Stationnarité et β-mélange des processus bilinéaires généraux à changement de régime markovien

We study the class of general bilinear models in which the parameters are allowed to depend on an unobserved Markov chain. Necessary and sufficient conditions for strict and second-order stationarity, existence of higher-order moments and conditions ensuring the geometric ergodicity are proposed.     

Optimal Convergence of Basic Schemes for Elliptic Boundary Value Problems with Strong Parabolic Layers

We consider a convection-diffusion problem with strong parabolic boundary layers and its discretization using upwind finite differences or bilinear finite elements on a layer-adapted mesh. Based on a new decomposition of the solution we are able to prove optimal uniform convergence results.     

Implementing and using high-order finite element methods

We present theoretical analyses of and detailed timings for two programs which use high-order finite element methods to solve the Navier- Strokes equations in two and three dimensions. The analyses show that algorithms popular in low-order finite element implementations are not always appropriate for high-order methods. The timings show that with the proper algorithms high-order finite element methods are viable for solving the Navier-Stokes equations. We show that it is more efficient, both in time and storage, not to precompute element matrices as the degree of approximating functions increases. We also study the cost of assembling the stiffness matrix versus directly evaluating bilinear forms in two and three dimensions. We show that it is more efficient not to assemble the full stiffness matrix for high-order methods in some cases. We consider the computational issues with regard to both Euclidean and isoparametric elements. We show that isoparametric elements may be used with higher-order elements without increasing the order of computational complexity.     

Mesh-dependent stability for finite element approximations of parabolic equations with mass lumping

In this paper, based on some mesh-dependent estimates on the extreme eigenvalues of a general finite element system defined on a simplicial mesh, novel and sharp bounds on the permissible time step size are derived for the mass lumping finite element approximations of parabolic equations. The bounds are dependent not only on the mesh size but also on the mesh shape. These results provide guidance to the stability of numerical solutions of parabolic problems in relation to the unstructured geometric meshing. Numerical experiments on both uniform meshes and adaptive meshes are presented to validate the theoretical analysis.     

Mesh-dependent stability for finite element approximations of parabolic equations with mass lumping

In this paper, based on some mesh-dependent estimates on the extreme eigenvalues of a general finite element system defined on a simplicial mesh, novel and sharp bounds on the permissible time step size are derived for the mass lumping finite element approximations of parabolic equations. The bounds are dependent not only on the mesh size but also on the mesh shape. These results provide guidance to the stability of numerical solutions of parabolic problems in relation to the unstructured geometric meshing. Numerical experiments on both uniform meshes and adaptive meshes are presented to validate the theoretical analysis.     

Analysis of a bilinear finite element for shallow shells I: Approximation of inextensional deformations

We consider a bilinear reduced-strain finite element formulation for a shallow shell model of Reissner-Naghdi type. The formulation is closely related to the facet models used in engineering practice. We estimate the error of this scheme when approximating an inextensional displacement field. We make the strong assumptions that the domain and the finite element mesh are rectangular and that the boundary conditions are periodic and the mesh uniform in one of the coordinate directions. We prove then that for sufficiently smooth fields, the convergence rate in the energy norm is of optimal order uniformly with respect to the shell thickness. In case of elliptic shell geometry the error bound is furthermore quasioptimal, whereas in parabolic and hyperbolic geometries slightly enhanced smoothness is required, except for the degenerate cases where the characteristic lines are parallel with the mesh lines. The error bound is shown to be sharp.

     

The Gradient Superconvergence of Bilinear Finite Volume Element for Elliptic Problems

We study the gradient superconvergence of bilinear finite volume element (FVE) solving the elliptic problems. First, a superclose weak estimate is established for the bilinear form of the FVE method. Then, we prove that the gradient approximation of the FVE solution has the superconvergence property: where denotes the average gradient on elements containing point $P$ and $S$ is the set of optimal stress points composed of the mesh points, the midpoints of edges and the centers of elements.     

Analysis of a Chimera method

Chimera is a variant of Schwarz' algorithm which is used in CFD to avoid meshing complicated objects. In a previous publication [3] we proposed an implementation for which convergence could be shown except that ellipticity was not proved for the discretized bilinear form with quadrature rules. Here we prove that the bilinear form of the discrete problem is strongly elliptic without compatibility condition for the mesh of the subdomains in their region of intersection.     

Some abstract error estimates of a finite volume scheme for a nonstationary heat equation on general nonconforming multidimensional spatial meshes

A general class of nonconforming meshes has been recently studied for stationary anisotropic heterogeneous diffusion problems, see Eymard et al. (IMA J. Numer. Anal. 30 (2010), 1009–1043). Thanks to the basic ideas developed in the stated reference for stationary problems, we derive a new discretization scheme in order to approximate the nonstationary heat problem. The unknowns of this scheme are the values at the centre of the control volumes, at some internal interfaces, and at the mesh points of the time discretization. We derive error estimates in discrete norms L ^∞(0, T;H ₀ ¹ (Ω)) and W ^1,∞(0, T;L ²(Ω)), and an error estimate for an approximation of the gradient, in a general framework in which the discrete bilinear form involved in the finite volume scheme satisfies some ellipticity condition.     

Continuous-discontinuous finite element method for convection-diffusion problems with characteristic layers

We study convergence properties of a numerical method for convection-diffusion problems with characteristic layers on a layer-adapted mesh. The method couples standard Galerkin with an h-version of the nonsymmetric discontinuous Galerkin finite element method with bilinear elements. In an associated norm, we derive the error estimate as well as the supercloseness result that are uniform in the perturbation parameter. Applying a post-processing operator for the discontinuous Galerkin method, we construct a new numerical solution with enhanced convergence properties.     

The convergence of the bilinear and linear immersed finite element solutions to interface problems

This article analyzes the error in both the bilinear and linear immersed finite element (IFE) solutions for second‐order elliptic boundary problems with discontinuous coefficients. The discontinuity in the coefficients is supposed to happen across general curves, but the mesh of the IFE methods can be allowed not to align with the curve of discontinuity. It has been shown that the bilinear and linear IFE solutions converge to the exact solution under the usual assumptions about the meshes and regularity.© 2010 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 28: 312–330 2012     

A finite element method for two–parameter singularly perturbed problems in 2D

We consider a singularly perturbed elliptic problem with two small parameters posed on the unit square. Based on a decomposition of the solution, we prove uniform convergence of a finite element method in an energy norm. The method uses piecewise bilinear functions on a layer-adapted Shishkin mesh. Numerical results confirm our theoretical analysis. (© 2006 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim)     

Analysis and convergence of finite volume method using discontinuous bilinear functions

We develop finite volume method using discontinuous bilinear functions on rectangular mesh. This method is analyzed for the Stokes equations. An optimal error estimate for the approximation of velocity is obtained in a mesh‐dependent norm. First order L²‐error estimates are derived for the approximations of both velocity and pressure. © 2007 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2007     

High order compact schemes for gradient approximation

In this paper, we propose three gradient recovery schemes of higher order for the linear interpolation. The first one is a weighted averaging method based on the gradients of the linear interpolation on the uniform mesh, the second is a geometric averaging method constructed from the gradients of two cubic interpolation on macro element, and the last one is a local least square method on the nodal patch with cubic polynomials. We prove that these schemes can approximate the gradient of the exact solution on the symmetry points with fourth order. In particular, for the uniform mesh, we show that these three schemes are the same on the considered points. The last scheme is more robust in general meshes. Consequently, we obtain the superconvergence results of the recovered gradient by using the aforementioned results and the supercloseness between the finite element solution and the linear interpolation of the exact solution. Finally, we provide several numerical experiments to illustrate the theoretical results.     

On symmetric algorithms for bilinear forms over finite fields

In this paper we study the computation of symmetric systems of bilinear forms over finite fields via symmetric bilinear algorithms. We show that, in general, the symmetric complexity of a system is upper bounded by a constant multiple of the bilinear complexity; we characterize symmetric algorithms in terms of the cosets of a specific cyclic code, and we show that the problem of finding an optimal symmetric algorithm is equivalent to the maximum-likelihood decoding problem for this code.     

Monotone corrections for generic cell-centered finite volume approximations of anisotropic diffusion equations

We present a nonlinear technique to correct a general finite volume scheme for anisotropic diffusion problems, which provides a discrete maximum principle. We point out general properties satisfied by many finite volume schemes and prove the proposed corrections also preserve these properties. We then study two specific corrections proving, under numerical assumptions, that the corresponding approximate solutions converge to the continuous one as the size of the mesh tends to zero. Finally we present numerical results showing that these corrections suppress local minima produced by the original finite volume scheme.     

A posteriori error analysis of an augmented fully mixed formulation for the nonisothermal Oldroyd–Stokes problem

In this article, we consider an augmented fully mixed variational formulation that has been recently proposed for the nonisothermal Oldroyd–Stokes problem, and develop an a posteriori error analysis for the 2‐D and 3‐D versions of the associated mixed finite element scheme. More precisely, we derive two reliable and efficient residual‐based a posteriori error estimators for this problem on arbitrary (convex or nonconvex) polygonal and polyhedral regions. The reliability of the proposed estimators draws mainly upon the uniform ellipticity of the bilinear forms of the continuous formulation, suitable assumptions on the domain and the data, stable Helmholtz decompositions, and the local approximation properties of the Clément and Raviart–Thomas operators. On the other hand, inverse inequalities, the localization technique based on bubble functions, and known results from previous works are the main tools yielding the efficiency estimate. Finally, several numerical results confirming the properties of the a posteriori error estimators and illustrating the performance of the associated adaptive algorithms are reported.     

扩散方程保正的有限体积格式

在大变形网格上数值求解多介质扩散方程时, 如何构造具有保正性的扩散格式一直是人们关注的难题. 本文将简要综述与保正性相关的扩散格式的研究历史, 并为解决这一难题提出新的设计途径,构造出新的具有较高精度的单元中心型守恒保正格式, 它们可兼顾网格几何变形和物理量变化. 本文将给出数值实验结果, 验证新格式在变形的网格上保持非负性.     

A supercloseness result for the discontinuous Galerkin stabilization of convection–diffusion problems on Shishkin meshes

We consider a convection–diffusion problem with Dirichlet boundary conditions posed on a unit square. The problem is discretized using a combination of the standard Galerkin FEM and an h–version of the nonsymmetric discontinuous Galerkin FEM with interior penalties on a layer–adapted mesh with linear/bilinear elements. With specially chosen penalty parameters for edges from the coarse part of the mesh, we prove uniform convergence (in the perturbation parameter) in an associated norm. In the same norm we also establish a supercloseness result. Numerical tests support our theoretical estimates.© 2007 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2007     

TWO-GRID CHARACTERISTIC FINITE VOLUME METHODS FOR NONLINEAR PARABOLIC PROBLEMS＊

In this work, two-grid characteristic finite volume schemes for the nonlinear parabolic problem are considered. In our algorithms, the diffusion term is discretized by the finite volume method, while the temporal differentiation and advection terms are treated by the characteristic scheme. Under some conditions about the coefficients and exact solution, optimal error estimates for the numerical solution are obtained. Furthermore, the two- grid characteristic finite volume methods involve solving a nonlinear equation on coarse mesh with mesh size H, a large linear problem for the Oseen two-grid characteristic finite volume method on a fine mesh with mesh size h = O（H2） or a large linear problem for the Newton two-grid characteristic finite volume method on a fine mesh with mesh size h = 0（I log hll/2H3）. These methods we studied provide the same convergence rate as that of the characteristic finite volume method, which involves solving one large nonlinear problem on a fine mesh with mesh size h. Some numerical results are presented to demonstrate the efficiency of the proposed methods.