The Asymptotic Behavior for Numerical Solution of a Volterra Equation

Long-time asymptotic stability and convergence properties for the numerical solution of a Volterra equation of parabolic type are studied.The methods are based on the first-second order backward difference methods.The memory term is approximated by the comvolution quadrature and the interpolant quadrature.Discretization of the spatial partial differential operators by the finite element method is also considered.     

THE REDUCED BASIS TECHNIQUE AS A COARSE SOLVER FOR PARAREAL IN TIME SIMULATIONS

In this paper, we extend the reduced basis methods for parameter dependent problems to the parareal in time algorithm introduced by Lions et al. [12] and solve a nonlinear evolutionary parabolic partial differential equation. The fine solver is based on the finite element method or spectral element method in space and a semi-implicit Runge-Kutta scheme in time. The coarse solver is based on a semi-implicit scheme in time and the reduced basis approximation in space. Of[line-online procedures are developed, and it is proved that the computational complexity of the on-line stage depends only on the dimension of the reduced basis space （typically small）. Parareal in time algorithms based on a multi-grids finite element method and a multi-degrees finite element method are also presented. Some numerical results are reported.     

ON A MOVING MESH METHOD FOR SOLVING PARTIAL INTEGRO-DIFFERENTIAL EQUATIONS

This paper develops and analyzes a moving mesh finite difference method for solving partial integro-differential equations. First, the time-dependent mapping of the coordinate transformation is approximated by a a piecewise linear function in time. Then, piecewise quadratic polynomial in space and an efficient method to discretize the memory term of the equation is designed using the moving mesh approach. In each time slice, a simple piecewise constant approximation of the integrand is used, and thus a quadrature is constructed for the memory term. The central finite difference scheme for space and the backward Euler scheme for time are used. The paper proves that the accumulation of the quadrature error is uniformly bounded and that the convergence of the method is second order in space and first order in time. Numerical experiments are carried out to confirm the theoretical predictions.     

MIXED FINITE ELEMENT METHODS FOR FRACTIONAL NAVIER-STOKES EQUATIONS

This paper gives the detailed numerical analysis of mixed finite element method for fractional Navier-Stokes equations.The proposed method is based on the mixed finite element method in space and a finite difference scheme in time.The stability analyses of semi-discretization scheme and fully discrete scheme are discussed in detail.Furthermore,We give the convergence analysis for both semidiscrete and flly discrete schemes and then prove that the numerical solution converges the exact one with order O(h2+k),where h and k:respectively denote the space step size and the time step size.Finally,numerical examples are presented to demonstrate the effectiveness of our numerical methods.     

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.     

HIGH RESOLUTION SCHEMES FOR CONSERVATION LAWS AND CONVECTION-DIFFUSION EQUATIONS WITH VARYING TIME AND SPACE GRIDS

This paper presents a class of high resolution local time step schemes for nonlinear hyperbolic conservation laws and the closely related convection-diffusion equations, by projecting the solution increments of the underlying partial differential equations （PDE） at each local time step. The main advantages are that they are of good consistency, and it is convenient to implement them. The schemes are L^∞ stable, satisfy a cell entropy inequality, and may be extended to the initial boundary value problem of general unsteady PDEs with higher-order spatial derivatives. The high resolution schemes are given by combining the reconstruction technique with a second order TVD Runge-Kutta scheme or a Lax-Wendroff type method, respectively. The schemes are used to solve a linear convection-diffusion equation, the nonlinear inviscid Burgers＇ equation, the one- and two-dimensional compressible Euler equations, and the two-dimensional incompressible Navier-Stokes equations. The numerical results show that the schemes are of higher-order accuracy, and efficient in saving computational cost, especially, for the case of combining the present schemes with the adaptive mesh method [15]. The correct locations of the slow moving or stronger discontinuities are also obtained, although the schemes are slightly nonconservative.     

SURFACE FINITE ELEMENTS FOR

In this article we define a surface finite element method （SFEM） for the numerical solution of parabolic partial differential equations on hypersurfaces F in R^n＋1. The key idea is based on the approximation of F by a polyhedral surface Гh consisting of a union of simplices （triangles for n = 2, intervals for n = 1） with vertices on Г. A finite element space of functions is then defined by taking the continuous functions on Гh which are linear affine on each simplex of the polygonal surface. We use surface gradients to define weak forms of elliptic operators and naturally generate weak formulations of elliptic and parabolic equations on Г. Our finite element method is applied to weak forms of the equations. The computation of the mass and element stiffness matrices are simple and straightforward. We give an example of error bounds in the case of semi-discretization in space for a fourth order linear problem. Numerical experiments are described for several linear and nonlinear partial differential equations. In particular the power of the method is demorrstrated by employing it to solve highly nonlinear second and fourth order problems such as surface Allen-Cahn and Cahn-Hilliard equations and surface level set equations for geodesic mean curvature flow.     

Crank-Nicolson拟合有限体积法定价机制转换下的欧式期权

This paper develops and analyses a novel numerical scheme to price European options under regime switching model which is governed by a system of partial differential equations(PDEs).To numerically solve these PDEs,we introduce a fitted finite volume method for the spatial discretization,coupled with the Crank-Nicolson time stepping scheme.We show that this scheme is consistent,stable and monotone,and hence the convergence of the numerical solution to the viscosity solution of the continuous problem is guaranteed.Numerical experiments are presented to demonstrate the accuracy,efficiency and robustness of the new numerical method.     

非线性抛物型方程有限元法数值积分的有效性

Abstract. The effect of numerical integration in finite element methods applied to a class of nonlinear parabolic equations is considered and some sufficient conditions on the quadrature scheme to ensure that the order of convergence is unaltered in the presence of numerical integration are given. Optimal Lz and H1 estimates for the error and its time derivative are established.     

Finite Volume Element Predictor-corrector Method for a Class of Nonlinear Parabolic Systems

A finite volume element predictor-corrector method for a class of nonlinear parabolic system of equations is presented and analyzed. Suboptimal L2 error estimate for the finite volume element predictor-corrector method is derived. A numerical experiment shows that the numerical results are consistent with theoretical analysis.     

A new combined finite element‐upwind finite volume method for convection‐dominated diffusion problems

In this article, we develop a combined finite element‐weighted upwind finite volume method for convection‐dominated diffusion problems in two dimensions, which discretizes the diffusion term with the standard finite element scheme, and the convection and source terms with the weighted upwind finite volume scheme. The developed method leads to a totally new scheme for convection‐dominated problems, which overcomes numerical oscillation, avoids numerical dispersion, and has high‐order accuracy. Stability analyses of the scheme are given for the problems with constant coefficients. Numerical experiments are presented to illustrate the stability and optimal convergence of our proposed method. © 2015 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 32: 799–818, 2016     

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。     

A positive cell vertex Godunov scheme for a Beeler–Reuter based model of cardiac electrical activity

The monodomain model is a widely used model in electrocardiology to simulate the propagation of electrical potential in the myocardium. In this paper, we investigate a positive nonlinear control volume finite element scheme, based on Godunov's flux approximation of the diffusion term, for the monodomain model coupled to a physiological ionic model (the Beeler–Reuter model) and using an anisotropic diffusion tensor. In this scheme, degrees of freedom are assigned to vertices of a primal triangular mesh, as in conforming finite element methods. The diffusion term which involves an anisotropic tensor is discretized on a dual mesh using the diffusion fluxes provided by the conforming finite element reconstruction on the primal mesh and the other terms are discretized by means of an upwind finite volume method on the dual mesh. The scheme ensures the validity of the discrete maximum principle without any restriction on the transmissibility coefficients. By using a compactness argument, we obtain the convergence of the discrete solution and as a consequence, we get the existence of a weak solution of the original model. Finally, we illustrate by numerical simulations that the proposed scheme successfully removes nonphysical oscillations in the propagation of the wavefront and maintains conduction velocity close to physiological values.     

STRONG CONVERGENCE OF A FULLY DISCRETE FINITE ELEMENT METHOD FOR A CLASS OF SEMILINEAR STOCHASTIC PARTIAL DIFFERENTIAL EQUATIONS WITH MULTIPLICATIVE NOISE

This paper develops and analyzes a fully discrete finite element method for a class of semilinear stochastic partial differential equations(SPDEs)with multiplicative noise.The nonlinearity in the diffusion term of the SPDEs is assumed to be globally Lipschitz and the nonlinearity in the drift term is only assumed to satisfy a one-sided Lipschitz condition.These assumptions are the same ones as the cases where numerical methods for general nonlinear stochastic ordinary differential equations(SODEs)under"minimum assumptions"were studied.As a result,the semilinear SPDEs considered in this paper are a direct generalization of these nonlinear SODEs.There are several difficulties which need to be overcome for this generalization.First,obviously the spatial discretization,which does not appear in the SODE case,adds an extra layer of difficulty.It turns out a spatial discretization must be designed to guarantee certain properties for the numerical scheme and its stiffness matrix.In this paper we use a finite element interpolation technique to discretize the nonlinear drift term.Second,in order to prove the strong convergence of the proposed fully discrete finite element method,stability estimates for higher order moments of the H1-seminorm of the numerical solution must be established,which are difficult and delicate.A judicious combination of the properties of the drift and diffusion terms and some nontrivial techniques is used in this paper to achieve the goal.Finally,stability estimates for the second and higher order moments of the L2-norm of the numerical solution are also difficult to obtain due to the fact that the mass matrix may not be diagonally dominant.This is done by utilizing the interpolation theory and the higher moment estimates for the H1-seminorm of the numerical solution.After overcoming these difficulties,it is proved that the proposed fully discrete finite element method is convergent in strong norms with nearly optimal rates of convergence.Numerical experiment results are also presented to validate the theoretical results and to demonstrate the efficiency of the proposed numerical method.     

Semi‐implicit schemes for transient Navier–Stokes equations and eddy viscosity models

This study presents two computational schemes for the numerical approximation of solutions to eddy viscosity models as well as transient Navier–Stokes equations. The eddy viscosity model is one example of a class of Large Eddy Simulation models, which are used to simulate turbulent flow. The first approximation scheme is a first order single step method that treats the nonlinear term using a semi‐implicit discretization. The second scheme employs a two step approach that applies a Crank–Nicolson method for the nonlinear term while also retaining the semi‐implicit treatment used in the first scheme. A finite element approximation is used in the spatial discretization of the partial differential equations. The convergence analysis for both schemes is discussed in detail, and numerical results are given for two test problems one of which is the two dimensional flow around a cylinder. © 2008 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2009     

A FULLY DISCRETE IMPLICIT-EXPLICIT FINITE ELEMENT METHOD FOR SOLVING THE FITZHUGH-NAGUMO MODEL

This work develops a fully discrete implicit-explicit finite element scheme for a parabolic-ordinary system with a nonlinear reaction term which is known as the FitzHugh-Nagumo model from physiology. The first-order backward Euler discretization for the time derivative, and an implicit-explicit discretization for the nonlinear reaction term are employed for the model, with a simple linearization technique used to make the process of solving equations more efficient. The stability and convergence of the fully discrete implicit-explicit finite element method are proved, which shows that the FitzHugh-Nagumo model is accurately solved and the trajectory of potential transmission is obtained. The numerical results are also reported to verify the convergence results and the stability of the proposed method.     

Error analysis of upwind‐discretizations for the steady‐state incompressible Navier–Stokes equations

Within the framework of finite element methods, the paper investigates a general approximation technique for the nonlinear convective term of the Navier–Stokes equations. The approach is based on an upwind method of finite volume type. It is proved that the discrete convective term satisfies a well‐known collection of sufficient conditions for convergence of the finite element solution. This revised version was published online in June 2006 with corrections to the Cover Date.     

Block‐centered upwind multistep difference method and convergence analysis for numerical simulation of oil reservoir

The three‐dimensional displacement of two‐phase flow in porous media is a preliminary problem of numerical simulation of energy science and mathematics. The mathematical model is formulated by a nonlinear system of partial differential equations to describe incompressible miscible case. The pressure is defined by an elliptic equation, and the concentration is defined by a convection‐dominated diffusion equation. The pressure generates Darcy velocity and controls the dynamic change of concentration. We adopt a conservative block‐centered scheme to approximate the pressure and Darcy velocity, and the accuracy of Darcy velocity is improved one order. We use a block‐centered upwind multistep method to solve the concentration, where the time derivative is approximated by multistep method, and the diffusion term and convection term are treated by a block‐centered scheme and an upwind scheme, respectively. The composite algorithm is effective to solve such a convection‐dominated problem, since numerical oscillation and dispersion are avoided and computational accuracy is improved. Block‐centered method is conservative, and the concentration and the adjoint function are computed simultaneously. This physical nature is important in numerical simulation of seepage fluid. Using the convergence theory and techniques of priori estimates, we derive optimal estimate error. Numerical experiments and data show the support and consistency of theoretical result. The argument in the present paper shows a powerful tool to solve the well‐known model problem.     

A partitioned finite element scheme based on Gauge-Uzawa method for time-dependent MHD equations

In this paper, we mainly introduce a partitioned scheme based on Gauge-Uzawa finite element method for the 2D time-dependent incompressible magnetohydrodynamics (MHD) equations. It is a fully decoupled projection method which combines the Gauge and Uzawa methods within a variational formulation. Firstly, the temporal discretization is based on backward Euler technique for the linear term and semi-implicit scheme for the nonlinear term. Secondly, the spatial approximation of fluid velocity, hydrodynamic pressure, and magnetic field apply the mixed element method. Finally, the validity, reliability, and accuracy of the proposed algorithms are supported by numerical experiments.     

基于PDE和几何曲率流驱动扩散的图像分析与处理

本文介绍由变分优化模型导出的偏微分方程(PDEs)模型与几何曲率流驱动扩散在图像恢复方面的应用，以及多种非线性异质扩散模型，讨论了PDEs模型在图像分析与处理方面的优点，理论与实验结果表明，要恢复得到商质量的图像，PDEs模型的利用是极为必要的．文中还介绍了求解PDEs模型的数值方案．其中，曲率计算是一个关键问题，其结果直接参与自适应扩散的控制．详细总结了基于有限差分和水平集方法，求解藕合非线性异质扩散模型方程的数值方案，追求高质量图像、高精度计算方法、降低计算复杂性是本文处理方法不断进步的发展动力。