Combined higher order finite volume and finite element scheme for double porosity and non-linear adsorption of transport problem in porous media

In this work, a dual porosity model of reactive solute transport in porous media is presented. This model consists of a nonlinear-degenerate advection-diffusion equation including equilibrium adsorption to the reaction combined with a first-order equation for the non-equilibrium adsorption interaction processes. The numerical scheme for solving this model involves a combined high order finite volume and finite element scheme for approximation of the advection-diffusion part and relaxation-regularized algorithm for nonlinearity-degeneracy. The combined finite volume-finite element scheme is based on a new formulation developed by Eymard et al. (2010) [10]. This formulation treats the advection and diffusion separately. The advection is approximated by a second-order local maximum principle preserving cell-vertex finite volume scheme that has been recently proposed whereas the diffusion is approximated by a finite element method. The result is a conservative, accurate and very flexible algorithm which allows the use of different mesh types such as unstructured meshes and is able to solve difficult problems. Robustness and accuracy of the method have been evaluated, particularly error analysis and the rate of convergence, by comparing the analytical and numerical solutions for first and second order upwind approaches. We also illustrate the performance of the discretization scheme through a variety of practical numerical examples. The discrete maximum principle has been proved.     

二阶线性守恒型常微分方程奇异摄动问题的高精度差分格式

本文结合差分方法和有限元方法对守恒型的自伴问题建立了差分格式,它的解以O(h3)阶一致收敛于原微分方程问题的解.     

A NEW STABILIZED FINITE ELEMENT METHOD FOR SOLVING THE ADVECTION-DIFFUSION EQUATIONS

1. IntroductionConsider the advection--diffusion equationin a bounded polygonal domain fl c IR2 with the boundary an, where o < K << 1 is thediffusion parameter, rr > 0 is a given positive constant, g(x) is a given vector field representingthe flow with V…     

非定常对流扩散方程保正格式解的存在性

本文发展了非定常对流扩散方程的非线性保正格式.该格式为单元中心型有限体积格式,保持局部通量的守恒性,适用于任意星形多边形网格,本文证明了该离散格式解的存在性,并给出数值结果,表明该格式具有二阶精度.     

A multigrid compact finite difference method for solving the one‐dimensional nonlinear sine‐Gordon equation

The aim of this paper is to propose a multigrid method to obtain the numerical solution of the one‐dimensional nonlinear sine‐Gordon equation. The finite difference equations at all interior grid points form a large sparse linear system, which needs to be solved efficiently. The solution cost of this sparse linear system usually dominates the total cost of solving the discretized partial differential equation. The proposed method is based on applying a compact finite difference scheme of fourth‐order for discretizing the spatial derivative and the standard second‐order central finite difference method for the time derivative. The proposed method uses the Richardson extrapolation method in time variable. The obtained system has been solved by V‐cycle multigrid (VMG) method, where the VMG method is used for solving the large sparse linear systems. The numerical examples show the efficiency of this algorithm for solving the one‐dimensional sine‐Gordon equation. Copyright © 2014 John Wiley & Sons, Ltd.     

一维双曲守恒方程组的Taylor-Galerkin有限元方法

１．引言 在文章［８］中,利用双曲守恒律的Ｈａｍｉｌｔｏｎ－Ｊａｃｏｂｉ方程形式,应用 Ｇａｌｅｒｋｉｎ有限元给出了求解一维双曲守恒律的计算方法．不同于间断有限元方法［２］、［３］和 Ｔａｙｌｏｒ－Ｇａｌｅｒｋｉｎ有限元方法［１］求解双曲守恒律,文章［８］采用连续 Ｇａｌｅｒｋｉｎ有限元求解双曲守恒律． 在文章［８］中,对差分方法和有限元方法求解双曲守恒律作了较为详细的讨论．同时在文章［８］中,采用积分变换,将双曲守恒律方程变成 Ｈａｍｉｌｔｏｎ－Ｊａｃｏｂｉ方程形式．由于 Ｈａｍｉｌｔｏｎ－Ｊａｃｏ…     

一种迭代格式的有限元并行算法*

本文提出了一种求解有限元方程的迭代格式的并行算法.该方法在线性代数方程迭代解法的基础上,引进并行运算步骤;并且运用加权残数方法,通过选择适当的权函数,推导了该并行算法的有限元基本格式.该方法在西安交通大学BLXSI-6400并行计算机上程序实现.计算结果表明它能有效地提高运算速度,减少计算时间,是一种有效的求解大型结构有限元方程的并行算法.     

High accuracy error estimates of a Galerkin finite element method for nonlinear time fractional diffusion equation

In this work, an effective and fast finite element numerical method with high-order accuracy is discussed for solving a nonlinear time fractional diffusion equation. A two-level linearized finite element scheme is constructed and a temporal–spatial error splitting argument is established to split the error into two parts, that is, the temporal error and the spatial error. Based on the regularity of the time discrete system, the temporal error estimate is derived. Using the property of the Ritz projection operator, the spatial error is deduced. Unconditional superclose result in H¹-norm is obtained, with no additional regularity assumption about the exact solution of the problem considered. Then the global superconvergence error estimate is obtained through the interpolated postprocessing technique. In order to reduce storage and computation time, a fast finite element method evaluation scheme for solving the nonlinear time fractional diffusion equation is developed. To confirm the theoretical error analysis, some numerical results are provided.     

Solution of double nonlinear problems in porous media by a combined finite volume–finite element algorithm

The combined finite volume–finite element scheme for a double nonlinear parabolic convection-dominated diffusion equation which models the variably saturated flow and contaminant transport problems in porous media is extended. Whereas the convection is approximated by a finite volume method (Multi-Point Flux Approximation), the diffusion is approximated by a finite element method. The scheme is fully implicit and involves a relaxation-regularized algorithm. Due to monotonicity and conservation properties of the approximated scheme and in view of the compactness theorem we show the convergence of the numerical scheme to the weak solution. Our scheme is applied for computing two dimensional examples with different degrees of complexity. The numerical results demonstrate that the proposed scheme gives good performance in convergence and accuracy.     

A parameter-free stabilized finite element method for scalar advection-diffusion problems

We formulate and study numerically a new, parameter-free stabilized finite element method for advection-diffusion problems. Using properties of compatible finite element spaces we establish connection between nodal diffusive fluxes and one-dimensional diffusion equations on the edges of the mesh. To define the stabilized method we extend this relationship to the advection-diffusion case by solving simplified one-dimensional versions of the governing equations on the edges. Then we use H(curl)-conforming edge elements to expand the resulting edge fluxes into an exponentially fitted flux field inside each element. Substitution of the nodal flux by this new flux completes the formulation of the method. Utilization of edge elements to define the numerical flux and the lack of stabilization parameters differentiate our approach from other stabilized methods. Numerical studies with representative advection-diffusion test problems confirm the excellent stability and robustness of the new method. In particular, the results show minimal overshoots and undershoots for both internal and boundary layers on uniform and non-uniform grids.     

Stability and consistency of the semi-implicit co-volume scheme for regularized mean curvature flow equation in level set formulation

We show stability and consistency of the linear semi-implicit complementary volume numerical scheme for solving the regularized, in the sense of Evans and Spruck, mean curvature flow equation in the level set formulation. The numerical method is based on the finite volume methodology using the so-called complementary volumes to a finite element triangulation. The scheme gives the solution in an efficient and unconditionally stable way.     

Forecasting financial derivative prices

In this paper we consider the problem of forecasting the prices of financial market derivatives. A model of changing the underlying asset prices in the form of general Ito stochastic process is developed. The derivative prices can be obtained from the solution of the reverse Cauchy problem for appropriate parabolic equations on the basis of the reverse Kolmogorov equation. We present here the numerical scheme for solving the reverse Cauchy problem for call option and put option prices based on the implicit finite element difference method.     

A characteristics-mixed finite element method for Burgers’ equation

In this paper, we propose a new mixed finite element method, called the characteristics-mixed method, for approximating the solution to Burgers’ equation. This method is based upon a space-time variational form of Burgers’ equation. The hyperbolic part of the equation is approximated along the characteristics in time and the diffusion part is approximated by a mixed finite element method of lowest order. The scheme is locally conservative since fluid is transported along the approximate characteristics on the discrete level and the test function can be piecewise constant. Our analysis show the new method approximate the scalar unknown and the vector flux optimally and simultaneously. We also show this scheme has much smaller time-truncation errors than those of standard methods. Numerical example is presented to show that the new scheme is easily implemented, shocks and boundary layers are handled with almost no oscillations. One of the contributions of the paper is to show how the optimal error estimates inL ²(Ω) are obtained which are much more difficult than in the standard finite element methods. These results seem to be new in the literature of finite element methods.     

抛物方程时间连续有限元全离散格式的超收敛性

利用张量积分解和时间方向单元正交分解,证明了线性抛物型方程的时间连续全离散有限元在单元节点和内部的特征点的超收敛性.并用连续有限元计算了非线性Schrodinger方程,验证了能量的守恒性.计算结果与理论相吻合.     

A characteristic difference method for the variable-order fractional advection-diffusion equation

In this paper, we consider a variable-order fractional advection-diffusion equation with a nonlinear source term (VOFADE-NST) on a finite domain. Combining the characteristic method and the finite difference method, a characteristic finite difference method for solving the VOFADE-NST is presented. Its stability and convergence are analyzed. This new method is shown to be more efficient and superior to the standard finite difference method. Numerical experiments are carried out and the results demonstrate the effectiveness of theoretical analysis.     

Convergence and error bound analysis for the space‐time CESE method

In this work, we study the convergence behavior of a recently developed space‐time conservation element and solution element method for solving conservation laws. In particular, we apply the method to a one‐dimensional time‐dependent convection‐diffusion equation possibly with high Peclet number. We prove that the scheme converges and we obtain an error bound. This method performs well even for strong convection dominance over diffusion with good long‐time accuracy. Numerical simulations are performed to verify the results. © 2001 John Wiley & Sons, Inc. Numer Methods Partial Differential Eq 17: 64–78, 2001     

弹性动力问题的有限元与特解边界元耦合的数值方法

导出了特解边界元法与有限元法的耦合方程。并应用自由度缩减技术,使耦合方程的自由度缩减到有限元域及其和边界元域的耦合边界上。这样得到的耦合方程不增加原有限元方程的带宽和阶数。耦合方程的求解可以引用求解有限元方程的所有方法,易于程序实现。数值算例结果表明,本文所提出的方法是正确的,是一种较为理想的耦合方法。     

An adaptive wavelet viscosity method for hyperbolic conservation laws

We extend the multiscale finite element viscosity method for hyperbolic conservation laws developed in terms of hierarchical finite element bases to a (pre‐orthogonal spline‐)wavelet basis. Depending on an appropriate error criterion, the multiscale framework allows for a controlled adaptive resolution of discontinuities of the solution. The nonlinearity in the weak form is treated by solving a least‐squares data fitting problem. © 2008 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 2008     

CONVERGENCE OF AN EXPLICIT UPWIND FINITE ELEMENT METHOD TO MULTI-DIMENSIONAL CONSERVATION LAWS

1. IntroductionThe convergence problem for the numerical schemes to one dimensional cons~inn lawshas been edensively studied. By tensor product one dimensional schemes can be appliedto multi-dimensional equations. However the convergence of many of those schemes is stillchanknown even if it is true for one dimensional cases. Besides, for those Phys.ical domains withcomplicated geometry unstructured grids are more fiekible. In recent yeaes the convergellceproblem for unstructured grids has cal…     

A fast numerical solution of the 3D nonlinear tempered fractional integrodifferential equation

In this paper, we investigate the numerical solution of the three-dimensional (3D) nonlinear tempered fractional integrodifferential equation which is subject to the initial and boundary conditions. The backward Euler (BE) method in association with the first-order convolution quadrature rule is employed to discretize this equation for time, and the Galerkin finite element method is applied for space, which is combined with an alternating direction implicit (ADI) algorithm, in order to reduce the computational cost for solving the three-dimensional nonlocal problem. Then a fully discrete BE ADI Galerkin finite element scheme can be obtained by linearizing the non-linear term. Thereafter we prove a positive-type lemma, from which the stability and convergence of the proposed numerical scheme are derived based on the energy method. Numerical experiments are performed to verify the effectiveness of the proposed approach.