Some observations on Babu\vs}ka and Brezzi theories

Summary. Some observations are made on abstract error estimates for Galerkin approximations based on Babuška-Brezzi conditions. A basic error estimate due to Babuška is sharpened by means of an identity that for any nontrivial idempotent operator P. Some remarks are also made on the Brezzi's theory for mixed variational problems and their Galerkin approximations. Received March 1, 2000 / Revised version received September 28, 2000 / Published online June 17, 2002 RID="*" ID="*" This work was partially supported by NSF DMS-9706949, NSF ACI-9800244 and NASA NAG2-1236 Correspondence to: J. Xu     

Fully computable robust a posteriori error bounds for singularly perturbed reaction–diffusion problems

A procedure for the construction of robust, upper bounds for the error in the finite element approximation of singularly perturbed reaction–diffusion problems was presented in Ainsworth and Babuška (SIAM J Numer Anal 36(2):331–353, 1999) which entailed the solution of an infinite dimensional local boundary value problem. It is not possible to solve this problem exactly and this fact was recognised in the above work where it was indicated that the limitation would be addressed in a subsequent article. We view the present work as fulfilling that promise and as completing the investigation begun in Ainsworth and Babuška (SIAM J Numer Anal 36(2):331–353, 1999) by removing the obligation to solve a local problem exactly. The resulting new estimator is indeed fully computable and the first to provide fully computable, robust upper bounds in the setting of singularly perturbed problems discretised by the finite element method.     

A new mixed formulation for elasticity

Summary We propose a new mixed variational formulation for the equations of linear elasticity. It does not require symmetric tensors and consequently is easy to discretize by adapting mixed finite elements developed for scalar second order elliptic equations.Dedicated to Professor Ivo Babuka on the occasion of his sixtieth birthdaySupported by NSF Grant DMS-8313247Supported by NSF Grant DMS-8402616     

Bivariate Lagrange interpolation at the Padua points: the ideal theory approach

The Padua points are a family of points on the square [−1, 1]² given by explicit formulas that admits unique Lagrange interpolation by bivariate polynomials. Interpolation polynomials and cubature formulas based on the Padua points are studied from an ideal theoretic point of view, which leads to the discovery of a compact formula for the interpolation polynomials. The L ^p convergence of the interpolation polynomials is also studied. S. De Marchi and M. Vianello were supported by the “ex-60%” funds of the University of Padua and by the INdAM GNCS (Italian National Group for Scientific Computing). Y. Xu was partially supported by NSF Grant DMS-0604056.     

Local and parallel finite element algorithms for the stokes problem

Based on two-grid discretizations, some local and parallel finite element algorithms for the Stokes problem are proposed and analyzed in this paper. These algorithms are motivated by the observation that for a solution to the Stokes problem, low frequency components can be approximated well by a relatively coarse grid and high frequency components can be computed on a fine grid by some local and parallel procedure. One technical tool for the analysis is some local a priori estimates that are also obtained in this paper for the finite element solutions on general shape-regular grids. Y. He was partially subsidized by the NSF of China 10671154 and the National Basic Research Program under the grant 2005CB321703; A. Zhou was partially supported by the National Science Foundation of China under the grant 10425105 and the National Basic Research Program under the grant 2005CB321704; J. Li was partially supported by the NSF of China under the grant 10701001. J. Xu was partially supported by Alexander von Humboldt Research Award for Senior US Scientists, NSF DMS-0609727 and NSFC-10528102.     

Spectral conditioning and pseudospectral growth

Using the language of pseudospectra, we study the behavior of matrix eigenvalues under two scales of matrix perturbation. First, we relate Lidskii’s analysis of small perturbations to a recent result of Karow on the growth rate of pseudospectra. Then, considering larger perturbations, we follow recent work of Alam and Bora in characterizing the distance from a given matrix to the set of matrices with multiple eigenvalues in terms of the number of connected components of pseudospectra. J. V. Burke’s research was supported in part by National Science Foundation Grant DMS-0505712. A. S. Lewis’s research was supported in part by National Science Foundation Grant DMS-0504032. M. L. Overton’s research was supported in part by National Science Foundation Grant DMS-0412049.     

Fully discrete approximation methods for the estimation of parabolic systems and boundary parameters

A spatially and temporally discrete numerical approximation scheme is developed for the identification of a class of semilinear parabolic systems with unknown boundary parameters. The identification problem is formulated as a least squares fit to data subject to an equivalent representation for the dynamics in the form of an abstract evolution equation. Finite-dimensional difference equation state approximations are constructed using a cubic spline-based, Galerkin method and the Padé rational function approximations to the exponential. A sequence of approximating identification problems result, the solutions of which are shown to exist and, in a certain sense, approximate solutions to the original identification problem. Numerical results for two examples, one involving the modeling of biological mixing in deep sea sediment cores, and the other, the estimation of transport parameters for indoor mixing, are discussed. In both examples, the identification is based upon actual experimental data.Parts of the research were carried out while the authors were visitors at the Institute for Computer Applications in Science and Engineering (ICASE), NASA Langley Research Center, Hampton, Virginia, which is operated under NASA Contracts No. NAS1-17070 and No. NAS1-17130.Research supported in part by NSF Grant MCS-8205355, AFOSR Contract 81-0198 and ARO Contract ARO-DAAG-29-K-0029.     

<Emphasis Type="Italic">L</Emphasis><Superscript>1</Superscript>-minimization methods for Hamilton–Jacobi equations: the one-dimensional case

A new approximation technique based on L ¹-minimization is introduced. It is proven that the approximate solution converges to the viscosity solution in the case of one-dimensional stationary Hamilton–Jacobi equation with convex Hamiltonian. This material is based upon work supported by the National Science Foundation grant DMS-0510650. J.-L. Guermond is on leave from LIMSI, UPRR 3251 CNRS, BP 133, 91403 Orsay Cedex, France.     

On finite element subspaces over quadrilateral and hexahedral meshes for incompressible viscous flow problems

Summary Optimal rates of convergence for the approximate solution of the stationary Stokes equations are obtained for finite element schemes which use piecewise constants to approximate the pressure and piecewise linear or piecewise bilinear or trilinear polynomials to approximate the velocity over fairly general quadrilateral or hexahedral meshes.This research was supported by NSF Grant MC80-16532     

Analysis and computation of a least-squares method for consistent mesh tying

In the finite element method, a standard approach to mesh tying is to apply Lagrange multipliers. If the interface is curved, however, discretization generally leads to adjoining surfaces that do not coincide spatially. Straightforward Lagrange multiplier methods lead to discrete formulations failing a first-order patch test [T.A. Laursen, M.W. Heinstein, Consistent mesh-tying methods for topologically distinct discretized surfaces in non-linear solid mechanics, Internat. J. Numer. Methods Eng. 57 (2003) 1197–1242].     

Theoretical analysis of numerical integration in Galerkin meshless methods

In this paper, we study effects of numerical integration on Galerkin meshless methods for solving elliptic partial differential equations with Neumann boundary conditions. The shape functions used in the meshless methods reproduce linear polynomials. The numerical integration rules are required to satisfy the so-called zero row sum condition of stiffness matrix, which is also used by Babuška et al. (Int. J. Numer. Methods Eng. 76:1434–1470, 2008). But the analysis presented there relies on a certain property of the approximation space, which is difficult to verify. The analysis in this paper does not require this property. Moreover, the Lagrange multiplier technique was used to handle the pure Neumann condition. We have also identified specific numerical schemes, diagonal elements correction and background mesh integration, that satisfy the zero row sum condition. The numerical experiments are carried out to verify the theoretical results and test the accuracy of the algorithms.     

The superconvergence of Newton–Cotes rules for the Hadamard finite-part integral on an interval

We study the general (composite) Newton–Cotes rules for the computation of Hadamard finite-part integral with the second-order singularity and focus on their pointwise superconvergence phenomenon, i.e., when the singular point coincides with some a priori known point, the convergence rate is higher than what is globally possible. We show that the superconvergence rate of the (composite) Newton–Cotes rules occurs at the zeros of a special function and prove the existence of the superconvergence points. Several numerical examples are provided to validate the theoretical analysis. The work of J. Wu was partially supported by the National Natural Science Foundation of China (No. 10671025) and a grant from the Research Grants Council of the Hong Kong Special Administrative Region, China (No. CityU 102507). The work of W. Sun was supported in part by a grant from the Research Grants Council of the Hong Kong Special Administrative Region, China (No. City U 102507) and the National Natural Science Foundation of China (No. 10671077).     

A second order splitting method for the Cahn-Hilliard equation

Summary A semi-discrete finite element method requiring only continuous element is presented for the approximation of the solution of the evolutionary, fourth order in space, Cahn-Hilliard equation. Optimal order error bounds are derived in various norms for an implementation which uses mass lumping. The continuous problem has an energy based Lyapunov functional. It is proved that this property holds for the discrete problem.Research partially supported by NSF Grant DMS-8896141     

Inverse parabolic problems and discrete orthogonality

Summary This paper considers a discrete sampling scheme for the approximate recovery of initial data for one dimensional parabolic initial boundary value problems on a bounded interval. To obtain a given approximate, data is sampled at a single time and at a finite number of spatial points. The significance of this inversion scheme is the ability to accurately predict the error in approximation subject to choice of sample time and spatial sensor locations. The method is based on a discrete analogy of the continuous orthogonality for Sturm-Liouville systems. This property, which is of independent mathematical interest, is the notion of discrete orthogonal systems, which loosely speaking provides an exact (or approximate) Gauss-type quadrature for the continuous biorthogonality conditions.Supported in part by NSF Grant #DMS8905-344. Texas Advanced Research Program Grant #0219-44-5195 and AFOSR Grant #88-0309Visiting at Texas Tech University, Fall 1989Supported in part by NSF Grant #DMS8905-344, NSA grant #MDA904-85-H009 and NASA Grant #NAQ2-89     

Motion of level sets by mean curvature III

We continue our investigation [6,7] (see also [4], etc.) of the generalized motion of sets via mean curvature by the level set method. We study more carefully the fine properties of the mean curvature PDE, to obtain Hausdorff measure estimates of level sets and smoothness whenever the level sets are graphs. L. C. E. was supported in part by NSF Grant DMS-86-01532. J. S. was supported in part by NSF Grant DMS-88-02858 and DOE Grant DE-FG02-86ER25015.     

Growth of Lévy trees

We construct random locally compact real trees called Lévy trees that are the genealogical trees associated with continuous-state branching processes. More precisely, we define a growing family of discrete Galton–Watson trees with i.i.d. exponential branch lengths that is consistent under Bernoulli percolation on leaves; we define the Lévy tree as the limit of this growing family with respect to the Gromov–Hausdorff topology on metric spaces. This elementary approach notably includes supercritical trees and does not make use of the height process introduced by Le Gall and Le Jan to code the genealogy of (sub)critical continuous-state branching processes. We construct the mass measure of Lévy trees and we give a decomposition along the ancestral subtree of a Poisson sampling directed by the mass measure. T. Duquesne is supported by NSF Grants DMS-0203066 and DMS-0405779. M. Winkel is supported by Aon and the Institute of Actuaries, EPSRC Grant GR/T26368/01, le département de mathématique de l’Université d’Orsay and NSF Grant DMS-0405779.     

Auxiliary space preconditioning in H 0(curl; Ω)

We adapt the principle of auxiliary space preconditioning as presented in [J. Xu, The auxiliary space method and optimal multigrid preconditioning techniques for unstructured grids, Computing, 56 (1996), pp. 215–235.] to H (curl; ω)-elliptic variational problems discretized by means of edge elements. The focus is on theoretical analysis within the abstract framework of subspace correction. Employing a Helmholtz-type splitting of edge element vector fields we can establish asymptotic h-uniform optimality of the preconditioner defined by our auxiliary space method. This author was fully supported by Hong Kong RGC grant (Project No. 403403) This author acknowledges the support from a Direct Grant of CUHK during his visit at The Chinese University of Hong Kong.     

Two-level additive Schwarz preconditioners for C 0 interior penalty methods

We study two-level additive Schwarz preconditioners that can be used in the iterative solution of the discrete problems resulting from C⁰ interior penalty methods for fourth order elliptic boundary value problems. We show that the condition number of the preconditioned system is bounded by C(1+(H³/δ³)), where H is the typical diameter of a subdomain, δ measures the overlap among the subdomains and the positive constant C is independent of the mesh sizes and the number of subdomains. This work was supported in part by the National Science Foundation under Grant No. DMS-03-11790.     

Minimal decompositions and iterative methods

Summary. The aim of this paper is to prove some Babuška–Brezzi type conditions which are involved in the mortar spectral element discretization of the Stokes problem, for several cases of nonconforming domain decompositions. ID=" <E5>Dedicated to Olof B. Widlund on the occasion of his 60th birthday</E5>     

Superconvergence of mixed covolume method for elliptic problems on triangular grids

In this paper, we consider the superconvergence of a mixed covolume method on the quasi-uniform triangular grids for the variable coefficient-matrix Poisson equations. The superconvergence estimates between the solution of the mixed covolume method and that of the mixed finite element method have been obtained. With these superconvergence estimates, we establish the superconvergence estimates and the L^∞$L^{\infty }$-error estimates for the mixed covolume method for the elliptic problems. Based on the superconvergence of the mixed covolume method, under the condition that the triangulation is uniform, we construct a post-processing method for the approximate velocity which improves the order of approximation of the approximate velocity.