Relations between directional derivatives for smooth functions in 2D and 3D spaces

In this paper, relations between directional derivatives are considered for smooth functions both in 2D and 3D spaces. These relations are established in the form of linear combinations of directional derivatives with their coefficients having simple form and structural regularity. By them, expressions based on directional derivatives for some typical differential operators are derived. This builds up a solid mathematical foundation for further study on numerical computation by the finite point method based on directional difference.     

An $L^{\infty}$ Second Order Cartesian Method for 3D Anisotropic Interface Problems

A second order accurate method in the infinity norm is proposed for general three dimensional anisotropic elliptic interface problems in which the solution and its derivatives, the coefficients, and source terms all can have finite jumps across one or several arbitrary smooth interfaces. The method is based on the 2D finite element-finite difference (FE-FD) method but with substantial differences in method derivation, implementation, and convergence analysis. One of challenges is to derive 3D interface relations since there is no invariance anymore under coordinate system transforms for the partial differential equations and the jump conditions. A finite element discretization whose coefficient matrix is a symmetric semi-positive definite is used away from the interface; and the maximum preserving finite difference discretization whose coefficient matrix part is an M-matrix is constructed at irregular elements where the interface cuts through. We aim to get a sharp interface method that can have second order accuracy in the point-wise norm. We show the convergence analysis by splitting errors into several parts. Nontrivial numerical examples are presented to confirm the convergence analysis.     

Error estimates for the finite point method

In this paper, error estimates for the finite point method are presented in Sobolev spaces in multiple dimensions when nodes and shape functions satisfy certain conditions. From the error analysis of the finite point method, the error bound of the numerical solution is directly related to the radii of the weight functions and the condition number of the coefficient matrix.     

Numerical Solution to the Multi-Term Time Fractional Diffusion Equation in a Finite Domain

This paper deals with numerical solution to the multi-term time fractional diffusion equation in a finite domain. An implicit finite difference scheme is established based on Caputo's definition to the fractional derivatives, and the upper and lower bounds to the spectral radius of the coefficient matrix of the difference scheme are estimated, with which the unconditional stability and convergence are proved. The numerical results demonstrate the effectiveness of the theoretical analysis, and the method and technique can also be applied to other kinds of time/space fractional diffusion equations.     

Direct numerical method for an inverse problem of a parabolic partial differential equation

A coefficient inverse problem of the one-dimensional parabolic equation is solved by a high-order compact finite difference method in this paper. The problem of recovering a time-dependent coefficient in a parabolic partial differential equation has attracted considerable attention recently. While many theoretical results regarding the existence and uniqueness of the solution are obtained, the development of efficient and accurate numerical methods is still far from satisfactory. In this paper a fourth-order efficient numerical method is proposed to calculate the function u(x,t) and the unknown coefficient a(t) in a parabolic partial differential equation. Several numerical examples are presented to demonstrate the efficiency and accuracy of the numerical method.     

Preconditioned iterative methods for diffusion problems with high‐contrast inclusions

This paper is concerned with robust numerical treatment of an elliptic PDE with high‐contrast coefficients, for which classical finite‐element discretizations yield ill‐conditioned linear systems. This paper introduces a procedure by which the discrete system obtained from a linear finite element discretization of the given continuum problem is converted into an equivalent linear system of the saddle‐point type. Three preconditioned iterative procedures—preconditioned Uzawa, preconditioned Lanczos, and preconditioned conjugate gradient for the square of the matrix—are discussed for a special type of the application, namely, highly conducting particles distributed in the domain. Robust preconditioners for solving the derived saddle‐point problem are proposed and investigated. Robustness with respect to the contrast parameter and the discretization scale is also justified. Numerical examples support theoretical results and demonstrate independence of the number of iterations of the proposed iterative schemes on the contrast in parameters of the problem and the mesh size.     

计算高维带弱奇异核发展型方程的交替方向隐式欧拉方法

本文主要研究高维带弱奇异核的发展型方程的交替方向隐式(ADI)差分方法.向后欧拉(Euler)方法联立一阶卷积求积公式处理时间方向的离散,有限差分方法处理空间方向的离散,并进一步构造了ADI全离散差分格式.然后将二维问题延伸到三维问题,构造三维空间问题的ADI差分格式.基于离散能量法,详细证明了全离散格式的稳定性和误差分析.随后给出了2个数值算例,数值结果进一步验证了时间方向的收敛阶为一阶,空间方向的收敛阶为二阶,和理论分析结果一致.     

两点混合边值问题的紧有限体积格式

本文针对常系数和变系数两点混合边值问题提出一种紧有限体积格式,该格式形成的线性代数方程组具有三对角性质,可以使用追赶法求解.证明格式按照H1半范数具有四阶收敛精度.利用节点计算值,给出单元中点值和一阶导数值的高精度后处理计算公式,这两个公式同样具有四阶精度.数值算例验证了理论分析的正确性,并说明了格式的有效性.     

速度追踪问题中鞍点系统的新分裂迭代

 有限元离散一类速度追踪问题后得到具有鞍点结构的线性系统,针对该鞍点系统,本文提出了一种新的分裂迭代技术.证明了新的分裂迭代方法的无条件收敛性,详细分析了新的分裂预条件子对应的预处理矩阵的谱性质.数值结果验证了对于大范围的网格参数和正则参数,新的分裂预条件子在求解有限元离散速度追踪问题得到的鞍点系统时的可行性和有效性.     

A new formulation of regularized meshless method applied to interior and exterior anisotropic potential problems

This paper proposes a new formulation of regularized meshless method (RMM), which differs from the traditional RMM in that the traditional formulation generates the diagonal elements of influence matrix via null-field integral equations, while our new one directly employs the boundary integral equations at the domain point to evaluate the diagonal elements. We test the present RMM formulation to two-dimensional anisotropic potential problems in finite and infinite domains in comparison with the traditional RMM. Numerical results show that the present RMM sharply outperforms the traditional RMM in the solution of interior problems, while the latter is clearly superior for exterior problems. A rigorous theoretical analysis of circular domain case also corroborates such numerical experiment observations and is provided in the appendix of this paper.     

Extending the notions of companion and infinite companion to matrix polynomials

The notion of infinite companion matrix is extended to the case of matrix polynomials (including polynomials with singular leading coefficient). For row reduced polynomials a finite companion is introduced as the compression of the shift matrix. The methods are based on ideas of dilation theory. Connections with systems theory are indicated. Applications to the problem of linearization of matrix polynomials, solution of systems of difference and differential equations and new factorization formulae for infinite block Hankel matrices having finite rank are shown. As a consequence, any system of linear difference or differential equations with constant coefficients can be transformed into a first order system of dimension n = deg det D.     

Extremum of second-order directional derivatives

In this paper, the extremum of second-order directional derivatives, i.e. the gradient of first-order derivatives is discussed. Given second-order directional derivatives in three nonparallel directions, or given second-order directional derivatives and mixed directional derivatives in two nonparallel directions, the formulae for the extremum of second-order directional derivatives are derived, and the directions corresponding to maximum and minimum are perpendicular to each other.     

一种有效的分析弹塑性问题的边界元法

本文提出了一组有效的边界元公式.该公式通过利用一个新的变量,使核函数仅具有lnr(r为源点和场点的距离)的较低阶奇异性,从而,在积分点的传统位移和应力公式的奇异性得到降低,且原公式中影响应力计算精度的边界层效应得到消除.同时,也避免了难于计算的参数C.将该方法应用到弹塑性分析中,数值分析结果表明该公式具有明显的优势.     

Stability and Convergence Analyses of the FDM Based on Some L-Type Formulae for Solving the Subdiffusion Equation

Some well-known L-type formulae, i.e., L1, L1-2, and L1-2-3 formulae, are usually employed to approximate the Caputo fractional derivative of order α ∈ (0, 1). In this paper, we aim to elaborate on the stability and convergence analyses of some finite difference methods (FDMs) for solving the subdiffusion equation, i.e., a diffusion equation which exploits the Caputo time-fractional derivative of order $α$. In fact, the FDMs considered here are based on the usual central difference scheme for the spatial derivative, and the Caputo derivative is approximated by using methods such as the L1, L1-2, and L1-2-3 formulae. Thanks to a specific type of the discrete version of the Gronwall inequality, we show that the FDMs are unconditionally stable in the maximum norm and also discrete $H^1$ norm. Then, we prove that the finite difference method which uses the L1, L1-2, and L1-2-3 formulae has the global order of convergence $2−α$, $3−α$, and 3, respectively. Finally, some numerical tests confirm the theoretical results. A brief conclusion finishes the paper.     

A higher order uniformly convergent method for singularly perturbed parabolic turning point problems

In this article, we study numerical approximation for a class of singularly perturbed parabolic (SPP) convection-diffusion turning point problems. The considered SPP problem exhibits a parabolic boundary layer in the neighborhood of one of the sides of the domain. Some a priori bounds are given on the exact solution and its derivatives, which are necessary for the error analysis. A numerical scheme comprising of implicit finite difference method for time discretization on a uniform mesh and a hybrid scheme for spatial discretization on a generalized Shishkin mesh is proposed. Then Richardson extrapolation method is applied to increase the order of convergence in time direction. The resulting scheme has second-order convergence up to a logarithmic factor in space and second-order convergence in time. Numerical experiments are conducted to demonstrate the theoretical results and the comparative study is done with the existing schemes in literature to show better accuracy of the proposed schemes.     

Simplified immersed interface methods for elliptic interface problems with straight interfaces

In this article, we propose simplified immersed interface methods for elliptic partial/ordinary differential equations with discontinuous coefficients across interfaces that are few isolated points in 1D, and straight lines in 2D. For one‐dimensional problems or two‐dimensional problems with circular interfaces, we propose a conservative second‐order finite difference scheme whose coefficient matrix is symmetric and definite. For two‐dimensional problems with straight interfaces, we first propose a conservative first‐order finite difference scheme, then use the Richardson extrapolation technique to get a second‐order method. In both cases, the finite difference coefficients are almost the same as those for regular problems. Error analysis is given along with numerical example. © 2010 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 28: 188–203, 2012     

A Petrov-Galerkin method for a singularly perturbed ordinary differential equation with non-smooth data

In this paper, a singularly perturbed ordinary differential equation with non-smooth data is considered. The numerical method is generated by means of a Petrov-Galerkin finite element method with the piecewise-exponential test function and the piecewise-linear trial function. At the discontinuous point of the coefficient, a special technique is used. The method is shown to be first-order accurate and singular perturbation parameter uniform convergence. Finally, numerical results are presented, which are in agreement with theoretical results.     

Ecological optimization of energy selective electron (ESE) heat engine

The ecological performance optimization of an energy selective electron (ESE) heat engine operated at maximum power regime and the intermediate regime (i.e. between maximum power operation and reversible operation) is carried out in this paper by using finite time thermodynamics. In the analyses, the analytical formulae for the entropy generation rate and the ecological function of the ESE heat engine are derived for the two operation regimes, respectively. The performance characteristic curves are obtained by numerical examples. The influence of the resonance widths on the ecological performance of the ESE heat engine at intermediate regime is discussed. The ecological performances are analyzed and compared with the power and efficiency characteristic. It is shown that, when the working point is changed from the maximum power point to the maximum ecological function point, the efficiency increases and the entropy generation rate decreases mostly with only a small power output drop. The results obtained herein have theoretical significance for the understanding of thermodynamic performance of the micro-nano devices.     

Two Algorithms for Solving a Kind of Heat Conduction Equations

In this paper, a strategy is suggested for numerical solution of a kind of parabolic partial differential equations with nonlinear boundary conditions and discontinuous coefficients, which arise from practical engineering problems. First, a difference equation at the discontinuous point is established in which both the stability and the truncation error are consistent with the total difference equations. Then, on account of the fact that the coefficient matrix of the difference equations is tridiagonal and nonlinearity appears only in the first and the last equations, two algorithms are suggested: a mixed method combining the modified Gaussian elimination method with the successive recursion method, and a variant of the modified Gaussian elimination method. These algorithms are shown to be effective.     

The extrapolation of numerical eigenvalues by finite elements for differential operators

This paper discusses the extrapolation of numerical eigenvalues by finite elements for differential operators and obtains the following new results: (a) By extending a theorem of eigenvalue error estimate, which was established by Osborn, a new expansion of eigenvalue error is obtained. Many achievements, which are about the asymptotic expansions of finite element methods of differential operator eigenvalue problems, are brought into the framework of functional analysis. (b) The Richardson extrapolation of nonconforming finite elements for multiple eigenvalues and splitting extrapolation of finite elements based on domain decomposition of non-selfadjoint differential operators for multiple eigenvalues are achieved. In addition, numerical examples are provided to support the theoretical analysis.