ERROR ESTIMATION FOR NUMERICAL METHODS USING THE ULTRA WEAK VARIATIONAL FORMULATION IN MODEL OF NEAR FIELD SCATTERING PROBLEM

In this paper, we investigate the use of ultra weak variational formulation to solve a wave scattering problem in near field optics. In order to capture the sub-scale features of waves, we utilize evanescent wave functions together with plane wave functions to approximate the local properties of the field. We analyze the global convergence and give an error estimation of the method. Numerical examples are also presented to demonstrate the effectiveness of the strategy.     

Commuting projections on graphs

Motivated by the increasing importance of large‐scale networks typically modeled by graphs, this paper is concerned with the development of mathematical tools for solving problems associated with the popular graph Laplacian. We exploit its mixed formulation based on its natural factorization as product of two operators. The goal is to construct a coarse version of the mixed graph Laplacian operator with the purpose to construct two‐level, and by recursion, a multilevel hierarchy of graphs and associated operators. In many situations in practice, having a coarse (i.e., reduced dimension) model that maintains some inherent features of the original large‐scale graph and respective graph Laplacian offers potential to develop efficient algorithms to analyze the underlined network modeled by this large‐scale graph. One possible application of such a hierarchy is to develop multilevel methods that have the potential to be of optimal complexity. In this paper, we consider general (connected) graphs and function spaces defined on its edges and its vertices. These two spaces are related by a discrete gradient operator, ‘Grad’ and its adjoint, ‘ ? Div’, referred to as (negative) discrete divergence. We also consider a coarse graph obtained by aggregation of vertices of the original one. Then, a coarse vertex space is identified with the subspace of piecewise constant functions over the aggregates. We consider the ?₂‐projection Q_H onto the space of these piecewise constants. In the present paper, our main result is the construction of a projection π_H from the original edge‐space onto a properly constructed coarse edge‐space associated with the edges of the coarse graph. The projections π_H and Q_H commute with the discrete divergence operator, that is, we have Div π_H = Q_H div. The respective pair of coarse edge‐space and coarse vertex‐space offer the potential to construct two‐level, and by recursion, multilevel methods for the mixed formulation of the graph Laplacian, which utilizes the discrete divergence operator. The performance of one two‐level method with overlapping Schwarz smoothing and correction based on the constructed coarse spaces for solving such mixed graph Laplacian systems is illustrated on a number of graph examples. Copyright © 2013 John Wiley & Sons, Ltd.     

Imposing symmetry in augmented linear systems

This paper discusses the methods of imposing symmetry in the augmented system formulation (ASF) for least‐squares (LS) problems. A particular emphasis is on upper Hessenberg problems, where the challenge lies in leaving all zero‐by‐definition elements of the LS matrix unperturbed. Analytical solutions for optimal perturbation matrices are given, including upper Hessenberg matrices. Finally, the upper Hessenberg LS problems represented by unsymmetric ASF that indicate a normwise backward stability of the problem (which is not the case in general) are identified. It is observed that such problems normally arise from Arnoldi factorization (for example, in the generalized minimal residual (GMRES) algorithm). The problem is illustrated with a number of practical (arising in the GMRES algorithm) and some ‘purpose‐built’ examples. Copyright © 2014 John Wiley & Sons, Ltd.     

具有弱对称应力的线弹性方程的稳定化格式

利用稳定化方法讨论拉格朗日乘子法得到的具有弱对称应力的线弹性问题. 用线性元和分片常数分别逼近变分问题的应力和位移. 并通过添加稳定项$G_1(\cdot,\cdot)$, $G_2(\cdot,\cdot)$和$G_3(\cdot,\cdot)$ 使相应混合离散变分问题满足弱BB条件. 接着详细研究了变分问题的解与稳定混合有限元解之间的误差估计,最后用两个数值算例验证理论分析的有效性.     

A finite element formulation satisfying the discrete geometric conservation law based on averaged Jacobians

In this article, a new methodology for developing discrete geometric conservation law (DGCL) compliant formulations is presented. It is carried out in the context of the finite element method for general advective–diffusive systems on moving domains using an ALE scheme. There is an extensive literature about the impact of DGCL compliance on the stability and precision of time integration methods. In those articles, it has been proved that satisfying the DGCL is a necessary and sufficient condition for any ALE scheme to maintain on moving grids the nonlinear stability properties of its fixed‐grid counterpart. However, only a few works proposed a methodology for obtaining a compliant scheme. In this work, a DGCL compliant scheme based on an averaged ALE Jacobians formulation is obtained. This new formulation is applied to the θ family of time integration methods. In addition, an extension to the three‐point backward difference formula is given. With the aim to validate the averaged ALE Jacobians formulation, a set of numerical tests are performed. These tests include 2D and 3D diffusion problems with different mesh movements and the 2D compressible Navier–Stokes equations. Copyright © 2011 John Wiley & Sons, Ltd.     

Statistical stationary states for a two-layer quasi-geostrophic system

Existence of a family of locally invariant probability measures for large scale flows in enclosed temperate sea is proved. This model is extremely important for understanding the meso-scale phenomena in oceans. The techniques used are those developed by Albeverio and his collaborators.     

High‐order finite difference schemes for incompressible flows

This paper presents a new high‐order approach to the numerical solution of the incompressible Stokes and Navier–Stokes equations. The class of schemes developed is based upon a velocity–pressure–pressure gradient formulation, which allows: (i) high‐order finite difference stencils to be applied on non‐staggered grids; (ii) high‐order pressure gradient approximations to be made using standard Padé schemes, and (iii) a variety of boundary conditions to be incorporated in a natural manner. Results are presented in detail for a selection of two‐dimensional steady‐state test problems, using the fourth‐order scheme to demonstrate the accuracy and the robustness of the proposed methods. Furthermore, extensions to higher orders and time‐dependent problems are illustrated, whereas the extension to three‐dimensional problems is also discussed. Copyright © 2010 John Wiley & Sons, Ltd.     

Optimal transport with convex obstacle

We consider the Monge transportation problem when the cost is the squared geodesic distance around a convex obstacle. We show that there exists at least one—and in general infinitely many—optimal transport maps.     

Linear-programming extended formulations for the single-item lot-sizing problem with backlogging and constant capacity

Recently, several authors [8, 10] have argued for the use of extended formulations to tighten production planning models. In this work we present two linear-programming extended formulations of the constant-capacity lot-sizing problem with backlogging. The first one applies to the problem with a general cost function and has O(n³) variables and constraints. This improves on the more straightforward O(n⁴) Florian and Klein [2] type formulation. The second one applies when the costs satisfy the Wagner-Whitin property but it has O(n²) variables and O(n³) constraints. As a by-product, we positively answer an open question of Miller and Wolsey [4] about the tightness of an extended formulation for the continuous mixing set. This text presents research results of the Belgian Program on Interuniversity Poles of Attraction initiated by the Belgian State, Prime Minister's Office, Science Policy Programming. The research was carried out with financial support of the Growth Project G1RD-1999-00034 (LISCOS) of the European Community. The scientific responsibility is assumed by the author.     

Effect of numerical integration in the DGFEM for nonlinear convection‐diffusion problems

This paper is concerned with the effect of numerical integration applied to the discontinuous Galerkin finite element discretization of nonlinear convection‐diffusion problems in 2D. In the space semidiscretization the volume and line integrals are evaluated by numerical quadratures. Our goal is to estimate the error caused by the numerical integration and to show what numerical quadratures guarantee that the accuracy of the method with exact integration is preserved. © 2007 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2007