novelty of this formulation, with respect to a previous approach, consists in reducing the computational domain to the solid media and providing a more accurate treatment of the far field effect. We show that the continuous problem is well‐posed and propose a conforming Galerkin method based on the lowest‐order Arnold–Falk–Winther mixed finite element. Finally, we prove that the numerical scheme is convergent with optimal order.Copyright © 2014 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 30: 1211–1233, 2014     

三维热传导型半导体问题的特征混合元方法和分析

本文研究三维热传导型半导体态问题的特征混合元方法及其理论分析,其数学模型是一类非线性偏微分方程的初边值问题,对电子位势方程提出混合元逼近,对电子,空穴浓度方程笔挺表限元逼近;对热传导方程采用对时间向后差分的Ｇａｌｅｒｋｉｎ逼近,应用微分方程先验估计理论和技巧得到了最优阶Ｌ＾２误差估计。     

The h-p version of the coupling of finite element and boundary element methods for transmission problems in polyhedral domains

Summary. This paper analyzes the rate of convergence of the h-p version of the coupling of the finite element and boundary element method for transmission problems with a linear differential operator with variable coefficients in a bounded polyhedral domain and with constant coefficients in the exterior domain . This procedure uses the variational formulation of the differential equation in and involves integral operators on the interface between and . The finite elements are used to obtain approximate solutions of the differential equation in and the boundary elements are used to obtain approximate solutions of the integral equations. For given piecewise analytic data we show that the Galerkin solution of this coupling procedure converges exponentially fast in the energy norm if the h-p version is used both for finite elements and boundary elements. Received February 10, 1996 / Revised version received April 4, 1997