各向异性网格下特征值问题的有限元分析

主要目的是在各向异性网格下研究二阶椭圆特征值问题的两类非协调有限元—类Wilson矩形元和Carey三角形元—的收敛性分析.通过新的技巧和方法,得到了与传统有限元网格剖分下相同的特征对的最优误差估计.推广了已有的结果.     

有限元网格的超收敛测度及其应用

给出线性有限元求解二阶椭圆问题的有限元网格超收敛测度及其应用.有限元超收敛经常是在具有一定结构的特殊网格条件下讨论的,而本文从一般网格出发,导出一种网格的范数用来描述超收敛所需要的网格条件以及超收敛的程度.并且通过对这种网格范数性质的考察,可以证明对于通常考虑的一些特殊网格的超收敛的存在性.更进一步,我们可以通过正则细分的方式在一般区域上也可以自动获得超收敛网格.最后给出相关的数值结果来验证本文的理论分析.     

四阶障碍问题的稳定化混合有限元方法

本文讨论了四阶障碍问题的稳定化混合有限元方法.首先,引入网格依赖范数,通过加罚方法得到了与四阶障碍问题的等价的混合变分形式.随后给出了基于C~0协调有限元空间(W_h,V_h)的混合有限元逼近,例如P_k-P_k三角形有限元.在网格依赖范数下,(W_h,V_h)满足离散的inf-sup条件.最后,我们在不同的假设下,得到了一些误差估计.     

高波数Helmholtz方程的超收敛分析

本文考虑求解Helmholtz方程的有限元方法的超逼近性质以及基于PPR后处理方法的超收敛性质.我们首先给出了矩形网格上的p-次元在收敛条件k(kh)~(2p+1)≤C_0下的有限元解和基于Lobatto点的有限元插值之间的超逼近以及重构的有限元梯度和精确解之间的超收敛分析.然后我们给出了四边形网格上的线性有限元方法的分析.这些估计都给出了与波数k和网格尺寸h的依赖关系.同时我们回顾了三角形网格上的线性有限元的超收敛结果.最后我们给出了数值实验并且结合Richardson外推进一步减少了误差.     

高波数问题的超收敛性

 本文考虑求解Helmholtz方程的有限元方法的超逼近性质以及基于PPR后处理方法的超收敛性质.我们首先给出了矩形网格上的p-次元在收敛条件k（kh）^2p+1≤C₀下的有限元解和基于Lobatto点的有限元插值之间的超逼近以及重构的有限元梯度和精确解之间的超收敛分析.然后我们给出了四边形网格上的线性有限元方法的分析.这些估计都给出了与波数k和网格尺寸h的依赖关系.同时我们回顾了三角形网格上的线性有限元的超收敛结果.最后我们给出了数值实验并且结合Richardson外推进一步减少了误差.     

细菌模型的连续时空有限元方法

本文针对细菌模型提出一种连续时空有限元方法,通过引入时空投影算子,得到了在时间离散节点处能量模意义下的最优误差估计结果.与传统全离散方式不同的是,该方法对时间变量和空间变量同时采用有限元离散,且无时间离散步长和空间网格尺寸的网格比限制,这对于拓宽各向异性有限元方法的应用范围是有益的.     

Sobolev方程的一类各向异性非协调有限元逼近

在各向异性网格下,分别讨论了Sobolev方程在半离散和全离散格式下的一类非协调有限元逼近,得到了与传统有限元方法相同的误差估计和一些超逼近性质.同时在半离散格式下,通过构造具有各向异性特征的插值后处理算子得到了整体超收敛结果.     

耦合Navier-Stokes/Darcy模型多重网格方法的有限元实现(英文)

本文研究耦合Navier-Stokes/Darcy模型问题.构造一种从粗网格到细网格的有限元空间插值方法,不但简化了数值积分的单元匹配,也保证了数值积分的精度.利用基于有限元空间的多重网格方法,获得与直接法求解耦合问题误差相同的收敛阶,推广两重网格方法的结果.     

Stokes问题在各向异性网格下的Bernadi-Raugel有限元逼近

在各向异性网格下,得到了Stokes问题著名的Bernadi-Raugel混合有限元格式的超逼近性质,而且通过构造插值后处理算子得到了关于速度的超收敛结果.     

任意区域的网格自动生成和任意高阶有限元方法

本文首先简要介绍非拟合网格有限元方法求解复杂区域上椭圆问题的发展现状.然后结合最近本文作者发展的非拟合网格有限元方法,针对二阶椭圆方程提出一种任意光滑区域上的任意高阶协调有限元方法.本文在带悬点的Cartesian网格上自动生成诱导网格,在诱导网格上构造协调的高阶有限元空间,采用Nitsche技术处理Dirichlet边界条件,并证明方法的适定性和hp先验误差估计.数值算例验证了本文的理论结果.     

Graded Meshes for Higher Order FEM

A singularly perturbed one-dimensional convection-diffusion problem is solved numerically by the finite element method based on higher order polynomials. Numerical solutions are obtained using S-type meshes with special emphasis on meshes which are graded (based on a mesh generating function) in the fine mesh region. Error estimates in the ε-weighted energy norm are proved. We derive an 'optimal' mesh generating function in order to minimize the constant in the error estimate. Two layer-adapted meshes defined by a recursive formulae in the fine mesh region are also considered and a new technique for proving error estimates for these meshes is presented. The aim of the paper is to emphasize the importance of using optimal meshes for higher order finite element methods. Numerical experiments support all theoretical results.     

CONVERGENCE ANALYSIS FOR A NONCONFORMING MEMBRANE ELEMENT ON ANISOTROPIC MESHES

Regular assumption of finite element meshes is a basic condition of most analysis offinite element approximations both for conventional conforming elements and nonconform-ing elements.The aim of this paper is to present a novel approach of dealing with theapproximation of a four-degree nonconforming finite element for the second order ellipticproblems on the anisotropic meshes.The optimal error estimates of energy norm and L~2-norm without the regular assumption or quasi-uniform assumption are obtained based onsome new special features of this element discovered herein.Numerical results are givento demonstrate validity of our 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.     

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.     

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.     

High order finite difference methods on non-uniform meshes for space fractional operators

In the past decades, the finite difference methods for space fractional operators develop rapidly; to the best of our knowledge, all the existing finite difference schemes, including the first and high order ones, just work on uniform meshes. The nonlocal property of space fractional operator makes it difficult to design the finite difference scheme on non-uniform meshes. This paper provides a basic strategy to derive the first and high order discretization schemes on non-uniform meshes for fractional operators. And the obtained first and second schemes on non-uniform meshes are used to solve space fractional diffusion equations. The error estimates and stability analysis are detailedly performed; and extensive numerical experiments confirm the theoretical analysis or verify the convergence orders.     

Analysis of Schrödinger operators with inverse square potentials II: FEM and approximation of eigenfunctions in the periodic case

In this article, we consider the problem of optimal approximation of eigenfunctions of Schrödinger operators with isolated inverse square potentials and of solutions to equations involving such operators. It is known in this situation that the finite element method performs poorly with standard meshes. We construct an alternative class of graded meshes, and prove and numerically test optimal approximation results for the finite element method using these meshes. Our numerical tests are in good agreement with our theoretical results.Copyright © 2014 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 30: 1130–1151, 2014     

Valuing Asian options using the finite element method and duality techniques

The main objective of this paper is to develop an adaptive finite element method for computation of the values, and different sensitivity measures, of the Asian option with both fixed and floating strike. The pricing is based on Black–Scholes PDE-model and a method developed by Ve?e? where the resulting PDEs are of parabolic type in one spatial dimension and can be applied to both continuous and discrete Asian options. We propose using an adaptive finite element method which is based on a posteriori estimates of the error in desired quantities, which we derive using duality techniques. The a posteriori error estimates are tested and verified, and are used to calculate optimal meshes for each type of option. The use of adapted meshes gives superior accuracy and performance with less degrees of freedom than using uniform meshes. The suggested adaptive finite element method is stable, gives fast and accurate results, and can be applied to other types of options as well.