Superconvergence of Mixed Methods for Optimal Control Problems Governed by Parabolic Equations

In this paper, we investigate the superconvergence results for optimal control problems governed by parabolic equations with semi-discrete mixed finite element approximation. We use the lowest order mixed finite element spaces to discrete the state and costate variables while use piecewise constant function to discrete the control variable. Superconvergence estimates for both the state variable and its gradient variable are obtained.     

A Priori Error Estimates of Finite Element Methods for Linear Parabolic Integro-Differential Optimal Control Problems

In this paper, we study the mathematical formulation for an optimal control problem governed by a linear parabolic integro-differential equation and present the optimality conditions. We then set up its weak formulation and the finite element approximation scheme. Based on these we derive the a priori error estimates for its finite element approximation both in $H^1$ and $L^2$ norms. Furthermore, some numerical tests are presented to verify the theoretical results.     

Two-Grid Finite-Element Method for the Two-Dimensional Time-Dependent Schrödinger Equation

In this paper, we construct semi-discrete two-grid finite element schemes and full-discrete two-grid finite element schemes for the two-dimensional time-dependent Schrödinger equation. The semi-discrete schemes are proved to be convergent with an optimal convergence order and the full-discrete schemes, verified by a numerical example, work well and are more efficient than the standard finite element method.     

Finite Difference/Element Method for a Two-Dimensional Modified Fractional Diffusion Equation

We present the finite difference/element method for a two-dimensional modified fractional diffusion equation. The analysis is carried out first for the time semi-discrete scheme, and then for the full discrete scheme. The time discretization is based on the $L1$-approximation for the fractional derivative terms and the second-order backward differentiation formula for the classical first order derivative term. We use finite element method for the spatial approximation in full discrete scheme. We show that both the semi-discrete and full discrete schemes are unconditionally stable and convergent. Moreover, the optimal convergence rate is obtained. Finally, some numerical examples are tested in the case of one and two space dimensions and the numerical results confirm our theoretical analysis.     

计算应力强度因子的离散分离变量法

提出一种用于数值求解带有一条边界裂纹的多角形区域上的Navier's方程组边值问题的半离散方法。做一个适当的坐标变换后,将原边值问题化为半无限长条上的不连续系数问题。将其半离散化以后,等价于一个常系数常微分方程组的边值问题。进一步,用直接法来求解这个边值问题,便得到原问题的半离散近似解。值得指出的是,这个用分离变量形式给出的半离散近似解自然地具有原问题的奇性。数值例子显示,用该方法可以很方便地计算出在裂纹顶端的应力强度因子的近似值。     

黏弹性问题的改进的复变量无单元Galerkin方法

基于改进的复变量移动最小二乘法,提出了二维黏弹性问题的改进的复变量无单元Galerkin方法.采用改进的复变量移动最小二乘法建立形函数,根据Galerkin积分弱形式建立求解方程,并用罚函数法施加本质边界条件,推导了二维黏弹性问题的改进的复变量无单元Galerkin方法的计算公式.最后,通过实际算例,将计算结果与复变量无单元Galerkin方法及有限元法的结果进行了对比,说明了本文方法具有更高的计算精度和计算效率.     

Error Estimates of Mixed Methods for Optimal Control Problems Governed by General Elliptic Equations

In this paper, we investigate the error estimates of mixed finite element methods for optimal control problems governed by general elliptic equations. The state and co-state are approximated by the lowest order Raviart-Thomas mixed finite element spaces and the control variable is approximated by piecewise constant functions. We derive $L^2$ and $H^{-1}$-error estimates both for the control variable and the state variables. Finally, a numerical example is given to demonstrate the theoretical results.     

A Priori Error Estimates of Crank-Nicolson Finite Volume Element Method for Parabolic Optimal Control Problems

In this paper, the Crank-Nicolson linear finite volume element method is applied to solve the distributed optimal control problems governed by a parabolic equation. The optimal convergent order $\mathcal{O}(h^2+k^2)$ is obtained for the numerical solution in a discrete $L^2$-norm. A numerical experiment is presented to test the theoretical result.     

Numerical Approximation of a Nonlinear 3D Heat Radiation Problem

In this paper, we are concerned with the numerical approximation of a steady-state heat radiation problem with a nonlinear Stefan-Boltzmann boundary condition in$\mathbb{R}^3$. We first derive an equivalent minimization problem and then present a finite element analysis to the solution of such a minimization problem. Moreover, we apply the Newton iterative method for solving the nonlinear equation resulting from the minimization problem. A numerical example is given to illustrate theoretical results.     

A meshless model for transient heat conduction analyses of 3D axisymmetric functionally graded solids

A meshless numerical model is developed for analyzing transient heat conductions in three-dimensional （3D） axisymmetric continuously nonhomogeneous functionally graded materials （FGMs）. Axial symmetry of geometry and boundary conditions reduces the original 3D initial-boundary value problem into a two-dimensional （2D） problem. Local weak forms are derived for small polygonal sub-domains which surround nodal points distributed over the cross section. In order to simplify the treatment of the essential boundary conditions, spatial variations of the temperature and heat flux at discrete time instants are interpolated by the natural neighbor interpolation. Moreover, the using of three-node triangular finite element method （FEM） shape functions as test functions reduces the orders of integrands involved in domain integrals. The semi-discrete heat conduction equation is solved numerically with the traditional two-point difference technique in the time domain. Two numerical examples are investigated and excellent results are obtained, demonstrating the potential application of the proposed approach.     

带源参数的热传导反问题的无网格方法

利用无网格有限点法求带有源参数的一维热传导反问题，推导了相应的离散方程.与其他基于网格的方法相比，有限点法采用移动最小二乘法构造形函数，只需要节点信息，不需要划分网格，用配点法离散求解方程，可以直接施加边界条件，不需要在区域内部求积分，减小了计算量.用有限点法求解热传导反问题具有数值实现简单、计算量小、可以任意布置节点等优点.最后通过算例验证了该方法的有效性.     

An element-free Galerkin(EFG) method for numerical solution of the coupled Schrdinger-KdV equations

The present paper deals with the numerical solution of the coupled Schrdinger-KdV equations using the elementfree Galerkin(EFG) method which is based on the moving least-square approximation.Instead of traditional mesh oriented methods such as the finite difference method(FDM) and the finite element method(FEM),this method needs only scattered nodes in the domain.For this scheme,a variational method is used to obtain discrete equations and the essential boundary conditions are enforced by the penalty method.In numerical experiments,the results are presented and compared with the findings of the finite element method,the radial basis functions method,and an analytical solution to confirm the good accuracy of the presented scheme.     

美式回望期权定价问题的有限体积法

随着金融市场的不断发展, 期权作为一种能够规避风险的金融衍生产品越来越引起投资者的青睐, 成交量呈逐年上升的趋势, 期权定价问题已经成为金融数学领域中一个重要的研究课题. 本文主要研究Black-Scholes模型下美式回望期权定价问题的数值解法. 美式回望期权定价问题是一个二维非线性抛物问题, 难以直接应用数值方法进行求解. 通过分析该问题的求解难点, 本文给出解决该困难的有效方法. 首先利用计价单位变换将定价问题转换为一维自由边值问题, 并采用Landau's变换将求解区域规范化; 而后针对问题的非线性特点,利用有限体积法和Newton法交替迭代求解期权价格和最佳实施边界, 并对数值解的非负性进行了分析. 最后, 通过与二叉树方法进行比较, 验证了本文方法的正确性和有效性, 为实际应用提供了理论基础.     

导热几何形状反演的变分原理及边界条件的确立

本文采用变域变分原理,建立了导热几何形状反演问题的变分原理,同时获得了该问题所需满足的边界条件和附加条件.该变分原理能将未知形状的几何变量及控制方程结合在一个变分泛函中,使得数学描述简洁、紧凑,且几何变量及控制方程的求解能耦合地进行.介绍了运用该变分原理并结合有限元方法进行数值计算的方法. 关键词： 几何形状反演 变分原理 有限元 导热     

Element-free Galerkin method for a kind of KdV equation

The present paper deals with the numerical solution of the third-order nonlinear KdV equation using the element-free Galerkin (EFG) method which is based on the moving least-squares approximation. A variational method is used to obtain discrete equations, and the essential boundary conditions are enforced by the penalty method. Compared with numerical methods based on mesh, the EFG method for KdV equations needs only scattered nodes instead of meshing the domain of the problem. It does not require any element connectivity and does not suffer much degradation in accuracy when nodal arrangements are very irregular. The effectiveness of the EFG method for the KdV equation is investigated by two numerical examples in this paper.     

SUPG-Stabilized Virtual Element Method for Optimal Control Problem Governed by a Convection Dominated Diffusion Equation

In this paper, the streamline upwind/Petrov Galerkin (SUPG) stabilized virtual element method (VEM) for optimal control problem governed by a convection dominated diffusion equation is investigated. The virtual element discrete scheme is constructed based on the first-optimize-then-discretize strategy and SUPG stabilized virtual element approximation of the state equation and adjoint state equation. An a priori error estimate is derived for both the state, adjoint state, and the control. Numerical experiments are carried out to illustrate the theoretical findings.     

The finite element method for the coupled Schrödinger-KdV equations

In this Letter, we employ finite element method to study a periodic initial value problem for the coupled Schrödinger-KdV equations. For the case of one dimension, this problem is reduced to a system of ordinary differential equations by using a semi-discrete scheme. The conservation properties of this scheme, the existence and uniqueness of the discrete solutions, and error estimates are presented. In numerical experiments, the resulting system of ordinary differential equations are solved by Runge-Kutta method at each time level. The superior accuracy of this scheme is shown by comparing the numerical solutions with the exact solutions.     

A complex variable meshless local Petrov-Galerkin method for transient heat conduction problems

On the basis of the complex variable moving least-square （CVMLS） approximation, a complex variable meshless local Petrov-Galerkin （CVMLPG） method is presented for transient heat conduction problems. The method is developed based on the CVMLS approximation for constructing shape functions at scattered points, and the Heaviside step function is used as a test function in each sub-domain to avoid the need for a domain integral in symmetric weak form. In the construction of the well-performed shape function, the trial function of a two-dimensional （2D） problem is formed with a one-dimensional （1D） basis function, thus improving computational efficiency. The numerical results are compared with the exact solutions of the problems and the finite element method （FEM）. This comparison illustrates the accuracy as well as the capability of the CVMLPG method.     

A New Finite Volume Element Formulation for the Non-Stationary Navier-Stokes Equations

A semi-discrete scheme about time for the non-stationary Navier-Stokes equations is presented firstly, then a new fully discrete finite volume element (FVE) formulation based on macroelement is directly established from the semi-discrete scheme about time. And the error estimates for the fully discrete FVE solutions are derived by means of the technique of the standard finite element method. It is shown by numerical experiments that the numerical results are consistent with theoretical conclusions. Moreover, it is shown that the FVE method is feasible and efficient for finding the numerical solutions of the non-stationary Navier-Stokes equations and it is one of the most effective numerical methods among the FVE formulation, the finite element formulation, and the finite difference scheme.     

Element-free Galerkin （EFG） method for a kind of two-dimensional linear hyperbolic equation

The present paper deals with the numerical solution of a two-dimensional linear hyperbolic equation by using the element-free Galerkin (EFG) method which is based on the moving least-square approximation for the test and trial functions. A variational method is used to obtain the discrete equations, and the essential boundary conditions are enforced by the penalty method. Compared with numerical methods based on mesh, the EFG method for hyperbolic problems needs only the scattered nodes instead of meshing the domain of the problem. It neither requires any element connectivity nor suffers much degradation in accuracy when nodal arrangements are very irregular. The effectiveness of the EFG method for two-dimensional hyperbolic problems is investigated by two numerical examples in this paper.